| 000 | 03348nam a22003975i 4500 | ||
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| 001 | 978-3-658-02314-0 | ||
| 003 | DE-He213 | ||
| 005 | 20140220082925.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 130531s2013 gw | s |||| 0|eng d | ||
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_a9783658023140 _9978-3-658-02314-0 |
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| 024 | 7 |
_a10.1007/978-3-658-02314-0 _2doi |
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_aPB _2bicssc |
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_aMAT000000 _2bisacsh |
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| 082 | 0 | 4 |
_a510 _223 |
| 100 | 1 |
_aFerrario, Paola Gloria. _eauthor. |
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| 245 | 1 | 0 |
_aLocal Variance Estimation for Uncensored and Censored Observations _h[electronic resource] / _cby Paola Gloria Ferrario. |
| 264 | 1 |
_aWiesbaden : _bSpringer Fachmedien Wiesbaden : _bImprint: Springer Vieweg, _c2013. |
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| 300 |
_aXVII, 130 p. 3 illus. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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_atext file _bPDF _2rda |
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| 505 | 0 | _aLeast 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. | |
| 520 | _aPaola 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 of mathematics 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. | ||
| 650 | 0 | _aMathematics. | |
| 650 | 1 | 4 | _aMathematics. |
| 650 | 2 | 4 | _aMathematics, general. |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783658023133 |
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-658-02314-0 |
| 912 | _aZDB-2-SMA | ||
| 999 |
_c98937 _d98937 |
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