Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 51.
2016
  • Acciaio, Beatrice, Beiglböck, M., Penkner, F., Schachermayer, W. (2016). A model-free version of the fundamental theorem of asset pricing and the super-replication theorem. Mathematical Finance, 26(2), 233 - 251. https://doi.org/10.1111/mafi.12060
  • Acciaio, Beatrice, Fontana, Claudio, Kardaras, Constantinos (2016). Arbitrage of the first kind and filtration enlargements in semimartingale financial models. Stochastic Processes and Their Applications, 126(6), 1761-1784. https://doi.org/10.1016/j.spa.2015.12.004
  • Acciaio, Beatrice, Penner, I. (2016). Characterization of max-continuous local martingales vanishing at infinity. Electronic Communications in Probability, 21(71), 1-10. https://doi.org/10.1214/16-ECP3963
  • Alistarh, D., Li, J., Tomioka, R., Vojnovic, Milan (2016-12-10) Quantized stochastic gradient descent: communication versus convergence [Paper]. OPT 2016, Barcelona, Spain, ESP.
  • Atkinson, Anthony C., Cerioli, Andrea, Riani, Marco (2016). Discussion of “asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen. Scandinavian Journal of Statistics, 43(2), 349-352. https://doi.org/10.1111/sjos.12210
  • Baranowski, Rafal (2016). On variable selection in high dimensions, segmentation and multiscale time series [Doctoral thesis]. London School of Economics and Political Science.
  • Barigozzi, Matteo, Moneta, Alessio (2016). Identifying the independent sources of consumption variation. Journal of Applied Economics, 31(2), 420-449. https://doi.org/10.1002/jae.2441
  • Barrieu, Pauline, Veraart, Luitgard A. M. (2016). Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models. Scandinavian Actuarial Journal, 2016(2), 146-166. https://doi.org/10.1080/03461238.2014.916228
  • Baurdoux, Erik J., Pardo, Juan Carlos, Perez, Jose Luis, Renaud, Jean-Francois (2016). Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes. Journal of Applied Probability, 53(2), 572-584. https://doi.org/10.1017/jpr.2016.21
  • Benedetti, Giuseppe, Campi, Luciano (2016). Utility indifference valuation for non-smooth payoffs with an application to power derivatives. Applied Mathematics and Optimization, 73(2), 349-389. https://doi.org/10.1007/s00245-015-9306-4
  • Berg, Emily, Kim, J. K., Skinner, Chris (2016). Imputation under informative sampling. Journal of Survey Statistics and Methodology, 4(4), 436-462. https://doi.org/10.1093/jssam/smw032
  • Blaser, Rico, Fryzlewicz, Piotr (2016). Random rotation ensembles. Journal of Machine Learning Research, 17(4), 1-26.
  • Chen, Yining, Samworth, Richard J. (2016). Generalized additive and index models with shape constraints. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 78(4), 729 - 754. https://doi.org/10.1111/rssb.12137
  • Chen, Yining, Wellner, Jon A. (2016). On convex least squares estimation when the truth is linear. Electronic Journal of Statistics, 10(1), 171-209. https://doi.org/10.1214/15-EJS1098
  • Da Silva, Damião Nóbrega, Skinner, Chris J., Kim, Jae Kwang (2016). Using binary paradata to correct for measurement error in survey data analysis. Journal of the American Statistical Association, 111(514), 526 - 537. https://doi.org/10.1080/01621459.2015.1130632
  • Dassios, Angelos, Zhang, You You (2016). The joint distribution of Parisian and hitting times of the Brownian motion with application to Parisian option pricing. Finance and Stochastics, 20, 773-804. https://doi.org/10.1007/s00780-016-0302-6
  • Dhar, Subhra Sankar, Dassios, Angelos, Bergsma, Wicher (2016). A study of the power and robustness of a new test for independence against contiguous alternatives. Electronic Journal of Statistics, 10(1), 330-351. https://doi.org/10.1214/16-EJS1107
  • Doretti, Marco, Geneletti, Sara, Stanghellini, Elena (2016). Tackling non-ignorable dropout in the presence of time varying confounding. Journal of the Royal Statistical Society. Series C: Applied Statistics, 65(5), 775 - 795. https://doi.org/10.1111/rssc.12154
  • Dou, Baojun, Parrella, Maria Lucia, Yao, Qiwei (2016). Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients. Journal of Econometrics, 194(2), 369-382. https://doi.org/10.1016/j.jeconom.2016.05.014
  • Dureau, J., Kalogeropoulos, K., Vickerman, P., Pickles, M., Boily, M. C. (2016). A Bayesian approach to estimate changes in condom use from limited human immunodeficiency virus prevalence data. Journal of the Royal Statistical Society. Series C: Applied Statistics, 65(2), 237 - 257. https://doi.org/10.1111/rssc.12116
  • Ermisch, John, Steele, Fiona (2016). Fertility expectations and residential mobility in Britain. Demographic Research, 35, 1561-1584. https://doi.org/10.4054/DemRes.2016.35.54
  • Fogel, Fajwel, d'Aspremont, Alexandre, Vojnovic, Milan (2016). Spectral ranking using seriation. Journal of Machine Learning Research, 17, 1 - 45.
