From Statistics to Mathematical Finance

519.5

From Statistics to Mathematical Finance Festschrift in Honour of Winfried Stute / edited by Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang. -
XIII, 440 p. 43 illus., 20 illus. in color. online resource. Content notes : Preface -- Review Chapters on Winfried Stute's Work, e.g. Stute's Work in Survival Analysis -- Novikov: Kolmogorov-Smirnov Statistics -- Albrecher: Insurance Mathematics -- Rüschendorf: Risk Bounds and Partial Dependence Information -- Schumacher: Kaplan-Meier Integrals -- Overbeck: Backward SDEs -- Häusler: On Empirical Distribution Functions Under Auxiliary Information -- Eichner: KARDE - An R package for Kernel-Adaptive Regression and Density Estimation -- Ferger: Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models -- Dikta: Semi-parametric Random Censorship Models -- Schmidt: Shot-Noise Processes in Finance -- Koul: Estimating the Error Distribution in a Single-index Model -- Zhu: A Review on Dimension Reduction-based Tests for Regressions -- Roussas: Limiting Experiments and Asymptotic Bounds on the Performance of Sequences of Estimators -- Bhattacharya: Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families -- Cao: A Review on Bandwidth Selection for Density Estimation with Dependent Data -- de Uña: On Nonparametric Estimation from Truncated Samples -- Ferreira: Stochastic Processes Applied to Gender Gaps -- Delgado: On the Efficiency of Directional Model Checks for Regression -- Gonzalez-Manteiga: Goodness-of-fit Tests for Stochastic Volatility Models -- Eberlein: Option Pricing with Levy Processes -- Huskova: Change Point Detection with Multivariate Observations Based on Characteristic Functions. 9783319509860 * Mathematical statistics. Distribution (Probability theory. Finance. Statistics. Statistical Theory and Methods. Probability Theory and Stochastic Processes. Quantitative Finance. Statistics for Life Sciences, Medicine, Health Sciences. Statistics for Business/Economics/Mathematical Finance/Insurance. * Ferger, Dietmar., edt, http://id.loc.gov/vocabulary/relators/edtGonzález Manteiga, Wenceslao., edt, http://id.loc.gov/vocabulary/relators/edtSchmidt, Thorsten., edt, http://id.loc.gov/vocabulary/relators/edtWang, Jane-Ling., edt, http://id.loc.gov/vocabulary/relators/edt * Title