Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 45.
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  • Barrieu, P., El Karoui, N. (2008). Dynamic financial risk management. In Yor, Marc (Ed.), Aspects of Mathematical Finance (pp. 23-36). Springer Berlin / Heidelberg.
  • Barrieu, Pauline (2008). Micro-assurance et derives climatiques. In L'Art du Management . Les Echos.
  • Barrieu, Pauline, Cazanave, Nicolas, El Karoui, Nicole (2008). Closedness results for BMO semi-martingales and application to quadratic BSDE's. Comptes Rendus Mathématique, 346(15-16), 881-886. https://doi.org/10.1016/j.crma.2008.06.010
  • Barrieu, Pauline, El Karoui, Nicole (2008). Pricing, hedging and optimally designing derivatives via minimization of risk measures. In Carmona, René (Ed.), Indifference Pricing: Theory and Applications . Princeton University Press.
  • Barrieu, Pauline, Jongejan, Ruben (2008). Insuring large-scale floods in the Netherlands. Geneva Papers on Risk and Insurance: Issues and Practice, 33, 250-268. https://doi.org/10.1057/gpp.2008.10
  • Barrieu, Pauline, Scandolo, Giacomo (2008). General pareto optimal allocations and applications to multi-period risks. ASTIN Bulletin, 38(1), 105-136. https://doi.org/10.2143/AST.38.1.2030405
  • Bartholomew, David J., Steele, Fiona, Galbraith, J, Moustaki, Irini (2008). Analysis of multivariate social science data. CRC Press.
  • Baurdoux, Erik J., Kyprianou, Andreas E. (2008). The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Teorii͡a Veroi͡atnosteĭ i Ee Primenenii͡a, 53(3), 588-609.
  • Cheng, Bing, Tong, Howell (2008). Asset pricing: a structural theory and its applications. World Scientific (Firm).
  • Ekholm, Anders, Skinner, Chris J. (2008). The Muscatine children’s obesity data reanalysed using pattern mixture models. Journal of the Royal Statistical Society. Series C: Applied Statistics, 47(2), 251-263. https://doi.org/10.1111/1467-9876.00110
  • Geneletti, Sara, Richardson, Sylvia, Best, Nicky (2008). Adjusting for selection bias in retrospective, case-control studies. Biostatistics, 10(1), 17-31. https://doi.org/10.1093/biostatistics/kxn010
  • Judd, Kevin, Reynolds, Carolyn A., Rosmond, Thomas E., Smith, Leonard A. (2008). The geometry of model error. Journal of the Atmospheric Sciences, 65(6), 1749-1772. https://doi.org/10.1175/2007JAS2327.1
  • Kardaras, Constantinos (2008). Balance, growth and diversity of financial markets. Annals of Finance, 4(3), 369-397. https://doi.org/10.1007/s10436-007-0083-1
  • Koukounari, Artemis, Estambale, Benson, Kiambo Njagi, J., Cundill, Bonnie, Ajanga, Anthony, Crudder, Christopher, Otido, Julius, Jukes, Matthew, Clarke, Siân E., Brooker, Simon (2008). Relationships between anaemia and parasitic infections in Kenyan schoolchildren: a Bayesian hierarchical modelling approach. International Journal for Parasitology, 38(14), 1663-1671. https://doi.org/10.1016/j.ijpara.2008.05.013
  • Mavridis, Dimitris, Moustaki, Irini (2008). Detecting outliers in factor analysis using the forward search algorithm. Multivariate Behavioral Research, 43(3), 453-475. https://doi.org/10.1080/00273170802285909
  • Norberg, Ragnar (2008). Multistate models for life insurance mathematics. In Melnick, Edward, Everitt, Brian (Eds.), Encyclopedia of Quantitative Risk Analysis and Assessment . Wiley-Blackwell.
  • Rizopoulos, Dimitris, Moustaki, Irini (2008). Generalized latent variables models with non-linear effects. British Journal of Mathematical and Statistical Psychology, 61(2), 415-438. https://doi.org/10.1348/000711007X213963
  • Steele, Fiona (2008). Book review: Skrondal A. and Rabe-Hesketh S. (2004) Generalized latent variable modelling: multilevel, longitudinal and structural equation models. Statistical Methods in Medical Research, 17(1), p. 119. https://doi.org/10.1177/09622802080170010702
  • Tong, Howell, Pan, Jiazhu, Wang, Hui (2008). Estimation and tests for power-transformed and threshold GARCH models. Journal of Econometrics, 142(1), 352-378. https://doi.org/10.1016/j.jeconom.2007.06.004
  • Toure, Seydou, Zhang, Y., Bosque-Oliva, Elisa, Ky, Cesaire, Ouedraogo, Amadou, Koukounari, Artemis, Gabrielli, Albis F, Sellin, Bertrand, Webster, Joanne P., Fenwick, Alan (2008). Two-year impact of single praziquantel treatment on infection in the national control programme on schistosomiasis in Burkina Faso. Bulletin of the World Health Organization, 86(10), 737-816. https://doi.org/10.2471/BLT.07.048694
  • Vieira, Marcel D.T., Skinner, Chris J. (2008). Estimating models for panel survey data under complex sampling. Journal of Official Statistics, 24(3), 343-364.
