Parametric conditional variance estimation in location-scale models with censored data

Heuchenne, Cédric; Laurent, Géraldine

doi:10.1214/16-EJS1139

Parametric conditional variance estimation in location-scale models with censored data

Heuchenne, Cédric

;

Laurent, Géraldine

(2017) Electronic Journal of Statistics — Vol. 11, n° 1, p. 148-176 (2017)

Files

ISBARP_2017_12_heuchenne_Parametricconditionalvarianceestimationinlocation-scalemodelswithcensoreddata_dial.pdf

Open Access
Adobe PDF
468.43 KB

Download

Details

Authors

Heuchenne, CédricUCLouvain
Author
Laurent, Géraldine
Author

Affiliations

UCLouvainSSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles

Citations

APA
Chicago
FWB

Heuchenne, C., & Laurent, G. (2017). Parametric conditional variance estimation in location-scale models with censored data. Electronic Journal of Statistics, 11(1), 148-176. https://doi.org/10.1214/16-EJS1139 (Original work published 2017)