Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 43.
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  • Aamodt, Geir, Samuelsen, Sven O, Skrondal, Anders (2006). A simulation study of three methods for affecting disease clusters. International Journal of Health Geographics, 5(15), p. 15. https://doi.org/10.1186/1476-072X-5-15
  • Barrieu, Pauline, Schoutens, Wim (2006). Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process. Journal of Computational and Applied Mathematics, 186(1), 300-323. https://doi.org/10.1016/j.cam.2005.04.014
  • Barrieu, Pauline, Sinclair-Desgagne, Bernard (2006). On precautionary policies. Management Science, 52(8), 1145-1154. https://doi.org/10.1287/mnsc.1060.0527
  • Cetin, Umut, Jarrow, P., Protter, M., Warachka, M. (2006). Pricing options in an extended black-scholes economy with illiquidity: theory and empirical evidence. Review of Financial Studies, 19(2), 493-529. https://doi.org/10.1093/rfs/hhj014
  • Chan, K.S, Ho, L-H, Tong, Howell (2006). A note on time-reversibility of multivariate linear processes. Biometrika, 93(1), 221-227. https://doi.org/10.1093/biomet/93.1.221
  • Chan, W., Ng, M. W., Tong, Howell (2006). On a simple graphical approach to modelling economic fluctuations with an application to United Kingdom price inflation, 1265-2005. Annals of Actuarial Science, 1(1), 103-128. https://doi.org/10.1017/S1748499500000075
  • Dominicus, Annica, Skrondal, Anders, Håkon, Gjessing, Pedersen, Nancy L, Palmgren, Juni (2006). Likelihood ratio tests in behavioral genetics: problems and solutions. Behavior Genetics, 36(2), 331-340. https://doi.org/10.1007/s10519-005-9034-7
  • Durrant, Gabriele B., Skinner, Chris J. (2006). Using data augmentation to correct for non-ignorable non-response when surrogate data are available: an application to the distribution of hourly pay. Journal of the Royal Statistical Society. Series A: Statistics in Society, 169(3), 605-623. https://doi.org/10.1111/j.1467-985X.2006.00398.x
  • Durrant, Gabriele B., Skinner, Chris J. (2006). Using missing data methods to correct for measurement error in a distribution function. Survey Methodology, 32(1), 25-36.
  • Elamir, Elsayed A.H., Skinner, Chris J. (2006). Record level measures of disclosure risk for survey microdata. Journal of Official Statistics, 22(3), 525-539.
  • Fryzlewicz, Piotr, Delouille, V (2006). A data-driven HAAR-FISZ transform for multiscale variance stabilization. In Proceedings of the 13th IEEE/Sp Workshop on Statistical Signal Processing (pp. 539-544). IEEE. https://doi.org/10.1109/SSP.2005.1628654
  • Knott, Martin, Smith, Cyril (2006). Choosing joint distributions so that the variance of the sum is small. Journal of Multivariate Analysis, 97(8), 1757-1765. https://doi.org/10.1016/j.jmva.2006.01.004
  • Koukounari, Artemis, Fenwick, Alan, Whawell, S., Kabatereine, Narcis B., Kazibwe, Francis, Tukahebwa, Edridah, Stothard, J. Russell, Donnelly, Christl A., Webster, Joanne P. (2006). Morbidity indicators of Schistosoma mansoni: relationship between infection and anemia in Ugandan schoolchildren before and after praziquantel and albendazole chemotherapy. American Journal of Tropical Medicine and Hygiene, 75(2), 278-286.
  • Koukounari, Artemis, Sacko, Moussa, Keita, Adama D., Gabrielli, Albis F., Landouré, Aly, Dembelé, Robert, Clements, A. C. A., Whawell, S., Donnelly, Christl A. & Fenwick, Alan et al (2006). Assessment of ultrasound morbidity indicators of schistosomiasis in the context of large-scale programs illustrated with experiences from Malian children. American Journal of Tropical Medicine and Hygiene, 75(6), 1042-1052.
  • Kuha, Jouni, Akritas, Michael G, Antoniou, Efi S (2006). Nonparametric analysis of factorial designs with random missingness: Bivariate data. Journal of the American Statistical Association, 101(476), 1513-1526. https://doi.org/10.1198/016214506000000537
  • Luczak, Malwina J, McDiarmid, Colin (2006). On the maximum queue length in the supermarket model. Annals of Probability, 34(2), 493-527. https://doi.org/10.1214/00911790500000710
  • Motakis, E. S., Nason, Guy P., Fryzlewicz, Piotr, Rutter, G. A (2006). Variance stabilization and normalization for one-color microarray data using a data-driven multiscale approach. Bioinformatics, 22(20), 2547-2553. https://doi.org/10.1093/bioinformatics/btl412
  • Moustaki, I, Victoria-Feser, M. P (2006). Bounded-influence robust estimation in generalized linear latent variable models. Journal of the American Statistical Association, 104(474), 644-653.
  • Norberg, Ragnar (2006). Dynamic Greeks. Insurance: Mathematics and Economics, 39(1), 123-133. https://doi.org/10.1016/j.insmatheco.2006.01.008
  • Penzer, Jeremy (2006). Diagnosing seasonal shifts in time series using state space models. Statistical Methodology, 3(3), 193-210. https://doi.org/10.1016/j.stamet.2005.09.012
  • Penzer, Jeremy, Jewson, Stephen (2006). Estimating trends in weather series: consequences for pricing derivatives. Studies in Nonlinear Dynamics and Econometrics, 10(3), article 9.
