Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 55.
Article
  • Acciaio, Beatrice, Föllmer, Hans, Penner, Irina (2012). Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Finance and Stochastics, 16(4), 669-709. https://doi.org/10.1007/s00780-012-0176-1
  • Atkinson, A. C., Fedorov, Valerii V., Herzberg, Agnes M., Zhang, Rongmei (2012). Elemental information matrices and optimal experimental design for generalized regression models. Journal of Statistical Planning and Inference, 144(1), 47-54. https://doi.org/10.1016/j.jspi.2012.09.012
  • Atkinson, Anthony B. (2012). Public economics after the idea of justice. Journal of Human Development and Capabilities, 13(4), 521-536. https://doi.org/10.1080/19452829.2012.703171
  • Atkinson, Anthony C. (2012). Bias and loss: the two sides of a biased coin. Statistics in Medicine, Online, https://doi.org/10.1002/sim.5416
  • Atkinson, Anthony C. (2012). Optimum experimental designs for choosing between competitive and non competitive models of enzyme inhibition. Communications in Statistics - Theory and Methods, 41(13-14), 2283-2296. https://doi.org/10.1080/03610926.2011.593720
  • Barrieu, Pauline, Bensusan, Harry, El Karoui, Nicole, Hillairet, Caroline, Loisel, Stephane, Ravanelli, Claudia, Salhi, Yahia (2012). Understanding, modelling and managing longevity risk: key issues and main challenges. Scandinavian Actuarial Journal, 3, 203-231. https://doi.org/10.1080/03461238.2010.511034
  • Barrieu, Pauline, Bellamy, Nadine, Sahut, Jean-Michel (2012). Assessing the costs of protection in a context of switching stochastic regimes. Applied Mathematical Finance, 19(6), 495-511. https://doi.org/10.1080/1350486X.2011.642615
  • Bayraktar, Erhan, Xing, Hao (2012). Regularity of the optimal stopping problem for jump diffusions. SIAM Journal on Control and Optimization, 50(3), 1337-1357. https://doi.org/10.1137/100810915
  • Bayraktar, Erhan, Kardaras, Constantinos, Xing, Hao (2012). Valuation equations for stochastic volatility models. SIAM Journal on Financial Mathematics, 3(1), 351-373. https://doi.org/10.1137/110842302
  • Benedetti, Giuseppe, Campi, Luciano (2012). Multivariate utility maximization with proportional transaction costs and random endowment. SIAM Journal on Control and Optimization, 50(3), 1283-1308. https://doi.org/10.1137/110831064
  • Bergsma, Wicher, Croon, Marcel, van der Ark, L. Andries (2012). The empty set and zero likelihood problems in maximum empirical likelihood estimation. Electronic Journal of Statistics, 6, 2356-2361. https://doi.org/10.1214/12-EJS750
  • Beven, Keith, Buytaert, Wouter, Smith, Leonard A. (2012). On virtual observatories and modelled realities (or why discharge must be treated as a virtual variable). Hydrological Processes, 26(12), 1905-1908. https://doi.org/10.1002/hyp.9261
  • Cetin, Umut (2012). On absolutely continuous compensators and nonlinear filtering in default risk models. Stochastic Processes and Their Applications, 122(11), 3619-3647. https://doi.org/10.1016/j.spa.2012.07.001
  • Cho, Haeran, Fryzlewicz, Piotr (2012). High dimensional variable selection via tilting. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 74(3), 593-622. https://doi.org/10.1111/j.1467-9868.2011.01023.x
  • Cho, Haeran, Fryzlewicz, Piotr (2012). Multiscale and multilevel technique for consistent segmentation of nonstationary time series. Statistica Sinica, 22(1), 207-229. https://doi.org/10.5705/ss.2009.280
  • Dassios, Angelos, Zhao, Hongbiao (2012). Ruin by dynamic contagion claims. Insurance: Mathematics and Economics, 51(1), 93-106. https://doi.org/10.1016/j.insmatheco.2012.03.006
  • Espinoza, Miguel, Prada, J.D. (2012). Identities for homogeneous utility functions. Diw Economics Bulletin, 32(3), 2026-2034.
