Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 52.
A
  • Barrieu, Pauline, Albertini, Luca (Eds.) (2009). The handbook of insurance-linked securities. Wiley-Blackwell.
  • Abdey, James Spencer (2009). To p, or not to p?: quantifying inferential decision errors to assess whether significance truly is significant [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Acciaio, Beatrice, Svindland, Gregor (2009). Optimal risk sharing with different reference probabilities. Insurance: Mathematics and Economics, 44(3), 426-433. https://doi.org/10.1016/j.insmatheco.2008.12.002
  • Alessi, Lucia, Barigozzi, Matteo, Capasso, Marco (2009). Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors. (European Central Bank working paper series). European Central Bank.
  • Andrianova, Anna (2009). Simulation of temperature time-series on long time scales with application to pricing weather derivatives. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Atkinson, Anthony C. (2009). Econometric applications of the forward search in regression: robustness, diagnostics, and graphics. Econometric Reviews, 28(1), 21-39. https://doi.org/10.1080/07474930802387803
  • Atkinson, Anthony C. (2009). Commentary on 'Designs for dose-escalation trials with quantitative responses'. Statistics in Medicine, 28(30), 3739-3741. https://doi.org/10.1002/sim.3736
  • Barigozzi, Matteo, Alessi, Lucia, Capasso, Marco, Fagiolo, Giorgio (2009). The distribution of consumption-expenditure budget shares: evidence from Italian households. (European Central Bank working paper series 1061). European Central Bank.
  • Capasso, Marco, Alessi, Lucia, Barigozzi, Matteo, Fagiolo, Giorgio (2009). On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: the case of unknown parameters. Advances in Complex Systems, 12(2), 157-167. https://doi.org/10.1142/S0219525909002131
  • Cerioli, Andrea, Riani, Marco, Atkinson, Anthony C. (2009). Controlling the size of multivariate outlier tests with the MCD estimator of scatter. Statistics and Computing, 19(3), 341-353. https://doi.org/10.1007/s11222-008-9096-5
  • Riani, Marco, Atkinson, Anthony C., Cerioli, Andrea (2009). Finding an unknown number of multivariate outliers. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 71(2), 447-466. https://doi.org/10.1111/j.1467-9868.2008.00692.x
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  • Barrieu, Pauline, Desgagne, Bernard Sinclair (2009). Economic policy when models disagree. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment 4). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.
  • Barrieu, Pauline, Louberge, Henri (2009). Hybrid cat bonds. Journal of Risk and Insurance, 76(3), 547-578. https://doi.org/10.1111/j.1539-6975.2009.01312.x
  • Bathia, Neil (2009). Factor modeling for high dimensional time series. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Baurdoux, Erik J. (2009). Last exit before an exponential time for spectrally negative Lévy processes. Journal of Applied Probability, 46(2), 542-588. https://doi.org/10.1239/jap/1245676105
  • Baurdoux, Erik J. (2009). Some excursion calculations for reflected Lévy processes. Alea: Latin American Journal of Probability and Mathematical Statistics, 6, 149-162.
  • Baurdoux, Erik J., Kyprianou, Andreas E. (2009). The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Theory of Probability and Its Applications, 53(3), 481-499. https://doi.org/10.1137/S0040585X97983778
  • Bayraktar, Erhan, Xing, Hao (2009). Analysis of the optimal exercise boundary of American options for jump diffusions. SIAM Journal on Mathematical Analysis, 41(2), 825-860. https://doi.org/10.1137/080712519
  • Bayraktar, Erhan, Xing, Hao (2009). Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. Mathematical Methods of Operations Research, 70(3), 505-525. https://doi.org/10.1007/s00186-008-0282-1
  • Bergsma, Wicher P, Croon, Marcel, Hagenaars, Jacques A. (2009). Marginal models for dependent, clustered, and longitudinal categorical data. Springer Berlin / Heidelberg.
