000 03348nam a22003975i 4500
001 978-3-658-02314-0
003 DE-He213
005 20140220082925.0
007 cr nn 008mamaa
008 130531s2013 gw | s |||| 0|eng d
020 _a9783658023140
_9978-3-658-02314-0
024 7 _a10.1007/978-3-658-02314-0
_2doi
050 4 _aQA1-939
072 7 _aPB
_2bicssc
072 7 _aMAT000000
_2bisacsh
082 0 4 _a510
_223
100 1 _aFerrario, Paola Gloria.
_eauthor.
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.
300 _aXVII, 130 p. 3 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
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