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09/04/2023
Identifiability and estimation of the competing risks model under exclusion restrictions
The non-identifiability of the competing risks model requires researcher...
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research
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09/04/2023
Hidden variables unseen by Random Forests
Random Forests are widely claimed to capture interactions well. However,...
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02/19/2023
Smooth Backfitting for Additive Hazard Rates
Smooth backfitting was first introduced in an additive regression settin...
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01/10/2023
Chain Ladder Plus: a versatile approach for claims reserving
This paper introduces yet another stochastic model replicating chain lad...
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08/12/2022
Unifying local and global model explanations by functional decomposition of low dimensional structures
We consider a global explanation of a regression or classification funct...
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01/26/2022
Local linear smoothing in additive models as data projection
We discuss local linear smooth backfitting for additive non-parametric m...
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12/29/2020
Random Planted Forest: a directly interpretable tree ensemble
We introduce a novel interpretable and tree-based algorithm for predicti...
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04/02/2019
Non-Smooth Backfitting for Excess Risk Additive Regression Model with Two Survival Time-Scales
We present a new backfitting algorithm estimating the complex structured...
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04/02/2019
