Partitioning estimation of local variance based on nearest neighbors under censoring

In a nonparametric and heteroscedastic setting, our primary interest is in the local variance estimation when the response variable is subject to right censoring. For the proposed partitioning local variance estimators, based on the first and second nearest neighbors, some transformations on the obs...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Statistical papers (Berlin, Germany) Germany), 2018-06, Vol.59 (2), p.423-447
1. Verfasser:	Ferrario, Paola Gloria
Format:	Artikel
Sprache:	eng
Schlagworte:	Economic Theory/Quantitative Economics/Mathematical Methods Economics Estimators Finance Insurance Management Mathematics and Statistics Operations Research/Decision Theory Partitioning Probability Theory and Stochastic Processes Regular Article Statistics Statistics for Business Survival Variance
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!