Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 43.
A
  • Acciaio, Beatrice, Svindland, Gregor (2014). On the lower arbitrage bound of American contingent claims. Mathematical Finance, 24(1), 147-155. https://doi.org/10.1111/j.1467-9965.2012.00519.x
  • Atkinson, Anthony C. (2014). Selecting a biased-coin design. Statistical Science, 29(1), 144-163. https://doi.org/10.1214/13-STS449
  • Atkinson, Anthony C., Bogacka, Barbara (2014). Optimum designs for the equality of parameters in enzyme inhibition kinetic models. Journal of Statistical Planning and Inference, 144(1), 47-54. https://doi.org/10.1016/j.jspi.2012.07.011
  • Aïd, René, Campi, Luciano, Langrené, Nicolas, Pham, Huyên (2014). A probabilistic numerical method for optimal multiple switching problems in high dimension. SIAM Journal on Financial Mathematics, 5(1), 191-231. https://doi.org/10.1137/120897298
  • Kontoghiorghes, Erricos J., Van Dijk, Herman K., Belsley, David A., Bollerslev, Tim, Diebold, Francis X., Dufour, Jean-Marie, Engle, Robert F., Harvey, Andrew, Koopman, Siem Jan & Pesaran, Hashem et al (2014). CFE network: the annals of computational and financial econometrics. Computational Statistics and Data Analysis, 76, 1-3. https://doi.org/10.1016/j.csda.2014.04.006
  • Riani, Marco, Cerioli, Andrea, Atkinson, Anthony C., Perrotta, Domenico (2014). Monitoring robust regression. Electronic Journal of Statistics, 8, 646-677. https://doi.org/10.1214/14-EJS897
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  • Bachrach, Y., Syrgkanis, V., Tardos, E., Vojnovic, Milan (2014). Strong price of anarchy, utility games and coalitional dynamics. In Lavi, Ron (Ed.), Algorithmic Game Theory: 7th International Symposium, SAGT 2014, Haifa, Israel, September 30 -- October 2, 2014, Proceedings (pp. 218-230). Springer Berlin / Heidelberg.
  • Barigozzi, Matteo, Gallo, Giampiero M., Brownlees, Christian T., Veredas, David (2014). Disentangling systematic and idiosyncratic dynamics in panels of volatility measures. Journal of Econometrics, 182(2), 364-384. https://doi.org/10.1016/j.jeconom.2014.05.017
  • Barrieu, Pauline, Fehr, Max (2014). Market-consistent modeling for cap-and-trade schemes and application to option pricing. Operations Research, 62(2), 234-249. https://doi.org/10.1287/opre.2013.1242
  • Barrieu, Pauline, Scandolo, Giacomo (2014). Assessing financial model risk. European Journal of Operational Research, 242(2), 546-556. https://doi.org/10.1016/j.ejor.2014.10.032
  • Baurdoux, Erik J., Schaik, Kees (2014). Predicting the time at which a Lévy process attains its ultimate supremum. Acta Applicandae Mathematicae, 134(1), 21-44. https://doi.org/10.1007/s10440-014-9867-2
  • Bergsma, Wicher, Dassios, Angelos (2014). A consistent test of independence based on a sign covariance related to Kendall's tau. Bernoulli, 20(2), 1006-1028. https://doi.org/10.3150/13-BEJ514
  • Bourse, Florian, Lelarge, Marc, Vojnovic, Milan (2014). Balanced graph edge partition. In Proceedings of the 20th ACM SIGKDD international conference on Knowledge discovery and data mining - KDD '14 (pp. 1456-1465). ACM Press. https://doi.org/10.1145/2623330.2623660
  • Frigg, Roman, Bradley, Seamus, Du, Hailiang, Smith, Leonard A. (2014). Laplace's demon and the adventures of his apprentices. Philosophy of Science, 81(1), 31 - 59. https://doi.org/10.1086/674416
  • Smith, Leonard A., Petersen, Arthur (2014). Variations on reliability: connecting climate predictions to climate policy. In Boumans, Marcel, Petersen, Arthur, Hon, Giora (Eds.), Error and uncertainty in scientific practice (pp. 137-156). Pickering & Chatto.
  • Sturgis, Patrick, Brunton-Smith, Ian, Kuha, Jouni, Jackson, Jonathan (2014). Ethnic diversity, segregation and the social cohesion of neighbourhoods in London. Ethnic and Racial Studies, 37(8), 1286 - 1309. https://doi.org/10.1080/01419870.2013.831932
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  • Cetin, Umut, Sheynzon, Ilya (2014). A simple model for market booms and crashes. Mathematics and Financial Economics, 8(3), 291 -319. https://doi.org/10.1007/s11579-014-0116-2
  • Fogel, Fajwel, d'Aspremon, Alexandre, Vojnovic, Milan (2014). SerialRank: spectral ranking using seriation. In Ghahramani, Z., Welling, M., Cortes, C., Lawrence, N.D., Weinberger., K.Q. (Eds.), Advances in Neural Information Processing Systems 27 (pp. 900-908). Curran Associates, Inc..
