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03911nam a22005055i 4500 |
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978-3-319-50986-0 |
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DE-He213 |
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20171028192608.0 |
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cr nn 008mamaa |
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171028s2017 gw | s |||| 0|eng d |
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|a 9783319509860
|9 978-3-319-50986-0
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|a 10.1007/978-3-319-50986-0
|2 doi
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|a QA276-280
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|a MAT029000
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|a 519.5
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|a From Statistics to Mathematical Finance
|h [electronic resource] :
|b Festschrift in Honour of Winfried Stute /
|c edited by Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang.
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|a Cham :
|b Springer International Publishing :
|b Imprint: Springer,
|c 2017.
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|a XIII, 440 p. 43 illus., 20 illus. in color.
|b online resource.
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|a text
|b txt
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|a computer
|b c
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|a online resource
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|a text file
|b PDF
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|a 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.
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|a This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis.
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| 650 |
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|a Statistics.
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| 650 |
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|a Economics, Mathematical.
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| 650 |
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|a Probabilities.
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| 650 |
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4 |
|a Statistics.
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| 650 |
2 |
4 |
|a Statistical Theory and Methods.
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| 650 |
2 |
4 |
|a Probability Theory and Stochastic Processes.
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| 650 |
2 |
4 |
|a Quantitative Finance.
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| 650 |
2 |
4 |
|a Statistics for Life Sciences, Medicine, Health Sciences.
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| 650 |
2 |
4 |
|a Statistics for Business/Economics/Mathematical Finance/Insurance.
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| 700 |
1 |
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|a Ferger, Dietmar.
|e editor.
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| 700 |
1 |
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|a González Manteiga, Wenceslao.
|e editor.
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| 700 |
1 |
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|a Schmidt, Thorsten.
|e editor.
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| 700 |
1 |
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|a Wang, Jane-Ling.
|e editor.
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 773 |
0 |
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|t Springer eBooks
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| 776 |
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|i Printed edition:
|z 9783319509853
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| 856 |
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|u http://dx.doi.org/10.1007/978-3-319-50986-0
|z Full Text via HEAL-Link
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| 912 |
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|a ZDB-2-SMA
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| 950 |
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|a Mathematics and Statistics (Springer-11649)
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