B0151
Title: Rage against the mean: An introduction to distributional regression
Authors: Thomas Kneib - University of Goettingen (Germany) [presenting]
Abstract: Distributional regression models that overcome the traditional focus on relating the conditional mean of the response to explanatory variables and instead target either the complete conditional response distribution or more general features thereof have seen increasing interest in the past decade. Generalized additive models for location will be targeted, scale and shape as a flexible and versatile tool for distributional regression. The underlying methodology and its application will be introduced in different case studies. Furthermore, competing distributional regression approaches, such as conditional transformation models or quantile and expectile regression, will be briefly reviewed.
