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Home > From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute > On the Asymptotic Efficiency of Directional Models Checks for Regression
From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute |
Dietmar Ferger; Wenceslao González Manteiga; Thorsten Schmidt; Jane-Ling Wang
Springer International Publishing
From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute
On the Asymptotic Efficiency of Directional Models Checks for Regression
Authors

Miguel A. Delgado; Juan Carlos Escanciano

ARI Id

1665076728894_4730040

Access

Not Available Free

Pages

71-87

DOI

10.1007/978-3-319-50986-0_5

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-319-50986-0_5

Table of Contents of Book
Showing 1 to 20 of 27 entries
Chapters/HeadingsAuthor(s)PagesInfo
Front Matter
i-xiii
Front Matter
1-1
An Odyssey to Incomplete Data: Winfried Stute’s Contribution to Survival Analysis
Jane-Ling Wang
3-23
The Kaplan-Meier Integral in the Presence of Covariates: A Review
Thomas A. Gerds; Jan Beyersmann; Liis Starkopf; Sandra Frank; Mark J. van der Laan; Martin Schumacher
25-41
Semi-parametric Random Censorship Models
Gerhard Dikta
43-56
Nonparametric Estimation of an Event-Free Survival Distribution Under Cross-Sectional Sampling
Jacobo de Uña-Álvarez
57-67
Front Matter
69-69
On the Asymptotic Efficiency of Directional Models Checks for Regression
Miguel A. Delgado; Juan Carlos Escanciano
71-87
Goodness–of–Fit Test for Stochastic Volatility Models
Wenceslao González-Manteiga; Jorge Passamani Zubelli; Abelardo Monsalve-Cobis; Manuel Febrero-Bande
89-104
A Review on Dimension-Reduction Based Tests For Regressions
Xu Guo; Lixing Zhu
105-125
Front Matter
127-127
Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models
Dietmar Ferger
129-156
On Empirical Distribution Functions Under Auxiliary Information
Erich Haeusler
157-172
A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data
Inés Barbeito; Ricardo Cao
173-208
Estimating the Error Distribution in a Single-Index Model
Hira L. Koul; Ursula U. Müller; Anton Schick
209-233
Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests
Nino Kordzakhia; Alexander Novikov
235-250
Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families
P. K. Bhattacharya; Hong Zhou
251-271
Change Point Detection with Multivariate Observations Based on Characteristic Functions
Zdeněk Hlávka; Marie Hušková; Simos G. Meintanis
273-290
Kader—An R Package for Nonparametric Kernel Adjusted Density Estimation and Regression
Gerrit Eichner
291-315
Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators
Debasis Bhattacharya; George G. Roussas
317-342
Chapters/HeadingsAuthor(s)PagesInfo
Showing 1 to 20 of 27 entries
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