Local Variance Estimation for Uncensored and Censored Observations

• Main Author: Ferrario, Paola Gloria (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Vieweg, 2013.
• Subjects: 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...

Table of 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.