Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 49.
A
  • Alessi, Lucia, Barigozzi, Matteo, Capasso, Marco (2007). Generalized dynamic factor model + GARCH: exploiting multivariant information for univariate prediction. (LEM working paper series 2006/13). Laboratory of Economics and Management (LEM).
  • Ali Ghazali, Syed Shakir, Skinner, Chris J., Tahir, M. H. (2007). Three-way stratification sampling design when one of the stratifying variables is time. Australian and New Zealand Journal of Statistics, 49(4), 385-395. https://doi.org/10.1111/j.1467-842X.2007.00489.x
  • Samuelsen, S.O., Aanestad, H., Skrondal, Anders (2007). Stratified case-cohort analysis of general cohort sampling designs. Scandinavian Journal of Statistics, 34(1), 103-119. https://doi.org/10.1111/j.1467-9469.2006.00552.x
  • Stainforth, David A., Allen, M. R., Tredger, Edward, Smith, Leonard A. (2007). Confidence, uncertainty and decision-support relevance in climate predictions. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 365(1857), 2145-2161. https://doi.org/10.1098/rsta.2007.2074
    • B
  • Barrieu, Pauline, Bellamy, N. (2007). Optimal hitting time and perpetual option in a non-Lévy model: application to real options. Advances in Applied Probability, 39(2), 510-530. https://doi.org/10.1239/aap/1183667621
  • Baurdoux, Erik J. (2007). Examples of optimal stopping via measure transformation for processes with one-sided jumps. Stochastics: an International Journal of Probability and Stochastic Processes, 79(3), 303-307. https://doi.org/10.1080/17442500600856297
  • Baurdoux, Erik J. (2007). Fluctuation theory and stochastic games for spectrally negative Lévy processes [Doctoral thesis]. Utrecht University.
  • Bock, R. Darrell, Moustaki, Irini (2007). Item response theory in a general framework. In Rao, C. R., Sinharay, Sandip (Eds.), Handbook of Statistics, Volume 26: Psychometrics (pp. 469-514). North-Holland.
  • Bröcker, Jochen, Smith, Leonard A. (2007). Increasing the reliability of reliability diagrams. Weather and Forecasting, 22(3), 651-661. https://doi.org/10.1175/WAF993.1
  • Bröcker, Jochen, Smith, Leonard A. (2007). Scoring probabilistic forecasts: the importance of being proper. Weather and Forecasting, 22(2), 382-388. https://doi.org/10.1175/WAF966.1
  • Kabatereine, Narcis B., Brooker, Simon, Koukounari, Artemis, Kazibwe, Francis, Tukahebwa, Edridah, Fleming, Fiona, Zhang, Yaobi, Webster, Joanne P., Stothard, J. Russell, Fenwick, Alan (2007). Impact of a national helminth control programme on infection and morbidity in Ugandan schoolchildren. Bulletin of the World Health Organization, 85(2), 85-160. https://doi.org/10.2471/BLT.06.030353
  • Koukounari, Artemis, Gabrielli, Albis F., Toure, Seydou, Bosqué‐Oliva, Elisa, Zhang, Yaobi, Sellin, Bertrand, Donnelly, Christl A., Fenwick, Alan, Webster, Joanne P. (2007). Schistosoma haematobiumInfection and morbidity before and after large-scale administration of Praziquantel in Burkina Faso. Journal of Infectious Diseases, 196(5), 659-669. https://doi.org/10.1086/520515
  • Sanderson, Jean, Fryzlewicz, Piotr (2007). Locally stationary wavelet coherence with application to neuroscience. In Barber, S., Baxter, P. D., Mardia, K. V. (Eds.), Systems Biology and Statistical Bioinformatics (pp. 69-72). Leeds University Press.
