Search results for "Median polish"

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Modelling residuals dependence in dynamic life tables: A geostatistical approach

2008

The problem of modelling dynamic mortality tables is considered. In this context, the influence of age on data graduation needs to be properly assessed through a dynamic model, as mortality progresses over the years. After detrending the raw data, the residuals dependence structure is analysed, by considering them as a realisation of a homogeneous Gaussian random field defined on R × R. This setting allows for the implementation of geostatistical techniques for the estimation of the dependence and further interpolation in the domain of interest. In particular, a complex form of interaction between age and time is considered, by taking into account a zonally anisotropic component embedded in…

Statistics and ProbabilityRandom fieldApplied MathematicsZonal anisotropyContext (language use)Median polishCovarianceCross-validationLee-CarterGaussian random fieldDynamic life tablesComputational MathematicsKrigingComputational Theory and MathematicsGoodness of fitKrigingStatisticsGeometric anisotropyMathematicsInterpolation
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