메뉴 건너뛰기




Volumn 104, Issue 486, 2009, Pages 572-585

Modeling hazard rates as functional data for the analysis of cohort lifetables and mortality forecasting

Author keywords

Eigenfunction; Force of mortality; Functional data analysis; Log hazard function; Prediction; Principal component; Swedish mortality; Time varying modeling

Indexed keywords


EID: 66549091332     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/jasa.2009.0023     Document Type: Article
Times cited : (59)

References (47)
  • 2
    • 33745967698 scopus 로고    scopus 로고
    • Demographic Forecasting: 1980 to 2005 in Review
    • Booth, H. (2006), "Demographic Forecasting: 1980 to 2005 in Review," International Journal of Forecasting, 22, 547-581.
    • (2006) International Journal of Forecasting , vol.22 , pp. 547-581
    • Booth, H.1
  • 4
    • 34547277358 scopus 로고    scopus 로고
    • Conditional Functional Principal Components Analysis
    • Cardot, H. (2007), "Conditional Functional Principal Components Analysis," Scandinavian Journal of Statistics, 34, 317-335.
    • (2007) Scandinavian Journal of Statistics , vol.34 , pp. 317-335
    • Cardot, H.1
  • 5
    • 84868939793 scopus 로고    scopus 로고
    • Discussion of Inference of Density Families Using Functional Principal Component Analysis
    • Chiou, J. M., and Müller, H. G (2001), "Discussion of "Inference of Density Families Using Functional Principal Component Analysis"," Journal of the American Statistical Association, 96, 534-537.
    • (2001) Journal of the American Statistical Association , vol.96 , pp. 534-537
    • Chiou, J.M.1    Müller, H.G.2
  • 9
    • 33747108523 scopus 로고    scopus 로고
    • A Comparison of Models for Dynamic Life Tables. Application to Mortality Data from the Valencia Region
    • Debon, A., Montes, F, and Sala, R. (2006), "A Comparison of Models for Dynamic Life Tables. Application to Mortality Data from the Valencia Region," Lifetime Data Analysis, 12, 223-244.
    • (2006) Lifetime Data Analysis , vol.12 , pp. 223-244
    • Debon, A.1    Montes, F.2    Sala, R.3
  • 12
    • 0031197999 scopus 로고    scopus 로고
    • Regression Analysis for a Functional Response
    • Faraway, J. J. (1997), "Regression Analysis for a Functional Response," Technometrics, 39, 254-262.
    • (1997) Technometrics , vol.39 , pp. 254-262
    • Faraway, J.J.1
  • 13
    • 0006921416 scopus 로고
    • Specification and Implementation of Age, Period, and Cohort Models
    • ed. W. M. Mason and S. E. Fienberg, New York: Springer-Verlag, pp
    • Fienberg, S. E., and Mason, W. M. (1985), "Specification and Implementation of Age, Period, and Cohort Models," in Cohort Analysis in Social Research, ed. W. M. Mason and S. E. Fienberg, New York: Springer-Verlag, pp. 45-88.
    • (1985) Cohort Analysis in Social Research , pp. 45-88
    • Fienberg, S.E.1    Mason, W.M.2
  • 14
    • 14044262265 scopus 로고    scopus 로고
    • Ridge Estimator in Singular Design with Application to Age-Period-Cohort Analysis of Disease Rates
    • Fu, W. J. (2000), "Ridge Estimator in Singular Design with Application to Age-Period-Cohort Analysis of Disease Rates," Communications in Statistics, Part A-Theory and Methods, 29, 263-278.
    • (2000) Communications in Statistics, Part A-Theory and Methods , vol.29 , pp. 263-278
    • Fu, W.J.1
  • 16
    • 84868951923 scopus 로고    scopus 로고
    • About Mortality Data for Sweden,
    • Technical Report. Available at www.mortality.org or
    • Glei, D., Lundstrom, H., and Wilmoth, J. (2006), "About Mortality Data for Sweden," Technical Report. Available at www.mortality.org or www.humanmortality.de.
    • (2006)
    • Glei, D.1    Lundstrom, H.2    Wilmoth, J.3
  • 17
    • 33747153005 scopus 로고    scopus 로고
    • Properties of Principal Component Methods for Functional and Longitudinal Data Analysis
    • Hall, P., Müller, H.-G, and Wang, J.-L. (2006), "Properties of Principal Component Methods for Functional and Longitudinal Data Analysis," The Annals of Statistics, 34, 1493-1517.
    • (2006) The Annals of Statistics , vol.34 , pp. 1493-1517
    • Hall, P.1    Müller, H.-G.2    Wang, J.-L.3
  • 19
    • 66549127555 scopus 로고    scopus 로고
    • Human Mortality Database. University of California, Berkeley (USA), and Max Planck Institute for Demographic Research (Germany). Available at www.mortality.org or www.humanmortality.de (data downloaded on 10 November, 2006).