    • C
  • Campi, Luciano, Çetin, Umut (2007). Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling. Finance and Stochastics, 11(4), 591-602. https://doi.org/10.1007/s00780-007-0038-4
  • Cetin, Umut, Verschuere, Michel (2007). Hedging under incomplete information: applications to emmissions markets. In Vanmaele, Michèle, Deelstra, Griselda, De Schepper, Ann, Dhaene, Jan, Reynaerts, Huguette, Schoutens, Wim, Van Goethem, Paul (Eds.), Proceedings of the 5th Actuarial and Financial Mathematics Day: Contactforum [Proceedings of the 5th Actuarial and Financial Mat (pp. 33-42). Koninklijke Vlaamse Academie van Belgie voor Wetenschappen en Kunsten.
  • Cetin, Umut, Rogers, L.C.G. (2007). Modeling liquidity effects in discrete time. Mathematical Finance, 17(1), 15-29. https://doi.org/10.1111/j.1467-9965.2007.00292.x
  • Cuellar Sanchez, Milena Clarissa (2007). Perspectives and advances in parameter estimation of nonlinear models. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Moustaki, Irini (2007). Factor analysis and latent structure of categorical and metric data. In Cudeck, R, MacCallum, R. C. (Eds.), Factor Analysis at 100: Historical Developments and Future Directions (pp. 293-314). Erlbaum.
    • D
  • Fryzlewicz, Piotr, Delouille, V´eronique, Nason, Guy P. (2007). GOES-8 X-ray sensor variance stabilization using the multiscale data-driven Haar-Fisz transform. Journal of the Royal Statistical Society. Series C: Applied Statistics, 56(1), 99-116. https://doi.org/10.1111/j.1467-9876.2007.00567.x
  • Tong, Howell, Dong, Chaohua, Gao, Jiti (2007). Semiparametric penalty function method in partially linear model selection. Statistica Sinica, 17(1), 99-114.
    • F
  • Fan, Jianqing, Hall, Peter, Yao, Qiwei (2007). To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied. Journal of the American Statistical Association, 102(480), 1282-1288. https://doi.org/10.1198/016214507000000969
  • Fryzlewicz, Piotr (2007). Bivariate hard thresholding in wavelet function estimation. Statistica Sinica, 17(4), 1457-1481.
  • Fryzlewicz, Piotr (2007). Unbalanced Haar technique for nonparametric function estimation. Journal of the American Statistical Association, 102(480), 1318-1327. https://doi.org/10.1198/016214507000000860
  • Sanderson, Jean, Fryzlewicz, Piotr (2007-08-22 - 2007-08-29) Locally stationary wavelet coherence with application to neuroscience [Paper]. Proceedings of the 56th session of the International Statistical Institute, Lisbon, Portugal, PRT.
  • Zhang, Yaobi, Koukounari, Artemis, Kabatereine, Narcis, Fleming, Fiona, Kazibwe, Francis, Tukahebwa, Edridah, Stothard, J Russell, Webster, Joanne P., Fenwick, Alan (2007). Parasitological impact of 2-year preventive chemotherapy on schistosomiasis and soil-transmitted helminthiasis in Uganda. BMC Medicine, 5(1), p. 27. https://doi.org/10.1186/1741-7015-5-27
    • J
  • Judd, Kevin, Smith, Leonard A., Weisheimer, Antje (2007). How good is an ensemble at capturing truth?: using bounding boxes for forecast evaluation. Quarterly Journal of the Royal Meteorological Society, 133(626), 1309-1325. https://doi.org/10.1002/qj.111
    • K
  • Kalogeropoulos, Konstantinos (2007). Likelihood-based inference for a class of multivariate diffusions with unobserved paths. Journal of Statistical Planning and Inference, 137(10), 3092-3102. https://doi.org/10.1016/j.jspi.2006.05.017
  • Karatzas, Ioannis, Kardaras, Constantinos (2007). The numéraire portfolio in semimartingale financial models. Finance and Stochastics, 11(4), 447-493. https://doi.org/10.1007/s00780-007-0047-3
  • Kuha, Jouni, Skrondal, Anders (2007). Discussion of the paper by Handcock, Rafferty and Tantrum. Journal of the Royal Statistical Society. Series A: Statistics in Society, 170(2), 341-342. https://doi.org/10.1111/j.1467-985X.2007.00471.x
  • Mavridis, D, Moustaki, Irini, Knott, Martin (2007). Goodness-of-fit measures for latent variable models for binary data. In Lee, Sik-Yum (Ed.), Handbook for Latent Variable and Related Models (pp. 135-162). Elsevier (Firm).