  • Pistone, Giovanni, Wynn, Henry (2006). Cumulant varieties. Journal of Symbolic Computation, 41(2), 210-221. https://doi.org/10.1016/j.jsc.2005.04.008
  • Pronzato, Luc, Wynn, Henry, Zhigljavsky, Anatoly A (2006). Asymptotic behaviour of a family of gradient algorithms in Rd and Hilbert spaces. Mathematical Programming, 107(3), 409-438. https://doi.org/10.1007/s10107-005-0602-7
  • Rabe-Hesketh, Sophia, Skrondal, Anders (2006). Multilevel modelling of complex survey data. Journal of the Royal Statistical Society. Series A: Statistics in Society, 169(32), 805-827. https://doi.org/10.1111/j.1467-985X.2006.00426.x
  • Rheinlander, Thorsten, Osterrieder, Jörg R (2006). Arbitrage opportunities in diverse markets via a non-equivalent measure change. Annals of Finance, 2(3), 287-301. https://doi.org/10.1007/s10436-006-0037-z
  • Samuelsen, S.O., Wisloff, T.F., Skrondal, Anders (2006). A simple correction for ties when censoring times depend on covariates. Statistics in Medicine, 24(20), 3111-3121. https://doi.org/10.1002/sim.2173
  • Siu, Tak Kien, Tong, Howell, Yang, Hailiang (2006). Option pricing under threshold autoregressive models by threshold Esscher transform. Journal of Industrial and Management Optimization, 2(2), 177-197.
  • Smith, Leonard A. (2006). Predictability past predictability present. In Palmer, Tim, Hagedorn, Renate (Eds.), Predictability of Weather and Climate (pp. 217-250). Cambridge University Press.
  • Steele, Fiona, Goldestein, Harvey (2006). A multilevel factor model for mixed binary and ordinal indicators of women's status. Sociological Methods and Research, 35(1), 137-153. https://doi.org/10.1177/0049124106289112
  • Steele, Fiona, Goldstein, Harvey (2006). Multilevel models in psychometrics. In Rao, C. R., Sinharay, S. (Eds.), Handbook of Statistics (pp. 401-420). Elsevier North-Holland.
  • Steele, Fiona, Joshi, Heather, Kallis, Constantinos, Goldstein, Harvey (2006). Changing compatibility of cohabitation and childbearing between young British women born in 1958 and 1970. Population Studies, 60(2), 137-152. https://doi.org/10.1080/00324720600598009
  • Steele, Fiona, Kallis, Constantinos, Joshi, Heather (2006). The formation and outcomes of cohabiting and marital partnerships in early adulthood: the role of previous partnership experience. Journal of the Royal Statistical Society. Series A: Statistics in Society, 169(4), 757-779. https://doi.org/10.1111/j.1467-985X.2006.00420.x
  • Tong, Howell, Matsuda, Y, Yajima, Y (2006). Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion. Bernoulli, 12(2), 221-249. https://doi.org/10.3150/bj/1145993973
  • Tong, Howell, Xia, Y (2006). Cumulative effects of air pollution on public health. Statistics in Medicine, 25(20), 3548-3559. https://doi.org/10.1002/sim.2446
  • Tong, Howell, Xia, Y (2006). On efficiency of estimation for a single-index model. In Fan, J, Koul, H (Eds.), Frontiers in Statistics (pp. 63-85). Imperial College Press.
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  • Antoniadis, Anestis, Fryzlewicz, Piotr (2006). Parametric modelling of thresholds across scales in wavelet regression. Biometrika, 93(2), 465-471. https://doi.org/10.1093/biomet/93.2.465
  • Dassios, Angelos (2006). Quantiles of Lévy processes and applications in finance. Department of Statistics, London School of Economics and Political Science.
  • Dassios, Angelos, Nagaradjasarma, Jayalaxshmi (2006). The square-root process and Asian options. Quantitative Finance, 6(4), 337-347. https://doi.org/10.1080/14697680600724775
  • Fryzlewicz, Piotr, Nason, Guy P. (2006). Haar-Fisz estimation of evolutionary wavelet spectra. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 68(4), 611-634. https://doi.org/10.1111/j.1467-9868.2006.00558.x
  • Fryzlewicz, Piotr, Sapatinas, Theofanis, Subba Rao, Suhasini (2006). A Haar-Fisz technique for locally stationary volatility estimation. Biometrika, 93(3), 687-704. https://doi.org/10.1093/biomet/93.3.687
  • Rheinlander, Thorsten, Steiger, Gallus (2006). The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models. Annals of Applied Probability, 16(3), 1319-1351. https://doi.org/10.1214/105051606000000240
  • Yao, Qiwei, Brockwell, Peter J (2006). Gaussian maximum likelihood estimation for ARMA models II: spatial processes. Bernoulli, 12(4), 403-429. https://doi.org/10.3150/bj/1151525128
  • Yao, Qiwei, Brockwell, Peter J (2006). Gaussian maximum likelihood estimation for ARMA models. I. Time series. Journal of Time Series Analysis, 27(6), 857 - 875. https://doi.org/10.1111/j.1467-9892.2006.00492.x