Matrix derivation of moving-weighted-average graduation formulas

DOI10.1016/0167-6687(87)90002-3zbMath0611.62135OpenAlexW2051529170MaRDI QIDQ1087294

Elias S. W. Shiu

Publication date: 1987

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(87)90002-3

zbMATH Keywords

Lagrange multipliersmatrix derivationmoving-weighted-average graduation formulas

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• A contribution to the statistical theory of linear graduation
• Moving-weighted-average smoothing extended to the extremities of the data. III. Stability and optimal properties
• On Smoothing a Finite Table: A Matrix Approach
• On the theory of moving average graduation
• Moving-weighted-average smoothing extended to the extremities of the data. I. Theory
• Moving-weighted-average smoothing extended to the extremities of the data. II. Methods
• Some Properties of a Class of Band Matrices
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