LIBROS DEL AUTOR: paola gloria ferrario

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  • Local Variance Estimation for Uncensored and Censored Observations
    Paola Gloria Ferrario
    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...
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    67,05 €