1 citations · 1 across the 1 of their papers we have counts for
2 papers
stat.ME2020★ 1 cited
Functional time series forecasting of extreme values
Han Lin Shang, Ruofan Xu
We consider forecasting functional time series of extreme values within a generalised extreme value distribution (GEV). The GEV distribution can be characterised using the three pa…
stat.AP2019
Forecasting age distribution of death counts: An application to annuity pricing
Han Lin Shang, Steven Haberman
We consider a compositional data analysis approach to forecasting the age distribution of death counts. Using the age-specific period life-table death counts in Australia obtained…