    • Public
  • An, Hongzhi, Huang, Da, Yao, Qiwei, Zhang, Cun-Hui (2008). Stepwise searching for feature variables in high-dimensional linear regression. London School of Economics and Political Science.
  • Baurdoux, Erik J., Kyprianou, Andreas E. (2008). The McKean stochastic game driven by a spectrally negative Lévy process. Electronic Journal of Probability, 13, 173-197. https://doi.org/10.1214/EJP.v13-484
  • Bröcker, Jochen, Smith, Leonard A. (2008). From ensemble forecasts to predictive distribution functions. Tellus Series A: Dynamic Meteorology and Oceanography, 60(4), 663-678. https://doi.org/10.1111/j.1600-0870.2008.00333.x
  • Dassios, Angelos, Wu, Shanle (2008). Parisian ruin with exponential claims. Department of Statistics, London School of Economics and Political Science.
  • Dassios, Angelos, Wu, Shanle (2008). Ruin probabilities of the Parisian type for small claims. Department of Statistics, London School of Economics and Political Science.
  • Dassios, Angelos, Jang, Jiwook (2008). The distribution of the interval between events of a Cox process with shot noise intensity. Journal of Applied Mathematics and Stochastic Analysis, 2008, 1-14. https://doi.org/10.1155/2008/367170
  • Fan, Jianqing, Wang, Mingjin, Yao, Qiwei (2008). Modelling multivariate volatilities via conditionally uncorrelated components. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 70(4), 679-702. https://doi.org/10.1111/j.1467-9868.2008.00654.x
  • Fryzlewicz, Piotr (2008). Data-driven wavelet-Fisz methodology for nonparametric function estimation. Electronic Journal of Statistics, 2, 863-896. https://doi.org/10.1214/07-EJS139
  • Fryzlewicz, Piotr, Nason, Guy P., von Sachs, Rainer (2008). A wavelet-Fisz approach to spectrum estimation. Journal of Time Series Analysis, 29(5), 868-880. https://doi.org/10.1111/j.1467-9892.2008.00586.x
  • Fryzlewicz, Piotr, Sapatinas, Theofanis, Subba Rao, Suhasini (2008). Normalized least-squares estimation in time-varying ARCH models. Annals of Statistics, 36(2), 742-786. https://doi.org/10.1214/07-AOS510
  • Gfeller, Adrian Urs (2008). Dynamic sensitivity analysis in Levy process driven option models. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Huang, Da, Wang, Hansheng, Yao, Qiwei (2008). Estimating GARCH models: when to use what? Econometrics Journal, 11(1), 27-38. https://doi.org/10.1111/j.1368-423X.2008.00229.x
  • Kreiss, Jens-Peter, Neumann, Michael H., Yao, Qiwei (2008). Bootstrap tests for simple structures in nonparametric time series regression. Statistics and Its Interface, 1(2), 367-380.
  • Lam, Clifford (2008). Estimation of large precision matrices through block penalization. Cornell University.
  • Lam, Clifford, Fan, Jianqing (2008). Profile-kernel likelihood inference with diverging number of parameters. Annals of Statistics, 36(5), 2232-2260. https://doi.org/10.1214/07-AOS544
  • Lu, Zudi, Tjostheim, Dag, Yao, Qiwei (2008). Spatial smoothing, Nugget effect and infill asymptotics. Statistics and Probability Letters, 78(18), 3145-3151. https://doi.org/10.1016/j.spl.2008.06.002
  • Mavrakakis, Miltiadis C. (2008). State space models Univariate representation of a multivariate model, partial interpolation and periodic convergence. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Pan, Jiazhu, Yao, Qiwei (2008). Modelling multiple time series via common factors. Biometrika, 95(2), 365-379. https://doi.org/10.1093/biomet/asn009
  • Polonik, Wolfgang, Yao, Qiwei (2008). Testing for multivariate volatility functions using minimum volume sets and inverse regression. Journal of Econometrics, 147(1), 151-162. https://doi.org/10.1016/j.jeconom.2008.09.003
  • Skinner, Chris J. (2008). Assessing disclosure risk for record linkage. In Domingo-Ferrer, Josep, Saygın, Yücel (Eds.), Privacy in Statistical Databases: Unesco Chair in Data Privacy International Conference, Psd 2008 Istanbul, Turkey, September 24 (pp. 166-176). Springer Berlin / Heidelberg.
  • Skinner, Chris J., Shlomo, Natalie (2008). Assessing identification risk in survey microdata using log-linear models. Journal of the American Statistical Association, 103(483), 989-1001. https://doi.org/10.1198/016214507000001328
  • Steele, Fiona (2008). Multilevel models for longitudinal data. Journal of the Royal Statistical Society. Series A: Statistics in Society, 171(1), 5-19. https://doi.org/10.1111/j.1467-985X.2007.00509.x
  • Strom, Christopher Solon (2008). Pricing and hedging in an incomplete interest rate market Applications of the Laplace transform. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Wu, Shanle (2008). Excursions of Levy processes and applications in mathematical finance and insurance [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf