Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 60.
2010
  • Alessi, Lucia, Barigozzi, Matteo, Capasso, Marco (2010). Improved penalization for determining the number of factors in approximate factor models. Statistics and Probability Letters, 80(23-24), 1806-1813. https://doi.org/10.1016/j.spl.2010.08.005
  • Antoniadis, Anestis, Fryzlewicz, Piotr, Letué, Frédérique (2010). The Dantzig selector in Cox's proportional hazards model. Scandinavian Journal of Statistics, 37(4), 531-552. https://doi.org/10.1111/j.1467-9469.2009.00685.x
  • Ark, L. Andries, Bergsma, Wicher P. (2010). A note on stochastic ordering of the latent trait using the sum of polytomous item scores. Psychometrika, 75(2), 272-279. https://doi.org/10.1007/s11336-010-9147-7
  • Atkinson, Anthony C., Riani, Marco, Cerioli, Andrea (2010). Reply to discussion of “the forward search: theory and data analysis”. Journal of the Korean Statistical Society, 39(2), 161-163. https://doi.org/10.1016/j.jkss.2010.02.008
  • Atkinson, Anthony C., Riani, Marco, Cerioli, Andrea (2010). The forward search: theory and data analysis. Journal of the Korean Statistical Society, 39(2), 117-134. https://doi.org/10.1016/j.jkss.2010.02.007
  • Barigozzi, Matteo (2010-01-17 - 2010-01-23) Dynamic factor models for forecasting and structural identification [Paper]. Mini-workshop: semiparametric modelling of multivariate economic time series with chaning dynamics.
  • Barigozzi, Matteo, Brownlees, Christian T., Gallo, Giampiero M., Veredas, David (2010). Disentangling systematic and idiosyncratic risk for large panels of assets. (ECARES working paper 2010‐019). Université Libre de Bruxelles.
  • Barigozzi, Matteo, Conti, Antonio M. (2010). On the sources of Euro area money demand stability: a time-varying cointegration analysis. (ECARES working paper 2010‐022). Université Libre de Bruxelles.
  • Barigozzi, Matteo, Fagiolo, Giorgio, Garlaschelli, Diego (2010). Multinetwork of international trade: a commodity-specific analysis. Physical Review E, 81(4), 1-23. https://doi.org/10.1103/PhysRevE.81.046104
  • Barigozzi, Matteo, Fagiolo, Giorgio, Mangioni, Giuseppe (2010). Identifying the community structure of the international-trade multi network. (LEM working paper series 2010/15). Sant'Anna School of Advanced Studies.
  • Barrieu, Pauline, Scaillet, Olivier (2010). A primer on weather derivatives. In Filar, Jerzy A., Haurie, Alain (Eds.), Uncertainty and Environmental Decision Making: a Handbook of Research and Best Practice (pp. 155-176). Springer Berlin / Heidelberg.
  • Bathia, Neil, Yao, Qiwei, Ziegelmann, Flavio (2010). Identifying the finite dimensionality of curve time series. Annals of Statistics, 38(6), 3352-3386. https://doi.org/10.1214/10-AOS819
  • Bayraktar, Erhan, Xing, Hao (2010). On the uniqueness of classical solutions of Cauchy problems. Proceedings of the American Mathematical Society, 138(06), 2061-2064. https://doi.org/10.1090/S0002-9939-10-10306-2
  • Bayraktar, Erhan, Xing, Hao (2010). Pricing Asian options for jump diffusion. Mathematical Finance, 21(1), 117-143. https://doi.org/10.1111/j.1467-9965.2010.00426.x
  • Brett, Caroline Elizabeth, Lawn, Martin, Bartholomew, David J., Dreary, Ian John (2010). Help will be welcomed from every quarter: the work of William Boyd and the Educational Institute of Scotland's Research Committee in the 1920s. History of Education, 39(5), 589-611. https://doi.org/10.1080/00467601003749398
  • Bruynooghe, Daniel (2010-05-26) A copula based differential measure of local correlation [Poster]. Relating research to reality: interdisciplinary ideas for a changing world. LSE PhD student poster exhibition, London School of Economics and Political Science, London, United Kingdom, GBR.
  • Cetin, Umut (2010). Stochastic integration. In Cont, Rama (Ed.), Encyclopedia of Quantitative Finance . John Wiley & Sons.
  • Cetin, Umut, Jarrow, R., Protter, P. (2010). Liquidity risk and arbitrage pricing theory. In Lee, Cheng-Few, Lee, Alice C., Lee, John (Eds.), Handbook of Quantitative Finance and Risk Management . Springer Berlin / Heidelberg. https://doi.org/10.1007/978-0-387-77117-5
  • Chan, Kung-Sik, Tong, Howell (2010). A note on the invertibility of nonlinear ARMA models. Journal of Statistical Planning and Inference, 140(12), 3709-3714. https://doi.org/10.1016/j.jspi.2010.04.036
  • Cho, Haeran (2010). Sparse modelling and estimation for nonstationary time series and high-dimensional data [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Clarke, Paul, Crawford, Claire, Steele, Fiona, Vignoles, Anna (2010). The choice between fixed and random effects models: some considerations For educational research. (Working papers 10/240). Centre for Market and Public Organisation (University of Bristol).
