Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 42.
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  • Barrieu, Pauline, Bellamy, N. (2005). Impact of a market crisis on real options. In Kyprianou, Andreas E., Schoutens, Wim, Wilmott, Paul (Eds.), Exotic Option Pricing and Advanced Lévy Models . John Wiley & Sons.
  • Barrieu, Pauline, El Karoui, Nicole (2005). Dynamic financial risk management. In Aspects des Mathématiques Financières . Technique et documentation (Firm).
  • Berger, Yves G., Skinner, Chris J. (2005). A jackknife variance estimator for unequal probability sampling. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 67(1), 79-89. https://doi.org/10.1111/j.1467-9868.2005.00489.x
  • Bergsma, Wicher, Croon, Marcel (2005). Analyzing categorical data by marginal models. In van der Ark, L.A (Ed.), New Developments in Categorical Data Analysis for the Social and Behavioral Sciences (pp. 83-101). Psychology Press.
  • Bergsma, Wicher P, Rapcsak, Tamás (2005). An exact penalty method for smooth equality constrained optimization with application to maximum likelihood estimation. EURANDOM.
  • Dassios, Angelos (2005). On the quantiles of the Brownian motion and their hitting times. Bernoulli, 11(1), 29-36.
  • Dassios, Angelos, Jang, J.W. (2005). Kalman-Bucy filtering for linear systems driven by the Cox process with shot noise intensity and its application to the pricing of reinsurance contracts. Journal of Applied Probability, 42(1), 93-107. https://doi.org/10.1239/jap/1110381373
  • Fernholz, Robert, Karatzas, Ioannis, Kardaras, Constantinos (2005). Diversity and relative arbitrage in equity markets. Finance and Stochastics, 9(1), 1-27. https://doi.org/10.1007/s00780-004-0129-4
  • Fryzlewicz, Piotr (2005). Modelling and forecasting financial log-returns as locally stationary wavelet processes. Journal of Applied Statistics, 32(5), 503-528.
  • Guerrero, Alexandra, Smith, Leonard A. (2005). A maximum likelihood estimator for long-range persistence. Physica A: Statistical Mechanics and Its Applications, 355(2-4), 619-632. https://doi.org/10.1016/j.physa.2005.03.002
  • Howard, J. V., Gal, S. (2005). Rendezvous-evasion search in two boxes. Operations Research, 53(4), 689-697. https://doi.org/10.1287/opre.1040.0198
  • Knott, Martin (2005). A measure of independence for a multivariate normal distribution and some connections with factor analysis. Journal of Multivariate Analysis, 96(2), 374-383. https://doi.org/10.1016/j.jmva.2004.10.013
  • Komaki, Toru, Penzer, Jeremy (2005). Estimation of time-varying price elasticity in 1970-1997 Japanese raw milk supply by structural time-series model. Agricultural Economics, 32(1), 1-14. https://doi.org/10.1111/j.0169-5150.2005.00001.x
  • Moustaki, Irini, Knott, Martin (2005). Computational aspects of the E-M and Bayesian estimation in latent variable models. In Andries van der Ark, L, Croon, Marcel A, Sijtsma, Klaas (Eds.), New Developments in Categorical Data Analysis for the Social and Behavioral Sciences (pp. 103-124). Lawrence Erlbaum.
  • Moustaki, Irini, Steele, Fiona (2005). Latent variable models for mixed categorical and survival responses with an application to fertility preferences and family planning in Bangladesh. Statistical Modelling, 5(4), 327-342. https://doi.org/10.1191/1471082X05st100oa
  • Nafstad, P, Jaakkola, J. K, Skrondal, Anders, Magnus, P (2005). Day care center characteristics and children's respiratory health. Indoor Air, 15(2), 69 - 75. https://doi.org/10.1111/j.1600-0668.2004.00310.x
  • Nafstad, P., Brunekreef, B., Skrondal, Anders, Nystad, W. (2005). Early respiratory infections, asthma, and allergy: 10-year follow-up of the Oslo Birth Cohort. Pediatrics, 116(2), 255-262. https://doi.org/10.1542/peds.2004-2785
  • Norberg, Ragnar (2005). Anomalous PDEs in Markov chains: Domains of validity and numerical solutions. Finance and Stochastics, 9(4), 519-537. https://doi.org/10.1007/s00780-005-0157-8
  • Norberg, Ragnar (2005). Interest guarantees in banking. Applied Mathematical Finance, 12(4), 351-370. https://doi.org/10.1080/13504860500117552
  • Norberg, Ragnar, Steffensen, Mogens (2005). What is the time value of a stream of investments? Journal of Applied Probability, 42(3), 861-866. https://doi.org/10.1239/jap/1127322033
  • Rabe-Hesketh, Sophia, Skrondal, Anders (2005). Probit model. In Everitt, B., Palmer, Charles (Eds.), Encyclopaedic Companion to Medical Statistics . Edward Arnold.
