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

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...

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Corporate Author: SpringerLink (Online service)
Other Authors: Ferger, Dietmar. (Editor, http://id.loc.gov/vocabulary/relators/edt), González Manteiga, Wenceslao. (Editor, http://id.loc.gov/vocabulary/relators/edt), Schmidt, Thorsten. (Editor, http://id.loc.gov/vocabulary/relators/edt), Wang, Jane-Ling. (Editor, http://id.loc.gov/vocabulary/relators/edt)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Subjects:
Statistics .
Probabilities.
Economics, Mathematical .
Statistical Theory and Methods.
Probability Theory and Stochastic Processes.
Quantitative Finance.
Statistics for Life Sciences, Medicine, Health Sciences.
Statistics for Business, Management, Economics, Finance, Insurance.
Online Access:https://doi.org/10.1007/978-3-319-50986-0
Table of 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.

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