Local Variance Estimation for Uncensored and Censored Observations

DOI10.1007/978-3-658-02314-0MaRDI QIDQ4929287zbMATH OpenOpenAlexFDO

Authors Paola Gloria Ferrario

Publication date 13 June 2013

Full work available at URL https://doi.org/10.1007/978-3-658-02314-0

zbMATH Keywords

censoringlocall averagingnearest neighborsnonparametric regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Applications of statistics (62Pxx)

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Cited in

(2)

• Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours
• Partitioning estimation of local variance based on nearest neighbors under censoring

Describes a project that uses

Uses Software

• R

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