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From Statistics to Mathematical Finance

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Cover of 'From Statistics to Mathematical Finance'

Table of Contents

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    Book Overview
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    Chapter 1 An Odyssey to Incomplete Data: Winfried Stute’s Contribution to Survival Analysis
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    Chapter 2 The Kaplan-Meier Integral in the Presence of Covariates: A Review
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    Chapter 3 Semi-parametric Random Censorship Models
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    Chapter 4 Nonparametric Estimation of an Event-Free Survival Distribution Under Cross-Sectional Sampling
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    Chapter 5 On the Asymptotic Efficiency of Directional Models Checks for Regression
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    Chapter 6 Goodness–of–Fit Test for Stochastic Volatility Models
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    Chapter 7 A Review on Dimension-Reduction Based Tests For Regressions
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    Chapter 8 Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models
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    Chapter 9 On Empirical Distribution Functions Under Auxiliary Information
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    Chapter 10 A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data
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    Chapter 11 Estimating the Error Distribution in a Single-Index Model
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    Chapter 12 Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests
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    Chapter 13 Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families
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    Chapter 14 Change Point Detection with Multivariate Observations Based on Characteristic Functions
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    Chapter 15 Kader—An R Package for Nonparametric Kernel Adjusted Density Estimation and Regression
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    Chapter 16 Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators
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    Chapter 17 Risk Bounds and Partial Dependence Information
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    Chapter 18 Shot-Noise Processes in Finance
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    Chapter 19 A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk
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    Chapter 20 Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model
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    Chapter 21 Hierarchical Organizations and Glass Ceiling Effects
Attention for Chapter 13: Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families
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Chapter title
Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families
Chapter number 13
Book title
From Statistics to Mathematical Finance
Published by
Springer, Cham, January 2017
DOI 10.1007/978-3-319-50986-0_13
Book ISBNs
978-3-31-950985-3, 978-3-31-950986-0
Authors

P. K. Bhattacharya, Hong Zhou

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