  • Fryzlewicz, Piotr, Timmermans, Catherine (2016). SHAH: SHape-Adaptive Haar wavelets for image processing. Journal of Computational and Graphical Statistics, 25(3), 879-898. https://doi.org/10.1080/10618600.2015.1048345
  • Guo, Shaojun, Wang, Yazhen, Yao, Qiwei (2016). High-dimensional and banded vector autoregressions. Biometrika, 103(4), 889-903. https://doi.org/10.1093/biomet/asw046
  • Habibnia, Ali (2016). Essays in high-dimensional nonlinear time series analysis [Doctoral thesis]. London School of Economics and Political Science.
  • Hanly, Mark, Clarke, Paul, Steele, Fiona (2016). Sequence analysis of call record data: exploring the role of different cost settings. Journal of the Royal Statistical Society. Series A: Statistics in Society, 179(3), 793-808. https://doi.org/10.1111/rssa.12143
  • Hu, Qilin (2016). Autocorrelation-based factor analysis and nonlinear shrinkage estimation of large integrated covariance matrix [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.qiadcqgcb739
  • Huang, Na (2016). Estimation of covariance, correlation and precision matrices for high-dimensional data [Doctoral thesis]. London School of Economics and Political Science.
  • Kabanov, Yuri, Kardaras, Constantinos, Song, Shiqi (2016). No arbitrage of the first kind and local martingale numéraires. Finance and Stochastics, 20(4), 1097-1108. https://doi.org/10.1007/s00780-016-0310-6
  • Katsikatsou, Myrsini, Moustaki, Irini (2016). Pairwise likelihood ratio tests and model selection criteria for structural equation models with ordinal variables. Psychometrika, 81(4), 1046-1068. https://doi.org/10.1007/s11336-016-9523-z
  • Kotecha, Meena (2016). Addressing anxiety in the teaching room: techniques to enhance mathematics and statistics education.
  • Kotecha, Meena (2016). Reducing mathematics and statistics anxiety: questionnaires and case studies in practice. In SAGE Research Methods Cases . Sage Publications Ltd.. https://doi.org/10.4135/978144627305015595376
  • Kuha, Jouni, Sturgis, Patrick (2016). Comment on ‘what to do instead of significance testing? Calculating the “number of counterfactual cases needed to disturb a finding”’ by Stephen Gorard and Jonathan Gorard. International Journal of Social Research Methodology, 19(4), 491 - 495. https://doi.org/10.1080/13645579.2015.1126495
  • Lam, Clifford (2016). Nonparametric eigenvalue-regularized precision or covariance matrix estimator. Annals of Statistics, 44(3), 928-953. https://doi.org/10.1214/15-AOS1393
  • Li, Cheng (2016). Three aspects of mathematical models for asymmetric information in financial market [Doctoral thesis]. London School of Economics and Political Science.