  • D'Arrigo, Julia, Skinner, Chris J. (2010). Linearization variance estimation for generalized raking estimators in the presence of nonresponse. Survey Methodology, 36(2), 181-192.
  • Dassios, Angelos, Wu, Shanle (2010). Perturbed Brownian motion and its application to Parisian option pricing. Finance and Stochastics, 14(3), 473-494. https://doi.org/10.1007/s00780-009-0113-0
  • Dassios, Angelos, Zhao, Hongbiao (0001-01-03) Point processes with contagion and an application to credit risk [Poster]. LSE PhD posters.
  • Durrant, Gabriele B., Groves, Robert M., Staetsky, Laura, Steele, Fiona (2010). Effects of interviewer attitudes and behaviors on refusal in household surveys. Public Opinion Quarterly, 74(1), 1-36. https://doi.org/10.1093/poq/nfp098
  • Fagiolo, Giorgio, Alessi, Lucia, Barigozzi, Matteo, Capasso, Marco (2010). On distributional properties of household consumption expenditures: the case of Italy. Empirical Economics, 38(3), 717-741. https://doi.org/10.1007/s00181-009-0287-5
  • Fisher, Stephen D., Kuha, Jouni, Payne, Clive (2010). Getting it right on the night, again- the 2010 UK general election exit poll. Journal of the Royal Statistical Society. Series A: Statistics in Society, 173(4), 699-701. https://doi.org/10.1111/j.1467-985X.2010.00659.x
  • Fryzlewicz, Piotr (2010). Wavelet methods. Wiley Interdisciplinary Reviews: Computational Statistics, 2(6), 654-667. https://doi.org/10.1002/wics.124
  • Fryzlewicz, Piotr, Oh, Hee-Seok (2010). On the thick-pen transformation for time series. Oberwolfach Reports, 7(1), 179-216. https://doi.org/10.4171/OWR/2010/05
  • Ghil, Michael, Read, Peter, Smith, Leonard A. (2010). Geophysical flows as dynamical systems: the influence of Hide's experiments. Astronomy and Geophysics, 51(4), 4.28-4.35. https://doi.org/10.1111/j.1468-4004.2010.51428.x
  • Haider, Sadia (2010). The dynamics of child poverty in Britain Trends, transition and trajectories. An analysis of the BHPS (1991-2002). [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Hejazi, T. H., Bashiri, Mahdi, Noghondarian, Kazem, Atkinson, Anthony C. (2010). Multiresponse optimization with consideration of probabilistic covariates. Quality and Reliability Engineering International, 27(4), 437-449. https://doi.org/10.1002/qre.1133
  • Kalogeropoulos, Konstantinos, Roberts, Gareth O., Dellaportas, Petros (2010). Inference for stochastic volatility models using time change transformations. Annals of Statistics, 38(2), 784-807. https://doi.org/10.1214/09-AOS702
  • Kardaras, Constantinos (2010). Arbitrage strategy. In Cont, Rama (Ed.), Encyclopedia of Quantitative Finance . John Wiley & Sons. https://doi.org/10.1002/9780470061602.eqf04001
  • Kardaras, Constantinos (2010). Finitely additive probabilities and the fundamental theorem of asset pricing. In Chiarella, Carl, Novikov, Alexander (Eds.), Contemporary Quantitative Finance (pp. 19-34). Springer Berlin / Heidelberg. https://doi.org/10.1007/978-3-642-03479-4_2
  • Kardaras, Constantinos (2010). Free Lunch. In Cont, Rama (Ed.), Encyclopedia of Quantitative Finance . John Wiley & Sons. https://doi.org/10.1002/9780470061602.eqf04013
  • Kardaras, Constantinos (2010). Stochastic discount factors. In Encyclopedia of Quantitative Finance . John Wiley & Sons. https://doi.org/10.1002/9780470061602.eqf03006
  • Kardaras, Constantinos (2010). The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints. Stochastic Processes and Their Applications, 120(3), 331-347. https://doi.org/10.1016/j.spa.2009.11.006
  • Kardaras, Constantinos, Platen, Eckhard (2010). Minimizing the expected market time to reach a certain wealth level. SIAM Journal on Financial Mathematics, 1(1), 16-29. https://doi.org/10.1137/080741124
  • Kardaras, Constantinos (2010). Numéraire-invariant preferences in financial modeling. Annals of Applied Probability, 20(5), 1697-1728. https://doi.org/10.1214/09-AAP669
  • Kong, Efang, F, Tong, Howell, Xia, Yingcun (2010). Statistical modelling of nonlinear long-term cumulative effects. Statistica Sinica, 20(3), 1097-1123.
