Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 61.
2018
  • Abbott, Tom E.F., Cron, Nicholas J., Vaid, Nidhi, Ip, Dorothy, Torrance, Hew D.T., Emmanuel, Julian (2018). Pre-hospital National Early Warning Score (NEWS) is associated with in-hospital mortality and critical care unit admission: a cohort study. Annals of Medicine and Surgery, 27, 17-21. https://doi.org/10.1016/j.amsu.2018.01.006
  • Atkinson, Anthony B. (2018). Wealth and inheritance in Britain from 1896 to the present. Journal of Economic Inequality, 16(2), 137 - 169. https://doi.org/10.1007/s10888-018-9382-1
  • Bakk, Zsuzsa, Kuha, Jouni (2018). Two-step estimation of models between latent classes and external variables. Psychometrika, 83(4), 871-892. https://doi.org/10.1007/s11336-017-9592-7
  • Barigozzi, Matteo (2018). On the stability of euro area money demand and its implications for monetary policy. Oxford Bulletin of Economics and Statistics, 80(4), 755-787. https://doi.org/10.1111/obes.12239
  • Barigozzi, Matteo, Brownlees, Christian T. (2018). Nets: network estimation for time series. Journal of Applied Econometrics, https://doi.org/10.1002/jae.2676 picture_as_pdf
  • Barigozzi, Matteo, Brownlees, Christian, Lugosi, Gabor (2018). On the consequences of power-law behavior in partial correlation network models. Electronic Journal of Statistics, 12(2), 2905-2929. https://doi.org/10.1214/18-EJS1478
  • Barigozzi, Matteo, Cho, Haeran, Fryzlewicz, Piotr (2018). Simultaneous multiple change-point and factor analysis for high-dimensional time series. Journal of Econometrics, 206(1), 187-225. https://doi.org/10.1016/j.jeconom.2018.05.003
  • Berger, J., Smith, Leonard A. (2018). Uncertainty quantification. Annual Review of Statistics and Its Application,
  • Campi, Luciano, Fischer, Markus (2018). N-player games and mean-field games with absorption. Annals of Applied Probability, 28(4), 2188-2242. https://doi.org/10.1214/17-AAP1354
  • Campi, Mercedes, Dueñas, Marco, Barigozzi, Matteo, Fagiolo, Giorgio (2018). Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions. Journal of International Trade and Economic Development, 28(2), 230-256. https://doi.org/10.1080/09638199.2018.1518477
  • Cerioli, Andrea, Riani, Marco, Atkinson, Anthony C., Corbellini, Aldo (2018). Rejoinder to the discussion of “The power of monitoring how to make the most of a contaminated multivariate sample”. Statistical Methods and Applications, 27(4), 661-666. https://doi.org/10.1007/s10260-018-00436-8
  • Cetin, Umut (2018). Diffusion transformations, Black-Scholes equation and optimal stopping. Annals of Applied Probability, 28(5), 3102-3151. https://doi.org/10.1214/18-AAP1385 picture_as_pdf
  • Cetin, Umut (2018). Path transformations for local times of one-dimensional diffusions. Stochastic Processes and Their Applications, 128(10), 3439-3465. https://doi.org/10.1016/j.spa.2017.11.005
  • Chang, Jinyuan, Guo, Bin, Yao, Qiwei (2018). Principal component analysis for second-order stationary vector time series. Annals of Statistics, 46(5), 2094-2124. https://doi.org/10.1214/17-AOS1613
  • Chang, Jinyuan, Qiu, Yumou, Yao, Qiwei, Zou, Tao (2018). Confidence regions for entries of a large precision matrix. Journal of Econometrics, 206(1), 57-82. https://doi.org/10.1016/j.jeconom.2018.03.020
  • Chen, Yunxiao, Li, Xiaoou, Liu, Jingchen, Ying, Zhiliang (2018). Robust measurement via a fused latent and graphical item response theory model. Psychometrika, 83(3), 538 – 562. https://doi.org/10.1007/s11336-018-9610-4 picture_as_pdf
  • Cvitanić, Jakŝa, Xing, Hao (2018). Asset pricing under optimal contracts. Journal of Economic Theory, 173, 142-180. https://doi.org/10.1016/j.jet.2017.10.005
  • Dassios, Angelos, Lim, Jia Wei (2018). Recursive formula for the double barrier Parisian stopping time. Journal of Applied Probability, 55(1), 282-301. https://doi.org/10.1017/jpr.2018.17
  • Dassios, Angelos, Qu, Yan, Zhao, Hongbiao (2018). Exact simulation for a class of tempered stable. ACM Transactions on Modeling and Computer Simulation, 28(3). https://doi.org/10.1145/3184453
  • Doretti, Marco, Geneletti, Sara, Stanghellini, Elena (2018). Missing data: a unified taxonomy guided by conditional independence. International Statistical Review, 86(2), 189-204. https://doi.org/10.1111/insr.12242
  • Feng, Huang (2018). