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...
Clasificación: | Libro Electrónico |
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Autor principal: | |
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Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Wiesbaden :
Springer Fachmedien Wiesbaden : Imprint: Springer Vieweg,
2013.
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Edición: | 1st ed. 2013. |
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Acceso en línea: | Texto Completo |