Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 38.
2002
  • Akritas, Michael G., Kuha, Jouni, Osgood, D. Wayne (2002). A nonparametric approach to matched pairs with missing data. Sociological Methods and Research, 30(3), 425-454. https://doi.org/10.1177/0049124102030003006
  • Barrieu, Pauline, El Karoui, Nicole (2002). Optimal design of derivatives in illiquid markets. Quantitative Finance, 2(3), 181-188. https://doi.org/10.1088/1469-7688/2/3/301
  • Barrieu, Pauline, El Karoui, Nicole (2002). Optimal design of weather derivatives. Algo research quarterly, 5, 79-92.
  • Barrieu, Pauline, El Karoui, Nicole (2002). Reinsuring climatic risk using optimally designed weather bonds. The Geneva Papers on Risk and Insurance Theory, 27(2), 87-113. https://doi.org/10.1023/A:1021944109402
  • Basu, Sankarshan, Dassios, Angelos (2002). A Cox process with log-normal intensity. Insurance: Mathematics and Economics, 31(2), 297-302. https://doi.org/10.1016/S0167-6687(02)00152-X
  • Bergsma, Wicher, Rudas, Tamas (2002). Variation independent parameterizations of multivariate categorical distributions. In Cuadras, Carles, Fortiana, Josep, Rodriguez-Lallena, Jose (Eds.), Distributions With Given Marginals and Statistical Modelling (pp. 21-28). Kluwer Academic Publishers.
  • Bergsma, Wicher P., Rudas, Tamas (2002). Marginal models for categorical data. Annals of Statistics, 30(1), 140-159. https://doi.org/10.1214/aos/1015362188
  • Chan, K S, Tong, Howell (2002). Dynamic model. In El-Shaarawi, Abdel H, Piegorsch, Walter W (Eds.), Encyclopaedia of Environmetrics (pp. 574-578). John Wiley & Sons.
  • Delbaen, Freddy, Grandits, Peter, Rheinlander, Thorsten, Samperi, Domenick, Schweizer, Martin, Stricker, Christophe (2002). Exponential hedging and entropic penalties. Mathematical Finance, 12(2), 99-123. https://doi.org/10.1111/1467-9965.02001
  • Dischel, Robert S., Barrieu, Pauline (2002). Financial weather contracts and their application in risk management. In Dischel, Robert S. (Ed.), Climate Risk and the Weather Market: Financial Risk Management With Weather Hedges (pp. 25-42). Risk Books.
  • Galbraith, J. I., Bartholomew, David J., Moustaki, Irini, Steele, Fiona (2002). The analysis and interpretation of multivariate data for social scientists. CRC Press.
  • Gao, J, Tong, Howell, Wolff, Rodney C (2002). Adaptive orthogonal series estimation in additive stochastic regression models. Statistica Sinica, 12(2), 409-428.
  • Gao, J, Wolff, R C L, Tong, Howell (2002). Model specification tests in nonparametric stochastic regression models. Journal of Multivariate Analysis, 83(2), 324-359. https://doi.org/10.1006/jmva.2001.2058
  • Grandits, Peter, Rheinlander, Thorsten (2002). On the minimal entropy martingale measure. Annals of Probability, 30(3), 1003-1038. https://doi.org/10.1214/aop/1029867119
  • Hall, Peter, Peng, Liang, Yao, Qiwei (2002). Moving-maximum models for extrema of time series. Journal of Statistical Planning and Inference, 103(1-2), 51-63. https://doi.org/10.1016/S0378-3758(01)00197-5
  • Hall, Peter, Peng, Liang, Yao, Qiwei (2002). Prediction and nonparametric estimation for time series with heavy tails. Journal of Time Series Analysis, 23(3), 313-331. https://doi.org/10.1111/1467-9892.00266
  • Kalashnikov, Vladimir, Norberg, Ragnar (2002). Power tailed ruin probabilities in the presence of risky investments. Stochastic Processes and Their Applications, 98(2), 211-228. https://doi.org/10.1016/S0304-4149(01)00148-X
  • McSharry, P. E., He, T., Smith, Leonard A., Tarassenko, L. (2002). Linear and non-linear methods for automatic seizure detection in scalp electro-encephalogram recordings. Medical and Biological Engineering and Computing, 40(4), 447-461. https://doi.org/10.1007/BF02345078
  • McSharry, P.E., Clifford, G. D., Tarassenko, L., Smith, Leonard A. (2002-09-22 - 2002-09-25) Method for generating an artificial RR tachogram of a typical healthy human over 24-hours [Paper]. Computers in Cardiology, Memphis, United States, USA. https://doi.org/10.1109/CIC.2002.1166748
  • McSharry, Patrick E., Clifford, G. D., Tarassenko, L., Smith, Leonard A. (2002). A method for generating an artificial RR tachogram of a typical healthy human over 24-hours. Computers in Cardiology, 29, 225-228. https://doi.org/0780377354
  • McSharry, Patrick E., Ellepola, Jerome H., von Hardenberg, Jost, Smith, Leonard A., Kenning, David B. R., Judd, Kevin (2002). Spatio-temporal analysis of nucleate pool boiling: identification of nucleation sites using non-orthogonal empirical functions. International Journal of Heat and Mass Transfer, 45(2), 237-253. https://doi.org/10.1016/S0017-9310(01)00152-1
  • Moustaki, Irini (2002). Discussion of the paper by Fayers and Hand [Fayers, P. M. and Hand, D. J., Causal variables, indicator variables and measurement scales: an example from quality of life, Journal of the Royal Statistical Society, Series A, 2002:165(2), 233-261]. Journal of the Royal Statistical Society. Series A: Statistics in Society, 165(2), 258-259.
