From Statistics to Mathematical Finance

Part I. Survival Analysis

1. An Odyssey to Incomplete Data: Winfried Stute’s Contribution to Survival Analysis
Jane-Ling Wang

2. The Kaplan-Meier Integral in the Presence of Covariates: A Review
Thomas A. Gerds, Jan Beyersmann, Liis Starkopf, Sandra Frank, Mark J. Laan, Martin Schumacher

3. Semi-parametric Random Censorship Models
Gerhard Dikta

4. Nonparametric Estimation of an Event-Free Survival Distribution Under Cross-Sectional Sampling
Jacobo Uña-Álvarez

Part II. Model Checks

5. On the Asymptotic Efficiency of Directional Models Checks for Regression
Miguel A. Delgado, Juan Carlos Escanciano

6. Goodness–of–Fit Test for Stochastic Volatility Models
Wenceslao González-Manteiga, Jorge Passamani Zubelli, Abelardo Monsalve-Cobis, Manuel Febrero-Bande

7. A Review on Dimension-Reduction Based Tests For Regressions
Xu Guo, Lixing Zhu

Part III. Asymptotic Nonparametric Statistics and Change-Point Problems

8. Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models
Dietmar Ferger

9. On Empirical Distribution Functions Under Auxiliary Information
Erich Haeusler

10. A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data
Inés Barbeito, Ricardo Cao

11. Estimating the Error Distribution in a Single-Index Model
Hira L. Koul, Ursula U. Müller, Anton Schick

12. Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests
Nino Kordzakhia, Alexander Novikov

13. Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families
P. K. Bhattacharya, Hong Zhou

14. Change Point Detection with Multivariate Observations Based on Characteristic Functions
Zdeněk Hlávka, Marie Hušková, Simos G. Meintanis

15. Kader—An R Package for Nonparametric Kernel Adjusted Density Estimation and Regression
Gerrit Eichner

16. Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators
Debasis Bhattacharya, George G. Roussas

Part IV. Mathematical Finance

17. Risk Bounds and Partial Dependence Information
Ludger Rüschendorf

18. Shot-Noise Processes in Finance
Thorsten Schmidt

19. A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk
Patrick Bäurer, Ernst Eberlein

20. Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model
L. Overbeck, J. Weckend

Part V. Gender Gap Analysis

21. Hierarchical Organizations and Glass Ceiling Effects
María Paz Espinosa, Eva Ferreira

Avainsanat: Statistics, Statistical Theory and Methods, Probability Theory and Stochastic Processes, Quantitative Finance, Statistics for Life Sciences, Medicine, Health Sciences, Statistics for Business/Economics/Mathematical Finance/Insurance