    • Human Mortality Database. University of California, Berkeley (USA), and Max Planck Institute for Demographic Research (Germany). Available at www.mortality.org or www.humanmortality.de (data downloaded on 10 November, 2006).
  • 20
    • 0036071568 scopus 로고    scopus 로고
    • A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods
    • Hyndman, R. J., Koehler, A. B., Snyder, R. D., and Grose, S. (2002), "A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods," International Journal of Forecasting, 18, 439-454.
    • (2002) International Journal of Forecasting , vol.18 , pp. 439-454
    • Hyndman, R.J.1    Koehler, A.B.2    Snyder, R.D.3    Grose, S.4
  • 21
    • 33750436765 scopus 로고    scopus 로고
    • Robust Forecasting of Mortality and Fertility Rates: A Functional Data Approach
    • Hyndman, R. J., and Ullah, M. S. (2007), "Robust Forecasting of Mortality and Fertility Rates: A Functional Data Approach," Computational Statistics & Data Analysis, 51, 4942-4956.
    • (2007) Computational Statistics & Data Analysis , vol.51 , pp. 4942-4956
    • Hyndman, R.J.1    Ullah, M.S.2
  • 23
    • 1542678851 scopus 로고    scopus 로고
    • Inference for Density Families Using Functional Principal Component Analysis
    • Kneip, A., and Utikal, K. J. (2001), "Inference for Density Families Using Functional Principal Component Analysis," Journal of the American Statistical Association, 96, 519-532.
    • (2001) Journal of the American Statistical Association , vol.96 , pp. 519-532
    • Kneip, A.1    Utikal, K.J.2
  • 26
    • 26044462015 scopus 로고    scopus 로고
    • Coherent Mortality Forecasts for a Group of Populations: An Extension of the Lee-Carter Method
    • Li, N, and Lee, R. (2005), "Coherent Mortality Forecasts for a Group of Populations: An Extension of the Lee-Carter Method," Demography, 42, 575-594.
    • (2005) Demography , vol.42 , pp. 575-594
    • Li, N.1    Lee, R.2
  • 28
    • 19744371683 scopus 로고    scopus 로고
    • Functional Modelling and Classification of Longitudinal Data (with Discussion)
    • Müller, H. G (2005), "Functional Modelling and Classification of Longitudinal Data (with Discussion)," Scandinavian Journal of Statistics, 32, 223-246.
    • (2005) Scandinavian Journal of Statistics , vol.32 , pp. 223-246
    • Müller, H.G.1
  • 29
    • 42949111568 scopus 로고    scopus 로고
    • Inferring Gene Expression Dynamics via Functional Regression
    • Müller, H. G, Chiou, J. M., and Leng, X. (2008), "Inferring Gene Expression Dynamics via Functional Regression," BMC Bioinformatics, 9, 60.
    • (2008) BMC Bioinformatics , vol.9 , pp. 60
    • Müller, H.G.1    Chiou, J.M.2    Leng, X.3
  • 30
    • 0000520237 scopus 로고    scopus 로고
    • From Lifetables to Hazard Rates: The Transformation Approach
    • Müller, H. G, Wang, J. L., and Capra, W. B. (1997), "From Lifetables to Hazard Rates: The Transformation Approach," Biometrika, 84, 881-892.
    • (1997) Biometrika , vol.84 , pp. 881-892
    • Müller, H.G.1    Wang, J.L.2    Capra, W.B.3
  • 31
    • 19744368468 scopus 로고    scopus 로고
    • Time-Varying Functional Regression for Predicting Remaining Lifetime Distributions from Longitudinal Trajectories
    • Müller, H. G, and Zhang, Y (2005), "Time-Varying Functional Regression for Predicting Remaining Lifetime Distributions from Longitudinal Trajectories," Biometrics, 61, 1064-1075.
    • (2005) Biometrics , vol.61 , pp. 1064-1075
    • Müller, H.G.1    Zhang, Y.2
  • 32
    • 0037052454 scopus 로고    scopus 로고
    • Broken Limits to Life Expectancy
    • Oeppen, J., and Vaupel, J. W. (2002), "Broken Limits to Life Expectancy," Science, 296, 1029-1031.
    • (2002) Science , vol.296 , pp. 1029-1031
    • Oeppen, J.1    Vaupel, J.W.2
  • 36
    • 0042907424 scopus 로고    scopus 로고
    • Lee-Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
    • Renshaw, A., and Haberman, S. (2003), "Lee-Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections," Applied Statistics, 52, 119-137.
    • (2003) Applied Statistics , vol.52 , pp. 119-137
    • Renshaw, A.1    Haberman, S.2
  • 37
    • 8644231058 scopus 로고    scopus 로고
    • Functional and Longitudinal Data Analysis: Perspectives on Smoothing
    • Rice, J. (2004), "Functional and Longitudinal Data Analysis: Perspectives on Smoothing," Statistica Sinica, 14, 631-647.
