From Statistics to Mathematical Finance Festschrift in Honour of Winfried Stute /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Ferger, Dietmar (Επιμελητής έκδοσης), González Manteiga, Wenceslao (Επιμελητής έκδοσης), Schmidt, Thorsten (Επιμελητής έκδοσης), Wang, Jane-Ling (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Θέματα: Statistics.; Economics, Mathematical.; Probabilities.; 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.

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 est...

Πίνακας περιεχομένων:

• 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.