Author : Paola Gloria Ferrario
Publisher : Springer Science & Business Media
ISBN 13 : 3658023147
Total Pages : 140 pages
Book Rating : 4.6/5 (58 download)
Book Synopsis Local Variance Estimation for Uncensored and Censored Observations by : Paola Gloria Ferrario
Download or read book Local Variance Estimation for Uncensored and Censored Observations written by Paola Gloria Ferrario and published by Springer Science & Business Media. This book was released on 2013-05-30 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.