Skip to main navigation Skip to search Skip to main content

Bootstrap prediction intervals for the age distribution of life-table death counts

Research output: Contribution to journalArticlepeer-review

7 Downloads (Pure)

Abstract

We introduce a nonparametric bootstrap procedure based on a dynamic factor model to construct pointwise prediction intervals for period life-table death counts. The age distribution of death counts is an example of constrained data, which are nonnegative and have a constrained integral. A centered log-ratio transformation is used to remove the constraints. With a time series of unconstrained data, we introduce our bootstrap method to construct prediction intervals, thereby quantifying forecast uncertainty. The bootstrap method utilizes a dynamic factor model to capture both nonstationary and stationary patterns through a two-stage functional principal component analysis. To capture parameter uncertainty, the estimated principal component scores and model residuals are sampled with replacement. Using the age- and sex-specific life-table deaths for Australia and the United Kingdom, we study the empirical coverage probabilities and compare them with the nominal ones. The bootstrap method has superior interval forecast accuracy, especially for the one-step-ahead forecast horizon.
Original languageEnglish
Pages (from-to)166-181
Number of pages16
JournalMathematical Population Studies
Volume32
Issue number3
Early online date31 Jul 2025
DOIs
Publication statusPublished - 2025

Bibliographical note

© 2025 The Author(s). Published with license by Taylor & Francis Group, LLC. Version archived for private and non-commercial use with the permission of the author/s and according to publisher conditions. For further rights please contact the publisher.

Keywords

  • Compositional data analysis
  • functional principal component analysis
  • functional time series analysis
  • kernel sandwich estimator
  • long-run covariance function

Fingerprint

Dive into the research topics of 'Bootstrap prediction intervals for the age distribution of life-table death counts'. Together they form a unique fingerprint.

Cite this