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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: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Wiesbaden :
Springer Fachmedien Wiesbaden : Imprint: Springer Vieweg,
2013.
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| Edición: | 1st ed. 2013. |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- 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.