Related papers: Selection of the optimal Box-Cox transformation pa…
The Box-Cox transformation is applied to the linear mixed models for analyzing positive and grouped data. The problem in using Box Cox transformation is that the maximum likelihood estimator of the transformation parameter is generally…
Forecasts of statistical constraints on model parameters using the Fisher matrix abound in many fields of astrophysics. The Fisher matrix formalism involves the assumption of Gaussianity in parameter space and hence fails to predict complex…
Box-Cox power transformation is a commonly used methodology to transform the distribution of a non-normal data into a normal one. Estimation of the transformation parameter is crucial in this methodology. In this study, the estimation…
For estimating area-specific parameters (quantities) in a finite population, a mixed model prediction approach is attractive. However, this approach strongly depends on the normality assumption of the response values although we often…
We consider determining change points in a time series of age-specific mortality and fertility curves observed over time. We propose two detection methods for identifying these change points. The first method uses a functional cumulative…
Fertility differentials by urban-rural residence and nativity of women in Australia significantly impact population composition at sub-national levels. We aim to provide consistent fertility forecasts for Australian women characterized by…
In demographic literature, forecast uncertainty is often quantified with a statistical model. This model-based approach may potentially suffer from drawbacks, namely model misspecification, selection effect, and lack of finite-sample…
This paper sets out a forecasting method that employs a mixture of parametric functions to capture the pattern of fertility with respect to age. The overall level of cohort fertility is decomposed over the range of fertile ages using a…
Accuracy in fertility forecasting has proved challenging and warrants renewed attention. One way to improve accuracy is to combine the strengths of a set of existing models through model averaging. The model-averaged forecast is derived…
We introduce a compositional power transformation, known as an {\alpha}-transformation, to model and forecast a time series of life-table death counts, possibly with zero counts observed at older ages. As a generalisation of the isometric…
Many variables in the social, physical, and biosciences, including neuroscience, are non-normally distributed. To improve the statistical properties of such data, or to allow parametric testing, logarithmic or logit transformations are…
The problem of transformation selection is thoroughly treated from a Bayesian perspective. Several families of transformations are considered with a view to achieving normality: the Box-Cox, the Modulus, the Yeo & Johnson and the Dual…
The Box--Cox transformation model has been widely applied for many years. The parametric version of this model assumes that the random error follows a parametric distribution, say the normal distribution, and estimates the model parameters…
Stationarity transformations are standard preprocessing in time series forecasting, yet their actual impact on accuracy across different non-stationarity types and model families has received little controlled evaluation. We construct…
Analysing age-specific mortality, fertility, and migration patterns is a crucial task in demography with significant policy relevance. In practice, such analysis is challenging when studying a large number of subpopulations, due to small…
Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy task. In recent years, the idea of using time series…
Transforming a random variable to improve its normality leads to a followup test for whether the transformed variable follows a normal distribution. Previous work has shown that the Anderson Darling test for normality suffers from…
The shape of the relationship between a continuous exposure variable and a binary disease variable is often central to epidemiologic investigations. This paper investigates a number of issues surrounding inference and the shape of the…
Linearly constrained multiple time series may be encountered in many practical contexts, such as the National Accounts (e.g., GDP disaggregated by Income, Expenditure and Output), and multilevel frameworks where the variables are organized…
Macro-level modeling is still the dominant approach in many demographic applications because of its simplicity. Individual-level models, on the other hand, provide a more comprehensive understanding of observed patterns; however, their…