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Cross-validatory graduation. (English) Zbl 0629.62104
Cross-validation is applied to the choice of the parameters that control the degree of smoothing in generalized Whittaker-Henderson graduation. The approach is compared with the Bayesian method, and is illustrated by graduation of a data set of J. C. Hickman and R. B. Miller and of data underlying the English Life Table number 13 (males).

MSC:
62P05 Applications of statistics to actuarial sciences and financial mathematics
65C99 Probabilistic methods, stochastic differential equations
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