Titlebook: Local Variance Estimation for Uncensored and Censored Observations; Paola Gloria Ferrario Book 2013 Springer Fachmedien Wiesbaden 2013 Cen

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hods 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 varian

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Local Averaging Estimation via Plug-In,Let (.), (.., ..), (.., ..), … be independent and identically distributed .-valued random vectors with ..

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