Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 58.
2004
  • Altalo, Mary G., Smith, Leonard A. (2004). Using ensemble weather forecasts to manage utilities risk. Environmental Finance, Octobe(Supple), 48-49.
  • Barrieu, Pauline, El Karoui, Nicole (2004). Optimal derivatives design under dynamic risk measures. In Yin, George, Zhang, Qing (Eds.), Mathematics of Finance (pp. 13-26). American Mathematical Society.
  • Barrieu, Pauline, El Karoui, Nicole (2004). Optimal risk transfer. Finance, 25, 31-47.
  • Barrieu, Pauline, Rouault, A., Yor, M. (2004). A study of the Hartmann-Watson distribution motivated by numerical problems related to the pricing of Asian options. Journal of Applied Probability, 41(4), 1049-1058. https://doi.org/10.1239/jap/1101840550
  • Bartholomew, David J. (2004). Measuring intelligence: facts and fallacies. Cambridge University Press. https://doi.org/10.2277/0521544785
  • Baurdoux, Erik J., Kyprianou, Andreas E. (2004). Further calculations for Israeli options. Stochastics and Stochastic Reports, 76(6), 546-569. https://doi.org/10.1080/10451120412331313438
  • Catarino Leitao, Maria Teresa (2004). Simulation-based methods for time series diagnostics. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Cetin, Umut, Jarrow, Robert A., Protter, Philip (2004). Liquidity risk and arbitrage pricing theory. Finance and Stochastics, 8(3), 311-341. https://doi.org/10.1007/s00780-004-0123-x
  • Cetin, Umut, Jarrow, R., Protter, P., Yildirim, Y. (2004). Modeling credit risk with partial information. Annals of Applied Probability, 14(3), 1167-1178. https://doi.org/10.1214/105051604000000251
  • Chan, K.S, Tong, Howell, Stenseth, Nils C (2004). Testing for common structures in a panel of threshold models. Biometrics, 60(1), 225-232. https://doi.org/10.1111/j.0006-341X.2004.00151.x
  • Chan, Wai-Sum, Wong, Albert C S, Tong, Howell (2004). Some nonlinear threshold autoregressive time series models for actuarial use. North American Actuarial Journal, 8(4), 37-61.
  • Costanzo, Simona (2004). Robust estimation of multivariate location and scatter with application to financial portfolio selection. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Eberhard-Gran, M, Tambs, K, Opjordsmoen, S, Skrondal, Anders, Eskild, A (2004). The risk of depression in the postpartum period as compared to the pregnancy period and the first postnatal year. Journal of Psychosomatic Obstetrics and Gynecology, 25(1), 15-21. https://doi.org/10.1080/01674820410001737405
  • Fryzlewicz, Piotr, Nason, Guy P. (2004). A Haar-Fisz algorithm for poisson intensity estimation. Journal of Computational and Graphical Statistics, 13(3), 621-638. https://doi.org/10.1198/106186004X2697
  • Fryzlewicz, Piotr, Nason, Guy P. (2004). Smoothing the wavelet periodogram using the Haar-Fisz transform. (Technical report 03:08). Department of Mathematics, University of Bristol.
  • Galindo-Garre, Francisca, Vermunt, Jeroen K., Bergsma, Wicher P. (2004). Bayesian posterior estimation of logit parameters with small samples. Sociological Methods and Research, 33(1), 88-117. https://doi.org/10.1177/0049124104265997
  • Gao, Jiti, Tong, Howell (2004). Semiparametric non-linear time series model selection. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 66(2), 321-336. https://doi.org/10.1111/j.1369-7412.2004.05303.x
  • Giglio, Beatrice, Wynn, Henry (2004). Monomial ideals and the scarf complex for coherent systems in reliability theory. Annals of Statistics, 32(3), 1289-1311. https://doi.org/10.1214/009053604000000373
  • Golobic, I., Pavlovic, E., von Hardenberg, J., Berry, M., Nelson, R.A., Kenning, D.B.R., Smith, Leonard A. (2004). Comparison of a mechanistic model for nucleate boiling with experimental spatio-temporal data. Chemical Engineering Research and Design, 82(4), 435-444. https://doi.org/10.1205/026387604323050146
  • Judd, Kevin, Smith, Leonard A., Weisheimer, Antje (2004). Gradient free descent: shadowing, and state estimation using limited derivative informations. Physica D: Nonlinear Phenomena, 190(3-4), 153-166. https://doi.org/10.1016/j.physd.2003.10.011
  • Kilminster, Devin, Clark, Liam, Roulston, Mark, Ziehmann, Christine, Bröcker, Jochen, Smith, Leonard (2004). From MOS to eMOS: generalising model output statistics for full ensemble forecasts. (Centre for the Analysis of Time Series). London School of Economics and Political Science.
