Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 47.
Article
  • Barrieu, Pauline, Chesney, Marc (2003). Optimal timing to adopt an environmental policy in a strategic framework. Environmental Modeling and Assessment, 8(3), 149-163. https://doi.org/10.1023/A:1025539106213
  • Barrieu, Pauline, El Karoui, Nicole (2003). Structuration optimale de produits dérivés et diversification en présence de sources de risque non-négociables. Comptes Rendus Mathematiques, 336(6), 493-498. https://doi.org/10.1016/S1631-073X(03)00120-1
  • Bates, Ron A., Giglio, Beatrice, Wynn, Henry P. (2003). A global selection procedure for polynomial interpolators. Technometrics, 45(3), 246-255. https://doi.org/10.1198/004107003000000069
  • Berger, Yves G., Skinner, Chris J. (2003). Variance estimation for a low income proportion. Journal of the Royal Statistical Society. Series C: Applied Statistics, 52(4), 457-468. https://doi.org/10.1111/1467-9876.00417
  • Dassios, Angelos, Jang, Jiwook (2003). Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity. Finance and Stochastics, 7(1), 73-95. https://doi.org/10.1007/s007800200079
  • Eberhard-Gran, Malin, Tambs, Kristian, Opjordsmoen, Stein, Skrondal, Anders, Eskild, Anne (2003). A comparison of anxiety and depressive symptomatology in postpartum and non-postpartum women. Social Psychiatry and Psychiatric Epidemiology, 38(10), 551-556. https://doi.org/10.1007/s00127-003-0679-3
  • Fan, Jianqing, Yao, Qiwei, Cai, Zongwu (2003). Adaptive varying co-efficient linear models. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 65(1), 57-80. https://doi.org/10.1111/1467-9868.00372
  • Fryzlewicz, Piotr, van Bellegem, Sébastien, von Sachs, Rainer (2003). Forecasting non-stationary time series by wavelet process modelling. Annals of the Institute of Statistical Mathematics, 55(4), 737-764. https://doi.org/10.1007/BF02523391
  • Guerrero, A., Smith, Leonard A. (2003). Towards coherent estimation of the correlation dimension. Physics Letters A, 318(4-5), 373-379. https://doi.org/10.1016/j.physleta.2003.09.023
  • Hall, Peter, Yao, Qiwei (2003). Date tilting for time series. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 65(2), 425-442. https://doi.org/10.1111/1467-9868.00394
  • Hall, Peter, Yao, Qiwei (2003). Inference in ARCH and GARCH models with heavy-tailed errors. Econometrica, 71(1), 285-317. https://doi.org/10.1111/1468-0262.00396
  • Hall, Peter, Yao, Qiwei (2003). Inference in components of variance models with low replication. Annals of Statistics, 31(2), 414-441.
  • Kuha, Jouni, Temple, Jonathan (2003). Covariate measurement error in quadratic regression. International Statistical Review, 71(1), 131-150. https://doi.org/10.1111/j.1751-5823.2003.tb00189.x
  • McSharry, P. E., Clifford, G. D., Tarassenko, L., Smith, Leonard A. (2003). A dynamical model for generating synthetic electrocardiogram signals. IEEE Transactions on Biomedical Engineering, 50(3), 289-294. https://doi.org/10.1109/TBME.2003.808805
  • McSharry, P.E., Smith, Leonard A., Tarassenko, L. (2003). Comparison of predictability of epileptic seizures by a linear and a nonlinear method. IEEE Transactions on Biomedical Engineering, 50(5), 628-633. https://doi.org/10.1109/TBME.2003.810688
  • McSharry, Patrick E., Smith, Leonard A., Tarassenko, Lionel (2003). Prediction of epileptic seizures: are nonlinear methods relevant? Nature Medicine, 9(3), 241-242. https://doi.org/10.1038/nm0303-241
  • Moustaki, Irini (2003). A general class of latent variable models for ordinal manifest variables with covariate effects on the manifest and latent variables. British Journal of Mathematical and Statistical Psychology, 56(2), 337-357. https://doi.org/10.1348/000711003770480075
  • Norberg, Ragnar (2003). The Markov chain market. ASTIN Bulletin, 33(2), 265-287. https://doi.org/10.2143/AST.33.2.503693
  • Norberg, Ragnar, Kalashnikov, Vladimir (2003). On the sensitivity of premiums and reserves to changes in valuation elements. Scandinavian Actuarial Journal, (3), 238-256. https://doi.org/10.1080/03461230110106408
  • Oftedal, Bente, Nafstad, Per, Magnus, Per, Bjørkly, Sonja, Skrondal, Anders (2003). Traffic related air pollution and acute hospital admission for respiratory diseases in Drammen, Norway 1995-2000. European Journal of Epidemiology, 18(7), 671-675.
  • Orrell, David, Smith, Leonard A. (2003). Visualising bifurcations in high dimensional systems: the spectral bifurcation diagram. International Journal of Bifurcation and Chaos, 13(10), 3015-3027. https://doi.org/10.1142/S0218127403008387
  • Peng, Liang, Yao, Qiwei (2003). Least absolute deviations estimation for ARCH and GARCH models. Biometrika, 90(4), 967-975. https://doi.org/10.1093/biomet/90.4.967
  • Rabe-Hesketh, Sophia, Pickles, Andrew, Skrondal, Anders (2003). Correcting for covariate measurement error in logistic regression using nonparametric maximum likelihood estimation. Statistical Modelling, 3(3), 215-232. https://doi.org/10.1191/1471082X03st056oa
  • Rabe-Hesketh, Sophia, Skrondal, Anders, Pickles, Andrew (2003). Maximum likelihood estimation of generalized linear models with covariate measurement error. Stata Journal, 3(4), 386-411.
