Local Variance Estimation for Uncensored and Censored Observations

Authors: Ferrario, Paola Gloria

  • ​Publication in the field of technical sciences

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  • ISBN 978-3-658-02313-3
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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.

About the authors

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.

Table of contents (6 chapters)

  • Introduction

    Ferrario, Paola Gloria

    Pages 1-17

  • Least Squares Estimation via Plug-In

    Ferrario, Paola Gloria

    Pages 19-29

  • Local Averaging Estimation via Plug-In

    Ferrario, Paola Gloria

    Pages 31-51

  • Partitioning Estimation via Nearest Neighbors

    Ferrario, Paola Gloria

    Pages 53-78

  • Local Variance Estimation for Censored Observations

    Ferrario, Paola Gloria

    Pages 79-116

Buy this book

eBook $84.99
price for USA (gross)
  • ISBN 978-3-658-02314-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $109.00
price for USA
valid through November 5, 2017
  • ISBN 978-3-658-02313-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the eBook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Local Variance Estimation for Uncensored and Censored Observations
Authors
Copyright
2013
Publisher
Springer Vieweg
Copyright Holder
Springer Fachmedien Wiesbaden
eBook ISBN
978-3-658-02314-0
DOI
10.1007/978-3-658-02314-0
Softcover ISBN
978-3-658-02313-3
Edition Number
1
Number of Pages
XVII, 130
Number of Illustrations and Tables
3 b/w illustrations
Topics