E105 - Institut für Stochastik und Wirtschaftsmathematik
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Datum (veröffentlicht):
2018
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Umfang:
80
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Keywords:
Generalized linear models; nonlinear functions
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Abstract:
This thesis gives an extensive overview of generalized additive models withan outlook on their robustication. Chapter 1 shortly introduces the mainproblems with the linear model - with Gaussian errors. Chapter 2 considers additive models and generalized linear models.In Chapter 3 additive models and generalized linear models will be merged towhat is known as generalized additive models. Furthermore, we will discussone way of robustifying the latter and end with three illustrations of GAMs.