  • Roulston, M.S., Kaplan, D.T., Hardenberg, J., Smith, Leonard A. (2003). Using medium-range weather forecasts to improve the value of wind energy production. Renewable Energy, 28(4), 585-602. https://doi.org/10.1016/S0960-1481(02)00054-X
  • Roulston, M.S., Smith, Leonard A. (2003). Combining dynamical and statistical ensembles. Tellus Series A: Dynamic Meteorology and Oceanography, 55(1), 16-30. https://doi.org/10.1034/j.1600-0870.2003.201378.x
  • Skinner, Chris J., Carter, Randy (2003). Estimation of a measure of disclosure risk for survey microdata under unequal probability sampling. Survey Methodology, 29(2), 177-180.
  • Skrondal, Anders (2003). Interaction as departure from additivity in case-control studies: a cautionary note. American Journal of Epidemiology, 158(3), 251-258. https://doi.org/10.1093/aje/kwg113
  • Skrondal, Anders, Rabe-Hesketh, Sophia (2003). Multilevel logistic regression for polytomous data and rankings. Psychometrika, 68(2), 267-287. https://doi.org/10.1007/BF02294801
  • Skrondal, Anders, Rabe-Hesketh, Sophia (2003). Some applications of generalized linear latent and mixed models in epidemiology: repeated measures, measurement error and multilevel modeling. Norwegian Journal of Epidemiology, 13(2), 265-278.
  • Steele, Fiona (2003). Selection effects of source of contraceptive supply in an analysis of discontinuation of contraception: multilevel modelling when random effects are correlated with an explanatory variable. Journal of the Royal Statistical Society. Series A: Statistics in Society, 166(3), 407-423. https://doi.org/10.1111/1467-985X.00284
  • Steele, Fiona (2003). A discrete-time multilevel mixture model for event history data with long-term survivors, with an application to an analysis of contraceptive sterilization in Bangladesh. Lifetime Data Analysis, 9(2), 155-174. https://doi.org/10.1023/A:1022930918859
  • Steele, Fiona, Curtis, Siân (2003). Appropriate methods for analyzing the effect of method choice on contraceptive discontinuation. Demography, 40(1), 1 - 22. https://doi.org/10.1353/dem.2003.0009
  • Vangen, Siri, Stray-Pedersen, Babil, Skrondal, Anders, Magnus, Per, Stoltenberg, Camilla (2003). High risk of caesarean section among ethnic Filipinos: an effect of the paternal contribution to birthweight? Acta Obstetrica et Gynecologica Scandinavica, 82(2), 192-193. https://doi.org/10.1034/j.1600-0412.2003.00075.x
  • Zhang, Wenyang, Yao, Qiwei, Tong, Howell, Stenseth, Nils Chr (2003). Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Biometrics, 59(4), 813-821. https://doi.org/10.1111/j.0006-341X.2003.00095.x
    • Book
  • Chambers, R. L., Skinner, Chris J. (Eds.) (2003). Analysis of survey data. John Wiley & Sons.
  • Marcoulides, George A., Moustaki, Irini (Eds.) (2003). Latent variable and latent structure models. Lawrence Erlbaum Associates.
  • Fan, Jianqing, Yao, Qiwei (2003). Nonlinear time series: nonparametric and parametric methods. Springer Berlin / Heidelberg.
    • Chapter
  • Moustaki, Irini (2003). Latent variable models with covariates. In Kevork, Kōnst Ēl, Tzōrtzopoulos, P, Panaretos, John (Eds.), Stochastic Musings : Perspectives From the Pioneers of the Late 20th Century: a Volume in Celebration of the 13 Years of the Dep (pp. 117-128). Lawrence Erlbaum Associates.
  • Skinner, Chris J., Holmes, D. J. (2003). Random effects models for longitudinal survey data. In Chambers, R. L., Skinner, Chris J. (Eds.), Analysis of Survey Data (pp. 205-219). John Wiley & Sons.
  • Smith, Leonard A. (2003). Predictability and chaos. In Holton, James R., Pyle, John, Curry, Judith A. (Eds.), Encyclopedia of Atmospheric Sciences (pp. 1777-1785). Academic Press. https://doi.org/10.1016/B0-12-227090-8/00323-7
  • Yao, Qiwei (2003). Exponential inequalities for spatial processes and uniform convergence rates for density estimation. In Zhang, Heping, Huang, Jiang (Eds.), Development of Modern Statistics and Related Topics: in Celebration of Prof. Yaoting Zhang's 70th Birthday (pp. 118-128). World Scientific (Firm).
  • van Bellegem, Sébastien, Fryzlewicz, Piotr, von Sachs, Rainer (2003). A wavelet-based model for forecasting non-stationary processes. In Gazeau, J-P, Kerner, R, Antoine, J-P, Metens, S (Eds.), Group 24: Physical and Mathematical Aspects of Symmetries: Proceedings of the 24th International Colloquium on Group Theoretical (pp. 955-958). Institute of Physics Publishing.
    • Conference or Workshop Item
  • Smith, Leonard A. (2002-01-01) Predictability past predictability present [Paper]. ECMWF Seminar on Predictability, Reading, United Kingdom, GBR.
  • Wolff, Rodney C., Yao, Qiwei, Tong, Howell (2003-06-06 - 2003-06-07) Statistical tests for Lyapunov exponents of deterministic systems [Paper]. Cofin 2000 Final Workshop, Bressanone, Italy, ITA.
    • Thesis
  • Fryzlewicz, Piotr (2003). Wavelet techniques for time series and poisson data. [Doctoral thesis]. University of Bristol.
  • Nagaradjasarma, Jayalaxshmi (2003). Path-dependent functionals of constant elasticity of variance and related processes distributional results and applications in finance. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf