Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model
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Cites work
- A class of random field memory models for mortality forecasting
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- Algorithms for Fitting the Constrained Lasso
- Basis risk modelling: a cointegration-based approach
- Coherent forecasting of mortality rates: a sparse vector-autoregression approach
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Forecasting mortality rate improvements with a high-dimensional VAR
- Least angle regression. (With discussion)
- Modeling and forecasting U.S. mortality. (With discussion)
- Monotonic Smoothing Splines Fitted by Cross Validation
- Mortality forecasting with a spatially penalized smoothed VAR model
- Penalized and Constrained Optimization: An Application to High-Dimensional Website Advertising
- Sparse inverse covariance estimation with the graphical lasso
- Understanding, modelling and managing longevity risk: key issues and main challenges
- Variable selection in regression with compositional covariates
Cited in
(5)- A research about spatially-CBD models on predicting mortality rate
- Coherent forecasting of mortality rates: a sparse vector-autoregression approach
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