Bayesian model averaging for mortality forecasting using leave-future-out validation
Karim Barigou, Pierre-Olivier Goffard, Stéphane Loisel, Yahia Salhi
| Year of publication: |
2023
|
|---|---|
| Authors: | Barigou, Karim ; Goffard, Pierre-Olivier ; Loisel, Stéphane ; Salhi, Yahia |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 2, p. 674-690
|
| Subject: | Age-period-cohort | Bayesian model averaging | Mortality forecasting | Overdispersion | Stacking | Sterblichkeit | Mortality | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.01.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465104