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D. Mikis Stasinopoulos

Researcher at London Metropolitan University

Publications -  10
Citations -  2020

D. Mikis Stasinopoulos is an academic researcher from London Metropolitan University. The author has contributed to research in topics: Skewness & Generalized additive model for location, scale and shape. The author has an hindex of 7, co-authored 10 publications receiving 1676 citations.

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Generalized Additive Models for Location Scale and Shape (GAMLSS) in R

TL;DR: GAMLSS as discussed by the authors is a general framework for fitting regression type models where the distribution of the response variable does not have to belong to the exponential family and includes highly skew and kurtotic continuous and discrete distribution.
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Smooth centile curves for skew and kurtotic data modelled using the Box–Cox power exponential distribution

TL;DR: The LMSP method of centile estimation is applied to modelling the body mass index of Dutch males against age by modelling each of the four parameters of the BCPE distribution as a smooth non-parametric function of an explanatory variable.
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Generalized Autoregressive Moving Average Models

TL;DR: A class of generalized autoregressive moving average (GARMA) models is developed that extends the univariate Gaussian ARMA time series model to a flexible observation-driven model for non-Gaussian time series data.
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Using the Box-Cox t distribution in GAMLSS to model skewness and kurtosis:

TL;DR: The Box-Cox t (BCT) distribution as mentioned in this paper is defined by a power transformation Yv having a shifted and scaled (truncated) t distribution with degrees of freedom parameter τ.
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Mean and dispersion modelling for policy claims costs

TL;DR: In this paper, a model for the statistical analysis of the total amount of insurance paid out on a policy is developed and applied, simultaneously dealing with the number of claims (zero or more) and the amount of each claim.