Local Variance Estimation for Uncensored and Censored Observations
Paola Gloria Ferrario develops and investigates several methods of nonparametric local variance estimation. The first two methods use regression estimations (plug-in), achieving least squares estimates as well as local averaging estimates (partitioning or kernel type). Furthermore, the author uses a...
Guardado en:
| Autor principal: | |
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| Formato: | Livre numérique |
| Lenguaje: | Anglais |
| Publicado: |
Wiesbaden :
Springer Fachmedien Wiesbaden
2013.
Cham : Springer Nature |
| Acceso en línea: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Local Variance Estimation for Uncensored and Censored Observations, Texte imprimé, 9783658023133 • Local Variance Estimation for Uncensored and Censored Observations, Texte imprimé, 9783658023157 |
| Sumario: | Paola Gloria Ferrario develops and investigates several methods of nonparametric local variance estimation. The first two methods use regression estimations (plug-in), achieving least squares estimates as well as local averaging estimates (partitioning or kernel type). Furthermore, the author uses a partitioning method for the estimation of the local variance based on first and second nearest neighbors (instead of regression estimation). Approaching specific problems of application fields, all the results are extended and generalised to the case where only censored observations are available. Further, simulations have been executed comparing the performance of two different estimators (R-Code available!). As a possible application of the given theory the author proposes a survival analysis of patients who are treated for a specific illness. Contents · Least Squares Estimation of the Local Variance via Plug-In · Local Averaging Estimation of the Local Variance via Plug-In · Partitioning Estimation of the Local Variance via Nearest Neighbors · Estimation of the Local Variance under Censored Observations Target Groups · Researchers and graduate students in the fields ofmathematics and statistics · Practitioners in the fields of medicine, reliability, finance, and insurance Author Paola Gloria Ferrario received her doctorate degree (doctor rerum naturalium) from the University of Stuttgart, Germany, in 2012, after having studied Mathematical Engineering at the Polytechnic of Milano, Italy. She taught mathematics to students of economics at University of Hohenheim and now works as a researcher at the University of Lübeck, Germany. |
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| Notas: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9783658023140 |
| Acceso: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. chttps://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |