Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 59.
Article
  • Abdey, James (2013). Discussion paper: P-value likelihood ratios for evidence evaluation. Law, Probability and Risk, 12(2), 135-146. https://doi.org/10.1093/lpr/mgs033
  • Acciaio, B., Beigelböck, M., Penkner, F., Schachermayer, W., Temme, J. (2013). A trajectorial interpretation of Doob's martingale inequalities. Annals of Applied Probability, 23(4), 1494-1505. https://doi.org/10.1214/12-AAP878
  • Alessi, Lucia, Barigozzi, Matteo, Capasso, Marco (2013). The common component of firm growth. Structural Change and Economic Dynamics, 26, 73-82. https://doi.org/10.1016/j.strueco.2012.11.002
  • Alvaredo, Facundo, Atkinson, Anthony B., Piketty, Thomas, Saez, Emmanuel (2013). The top 1 percent in international and historical perspective. Journal of Economic Perspectives, 27(3), 3-20. https://doi.org/10.1257/jep.27.3.3
  • Anagnostopoulos, Fotios, Yfantopoulos, John, Moustaki, Irini, Niakas, Dimitris (2013). Psychometric and factor analytic evaluation of the 15D health-related quality of life instrument: the case of Greece. Quality of Life Research, 22(8), 1973-1986. https://doi.org/10.1007/s11136-013-0348-2
  • Aïd, René, Campi, Luciano, Langrené, Nicolas (2013). A structural risk-neutral model for pricing and hedging electricity derivatives. Mathematical Finance, 23(3), 387-438. https://doi.org/10.1111/j.1467-9965.2011.00507.x
  • Barigozzi, Matteo, Conti, Antonio M., Luciani, Matteo (2013). Do Euro area countries respond asymmetrically to the common monetary policy? Oxford Bulletin of Economics and Statistics, 76(5), 693-714. https://doi.org/10.1111/obes.12038
  • Barrieu, Pauline, El Karoui, Nicole (2013). Monotone stability of quadratic semimartingales with applications to general quadratic BSDEs. Annals of Probability, 41(3B), 1831-1863. https://doi.org/10.1214/12-AOP743
  • Barrieu, Pauline, Louberge, Henri (2013). Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints. Insurance: Mathematics and Economics, 52(2), 135-144.
  • Bartholomew, David J., Allerhand, Michael, Deary, Ian J. (2013). Measuring mental capacity: Thomson's bonds model and Spearman's g-model compared. Intelligence and National Security, 41(4), 222-233. https://doi.org/10.1016/j.intell.2013.03.007
  • Benedetti, Giuseppe, Campi, Luciano, Kallsen, Jan, Muhle-Karbe, Johannes (2013). On the existence of shadow prices. Finance and Stochastics, 17(4), 801-818. https://doi.org/10.1007/s00780-012-0201-4
  • Bergsma, Wicher (2013). A bias-correction for Cramér’s and Tschuprow’s. Journal of the Korean Statistical Society, 42(3), 323-328. https://doi.org/10.1016/j.jkss.2012.10.002
  • Bergsma, W. P., Aris, E. M. D., Tibaldi, F. S. (2013). Linear Categorical Marginal Modeling of solicited symptoms in vaccine clinical trials. Statistics in Biopharmaceutical Research, 5(1), 27-37. https://doi.org/10.1080/10496491.2012.738111
  • Bergsma, Wicher P., Croon, M. A., Hagenaars, J. A. (2013). Advancements in marginal modeling for categorical data. Sociological Methodology, 43(1), 1-41. https://doi.org/10.1177/0081175013488999
  • Beskos, Alexandros, Kalogeropoulos, Konstantinos, Pazos, Erik (2013). Advanced MCMC methods for sampling on diffusion pathspace. Stochastic Processes and Their Applications, 123(4), 1415-1453. https://doi.org/10.1016/j.spa.2012.12.001
  • Campi, Luciano, Cetin, Umut, Danilova, Albina (2013). Equilibrium model with default and dynamic insider information. Finance and Stochastics, 17(347), 565-585. https://doi.org/10.1007/s00780-012-0196-x
  • Campi, Luciano, Cetin, Umut, Danilova, Albina (2013). Explicit construction of a dynamic Bessel bridge of dimension 3. Electronic Journal of Probability, 18(20), 1-25. https://doi.org/10.1214/EJP.v18-1907
  • Cetin, Umut, Xing, Hao (2013). Point process bridges and weak convergence of insider trading models. Electronic Journal of Probability, 18(26), 1-24. https://doi.org/10.1214/EJP.v18-2039
  • Che, Xiaonan, Dassios, Angelos (2013). Stochastic boundary crossing probabilities for the Brownian motion. Journal of Applied Probability, 50(2), 419-429. https://doi.org/10.1239/jap/1371648950
  • Cho, Haeran, Fryzlewicz, Piotr (2013). Errata on 'Multiscale and multilevel technique for consistent segmentation of nonstationary time series', Statistica Sinica (2012), vol. 22, no. 1, pp. 207-229. Statistical Science, 23(4), p. 1793.
  • Cho, Haeran, Goude, Yannig, Brossat, Xavier, Yao, Qiwei (2013). Modeling and forecasting daily electricity load curves: a hybrid approach. Journal of the American Statistical Association, 108(501), 7-21. https://doi.org/10.1080/01621459.2012.722900
  • Dassios, Angelos, Zhao, Hongbiao (2013). A risk model with delayed claims. Journal of Applied Probability, 50(3), 686-702. https://doi.org/10.1239/jap/1378401230
  • Dassios, Angelos, Lim, Jia Wei (2013). Parisian option pricing: a recursive solution for the density of the Parisian stopping time. SIAM Journal on Financial Mathematics, 4(1), 599-615. https://doi.org/10.1137/120875466
  • Dassios, Angelos, Zhao, Hongbiao (2013). Exact simulation of Hawkes process with exponentially decaying intensity. Electronic Communications in Probability, 18(62). https://doi.org/10.1214/ECP.v18-2717
  • Dureau, Joseph, Kalogeropoulos, Konstantinos, Baguelin, Marc (2013). Capturing the time-varying drivers of an epidemic using stochastic dynamical systems. Biostatistics, 14(3), 541-555. https://doi.org/10.1093/biostatistics/kxs052
  • Durrant, Gabriele B., D'Arrigo, Julia, Steele, Fiona (2013). Analysing interviewer call record data by using a multilevel discrete time event history modelling approach. Journal of the Royal Statistical Society. Series A: Statistics in Society, 176(1), 254-269. https://doi.org/10.1111/j.1467-985X.2012.01073.x
  • Frigg, Roman, Smith, Leonard A., Stainforth, David A. (2013). The myopia of imperfect climate models: the case of UKCP09. Philosophy of Science, 80(5), 886-897. https://doi.org/10.1086/673892
  • Fryzlewicz, P. (2013). High-dimensional volatility matrix estimation via waveletsand thresholding. Biometrika, 100(4), 921-938. https://doi.org/10.1093/biomet/ast033
  • Geneletti, Sara, Best, Nicky, Toledano, M. B., Elliott, Paul, Richardson, Sylvia (2013). Uncovering selection bias in case-control studies using Bayesian post-stratification. Statistics in Medicine, 32(15), 2555-2570. https://doi.org/10.1002/sim.5722
  • Giammarino, Flavia, Barrieu, Pauline (2013). Indifference pricing with uncertainty averse preferences. Journal of Mathematical Economics, 49(1), 2-15. https://doi.org/10.1016/j.jmateco.2012.09.003
  • Glendinning, Paul, Smith, Leonard A. (2013). Lacunarity and period-doubling. Dynamical Systems, 1-11. https://doi.org/10.1080/14689367.2012.755496
  • Jang, Jiwook, Dassios, Angelos (2013). A bivariate shot noise self-exciting process for insurance. Insurance: Mathematics and Economics, 53(3), 524-532. https://doi.org/10.1016/j.insmatheco.2013.08.003
  • Kardaras, Constantinos, Platen, Eckhard (2013). Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading. Mathematical Finance, 23(3), 579-590. https://doi.org/10.1111/j.1467-9965.2011.00511.x
  • Kardaras, Constantinos, Žitković, Gordan (2013). Forward-convex convergence in probability of sequences of nonnegative random variables. Proceedings of the American Mathematical Society, 141(3), 919-929. https://doi.org/10.1090/S0002-9939-2012-11373-5
  • Kardaras, Constantinos (2013). On the closure in the Emery topology of semimartingale wealth-process sets. Annals of Applied Probability, 23(4), 1355-1376. https://doi.org/10.1214/12-AAP872
  • Kim, Jae Kwang, Skinner, Chris J. (2013). Weighting in survey analysis under informative sampling. Biometrika, 100(2), 385-398. https://doi.org/10.1093/biomet/ass085
  • Kotecha, Meena (2013). Addressing mathematics and statistics anxiety. Mathematics Today, 49(6), p. 259.
  • Koukounari, Artemis, Donnelly, Christl A., Moustaki, Irini, Tukahebwa, Edridah M., Kabatereine, Narcis B., Wilson, Shona, Webster, Joanne P., Deelder, André M., Vennervald, Birgitte J., van Dam, Govert J. (2013). A latent Markov modelling approach to the evaluation of circulating cathodic antigen strips for schistosomiasis diagnosis pre- and post-praziquantel treatment in Uganda. PLoS Computational Biology, 9(12), e1003402. https://doi.org/10.1371/journal.pcbi.1003402
  • Koukounari, Artemis, Moustaki, Irini, Grassly, Nicholas C., Blake, Isobel M., Basanez, Maria-Gloria, Gambhir, Manoj, Mabey, David, Bailey, Robin L., Burton, Matthew J. & Solomon, Anthony W. et al (2013). Using a nonparametric multilevel latent Markov model to evaluate diagnostics for trachoma. American Journal of Epidemiology, 177(9), 913-922. https://doi.org/10.1093/aje/kws345
  • Kulu, Hill, Steele, Fiona (2013). Interrelationships between childbearing and housing transitions in the family life course. Demography, 50(5), 1687-1714. https://doi.org/10.1007/s13524-013-0216-2
  • Riani, Marco, Atkinson, Anthony C., Fanti, Giulio, Crosilla, Fabio (2013). Regression analysis with partially labelled regressors: carbon dating of the Shroud of Turin. Statistics and Computing, 23(4), 551-561. https://doi.org/10.1007/s11222-012-9329-5
  • Schroeder, Anna Louise, Fryzlewicz, Piotr (2013). Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Statistics and Its Interface, 6(4), 449-461.
  • Steele, Fiona, Clarke, P., Washbrook, E. (2013). Modeling household decisions using longitudinal data from household panel surveys, with applications to residential mobility. Sociological Methodology, 43(1), 220-271. https://doi.org/10.1177/0081175013479352
  • Steele, Fiona, French, Robert, Bartley, Mel (2013). Adjusting for selection bias in longitudinal analyses using simultaneous equations modeling: the relationship between employment transitions and mental health. Epidemiology, 24(5), 703-711. https://doi.org/10.1097/EDE.0b013e31829d2479
  • Steele, Fiona, Rasbash, Jon, Jenkins, Jennifer (2013). A multilevel simultaneous equations model for within-cluster dynamic effects, with an application to reciprocal parent–child and sibling effects. Psychological Methods, 18(1), 87-100. https://doi.org/10.1037/a0029316
  • Suckling, Emma B., Smith, Leonard A. (2013). An evaluation of decadal probability forecasts from state-of-the-art climate models. Journal of Climate, 26(23), 9334-9347. https://doi.org/10.1175/JCLI-D-12-00485.1
  • Szmaragd, Camille, Clarke, Paul, Steele, Fiona (2013). Subject specific and population average models for binary longitudinal data: a tutorial. Longitudinal and Life Course Studies, 42(2), 147-165.
  • Wu, Billy, Yao, Qiwei, Zhu, Shiwu (2013). Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood. Stochastic Processes and Their Applications, 123(7), 2877-2896. https://doi.org/10.1016/j.spa.2013.03.017
    • Chapter
  • Frigg, Roman, Bradley, Seamus, Machete, Reason L., Smith, Leonard A. (2013). Probabilistic forecasting: why model imperfection is a poison pill. In Andersen, Hanne, Dieks, Dennis, Gonzalez, Wenceslao, Ubel, Thomas, Wheeler, Gregory (Eds.), New Challenges to Philosophy of Science (pp. 479-492). Springer Berlin / Heidelberg.
    • Conference or Workshop Item
  • Higgins, Sarah (2013-03-01) The impact of weather on maize yield [Poster]. LSE Research Festival 2013: Exploring Research Stories Through Visual Images, London, United Kingdom, GBR.
  • Jarman, Alex (2013-03-01) Get the **** off the beach, your tan is done!: a guide to hurricane forecasting [Poster]. LSE Research Festival 2013: Exploring Research Stories Through Visual Images, London, United Kingdom, GBR.
  • Sejdinovic, Dino, Gretton, Arthur, Bergsma, Wicher (2013-12-05 - 2013-12-08) A kernel test for three-variable interactions [Paper]. NIPS 2013, Lake Tahoe, United States, USA.
    • Report
  • Gibbs, Peter, Hanlon, Michael, Hardaker, Paul, Hawkins, Ed, MacDonald, Averil, Maskell, Kathy, Mayfield, Heather, Mclean, Angela, Morris, Elizabeth & Mylne, Ken et al (2013). Making sense of uncertainty: why uncertainty is part of science. Sense About Science.
  • Jackson, Jonathan, Kuha, Jouni, Hough, Mike, Bradford, Ben, Hohl, Katrin, Gerber, Monica (2013). Trust and legitimacy across Europe: a FIDUCIA report on comparative public attitudes towards legal authority. FIDUCIA.
    • Thesis
  • Dureau, Joseph (2013). Bayesian inference for indirectly observed stochastic processes, applications to epidemic modelling [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Wu, Billy (2013). Estimating parameters in the presence of many nuisance parameters [Masters thesis]. London School of Economics and Political Science. picture_as_pdf
    • Online resource
  • Sturgis, Patrick, Brunton-Smith, Ian, Kuha, Jouni, Jackson, Jonathan (2013). Residents of more ethnically diverse neighbourhoods actually reported higher levels of social cohesion.
    • Working paper
  • Frigg, Roman, Bradley, Seamus, Du, Hailiang, Smith, Leonard A. (2013). Laplace's demon and climate change. (Grantham Research Institue on Climate Change and the Environment working paper 103). Grantham Research Institue on Climate Change and the Environment.
  • Sgouropoulos, Nikolaos, Yao, Qiwei, Yastremiz, Claudia (2013). Matching quantiles estimation. London School of Economics and Political Science.