  • Kotecha, Meena (2010-05-18) Enhancing teaching and learning through effective feedback and assessment [Other]. LSE Teaching Day, London School of Economics and Political Science, London, United Kingdom, GBR. video_file
  • Kotecha, Meena (2010). Promoting mathematics in Mumbai. Mathematics Today, 46(2), p. 62.
  • Koukounari, Artemis, Donnelly, Christl A, Sacko, Moussa, Keita, Adama D, Landouré, Aly, Dembelé, Robert, Bosqué-Oliva, Elisa, Gabrielli, Albis F, Gouvras, Anouk & Traoré, Mamadou et al (2010). The impact of single versus mixed schistosome species infections on liver, spleen and bladder morbidity within Malian children pre- and post-praziquantel treatment. BMC Infectious Diseases, 10(1). https://doi.org/10.1186/1471-2334-10-227
  • Kuha, Jouni, Goldthorpe, John H. (2010). Path analysis for discrete variables: the role of education in social mobility. Journal of the Royal Statistical Society. Series A: Statistics in Society, 173(2), 351-369. https://doi.org/10.1111/j.1467-985X.2009.00620.x
  • Liu, Jun M., Chen, Rong, Yao, Qiwei (2010). Nonparametric transfer function models. Journal of Econometrics, 157(1), 151-164. https://doi.org/10.1016/j.jeconom.2009.10.029
  • Norberg, Ragnar (2010). Forward mortality and other vital rates: are they the way forward? Insurance: Mathematics and Economics, 47(2), 105-112. https://doi.org/10.1016/j.insmatheco.2010.07.002
  • Oldfield, Matthew J., Atherton, Mark A., Bates, Ron A., Perry, Mark A., Wynn, Henry P. (2010). Modal validation of a cantilever-plate bimorph actuator illustrating sensitivity to 3D characterisation. Journal of Electroceramics, 25(1), 45-55. https://doi.org/10.1007/s10832-009-9587-6
  • Oreskes, Naomi, Stainforth, David A., Smith, Leonard A. (2010). Adaptation to global warming: do climate models tell us what we need to know? Philosophy of Science, 77(5), 1012-1028. https://doi.org/10.1086/657428
  • Rheinlander, Thorsten, Steiger, Gallus (2010). Utility indifference hedging with exponential additive processes. Asia-Pacific Financial Markets, 17(2), p. 151. https://doi.org/10.1007/s10690-009-9106-4
  • Riani, Marco, Atkinson, Anthony C. (2010). Robust model selection with flexible trimming. Computational Statistics and Data Analysis, 54(12, Sp), 3300-3312. https://doi.org/10.1016/j.csda.2010.03.007
  • Rudas, Tamas, Bergsma, Wicher, Nemeth, Renáta (2010). Marginal log-linear parameterization of conditional independence models. Biometrika, 97(4), 1006-1012. https://doi.org/10.1093/biomet/asq037
  • Saenz-de-Cabezon, Eduardo, Wynn, Henry P. (2010). Mincut ideals of two-terminal networks. Applicable Algebra in Engineering, Communication and Computing, 21(6), 443-457. https://doi.org/10.1007/s00200-010-0132-2
  • Sanderson, Jean, Fryzlewicz, Piotr, Jones, M. W. (2010). Estimating linear dependence between nonstationary time series using the locally stationary wavelet model. Biometrika, 97(2), 435-446. https://doi.org/10.1093/biomet/asq007
  • Shlomo, Natalie, Skinner, Chris J. (2010). Assessing the protection provided by misclassification-based disclosure limitation methods for survey microdata. Annals of Applied Statistics, 4(3), 1291-1310. https://doi.org/10.1214/09-AOAS317
  • Skinner, Chris J., Vallet, L.-A. (2010). Fitting log-linear models to contingency tables from surveys with complex sampling designs: an investigation of the Clogg-Eliason approach. Sociological Methods and Research, 39(1), 83-108. https://doi.org/10.1177/0049124110366239
  • Smith, Leonard A., Cuellar, Milena C., Du, Hailiang, Judd, Kevin (2010). Exploiting dynamical coherence: A geometric approach to parameter estimation in nonlinear models. Physics Letters A, 374(26), 2618-2623. https://doi.org/10.1016/j.physleta.2010.04.032
  • Tobelem-Foldvari, Sandrine (2010). Robust asset allocation under model ambiguity [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Yamada, Takeshi (2010). Essays on mathematical finance Applications of moment expansions and filtering theory. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Ziegelmann, Flavio (2010). Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class. Journal of Statistical Computation and Simulation, 81(6), 707-728. https://doi.org/10.1080/00949650903468193