  • Rheinlander, Thorsten (2005). An entropy approach to the Stein and Stein model with correlation. Finance and Stochastics, 9(3), 399-413. https://doi.org/10.1007/s00780-004-0149-0
  • Rheinlander, Thorsten, Steinkamp, Marcus (2005). A stochastic version of Zeeman's market model. Studies in Nonlinear Dynamics and Econometrics, 8(4), article 4.
  • Roulston, Mark S, Ellepola, Jerome, von Hardenberg, Jost, Smith, Leonard A. (2005). Forecasting wave height probabilities with numerical weather prediction models. Ocean Engineering, 32(14-15), 1841-1863. https://doi.org/10.1016/j.oceaneng.2004.11.012
  • Rudas, Tamas, Bergsma, Wicher (2005). On applications of marginal models for categorical data. Metron, LXII, 1-25.
  • Skinner, Chris J. (2005). Contribution to discussion of J. Copas and S. Eguchi, ‘local model uncertainty and incomplete-data bias’. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 67(4), p. 500. https://doi.org/10.1111/j.1467-9868.2005.00512.x
  • Skrondal, Anders, Rabe-Hesketh, S., Pickles, A. (2005). Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects. Journal of Econometrics, 128(2), 301-323. https://doi.org/10.1016/j.jeconom.2004.08.017
  • Skrondal, Anders, Rabe-Hesketh, Sophia (2005). Structural equation modeling: categorical variables. In Everitt, B., Howell, D. (Eds.), Encyclopedia of Statistics in Behavioral Science . John Wiley & Sons.
  • Spydslaug, A., Eskild, A., Trogstad, L. I. S., Nesheim, B. I., Skrondal, Anders (2005). Recurrent risk of anal sphincter laceration among women with vaginal deliveries. Obstetrics and Gynecology, 105, 307-313.
  • Spydslaug, Anny, Trogstad, Lill I. S., Skrondal, Anders, Eskild, Anne (2005). Recurrence risk of anal sphincter laceration among women with vaginal deliveries. Obstetrics and Gynecology, 105(2), 307-313.
  • Stainforth, David A., Aina, T., Christensen, C., Collins, M., Faull, N., Frame, D. J., Kettleborough, J. A., Knight, S., Martin, A. & Murphy, J. M. et al (2005). Uncertainty in predictions of the climate response to rising levels of greenhouse gases. Nature, 433(7024), 403-406. https://doi.org/10.1038/nature03301
  • Steele, Fiona (2005). Event history analysis. National Centre for Research Methods.
  • Steele, Fiona (2005). Structural equation modeling: multilevel. In Everitt, Brian S., Howell, David (Eds.), Encyclopedia of Statistics in Behavioral Science (pp. 1927-1931). John Wiley & Sons.
  • Steele, Fiona, Kallis, Constantinos, Goldstein, Harvey, Joshi, Heather (2005). The relationship between childbearing and transitions from marriage and cohabitation in Britain. Demography, 42(4), 647-673. https://doi.org/10.1353/dem.2005.0038
  • Steele, Fiona, Wang, Duolao (2005). Regression analysis. In Wang, Duolao, Bakhai, Ameet (Eds.), Clinical Trials: a Practical Guide to Design, Analysis, and Reporting (pp. 273-286). REMEDICA.
  • Tong, Howell (2005). Non-linear time series analysis. In Encyclopedia of Biostatistics (pp. 3020-3040). John Wiley & Sons. https://doi.org/10.1002/0470011815.b2a12052
  • Tong, Howell, Ling, S (2005). Testing for a linear MA model against threshold MA models. Annals of Statistics, 33(6), 2529-2552. https://doi.org/10.1214/009053605000000598
  • Tong, Howell, Zhang, Z (2005). On time-reversibility of multivariate linear processes. Statistica Sinica, 15(2), 495-504.
  • Weisheimer, Antje, Smith, Leonard A., Judd, Kevin (2005). A new view of forecast skill: bounding boxes from the DEMETER ensemble seasonal forecasts. Tellus Series A: Dynamic Meteorology and Oceanography, 57(3), 265-279. https://doi.org/10.1111/j.1600-0870.2005.00106.x
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  • Barrieu, Pauline, El Karoui, Nicole (2005). Inf-convolution of risk measures and optimal risk transfer. Finance and Stochastics, 9(2), 269-298. https://doi.org/10.1007/s00780-005-0152-0
  • Hall, Peter, Yao, Qiwei (2005). Approximating conditional distribution functions using dimension reduction. Annals of Statistics, 33(3), 1404-1421. https://doi.org/10.1214/009053604000001282
  • Wang, Mingjin, Yao, Qiwei (2005). Modelling multivariate volatilities: an ad hoc method. In Fan, Jianqing, Li, Gang (Eds.), Contemporary Multivariate Analysis and Experimental Designs: in Celebration of Professor Kai-Tai Fang's 65th Birthday (pp. 87-97). World Scientific (Firm).