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Statistical Papers

, Volume 59, Issue 2, pp 423–447 | Cite as

Partitioning estimation of local variance based on nearest neighbors under censoring

  • Paola Gloria Ferrario
Regular Article

Abstract

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 observed censoring times are involved, using their estimated survival functions. Proofs of consistency and rate of convergence for the presented estimators are given. Moreover, local variance estimation is demonstrated on the basis of real survival data.

Keywords

Local variance Censoring Partitioning estimation Nearest neighbors Weak consistency Rate of convergence Survival data analysis 

Notes

Acknowledgments

The author gratefully acknowledges many helpful suggestions of two anonymous referees. Moreover, the author wishes to express her gratitude to Prof. em. Dr. Harro Walk and Dr. Maik Döring for essential help and support.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2016

Authors and Affiliations

  1. 1.Institut für Medizinische Biometrie und StatistikUniversität zu LübeckLübeckGermany
  2. 2.Institut für Stochastik und AnwendungenUnversität StuttgartStuttgartGermany

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