Local Variance Estimation for Uncensored and Censored Observations

• Κύριος συγγραφέας: Ferrario, Paola Gloria (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Vieweg, 2013.
• Θέματα: Mathematics.; Mathematics, general.

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...

Πίνακας περιεχομένων:

• 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.