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A time series approach to life table construction |
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| Authors: | Edward J Wegman El-Sayed Nour Cris Kukuk |
| Institution: | 1. Office of Naval Research , Arlington, Virginia;2. University of Cairo , Cairo, Egypt;3. University of Missouri , Kansas City, Missouri |
| Abstract: | This paper deals with the construction of the life table. A discussion of basic facts about the life table is followed by the proposal of a nonstationary, autoregressive model for the life table. The moment structure of the nonstationary, autoregressive model is developed. Some estimation procedures are proposed followed by several examples. |
| Keywords: | autoregressive process cohort life table period life table failure rate isotonic regression smooth- ing spline force of mortality attrition |