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年龄—时期—队列模型与扩展链梯模型的识别AI 解读

We consider the identification problem that arises in the age-period-cohort models as well as in the extended chain-ladder model. We propose a canonical parameterization based on the accelerations of the trends in the three factors. This parameterization is exactly identified and eases interpretation, estimation and forecasting. The canonical parameterization is applied to a class of index sets which have trapezoidal shapes, including various Lexis diagrams and the…

二元典型相关分析中的秩条件检验AI 解读

The likelihood ratio test for the hypothesis that the smaller of two canonical correlations is zero is nonsimilar; the distribution of the test statistic depends on the value of the largest canonical correlation. In applications the nuisance parameter usually has to be estimated, and this paper describes the distributional properties of the test, conditional on the estimator. Although these properties depend on the nuisance parameter, the dependency seems to be negligible…