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We propose an extension of Markov-switching generalized additive models for location, scale, and shape (MS-GAMLSS) that allows covariates to influence not only the parameters of the state-dependent distributions but also the state…

Methodology · Statistics 2026-01-08 Katharina Ammann , Timo Adam , Jan-Ole Koslik

We introduce a generalized additive model for location, scale, and shape (GAMLSS) next of kin aiming at distribution-free and parsimonious regression modelling for arbitrary outcomes. We replace the strict parametric distribution…

Methodology · Statistics 2023-12-21 Sandra Siegfried , Lucas Kook , Torsten Hothorn

Rigby & Stasinopoulos (2005) introduced generalized additive models for location, scale and shape (GAMLSS) where the response distribution is not restricted to belong to the exponential family and its parameters can be specified as…

Methodology · Statistics 2016-05-25 Giampiero Marra , Rosalba Radice

Estimating health indicators for restricted sub-populations is a recurring challenge in epidemiology and public health. When survey data are used, Small Area Estimation (SAE) methods can improve precision by borrowing strength across…

Methodology · Statistics 2026-01-28 Aldo Gardini , Lorenzo Mori

Using sample surveys as a cost effective tool to provide estimates for characteristics of interest at population and sub-populations (area/domain) level has a long tradition in "small area estimation". However, the existence of outliers in…

Methodology · Statistics 2021-01-13 Setareh Ranjbar , Elvezio Ronchetti , Stefan Sperlich

Generalized additive models for location, scale and shape (GAMLSS) are a flexible class of regression models that allow to model multiple parameters of a distribution function, such as the mean and the standard deviation, simultaneously.…

Computation · Statistics 2014-07-08 Benjamin Hofner , Andreas Mayr , Matthias Schmid

Generalized additive models for location, scale and shape (GAMLSS) are a popular extension to mean regression models where each parameter of an arbitrary distribution is modelled through covariates. While such models have been developed for…

Methodology · Statistics 2024-12-02 Lucas Kock , Nadja Klein

The Italian National Institute for Statistics regularly provides estimates of unemployment indicators using data from the Labor Force Survey. However, direct estimates of unemployment incidence cannot be released for Local Labor Market…

Methodology · Statistics 2018-08-23 Maria Francesca Marino , Maria Giovanna Ranalli , Nicola Salvati , Marco Alfo'

In countries where population census data are limited, generating accurate subnational estimates of health and demographic indicators is challenging. Existing model-based geostatistical methods leverage covariate information and spatial…

Methodology · Statistics 2022-08-08 Peter A. Gao , Jon Wakefield

This paper proposes a new model-based approach to small area estimation of general finite-population parameters based on grouped data or frequency data, which is often available from sample surveys. Grouped data contains information on…

Methodology · Statistics 2019-09-20 Yuki Kawakubo , Genya Kobayashi

We discuss scalar-on-function regression models where all parameters of the assumed response distribution can be modeled depending on covariates. We thus combine signal regression models with generalized additive models for location, scale…

Computation · Statistics 2016-05-16 Sarah Brockhaus , Andreas Fuest , Andreas Mayr , Sonja Greven

This paper introduces distributional regression, also known as generalized additive models for location, scale and shape (GAMLSS), as a modeling framework for analyzing treatment effects beyond the mean. By relating each parameter of the…

Applications · Statistics 2019-03-29 Maike Hohberg , Peter Pütz , Thomas Kneib

This article considers the estimation of the number of severely disabled people using data from the Italian survey on Health Conditions and Appeal to Medicare. Disability is indirectly measured using a set of categorical items, which survey…

Applications · Statistics 2015-08-25 Enrico Fabrizi , Giorgio E. Montanari , Maria Giovanna Ranalli

We extend Generalized Additive Models for Location, Scale, and Shape (GAMLSS) to regression with functional response. This allows us to simultaneously model point-wise mean curves, variances and other distributional parameters of the…

Small area estimation (SAE) entails estimating characteristics of interest for domains, often geographical areas, in which there may be few or no samples available. SAE has a long history and a wide variety of methods have been suggested,…

Applications · Statistics 2020-06-19 Jon Wakefield , Taylor Okonek , Jon Pedersen

Small area estimation (SAE) is a common endeavor and is used in a variety of disciplines. In low- and middle-income countries (LMICs), in which household surveys provide the most reliable and timely source of data, SAE is vital for…

Methodology · Statistics 2026-02-17 Jon Wakefield , Jitong Jiang , Yunhan Wu

The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…

Methodology · Statistics 2019-11-14 William H. Aeberhard , Eva Cantoni , Giampiero Marra , Rosalba Radice

Subnational monitoring of public health often relies on household surveys where data are sparse at the desired spatial resolution. Small area estimation (SAE) methods address this challenge by borrowing strength across areas and…

Methodology · Statistics 2026-05-12 Qianyu Dong , Zehang Richard Li

This study introduces a statistical mechanics framework to analyze the territorial distribution of the Resident Foreign Population across Italian municipalities. The observed percentages of foreign residents are treated as the reference…

Methodology · Statistics 2025-10-14 Pierpaolo Massoli

Large spatial datasets with non-Gaussian responses are increasingly common in environmental monitoring, ecology, and remote sensing, yet scalable Bayesian inference for such data remains challenging. Markov chain Monte Carlo (MCMC) methods…

Methodology · Statistics 2025-12-02 Jin Hyung Lee , Ben Seiyon Lee
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