From statistics to mathematical finance : festschrift in honour of Winfried Stute /: festschrift in honour of Winfried Stute. ([2018])

• Record Type: Book
• Further Information: Note: Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang, editors.
• Editors: Ferger, D (Dietmar); González Manteiga, Wenceslao
• Contents: 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.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2018
• Copyright Date: 2018
• Extent: 1 online resource
• Subjects: 519.5; Statistics; Mathematical statistics; MATHEMATICS / Applied; MATHEMATICS / Probability & Statistics / General; Mathematical statistics; Mathematics -- Probability & Statistics -- General; Mathematics -- Applied; Medical -- Biostatistics; Business & Economics -- Statistics; Probability & statistics; Finance & accounting; Distribution (Probability theory); Finance; Electronic books
• Languages: English
• ISBNs: 9783319509860; 3319509861
• Related ISBNs: 9783319509853
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (EBSCO, viewed November 3, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.