  • Li, Dong, Tong, Howell (2016). Nested sub-sample search algorithm for estimation of threshold models. Statistica Sinica, 26(4), 1543-1554. https://doi.org/10.5705/ss.2013.394t
  • Li, Weiming, Gao, Jing, Li, Kunpeng, Yao, Qiwei (2016). Modelling multivariate volatilities via latent common factors. Journal of Business and Economic Statistics, 34(4), 564-573. https://doi.org/10.1080/07350015.2015.1092975
  • Maynard, Trevor (2016). Extreme insurance and the dynamics of risk [Doctoral thesis]. London School of Economics and Political Science.
  • Mohammadi, Fatemeh, Saenz-de-Cabezon, Eduardo, Wynn, Henry P. (2016). Types of signature analysis in reliability based on Hilbert series. Journal of Symbolic Computation, 79(1), 140-155. https://doi.org/10.1016/j.jsc.2016.08.010
  • Mohammadi, Fatemeh, Saenz-de-Cabezon, Eduardo, Wynn, Henry P. (2016). The algebraic method in tree percolation. SIAM Journal on Discrete Mathematics, 30(2), 1193-1212. https://doi.org/10.1137/151003647
  • Rasley, Jeff, Karanasos, Konstantinos, Kandula, Srikanth, Fonseca, Rodrigo, Vojnovic, Milan, Rao, Sriram (2016-04-18 - 2016-04-21) Efficient queue management for cluster scheduling [Paper]. EuroSys 2016, London, United Kingdom, GBR.
  • Schröder, Anna Louise (2016). Methods for change-point detection with additional interpretability [Doctoral thesis]. London School of Economics and Political Science.
  • Shi, Chengchun, Song, Rui, Lu, Wenbin (2016). Robust learning for optimal treatment decision with NP-dimensionality. Electronic Journal of Statistics, 10(2), 2894 - 2921. https://doi.org/10.1214/16-EJS1178 picture_as_pdf
  • Skinner, Chris J. (2016). Probability proportional to size (PPS) sampling. In Balakrishnan, N., Colton, Theodore, Everitt, Brian, Piegorsch, Walter, Ruggeri, Fabrizio, Teugels, Jef, Davidian, Marie, Kenett, Ron S., Molenberghs, Geert (Eds.), Wiley StatsRef: Statistics Reference Online (pp. 1-5). John Wiley & Sons. https://doi.org/10.1002/9781118445112.stat03346.pub2 picture_as_pdf
  • Steele, Fiona, Washbrook, Elizabeth, Charlton, Christopher, Browne, William J. (2016). A longitudinal mixed logit model for estimation of push and pull effects in residential location choice. Journal of the American Statistical Association, 111(515), 1061 - 1074. https://doi.org/10.1080/01621459.2016.1180984
  • Sturgis, Patrick, Baker, Nick, Callegaro, Mario, Fisher, Stephen, Green, Jane, Jennings, Will, Kuha, Jouni, Lauderdale, Benjamin E., Smith, Patten (2016). Report of the inquiry into the 2015 British general election opinion polls. British Polling Council.
  • Vitoratou, Silia, Ntzoufras, Ioannis, Moustaki, Irini (2016). Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions. Statistics and Computing, 26(1), 333-348. https://doi.org/10.1007/s11222-014-9495-8
  • Vojnovic, Milan, Yun, Seyoung (2016). Parameter estimation for generalized thurstone choice models. Proceedings of Machine Learning Research, 48, 498-506.
  • Zhang, Peng, Qiu, Zhenguo, Shi, Chengchun (2016). simplexreg: an R package for regression analysis of proportional data using the simplex distribution. Journal of Statistical Software, 71(11). https://doi.org/10.18637/jss.v071.i11 picture_as_pdf
  • Çetin, Umut, Danilova, Albina (2016). Markov bridges: SDE representation. Stochastic Processes and Their Applications, 126(3), 651 - 679. https://doi.org/10.1016/j.spa.2015.09.015
  • Çetin, Umut, Danilova, Albina (2016). Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems. Annals of Applied Probability, 26(4), 1996-2029. https://doi.org/10.1214/15-AAP1138