  • Washbrook, Elizabeth, Clarke, Paul S., Steele, Fiona (2014). Investigating non-ignorable drop-out in panel studies of residential mobility. Journal of the Royal Statistical Society. Series C: Applied Statistics, 63(2), 239-266. https://doi.org/10.1111/rssc.12028
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  • Da Silva, Damião Nóbrega, Skinner, Chris J. (2014). The use of accuracy indicators to correct for survey measurement error. Journal of the Royal Statistical Society. Series C: Applied Statistics, 63(2), 303-319. https://doi.org/10.1111/rssc.12022
  • Dassios, Angelos, Zhao, Hongbiao (2014). A Markov chain model for contagion. Risks, 2(4), 434-455. https://doi.org/10.3390/risks2040434
  • Dayan, Yehuda (2014). A structured approach to web panel surveys: the use of a sequential framework for non-random survey sampling inference [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Du, Hailiang, Smith, Leonard A. (2014). Pseudo-orbit data assimilation. part I: the perfect model scenario. Journal of the Atmospheric Sciences, 71(2), 469-482. https://doi.org/10.1175/JAS-D-13-032.1
  • Du, Hailiang, Smith, Leonard A. (2014). Pseudo-orbit data assimilation. part II: the perfect model scenario. Journal of the Atmospheric Sciences, 71(2), 483-495. https://doi.org/10.1175/JAS-D-13-033.1
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  • Fryzlewicz, Piotr, Subba Rao, Suhasini (2014). Multiple-change-point detection for auto-regressive conditional heteroscedastic processes. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 76(5), 903-924. https://doi.org/10.1111/rssb.12054
  • Fryzlewicz, Piotr (2014). Wild binary segmentation for multiple change-point detection. Annals of Statistics, 42(6), 2243-2281. https://doi.org/10.1214/14-AOS1245
  • Tzougas, George, Frangos, Nicholas (2014). The design of an optimal Bonus-Malus System based on the Sichel distribution. In Silvestrov, Dmitrii, Martin-Löf, Anders (Eds.), Modern Problems in Insurance Mathematics . Springer International (Firm). picture_as_pdf
  • Tzougas, George, Vrontos, Spyridon, Frangos, Nicholas (2014). Optimal Bonus-Malus Systems using finite mixture models. ASTIN Bulletin, 44(2), 417-444. https://doi.org/10.1017/asb.2013.31
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  • Guasoni, Paolo, Kardaras, Constantinos, Robertson, Scott, Xing, Hao (2014). Abstract, classic, and explicit turnpikes. Finance and Stochastics, 18(1), 75-114. https://doi.org/10.1007/s00780-013-0216-5
  • Tsourakakis, Charalampos, Gkantsidis, Christos, Radunovic, Bozidar, Vojnovic, Milan (2014). FENNEL: streaming graph partitioning for massive scale graphs. In Proceedings of the 7th ACM international conference on Web search and data mining - WSDM '14 (pp. 333-342). ACM Press. https://doi.org/10.1145/2556195.2556213
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  • Jarman, Alexander S. (2014). On the provision, reliability, and use of hurricane forecasts on various timescales [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Kuha, Jouni, Jackson, Jonathan (2014). The item count method for sensitive survey questions: modelling criminal behaviour. Journal of the Royal Statistical Society. Series C: Applied Statistics, 63(2), 321-341. https://doi.org/10.1111/rssc.12018
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  • Kardaras, Constantinos (2014). On the characterisation of honest times that avoid all stopping times. Stochastic Processes and Their Applications, 124(1), 373-384. https://doi.org/10.1016/j.spa.2013.07.012
  • Kardaras, Constantinos (2014). Uniform integrability and local convexity in L0. Journal of Functional Analysis, 266(4), 1913-1927. https://doi.org/10.1016/j.jfa.2013.12.008
  • Kardaras, Constantinos (2014). A time before which insiders would not undertake risk. In Kabanov, Yuri, Rutkowski, Marek, Zariphopoulou, Thaleia (Eds.), Inspired by Finance: The Musiela Festschrift (pp. 349-362). Springer International (Firm). https://doi.org/10.1007/978-3-319-02069-3_16
  • Korkas, Karolos (2014). Randomised and L1-penalty approaches to segmentation in time series and regression models [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Moustaki, Irini, Knott, Martin (2014). Latent variable models that account for atypical responses. Journal of the Royal Statistical Society. Series C: Applied Statistics, 63(2), 343-360. https://doi.org/10.1111/rssc.12032
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  • Lopez, Ana, Suckling, Emma B., Smith, Leonard A. (2014). Robustness of pattern scaled climate change scenarios for adaptation decision support. Climatic Change, 122(4), 555-566. https://doi.org/10.1007/s10584-013-1022-y
    • M
  • Vasdekis, Vassilis G. S., Rizopoulos, Dimitris, Moustaki, Irini (2014). Weighted pairwise likelihood estimation for a general class of random effects models. Biostatistics, 15(4), 677 - 689. https://doi.org/10.1093/biostatistics/kxu018
  • Vitoratou, Silia, Ntzoufras, Ioannis, Moustaki, Irini (2014). Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models. Journal of Statistical Computation and Simulation, 84(10), 2091-2105. https://doi.org/10.1080/00949655.2013.783580
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  • Riccardi, Filippo (2014). Stochastic models for the Limit Order Book [Masters thesis]. London School of Economics and Political Science. picture_as_pdf
    • Y
  • Yan, Yang (2014). Essays in modelling and estimatingvValue-at-risk [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
    • Z
  • Zhang, You You (2014). Brownian excursions in mathematical finance [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf