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Local Variance Estimation for Uncensored and Censored Observations

  • Book
  • © 2013

Overview

Authors:
  1. Paola Gloria Ferrario

    1. Stuttgart, Germany

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  • Publication in the field of technical sciences

  • Includes supplementary material: sn.pub/extras

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Table of contents (6 chapters)

  1. Front Matter

    Pages i-xvii
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  2. Introduction

    • Paola Gloria Ferrario
    Pages 1-17

  3. Least Squares Estimation via Plug-In

    • Paola Gloria Ferrario
    Pages 19-29

  4. Local Averaging Estimation via Plug-In

    • Paola Gloria Ferrario
    Pages 31-51

  5. Partitioning Estimation via Nearest Neighbors

    • Paola Gloria Ferrario
    Pages 53-78

  6. Local Variance Estimation for Censored Observations

    • Paola Gloria Ferrario
    Pages 79-116

  7. Simulations

    • Paola Gloria Ferrario
    Pages 117-127

  8. Back Matter

    Pages 129-130
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Keywords

About this book

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.

Authors and Affiliations

  • Stuttgart, Germany

    Paola Gloria Ferrario

About the 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.

Bibliographic Information

  • Book Title: Local Variance Estimation for Uncensored and Censored Observations

  • Authors: Paola Gloria Ferrario

  • DOI: https://doi.org/10.1007/978-3-658-02314-0

  • Publisher: Springer Vieweg Wiesbaden

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: Springer Fachmedien Wiesbaden 2013

  • Softcover ISBN: 978-3-658-02313-3Published: 11 June 2013

  • eBook ISBN: 978-3-658-02314-0Published: 30 May 2013

  • Edition Number: 1

  • Number of Pages: XVII, 130

  • Number of Illustrations: 3 b/w illustrations

  • Topics: Mathematics, general

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