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Local Variance Estimation for Uncensored and Censored Observations

Autor Paola Gloria Ferrario
en Limba Engleză Paperback – 11 iun 2013
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.
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Specificații

ISBN-13: 9783658023133
ISBN-10: 3658023139
Pagini: 148
Ilustrații: XVII, 130 p. 3 illus.
Dimensiuni: 148 x 210 x 8 mm
Greutate: 0.2 kg
Ediția:2013
Editura: Springer Fachmedien Wiesbaden
Colecția Springer Vieweg
Locul publicării:Wiesbaden, Germany

Public țintă

Research

Cuprins

​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.

Notă biografică

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.

Textul de pe ultima copertă

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.
 
Contents
·         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
 
 
Target Groups
·         Researchers and graduate students in the fields ofmathematics and statistics
·         Practitioners in the fields of medicine, reliability, finance, and insurance
 
 
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.

Caracteristici

Publication in the field of technical sciences Includes supplementary material: sn.pub/extras