    • L
  • Lu, Zudi, Lundervold, Arvid, Tjøstheim, Dag, Yao, Qiwei (2007). Exploring spatial nonlinearity using additive approximation. Bernoulli, 13(2), 447-472. https://doi.org/10.3150/07-BEJ5093
  • Lu, Zudi, Tjøstheim, Dag, Yao, Qiwei (2007). Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory. Statistica Sinica, 17(1), 177-198.
  • Rabe-Hesketh, Sophia, Skrondal, Anders, Zheng, X. (2007). Multilevel structural equation modeling. In Lee, Sik-Yum (Ed.), Handbook of Latent Variable and Related Models (pp. 209-227). Elsevier (Firm).
  • Tong, Howell, Ling, S (2007). Ergodicity and invertibility of threshold MA models. Bernoulli, 13(1), 161-168. https://doi.org/10.3150/07-BEJ5147
  • Tong, Howell, Xia, Y, Li, W.K (2007). Threshold variable selection using nonparametric methods. Statistica Sinica, 17(1), 265-288.
    • M
  • Tsonaka, R, Moustaki, I (2007). Parameter constraints in generalized linear latent variable models. Computational Statistics and Data Analysis, 51(9), 4164-4177. https://doi.org/10.1016/j.csda.2006.04.023
    • P
  • Pan, Jiazhu, Wang, Hui, Yao, Qiwei (2007). Weighted least absolute deviations estimation for ARMA models with infinite variance. Econometric Theory, 23(5), 852-879. https://doi.org/10.1017/S0266466607070363
    • R
  • Rabe-Hesketh, Sophia, Skrondal, Anders (2007). Multilevel and latent variable modeling with composite links and exploded likelihoods. Psychometrika, 72(2), 123-140. https://doi.org/10.1007/s11336-006-1453-8
  • Skrondal, Anders, Rabe-Hesketh, Sophia (2007). Latent variable modelling: a survey. Scandinavian Journal of Statistics, 34(7), 712-745. https://doi.org/10.1111/j.1467-9469.2007.00573.x
  • Skrondal, Anders, Rabe-Hesketh, Sophia (2007). Redundant overdispersion parameters in multilevel models for categorical responses. Journal of Educational and Behavioral Statistics, 32(4), 419-430. https://doi.org/10.3102/1076998607302629
    • S
  • Skinner, Chris J. (2007). Discussion of J.F.Bjørnstad, ‘Non-Bayesian multiple imputation’. Journal of Official Statistics, 23(4), 463-465.
  • Skinner, Chris J. (2007). The probability of identification: applying ideas from forensic statistics to disclosure risk assessment. Journal of the Royal Statistical Society. Series A: Statistics in Society, 170(1), 195-212. https://doi.org/10.1111/j.1467-985X.2006.00457.x
  • Skinner, Chris J., de Toledo Vieira, Marcel (2007). Variance estimation in the analysis of clustered longitudinal survey data. Survey Methodology, 33(1), 3-12.
  • Smith, Leonard A. (2007). Chaos: a very short introduction. Oxford University Press.
  • Smith, Leonard A. (2007). Letters to the editor: unproven theories have value.
  • Tong, Howell, Sun, Y, Zhang, W (2007). Estimation of the covariance matrix of random effects in longitudinal studies. Annals of Statistics, 35(6), 2795-2814. https://doi.org/10.1214/009053607000000523
    • T
  • Tong, Howell (2007). Birth of the threshold time series model. Statistica Sinica, 17(1), 8-14.
  • Tong, Howell (2007-08-22 - 2007-08-29) Exploring volatility from a dynamical system perspective [Paper]. 56th session of the International Statistical Institute, Lisbon, Portugal, PRT.
  • Tripodis, Georgios (2007). Heterogeneity and aggregation in seasonal time series. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf