An evaluation of the performance of kernel estimators for graduating mortality data |
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Authors: | Paraskevi Peristera Anastasia Kostaki |
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Institution: | (1) Department of Statistics, Athens University of Economics and Business, Patission 76, Athens, Greece |
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Abstract: | In the graduation of the age-specific mortality pattern, recent emphasis has been placed on the use of kernel regression estimators.
Three such estimators are the Nadaraya-Watson, Gasser-Muller and kernel weighted local linear estimators. This paper discusses
the theoretical background of each estimator and evaluates their accuracy in graduating age-specific mortality using data
for France, Japan and Sweden. For comparison, we also fit the Heligman-Pollard model and its nine-parameter variant by Kostaki.
The Gasser-Muller estimator is found to be superior to the two other kernel estimators in that it is both more stable and
not influenced by boundary effects. Furthermore, compared with the two parametrric models, the Gasser-Muller estimator provides
a more satisfactory graduation, especially at older adult ages, in terms both of smoothness and of fidelity between the observed
and graduated rates. |
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Keywords: | mortality graduation nonparametric techniques kernel regression estimators Nadaraya-Watson estimator Gasser-Muller estimator kernel weighted local linear estimator local linear fitting bandwidth parameter Heligman-Pollard model |
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