On smoothness terms in multidimensional Whittaker graduation

DOI10.1016/0167-6687(95)00021-6MaRDI QIDQ1921979zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• A note on Whittaker-Henderson graduation: bisymmetry of the smoother matrix
• A state space formulation of Whittaker graduation, with extensions
• Applications of linear and quadratic programmings to some cases of the Whittaker-Henderson graduation method
• An extension of the Whittaker-Henderson method of graduation
• A Bayesian interpretation of Whittaker-Henderson graduation

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
• scientific article; zbMATH DE number 591101 (Why is no real title available?)
• An extension of the Whittaker-Henderson method of graduation

This page was built for publication: On smoothness terms in multidimensional Whittaker graduation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1921979)