Robust forecasting of mortality and fertility rates: a functional data approach
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Cites work
- scientific article; zbMATH DE number 469124 (Why is no real title available?)
- scientific article; zbMATH DE number 1113912 (Why is no real title available?)
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- COBS: qualitatively constrained smoothing via linear programming
- Disaggregatton in population forecasting: Do we need it? And how to do it simply
- Extending Lee–Carter Mortality Forecasting
- Forecasting PC-ARIMA models for functional data
- Functional data analysis.
- Generalizing univariate signed rank statistics for testing and estimating a multivariate location parameter
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- Joint Estimation of Model Parameters and Outlier Effects in Time Series
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
- Modeling and forecasting U.S. mortality. (With discussion)
- Monotonic Smoothing Splines Fitted by Cross Validation
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
- Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
- Principal component analysis.
- Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
- Robust principal component analysis for functional data. (With comments)
- Semiparametric Regression
- Smoothed functional principal components analysis by choice of norm
- Smoothing and forecasting mortality rates
- Smoothing methods in statistics
- Thin Plate Regression Splines
Cited in
(only showing first 100 items - show all)- Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models
- Wavelet analysis of variance box plot
- Clustering and forecasting multiple functional time series
- Data adaptive functional outlier detection: analysis of the Paris bike sharing system data
- Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach
- Spatio‐temporal functional data analysis for wireless sensor networks data
- Modeling and forecasting duration-dependent mortality rates
- Common functional principal component models for mortality forecasting
- Fast estimation of the median covariation matrix with application to online robust principal components analysis
- Forecasting vital rates by a trimodal extension of the flexible generalized skew normal probability density function
- The mortality of the Italian population: smoothing techniques on the Lee-Carter model
- Forecasting functional time series using weighted likelihood methodology
- Segmental dynamic factor analysis for time series of curves
- Prospective mortality tables: taking heterogeneity into account
- A multivariate time series approach to projected life tables
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating
- Robust regularized singular value decomposition with application to mortality data
- GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
- Wavelet-based feature extraction for mortality projection
- Robust functional principal components: a projection-pursuit approach
- A dynamic parameterization modeling for the age-period-cohort mortality
- Dynamic mortality factor model with conditional heteroskedasticity
- Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models
- Factor models for high‐dimensional functional time series II: Estimation and forecasting
- Mortality and life expectancy forecasting for a group of populations in developed countries: a robust multilevel functional data method
- Estimation of partial derivative functionals with application to human mortality data analysis
- The analysis of age-specific fertility patterns via logistic models
- Introducing and evaluating a new multiple-component stochastic mortality model
- Forecasting the old‐age dependency ratio to determine a sustainable pension age
- Localization processes for functional data analysis
- A robust functional time series forecasting method
- Recent developments in complex and spatially correlated functional data
- A parameterized approach to modeling and forecasting mortality
- Conformal prediction bands for multivariate functional data
- Forecasting the Incidence of Cancer in Regional Victoria, Australia
- Sensitivity analysis and visualization for functional data
- Mortality prediction using survival energy models with functional data analysis
- Locally stationary functional time series
- Modelling mortality: A bayesian factor-augmented var (favar) approach
- Modelling residuals dependence in dynamic life tables: a geostatistical approach
- Stochastic modelling of disability insurance in a multi-period framework
- Bivariate smoothing of mortality surfaces with cohort and period ridges
- Bootstrap methods for stationary functional time series
- Functional Autoregression for Sparsely Sampled Data
- Rotation of the age pattern of mortality improvements in the European union
- Mortality forecasting with a spatially penalized smoothed VAR model
- Quantiles for finite and infinite dimensional data
- Forecasting mortality rates with a coherent ensemble averaging approach
- Modeling repeated functional observations
- Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model
- Functional time series forecasting: functional singular spectrum analysis approaches
- Multistate models in health insurance
- A forecast reconciliation approach to cause-of-death mortality modeling
- A general procedure for constructing mortality models
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- Functional outlier detection with robust functional principal component analysis
- On the Structure and Classification of Mortality Models
- Parameter-free search of time-series discord
- Analysis of Finnish and Swedish mortality data with stochastic mortality models
- Robust functional principal component analysis based on a new regression framework
- Forecasting binary longitudinal data by a functional PC-ARIMA model
- Time-series forecasting of mortality rates using deep learning
- Age-coherent extensions of the Lee-Carter model
- A survey of functional principal component analysis
- Testing linearity in semi-parametric functional data analysis
- Life anuities with stochastic survival probabilities: A review
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method
- Nonparametric time series forecasting with dynamic updating
- Robust depth-based estimation of the functional autoregressive model
- Forecasting multiple functional time series in a group structure: an application to mortality
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
- Addressing the life expectancy gap in pension policy
- Intergenerational actuarial fairness when longevity increases: amending the retirement age
- Functional principal component analysis for cointegrated functional time series
- Time evolution of income distributions with subgroup decompositions
- \(M\)-type smoothing spline estimators for principal functions
- De-risking strategy: longevity spread buy-in
- Modeling stochastic mortality with O-U type processes
- Evaluating the goodness of fit of stochastic mortality models
- Dynamic functional data analysis with non-parametric state space models
- Accounting for smoking in forecasting mortality and life expectancy
- Forecasting mortality with international linkages: a global vector-autoregression approach
- Modelling dependent data for longevity projections
- Dynamic principal component regression for forecasting functional time series in a group structure
- A Conformal Approach for Distribution-free Prediction of Functional Data
- Forecasting functional time series
- On projection methods for functional time series forecasting
- COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES
- Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks
- Robust multivariate and functional archetypal analysis with application to financial time series analysis
- Statistics for functional data
- Coherent mortality forecasting by the weighted multilevel functional principal component approach
- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- Extending Lee–Carter Mortality Forecasting
- Seasonal functional autoregressive models
- A mathematical algorithm for dimensional control of tunnels using topographic profiles
- Functional horseshoe smoothing for functional trend estimation
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