From Statistics to Mathematical Finance

Edited by Dietmar Ferger (), Wenceslao González Manteiga (), Thorsten Schmidt () and Jane-Ling Wang ()

in Springer Books from Springer

Date: 2017
ISBN: 978-3-319-50986-0
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Chapters in this book:

Ch Chapter 1 An Odyssey to Incomplete Data: Winfried Stute’s Contribution to Survival Analysis

Jane-Ling Wang

Ch Chapter 10 A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data

Inés Barbeito and Ricardo Cao

Ch Chapter 11 Estimating the Error Distribution in a Single-Index Model

Hira L. Koul, Ursula U. Müller and Anton Schick

Ch Chapter 12 Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests

Nino Kordzakhia and Alexander Novikov

Ch Chapter 13 Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families

P. K. Bhattacharya and Hong Zhou

Ch Chapter 14 Change Point Detection with Multivariate Observations Based on Characteristic Functions

Zdeněk Hlávka, Marie Hušková and Simos G. Meintanis

Ch Chapter 15 Kader—An R Package for Nonparametric Kernel Adjusted Density Estimation and Regression

Gerrit Eichner

Ch Chapter 16 Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators

Debasis Bhattacharya and George G. Roussas

Ch Chapter 17 Risk Bounds and Partial Dependence Information

Ludger Rüschendorf

Ch Chapter 18 Shot-Noise Processes in Finance

Thorsten Schmidt

Ch Chapter 19 A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk

Patrick Bäurer and Ernst Eberlein

Ch Chapter 2 The Kaplan-Meier Integral in the Presence of Covariates: A Review

Thomas A. Gerds, Jan Beyersmann, Liis Starkopf, Sandra Frank, Mark J. van der Laan and Martin Schumacher

Ch Chapter 20 Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model

L. Overbeck and J. Weckend

Ch Chapter 21 Hierarchical Organizations and Glass Ceiling Effects

María Paz Espinosa and Eva Ferreira

Ch Chapter 3 Semi-parametric Random Censorship Models

Gerhard Dikta

Ch Chapter 4 Nonparametric Estimation of an Event-Free Survival Distribution Under Cross-Sectional Sampling

Jacobo de Uña-Álvarez

Ch Chapter 5 On the Asymptotic Efficiency of Directional Models Checks for Regression

Miguel A. Delgado and Juan Carlos Escanciano

Ch Chapter 6 Goodness–of–Fit Test for Stochastic Volatility Models

Wenceslao González-Manteiga, Jorge Passamani Zubelli, Abelardo Monsalve-Cobis and Manuel Febrero-Bande

Ch Chapter 7 A Review on Dimension-Reduction Based Tests For Regressions

Xu Guo and Lixing Zhu

Ch Chapter 8 Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models

Dietmar Ferger

Ch Chapter 9 On Empirical Distribution Functions Under Auxiliary Information

Erich Haeusler

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DOI: 10.1007/978-3-319-50986-0

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