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From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / / edited by Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang
| From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / / edited by Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XIII, 440 p. 43 illus., 20 illus. in color.) |
| Disciplina | 519.5 |
| Soggetto topico |
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 |
| ISBN | 3-319-50986-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910254287103321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Nonparametric Statistics : 2nd ISNPS, Cádiz, June 2014 / / edited by Ricardo Cao, Wenceslao González Manteiga, Juan Romo
| Nonparametric Statistics : 2nd ISNPS, Cádiz, June 2014 / / edited by Ricardo Cao, Wenceslao González Manteiga, Juan Romo |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XI, 224 p. 40 illus., 19 illus. in color.) |
| Disciplina | 519.54 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Statistics
Biostatistics Statistical Theory and Methods Statistics and Computing/Statistics Programs Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Statistics for Business, Management, Economics, Finance, Insurance Statistics for Life Sciences, Medicine, Health Sciences |
| ISBN | 3-319-41582-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | S. Chakraborty and S. Datta: Robust Estimation in AFT Models and a Covariate Adjusted Mann-Whitney Statistic for Comparing Two Sojourn Times -- G. Benini, S. Sperlich and R. Theler: Varying Coefficient Models Revisited: An Econometric View -- J. Hidalgo and V. Dalla: Testing for Breaks in Regression Models with Dependent Data -- D. Bagkavos, P. N. Patil and A. T. A. Wood: A Numerical Study of the Power Function of a New Symmetry Test -- N. Markovich: Nonparametric Estimation of Heavy-Tailed Density by the Discrepancy Method -- S. Hudecova, M. Huskova and S. Meintanis: Change Detection in INARCH Time Series of Counts -- M. P. Espinosay, E. Ferreiraz and W. Stute: Discrimination, Binomials and Glass Ceiling Effects -- A. Antoniadis, X. Brossat, Y. Goude, J.-M. Poggi and V. Thouvenot: Automatic Component Selection in Additive Modeling of French National Electricity Load Forecasting -- S. Bonnini: Nonparametric Test on Process Capability -- E. Boj and T. Costa: Claim Reserving using Distance-Based Generalized Linear Models -- A. V. Dobrovidov: Regularization of Positive Signal Nonparametric Filtering in Multiplicative Observation Model -- V. Patrangenaru, K. D. Yao and R. Guo: Extrinsic Means and Antimeans -- G. Koshkin and V. Smagin: Kalman Filtering and Forecasting Algorithms with Use of Nonparametric Functional Estimators -- A. Meneses, S. Naya, I. Lopez-de-Ullibarri and J. Tarro-Saavedra: Nonparametric Method for Estimating the Distribution of Time to Failure of Engineering Materials -- G. J. Szekely and M. L. Rizzo: Partial Distance Correlation. |
| Record Nr. | UNINA-9910254097603321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||