  • Browne, William J., Steele, Fiona, Golalizadeh, Mousa, Green, Martin J. (2009). The use of simple reparameterizations to improve the efficiency of Markov chain Monte Carlo estimation for multilevel models with applications to discrete time survival models. Journal of the Royal Statistical Society. Series A: Statistics in Society, 172(3), 579-598. https://doi.org/10.1111/j.1467-985X.2009.00586.x
  • Chandarana, Keval, Drew, Megan E., Emmanuel, Julian, Karra, Efthimia, Gelegen, Cigdem, Chan, Philip, Cron, Nicholas J., Batterham, Rachel L. (2009). Subject standardization, acclimatization, and sample processing affect gut hormone levels and appetite in humans. Gastroenterology, 136(7), 2115-2126. https://doi.org/10.1053/j.gastro.2009.02.047
  • Fenwick, Alan, Webster, Joanne P, Bosque-Oliva, Elisa, Blair, L., Fleming, F., Zhang, Y., Garba, A., Stothard, J. R., Gabrielli, Albis F & Clements, A. C. A. et al (2009). The Schistosomiasis Control Initiative (SCI): rationale, development and implementation from 2002–2008. Parasitology, 136(13), 1719-1730. https://doi.org/10.1017/S0031182009990400
  • Garba, A., Toure, Seydou, Dembelé, Robert, Boisier, P., Tohon, Z., Bosque-Oliva, Elisa, Koukounari, Artemis, Fenwick, Alan (2009). Present and future schistosomiasis control activities with support from the Schistosomiasis Control Initiative in West Africa. Parasitology, 136(13), 1731-1737. https://doi.org/10.1017/S0031182009990369
  • Giammarino, Flavia, Barrieu, Pauline (2009). A semiparametric model for the systematic factors of portfolio credit risk premia. Journal of Empirical Finance, 16(4), 655-670. https://doi.org/10.1016/j.jempfin.2009.05.001
  • Koukounari, Artemis, Webster, Joanne P, Donnely, Christle A., Bray, Bethany C., Naples, Jean, Bosompem, Kwabena, Shiff, Clive (2009). Sensitivities and specificities of diagnostic tests and infection prevalence of schistosoma haematobium estimated from data on adults in villages northwest of Accra, Ghana. American Journal of Tropical Medicine and Hygeine, 80(3), 435-441.
  • Lupparelli, Monia, Marchetti, Giovanni M., Bergsma, Wicher (2009). Parameterizations and fitting of bi-directed graph models to categorical data. Scandinavian Journal of Statistics, 36(3), 559-576. https://doi.org/10.1111/j.1467-9469.2008.00638.x
  • Rasbah, J., Steele, F., Browne, W., Goldstein, H. (2009). A user’s guide to MLwiN, version 2.10. Centre for Multilevel Modelling, University of Bristol.
  • Tobelem-Foldvari, Sandrine, Barrieu, Pauline (2009). Robust asset allocation under model risk. Risk Magazine, 76, 91-95.
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  • Cagnone, Silvia, Moustaki, Irini, Vasdekis, Vassilis (2009). Latent variable models for multivariate longitudinal ordinal responses. British Journal of Mathematical and Statistical Psychology, 62(2), 401-415. https://doi.org/10.1348/000711008X320134
  • Cetin, Umut, Verschuere, Michel (2009). Pricing and hedging in carbon emissions markets. International Journal of Theoretical and Applied Finance, 12(7), 949-967. https://doi.org/10.1142/S0219024909005531
  • Yao, Qiwei (2009). Chaos perspective of nonlinear time series: a selective review. In Chan, Kung-Sik (Ed.), An Exploration of a Nonlinear World: an Appreciation of Howell Tong’s Contributions to Statistics (pp. 249-256). World Scientific (Firm).
