| 基于极值理论高龄死亡率模型的比较研究 |
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| 引用本文：肖鸿民, 康彦玲, 王占魁.基于极值理论高龄死亡率模型的比较研究[J].经济数学,2019,(3):64-70 |
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| 中文摘要:基于极值理论模型,对中国与日本高龄人口死亡率进行拟合和预测,克服了其他死亡率参数外推模型的主观性.在极值理论高龄死亡率模型的基础上使用加权最小二乘法,通过反复试验方式选择最优门限年龄和模型参数估计值,并且预测中国与日本人口最高年龄以及最高年龄区间估计.此研究为我国经验生命表的编制工作提供借鉴. |
| 中文关键词:统计学 最高到达年龄 极值理论 加权最小二乘法 区间估计 |
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| A Comparative Study on the Model of Age Mortality based on Extreme Value Theory |
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| Abstract:Based on extreme value theory model, the mortality rate of the elderly population in China and Japan is fitted and predicted, the subjectivity of the extrapolation model of other mortality parameters is overcome. Based on the extreme value theory old age mortality model, the weighted least square method is used to select the optimal threshold age and the estimated values of model parameters by repeated experiments, the highest age and highest age interval estimation of Chinese and Japanese populations are predicted. The study provides a reference for the compilation of empirical life table in China. |
| keywords:Statistics Highest attained age Extreme value theory Weighted least squares method Interval estimation |
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