    • (2004) Statistica Sinica , vol.14 , pp. 631-647
    • Rice, J.1
  • 38
    • 0001597980 scopus 로고
    • Estimating The Mean and The Covariance Structure Nonparametrically When Data Are Curves
    • Rice, J., and Silverman, B. (1991), "Estimating The Mean and The Covariance Structure Nonparametrically When Data Are Curves," Journal of the Royal Statistical Society: Ser. B, 53, 233-243.
    • (1991) Journal of the Royal Statistical Society: Ser. B , vol.53 , pp. 233-243
    • Rice, J.1    Silverman, B.2
  • 40
    • 0032496353 scopus 로고    scopus 로고
    • Vaupel, J. W., Carey, J. R., Christensen, K, Johnson, T E., Yashin, A. I., Holm, N. V, Iachine, I. A., Kannisto, V, Khazaeli, A. A., Liedo, P., Longo, V D., Zeng, Y, Manton, K. G, and Curtsinger, J. W. (1998), Biodemographic Trajectories of Longevity, Science, 280, 855-860. Vaupel, J. W., and Canudas Romo, V (2003), Decomposing Change in Life Expectancy: A Bouquet of Formulas in Honor of Nathan Keyfitzs 90th Birthday, Demography, 40, 201-216.
    • Vaupel, J. W., Carey, J. R., Christensen, K, Johnson, T E., Yashin, A. I., Holm, N. V, Iachine, I. A., Kannisto, V, Khazaeli, A. A., Liedo, P., Longo, V D., Zeng, Y, Manton, K. G, and Curtsinger, J. W. (1998), "Biodemographic Trajectories of Longevity," Science, 280, 855-860. Vaupel, J. W., and Canudas Romo, V (2003), "Decomposing Change in Life Expectancy: A Bouquet of Formulas in Honor of Nathan Keyfitzs 90th Birthday," Demography, 40, 201-216.
  • 41
    • 0040579233 scopus 로고    scopus 로고
    • Analysis of Oldest-Old Mortality: Lifetables Revisited
    • Wang, J. L., Müller, H. G, and Capra, W. B. (1998), "Analysis of Oldest-Old Mortality: Lifetables Revisited," The Annals of Statistics, 26, 126-163.
    • (1998) The Annals of Statistics , vol.26 , pp. 126-163
    • Wang, J.L.1    Müller, H.G.2    Capra, W.B.3
  • 42
    • 85011124308 scopus 로고    scopus 로고
    • Projecting Mortality Trends: Recent Developments in the United Kingdom and the United States
    • Wong-Fupuy, C, and Haberman, S. (2004), "Projecting Mortality Trends: Recent Developments in the United Kingdom and the United States," Annals American Actuarial Journal, 8, 56-83.
    • (2004) Annals American Actuarial Journal , vol.8 , pp. 56-83
    • Wong-Fupuy, C.1    Haberman, S.2
  • 43
    • 16244369741 scopus 로고    scopus 로고
    • A Methodological Comparison of Age-Period-Cohort Models: Intrinsic Estimator and Conventional Generalized Linear Models
    • Yang, Y, Fu, W. J., and Land, K C. (2004), "A Methodological Comparison of Age-Period-Cohort Models: Intrinsic Estimator and Conventional Generalized Linear Models," Sociological Methodology, 34, 75-110.
    • (2004) Sociological Methodology , vol.34 , pp. 75-110
    • Yang, Y.1    Fu, W.J.2    Land, K.C.3
  • 44
    • 49249099187 scopus 로고    scopus 로고
    • The Intrinsic Estimator for Age-Period-Cohort Analysis: What It Is and How To Use It
    • Yang, Y, Schulhofer-Wohl, S., Fu, W. J., and Land, K. C. (2008), "The Intrinsic Estimator for Age-Period-Cohort Analysis: What It Is and How To Use It," American Journal of Sociology, 113, 1697-1736.
    • (2008) American Journal of Sociology , vol.113 , pp. 1697-1736
    • Yang, Y.1    Schulhofer-Wohl, S.2    Fu, W.J.3    Land, K.C.4
  • 45
    • 0041332955 scopus 로고    scopus 로고
    • Shrinkage Estimation for Functional Principal Component Scores With Application to The Population Kinetics of Plasma Folate
    • Yao, F, Müller, H. G, Clifford, A. J., Dueker, S. R., Follett, J., Lin, Y, Buchholz, B. A., and Vogel, J. S. (2003), "Shrinkage Estimation for Functional Principal Component Scores With Application to The Population Kinetics of Plasma Folate," Biometrics, 59, 676-685.
    • (2003) Biometrics , vol.59 , pp. 676-685
    • Yao, F.1    Müller, H.G.2    Clifford, A.J.3    Dueker, S.R.4    Follett, J.5    Lin, Y.6    Buchholz, B.A.7    Vogel, J.S.8
  • 47
    • 8644276476 scopus 로고    scopus 로고
    • The Functional Data Analysis View of Longitudinal Data
    • Zhao, X., Marron, J. S., and Wells, M. T (2004), "The Functional Data Analysis View of Longitudinal Data," Statistica Sinica, 14, 789-808.
    • (2004) Statistica Sinica , vol.14 , pp. 789-808
    • Zhao, X.1    Marron, J.S.2    Wells, M.T.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.