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  • Dassios, Angelos, Wu, Shanle (2009). On barrier strategy dividends with Parisian implementation delay for classical surplus processes. Insurance: Mathematics and Economics, 45(2), 195-202. https://doi.org/10.1016/j.insmatheco.2009.05.013
  • Du, Hailiang (2009). Combining statistical methods with dynamical insight to improve nonlinear estimation [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Durrant, Gabriele B., Steele, Fiona (2009). Multilevel modelling of refusal and non-contact in household surveys: evidence from six UK Government surveys. Journal of the Royal Statistical Society. Series A: Statistics in Society, 172(2), 361-381. https://doi.org/10.1111/j.1467-985X.2008.00565.x
  • Mupfasoni, Denise, Karibushi, Blaise, Koukounari, Artemis, Ruberanziza, Eugene, Kaberuka, Teddy, Kramer, Michael H., Mukabayire, Odette, Kabera, Michee, Nizeyimana, Vianney & Deville, Marie-Alice et al (2009). Polyparasite Helminth infections and their association to anaemia and undernutrition in Northern Rwanda. PLoS Neglected Tropical Diseases, 3(9). https://doi.org/10.1371/journal.pntd.0000517
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  • Fan, Jian-qing, Peng, Liang, Yao, Qiwei, Zhang, Wenyang (2009). Approximating conditional density functions using dimension reduction. Acta Mathematicae Applicatae Sinica, English Series, 25(3), 445-456. https://doi.org/10.1007/s10255-008-8815-1
  • Fryzlewicz, Piotr, Ombao, Hernando (2009). Consistent classification of non-stationary time series using stochastic wavelet representations. Journal of the American Statistical Association, 104(485), 299-312. https://doi.org/10.1198/jasa.2009.0110
  • Lam, Clifford, Fan, Jianqing (2009). Sparsistency and rates of convergence in large covariance matrix estimation. Annals of Statistics, 37(6B), 4254-4278. https://doi.org/10.1214/09-AOS720
  • Mwanakasale, Victor, Siziya, Seter, Mwansa, James, Koukounari, Artemis, Fenwick, Alan (2009). Impact of iron supplementation on schistosomiasis control in Zambian school children in a highly endemic area. Malawi Medical Journal, 21(1), 12-18.
  • Webster, Joanne P, Koukounari, Artemis, Lamberton, P. H. L., Stothard, J. R., Fenwick, Alan (2009). Evaluation and application of potential schistosome-associated morbidity markers within large-scale mass chemotherapy programmes. Parasitology, 136(13), 1789-1799. https://doi.org/10.1017/S0031182009006350
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  • Hagedorn, Renate, Smith, Leonard A. (2009). Communicating the value of probabilistic forecasts with Weather Roulette. Meteorological Applications, 16(2), 143-155. https://doi.org/10.1002/met.92
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  • Jiménez-Huerta, Diego (2009). Stochastic models and methods for the assessment of earthquake risk in insurance [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
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  • Li, Qiaoling, Pan, Jiazhu, Yao, Qiwei (2009). On determination of cointegration ranks. Statistics and Its Interface, 2(1), 45-56.
  • Lu, Zudi, Steinskog, Dag Johan, Tjøstheim, Dag, Yao, Qiwei (2009). Adaptively varying-coefficient spatiotemporal models. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 71(4), 859-880. https://doi.org/10.1111/j.1467-9868.2009.00710.x
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  • Matei, Alina, Skinner, Chris J. (2009). Optimal sample coordination using controlled selection. Journal of Statistical Planning and Inference, 139(9), 3112-3121. https://doi.org/10.1016/j.jspi.2009.02.012
  • Mavridis, Dimitris, Moustaki, Irini (2009). The forward search algorithm for detecting aberrant response patterns in factor analysis for binary data. Journal of Computational and Graphical Statistics, 18(4), 1016-1034. https://doi.org/10.1198/jcgs.2009.08060
  • Young, Caroline, Martin, David, Skinner, Chris J. (2009). Geographically intelligent disclosure control for flexible aggregation of census data. International Journal of Geographical Information Science, 23(4), 457-482. https://doi.org/10.1080/13658810801949835
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  • Penzer, Jeremy, Wang, Mingjin, Yao, Qiwei (2009). Approximating volatilities by asymmetric power GARCH functions. Australian and New Zealand Journal of Statistics, 51(2), 201-225. https://doi.org/10.1111/j.1467-842X.2009.00542.x
  • Skinner, Chris J. (2009). Statistical disclosure control for survey data. In Pfeffermann, D., Rao, C. R. (Eds.), Handbook of Statistics 29a: Sample Surveys: Design, Methods and Applications (pp. 381-396). Elsevier (Firm).
  • Tripodis, Yorghos, Penzer, Jeremy (2009). Modelling time series with season-dependent autocorrelation structure. Journal of Forecasting, 28(7), 559-574. https://doi.org/10.1002/for.1106
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  • Tredger, Edward (2009). On the evaluation of uncertainties in climate models [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf