On smoothness terms in multidimensional Whittaker graduation

DOI10.1016/0167-6687(95)00021-6zbMATH Open0855.62091OpenAlexW1977072265MaRDI QIDQ1921979FDOQ1921979

Authors: James D. Broffitt 

Publication date: 9 February 1997

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(95)00021-6

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zbMATH Keywords

quadratic formspolynomial modelKronecker productsmeasure of lack-of-fitmeasures of lack-of-smoothnessmultidimensional Whittaker graduationsmoothness terms

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)

Cited In (6)

• Matrix derivation of moving-weighted-average graduation formulas
• Applications of linear and quadratic programmings to some cases of the Whittaker-Henderson graduation method
• A note on Whittaker-Henderson graduation: bisymmetry of the smoother matrix
• Penalized least squares smoothing of two-dimensional mortality tables with imposed smoothness
• Title not available (Why is that?)
• An extension of the Whittaker-Henderson method of graduation

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