Financial applications of sequential nonparametric curve estimation

MaRDI QIDQ3374145zbMATH OpenFDO

Authors Sam Efromovich

Publication date 9 March 2006

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Sequential estimation (62L12)

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(3)

• Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling
• Empirical likelihood based nonparametric testing for CAPM
• Testing for ellipsoidal symmetry: a comparison study

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