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Statistically tested comparisons of the accuracy of forecasting methods for age-specific and sex-specific mortality and life expectancy

Shang, Hanlin

Description

Although there are continuing developments in the methods for forecasting mortality, there are few comparisons of the accuracy of the forecasts. The subject of the statistical validity of these comparisons, which is essential to demographic forecasting, has all but been ignored. We introduce Friedman's test statistics to examine whether the differences in point and interval forecast accuracies are statistically significant between methods. We introduce the Nemenyi test statistic to identify...[Show more]

CollectionsANU Research Publications
Date published: 2015
Type: Journal article
URI: http://hdl.handle.net/1885/19538
Source: Population Studies
DOI: 10.1080/00324728.2015.1074268

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