  • Krokstad, Steinar, Magnus, Per, Skrondal, Anders, Westin, Steinar (2004). The importance of social characteristics of communities for the medically based disability pension. European Journal of Public Health, 14, 406-412. https://doi.org/10.1093/eurpub/14.4.406
  • Kuha, Jouni (2004). AIC and BIC: Comparisons of assumptions and performance. Sociological Methods and Research, 33(2), 188-229. https://doi.org/10.1177/0049124103262065
  • Kwasniok, Frank, Smith, Leonard A. (2004). Real-time construction of optimized predictions from data streams. Physical Review Letters, 92(16), 116-120. https://doi.org/10.1103/PhysRevLett.92.164101
  • Li, W K, Tong, Howell, Xia, Y, Zhang, D (2004). A goodness-of-fit test for single-index models. Statistica Sinica, 14(1), 1-28.
  • McSharry, Patrick E., Smith, Leonard A. (2004). Consistent nonlinear dynamics: identifying model inadequacy. Physica D: Nonlinear Phenomena, 192(1-2), 1-22. https://doi.org/10.1016/j.physd.2004.01.003
  • Moustaki, Irini, Joreskog, K, Mavridis, D (2004). Factor models for ordinal variables with covariate effects on the manifest and latent variables: a comparison of LISREL and IRT approaches. Structural Equation Modeling, 11(4), 487-513. https://doi.org/10.1207/s15328007sem1104_1
  • Moustaki, Irini, Papageorgiou, Ioulia (2004). Latent class models for mixed outcomes with applications in archaeometry. Computational Statistics and Data Analysis, 48(3), 659-675. https://doi.org/10.1016/j.csda.2004.03.001
  • Norberg, Ragnar (2004). Credibility theory. In Teugels, Jef L., Sundt, Bjorn (Eds.), Encyclopedia of Actuarial Science (pp. 398-406). Wiley-Blackwell.
  • Norberg, Ragnar (2004). Life insurance mathematics. In Teugels, Jef L., Sundt, Bjorn (Eds.), Encyclopedia of Actuarial Science (pp. 979-997). Wiley-Blackwell.
  • Norberg, Ragnar (2004). Non-life reserves : continuous time micro models. In Teugels, Jef L., Sundt, Bjorn (Eds.), Encyclopedia of Actuarial Science (pp. 1180-1181). Wiley-Blackwell.
  • Norberg, Ragnar (2004). Thiele, Thorvald Nicolai (1838-1910). In Teugels, Jef L., Sundt, Bjorn (Eds.), Encyclopedia of Actuarial Science (pp. 1671-1672). Wiley-Blackwell.
  • Norberg, Ragnar (2004). Vasicek beyond the normal. Mathematical Finance, 14(4), 585-604. https://doi.org/10.1111/j.0960-1627.2004.00206.x
  • Peng, Liang, Yao, Qiwei (2004). Nonparametric regression under dependent errors with infinite variance. Annals of the Institute of Statistical Mathematics, 56(1), 73-86. https://doi.org/10.1007/BF02530525
  • Rabe-Hesketh, Sophia, Skrondal, Anders, Pickles, Andrew (2004). GLLAMM manual. (U.C. Berkeley Division of Biostatistics working paper series 160). Division of Biostatistics, University of California at Berkeley.
  • Rabe-Hesketh, Sophia, Skrondal, Anders, Pickles, Andrew (2004). Generalized multilevel structural equation modelling. Psychometrika, 69(2), 167-190.
  • Roulston, M.S., Smith, Leonard A. (2004). The boy who cried wolf revisited: the impact of false alarm intolerance on cost-loss scenarios. Weather and Forecasting, 19(2), 391-397. https://doi.org/10.1175/1520-0434(2004)019<0391:TBWCWR>2.0.CO;2
  • Rudas, Tamas, Bergsma, Wicher (2004). Reconsidering the odds ratio as a measure of 2 x 2 association in a population. Statistics in Medicine, 22, 3445-3447.
  • Skinner, Chris J. (2004). Comment on: A. Demnati and J.N.K. Rao, 'linearization variance estimators for model parameters from complex survey data'. Survey Methodology, 30(1), 17-18.
  • Skinner, Chris J. (2004). Méthodes pour protéger la confidentialité des données d’enquêtes. In Ardilly, Pascal (Ed.), Échantillonnage et Méthodes D'enquêtes (pp. 45-53). Dunod.