  • Moustaki, Irini, Marcoulides, George. A (2002). Locating "don't know", "no answer" and middle alternatives on an attitude scale: a latent variable approach. In Marcoulides, G, Moustaki, Irini (Eds.), Latent Variable and Latent Structure Models (pp. 15-41). Lawrence Erlbaum Associates.
  • Roulston, Mark S., Smith, Leonard A. (2002). Evaluating probabilistic forecasts using information theory. Monthly Weather Review, 130(6), 1653-1660. https://doi.org/10.1175/1520-0493(2002)130<1653:EPFUIT>2.0.CO;2
  • Skinner, Chris J. (2002). Discussion. Journal of Official Statistics, 18(2), 155-156.
  • Skinner, Chris J. (2002). Jackknife variance estimation for multivariate statistics under hot-deck imputation from common donors. Journal of Statistical Planning and Inference, 102(1), 149-167. https://doi.org/10.1016/S0378-3758(01)00185-9
  • Skinner, Chris J., Elliot, M. J. (2002). A measure of disclosure risk for microdata. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 64(4), 855-867. https://doi.org/10.1111/1467-9868.00365
  • Skinner, Chris J., Stuttard, Nigel, Beissel-Durrant, Gabriele, Jenkins, James (2002). The measurement of low pay in the UK labour force survey. Oxford Bulletin of Economics and Statistics, 64(supple), 653-676. https://doi.org/10.1111/1468-0084.64.s.5
  • Smith, Leonard A. (2002). What might we learn from climate forecasts? Proceedings of the National Academy of Sciences of the United States of America, 99(Suppl.), 2487-2492. https://doi.org/10.1073/pnas.012580599
  • Smith, Leonard A., Roulston, Mark S. (2002). Weather and seasonal forecasting. In Dischel, Robert (Ed.), Climate Risk and the Weather Market (pp. 115-126). Risk Books.
  • Steele, Fiona, Brown, James, Chambers, Ray (2002). A controlled donor imputation system for a one-number census. Journal of the Royal Statistical Society. Series A: Statistics in Society, 165(3), 495-522. https://doi.org/10.1111/1467-985X.t01-1-00250
  • Tong, Howell (2002). Nonlinear time series analysis since 1990: some personal reflections. Acta Mathematicae Applicatae Sinica, English Series, 18(2), 177-184. https://doi.org/10.1007/s102550200017
  • Tong, Howell, Chan, K.S (2002). A note on the equivalence of two approaches for specifying a Markov process. Bernoulli, 8(1), 117-122.
  • Tong, Howell, Stenseth, Nils Chr, Yao, Qiwei (2002). Nonlinear time series modelling of highly fluctuating biological population over space - main results. Department of Statistics, London School of Economics and Political Science.
  • Tong, Howell, Xia, Y, Zhu, L (2002). An adaptive estimation of dimension reduction space, with discussion. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 64(3), 363-410. https://doi.org/10.1111/1467-9868.03411
  • Xia, Yingcun, Tong, Howell, Li, W. K. (2002). Single-index volatility models and estimation. Statistica Sinica, 12(3), 785-799.
  • Yao, Qiwei, Hyndman, Rob J. (2002). Nonparametric estimation and symmetry tests for conditional density functions. Journal of Nonparametric Statistics, 14(3), 259-278. https://doi.org/10.1080/10485250212374
  • Yao, Qiwei, Polonik, Wolfgang (2002). Set-indexed conditional empirical and quantile processes based on dependent data. Journal of Multivariate Analysis, 80(2), 234-255. https://doi.org/10.1006/jmva.2001.1988