From Statistics to Mathematical Finance
Editor
- Dietmar Ferger(Technische Universität Dresden, Institute of Mathematical Stochastics)Wenceslao González Manteiga(University of Santiago de Compostela, Faculty of Mathematics)Thorsten Schmidt(University of Freiburg, Institute of Mathematics)Jane-Ling Wang(University of California, Department of Statistics)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), 2017. "From Statistics to Mathematical Finance," Springer Books, Springer, number 978-3-319-50986-0, March.
Handle: RePEc:spr:sprbok:978-3-319-50986-0
DOI: 10.1007/978-3-319-50986-0Download full text from publisher
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The following chapters of this book are listed in IDEAS- Jane-Ling Wang, 2017. "An Odyssey to Incomplete Data: Winfried Stute’s Contribution to Survival Analysis," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 3-23, Springer.
- Thomas A. Gerds & Jan Beyersmann & Liis Starkopf & Sandra Frank & Mark J. van der Laan & Martin Schumacher, 2017. "The Kaplan-Meier Integral in the Presence of Covariates: A Review," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 25-41, Springer.
- Gerhard Dikta, 2017. "Semi-parametric Random Censorship Models," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 43-56, Springer.
- Jacobo de Uña-Álvarez, 2017. "Nonparametric Estimation of an Event-Free Survival Distribution Under Cross-Sectional Sampling," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 57-67, Springer.
- Miguel A. Delgado & Juan Carlos Escanciano, 2017. "On the Asymptotic Efficiency of Directional Models Checks for Regression," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 71-87, Springer.
- Wenceslao González-Manteiga & Jorge Passamani Zubelli & Abelardo Monsalve-Cobis & Manuel Febrero-Bande, 2017. "Goodness–of–Fit Test for Stochastic Volatility Models," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 89-104, Springer.
- Xu Guo & Lixing Zhu, 2017. "A Review on Dimension-Reduction Based Tests For Regressions," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 105-125, Springer.
- Dietmar Ferger, 2017. "Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 129-156, Springer.
- Erich Haeusler, 2017. "On Empirical Distribution Functions Under Auxiliary Information," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 157-172, Springer.
- Inés Barbeito & Ricardo Cao, 2017. "A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 173-208, Springer.
- Hira L. Koul & Ursula U. Müller & Anton Schick, 2017. "Estimating the Error Distribution in a Single-Index Model," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 209-233, Springer.
- Nino Kordzakhia & Alexander Novikov, 2017. "Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 235-250, Springer.
- P. K. Bhattacharya & Hong Zhou, 2017. "Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 251-271, Springer.
- Zdeněk Hlávka & Marie Hušková & Simos G. Meintanis, 2017. "Change Point Detection with Multivariate Observations Based on Characteristic Functions," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 273-290, Springer.
- Gerrit Eichner, 2017. "Kader—An R Package for Nonparametric Kernel Adjusted Density Estimation and Regression," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 291-315, Springer.
- Debasis Bhattacharya & George G. Roussas, 2017. "Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 317-342, Springer.
- Ludger Rüschendorf, 2017. "Risk Bounds and Partial Dependence Information," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 345-366, Springer.
- Thorsten Schmidt, 2017. "Shot-Noise Processes in Finance," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 367-385, Springer.
- Patrick Bäurer & Ernst Eberlein, 2017. "A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 387-416, Springer.
- L. Overbeck & J. Weckend, 2017. "Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 417-425, Springer.
- María Paz Espinosa & Eva Ferreira, 2017. "Hierarchical Organizations and Glass Ceiling Effects," Springer Books, in: Dietmar Ferger & Wenceslao González Manteiga & Thorsten Schmidt & Jane-Ling Wang (ed.), From Statistics to Mathematical Finance, chapter 0, pages 429-440, Springer.
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