  • Fryzlewicz, Piotr (2012). Rejoinder: time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously. Journal of the Korean Statistical Society, 41(2), 173-175. https://doi.org/10.1016/j.jkss.2012.02.008
  • Fryzlewicz, Piotr (2012). Time–Threshold Maps: Using information from wavelet reconstructions with all threshold values simultaneously. Journal of the Korean Statistical Society, 41(2), 145-159. https://doi.org/10.1016/j.jkss.2012.02.006
  • Ibironke, Olufunmilola, Koukounari, Artemis, Asaolu, Samuel, Moustaki, Irini, Shiff, Clive (2012). Validation of a new test for schistosoma haematobium based on detection of Dra1 DNA fragments in urine: evaluation through latent class analysis. PLoS Neglected Tropical Diseases, 6(1), e1464. https://doi.org/10.1371/journal.pntd.0001464
  • Jena, Rudra P., Kim, Kyoung-Kuk, Xing, Hao (2012). Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions. Stochastic Processes and Their Applications, 122(8), 2961-2993. https://doi.org/10.1016/j.spa.2012.05.007
  • Kardaras, Constantinos (2012). Market viability via absence of arbitrage of the first kind. Finance and Stochastics, 16(4), 651-667. https://doi.org/10.1007/s00780-012-0172-5
  • Kardaras, Constantinos (2012). A structural characterization of numéraires of convex sets of nonnegative random variables. Positivity, 16(2), 245-253. https://doi.org/10.1007/s11117-011-0120-1
  • Kardaras, Constantinos, Platen, Eckhard (2012). On the Dybvig-Ingersoll-Ross theorem. Mathematical Finance, 22(4), 729-740. https://doi.org/10.1111/j.1467-9965.2011.00476.x
  • Kardaras, Constantinos, Robertson, Scott (2012). Robust maximization of asymptotic growth. Annals of Applied Probability, 22(4), 1576-1610. https://doi.org/10.1214/11-AAP802
  • Katsikatsou, Myrsini, Moustaki, Irini, Yang-Wallentin, Fan, Jöreskog, Karl G. (2012). Pairwise likelihood estimation for factor analysis models with ordinal data. Computational Statistics and Data Analysis, 56(12), 4243-4258. https://doi.org/10.1016/j.csda.2012.04.010
  • Kotecha, Meena (2012). Promoting inclusive practice in mathematics and statistics. Journal of Inclusive Practice in Further and Higher Education, 4(1), 5-15.
  • Lam, Clifford, Yao, Qiwei (2012). Factor modeling for high-dimensional time series: inference for the number of factors. Annals of Statistics, 40(2), 694-726. https://doi.org/10.1214/12-AOS970
  • Lieberman, Offer, Rosemarin, Roy, Rousseau, Judith (2012). Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes. Econometric Theory, 28(02), 457-470. https://doi.org/10.1017/S0266466611000399
  • Micklewright, John, Schnepf, Sylke, Skinner, Chris J. (2012). Non-response biases in surveys of schoolchildren: the case of the English Programme for International Student Assessment (PISA) samples. Journal of the Royal Statistical Society. Series A: Statistics in Society, 175(4), 915-338. https://doi.org/10.1111/j.1467-985X.2012.01036.x
  • Qiao, Xinghao, James, Gareth M., Sun, Wenguang (2012). Comment. Technometrics, 54(2), 123-126. https://doi.org/10.1080/00401706.2011.649819
  • Rowlands, Daniel J., Frame, David J., Ackerley, Duncan, Aina, Tolu, Booth, Ben B. B., Christensen, Carl, Collins, Matthew, Faull, Nicholas, Forest, Chris E. & Grandey, Benjamin S. et al (2012). Broad range of 2050 warming from an observationally constrained large climate model ensemble. Nature Geoscience, 5(4), 256-260. https://doi.org/10.1038/ngeo1430
  • Shlomo, Natalie, Skinner, Chris J., Schouten, Barry (2012). Estimation of an indicator of the representativeness of survey response. Journal of Statistical Planning and Inference, 142(1), 201-211. https://doi.org/10.1016/j.jspi.2011.07.008
  • Sholmo, Natalie, Skinner, Chris J. (2012). Privacy protection from sampling and perturbation in survey microdata. Journal of Privacy and Confidentiality, 4(1), 155-169.
