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Local Variance Estimation for Censored Observations

Paola Gloria Ferrario ()

Chapter Chapter 5 in Local Variance Estimation for Uncensored and Censored Observations, 2013, pp 79-116 from Springer

Abstract: Abstract This chapter deals with local variance estimation in the presence of randomly censored data.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-658-02314-0_5

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DOI: 10.1007/978-3-658-02314-0_5

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