  • Skrondal, Anders, Rabe-Hesketh, S. (2004). Clustered binary data. In Everitt, Brian S., Palmer, Christopher R. (Eds.), Encyclopedic Companion to Medical Statistics . Oxford University Press.
  • Skrondal, Anders, Rabe-Hesketh, S. (2004). Generalized estimating equations. In Everitt, Brian S., Palmer, Christopher R. (Eds.), Encyclopedic Companion to Medical Statistics . Oxford University Press.
  • Skrondal, Anders, Rabe-Hesketh, S. (2004). Generalized linear latent and mixed models with composite links and exploded likelihoods. In Biggeri, Annibale, Dreassi, Emanuela, Lagazio, Corrado, Marchi, Marco (Eds.), Statistical Modelling: Proceedings of the 19th International Workshop on Statistical Modelling. Florence (Italy) 4-8 July, 2004 (pp. 27-39). Firenze University Press.
  • Skrondal, Anders, Rabe-Hesketh, S. (2004). Random effects models for discrete longitudinal data. In Everitt, Brian S., Palmer, Christopher R. (Eds.), Encyclopedic Companion to Medical Statistics . Oxford University Press.
  • Skrondal, Anders, Rabe-Hesketh, S. (2004). SEM: categorical observed variables. In Everitt, Brian S., Palmer, Christopher R. (Eds.), Encyclopedic Companion to Medical Statistics . Oxford University Press.
  • Skrondal, Anders, Rabe-Hesketh, S. (2004). State dependence. In Everitt, Brian S., Palmer, Christopher R. (Eds.), Encyclopedic Companion to Medical Statistics . Oxford University Press.
  • Skrondal, Anders, Rabe-Hesketh, Sophia (2004). Generalized latent variable modeling: multilevel, longitudinal and structural equation models. Chapman and Hall.
  • Smith, Leonard A., Hansen, James A. (2004). Extending the limits of ensemble forecast verification with the minimum spanning tree. Monthly Weather Review, 132(6), 1522-1528. https://doi.org/10.1175/1520-0493(2004)132<1522:ETLOEF>2.0.CO;2
  • Steele, Fiona, Goldstein, Harvey, Browne, William (2004). A general multilevel multistate competing risks model for event history data, with an application to a study of contraceptive use dynamics. Statistical Modelling, 4(2), 145-159. https://doi.org/10.1191/1471082X04st069oa
  • Tong, Howell, Chan, K.S (2004). A note on testing for multi-modality with dependent data. Biometrika, 91(1), 113-123. https://doi.org/10.1093/biomet/91.1.113
  • Tong, Howell, Siu, T.K, Yang, H (2004). On Bayesian value at risk: from linear to non-linear portfolios. Asian Pacific Financial Markets, 11(2), 161-184. https://doi.org/10.1007/s10690-006-9008-7
  • Tong, Howell, Siu, T.K, Yang, H (2004). On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. North American Actuarial Journal, 8, 17-31.
  • Tong, Howell, Xia, Y, Zhang, W (2004). Efficient estimation for semivarying-coefficient models. Biometrika, 91(3), 661-681. https://doi.org/10.1093/biomet/91.3.661
  • Tong, Howell, Zhang, Z (2004). A note on stochastic difference equations and its application to GARCH models. Chinese Journal of Applied Probability and Statistics, 20, 259-269.
  • Trogstad, Lill, Skrondal, Anders, Stoltenberg, Camilla, Magnus, Per, Nesheim, Britt-Ingjerd, Eskild, Anne (2004). Recurrence risk of preeclampsia in twin and singleton pregnancies. American Journal of Medical Genetics Part A, 126A(1), 41-45. https://doi.org/10.1002/ajmg.a.20512
  • Wolff, Rodney C., Yao, Qiwei, Tong, Howell (2004). Statistical tests for Lyapunov exponents of deterministic systems. Studies in Nonlinear Dynamics and Econometrics, 8(2), 174 - 193.
  • Zhang, Wenyang, Steele, Fiona (2004). A semiparametric multilevel survival model. Journal of the Royal Statistical Society. Series C: Applied Statistics, 53(2). https://doi.org/10.1111/j.1467-9876.2003.05056.x
  • von Hardenberg, Jost, Kenning, David B. R., Xing, Huijuan, Smith, Leonard A. (2004). Identification of nucleation site interactions. International Journal of Heat and Fluid Flow, 25(2), 298-304. https://doi.org/10.1016/j.ijheatfluidflow.2003.11.015