  • Skinner, Chris, Mason, Ben (2012). Weighting in the regression analysis of survey data with a cross-national application. Canadian Journal of Statistics, 40(4), 697-711. https://doi.org/10.1002/cjs.11155
  • Skinner, Chris J. (2012). Rejoinder. International Statistical Review, 80(3), 379-381. https://doi.org/10.1111/j.1751-5823.2012.00192.x
  • Skinner, Chris J. (2012). Statistical disclosure risk: separating potential and harm. International Statistical Review, 80(3), 349-368. https://doi.org/10.1111/j.1751-5823.2012.00194.x
  • Skinner, Chris J., Shlomo, N. (2012). Estimating frequencies of frequencies in finite populations. Statistics and Probability Letters, 82(12), 2206-2212. https://doi.org/10.1016/j.spl.2012.07.023
  • Skrondal, Anders, Kuha, Jouni (2012). Improved regression calibration. Psychometrika, 77(4), 649-669. https://doi.org/10.1007/s11336-012-9285-1
  • Stainforth, David A., Smith, Leonard A. (2012). Policy: clarify the limits of climate models. Nature, 489(7415), p. 208. https://doi.org/10.1038/489208a
  • Tong, Howell (2012). Discussion of 'An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas. Statistical Methods and Applications, 21(3), 335-339. https://doi.org/10.1007/s10260-012-0196-1
  • Torti, Francesca, Perrotta, Domenico, Atkinson, Anthony C., Riani, Marco (2012). Benchmark testing of algorithms for very robust regression: FS, LMS and LTS. Computational Statistics and Data Analysis, 56(8), 2501-2512. https://doi.org/10.1016/j.csda.2012.02.003
  • Vasdekis, Vassilis G. S., Cagnone, Silvia, Moustaki, Irini (2012). A composite likelihood inference in latent variable models for ordinal longitudinal responses. Psychometrika, 77(3), 425-441. https://doi.org/10.1007/s11336-012-9264-6
  • Xing, Hao (2012). On backward stochastic differential equations and strict local martingales. Stochastic Processes and Their Applications, 122(6), 2265-2291. https://doi.org/10.1016/j.spa.2012.03.003
    • Chapter
  • Kotecha, Meena (2012). New patterns in learning and teaching mathematics and statistics. In Proceedings of the HEA STEM Learning and Teaching Conference (2012) . The Higher Education Academy.
    • Conference or Workshop Item
  • Kotecha, Meena (2012-05-22) Student-led education [Other]. LSE Teaching Day, London School of Economics and Political Science, London, United Kingdom, GBR. video_file
    • Report
  • Jackson, Jonathan, Hough, Mike, Bradford, Ben, Hohl, Katrin, Kuha, Jouni (2012). Policing by consent: understanding the dynamics of police power and legitimacy. (ESS country specific topline results series 1). European Commission.
  • Kotecha, Meena (2012). Teaching mathematics and statistics: promoting students' engagement and interaction. University of Bristol.
    • Thesis
  • Binter, Roman (2012). Applied probabilistic forecasting [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Rosemarin, Roy (2012). Dimensionality reduction in nonparametric conditional density estimation with applications to nonlinear time series [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Sheynzon, Ilya (2012). Quantitative modelling of market booms and crashes [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Zhao, Hongbiao (2012). A dynamic contagion process for modelling contagion risk in finance and insurance [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
    • Working paper
  • Barigozzi, Matteo, Conti, Antonio (2012). Understanding Euro area money demand. The Authors.
  • Barigozzi, Matteo, Conti, Antonio, Luciani, Matteo (2012). Do Euro area countries respond asymmetrically to the common monetary policy? The Authors.
  • Barigozzi, Matteo, Halbleib-Chiriac, Roxana, Veredas, David (2012). Which model to match? (Working paper 4). European Center for Advanced Research in Economics and Statistics.