Data graduation based on statistical time series methods

被引:4
|
作者
Guerrero, VM
Juárez, R
Poncela, P
机构
[1] ITAM, Dept Estadist, Mexico City 01000, DF, Mexico
[2] Univ Autonoma Madrid, Dept Anal Econ Econ Cuantitat, E-28049 Madrid, Spain
关键词
best linear unbiased estimation; difference stationarity; Whittaker graduation;
D O I
10.1016/S0167-7152(00)00213-3
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
On the basis of some suitable assumptions, we show that the best linear unbiased estimator of the true mortality rates has the form of Whittaker's solution to the graduation problem. Some statistical tools are also proposed to help reducing subjectivity when graduating a dataset. (C) 2001 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:169 / 175
页数:7
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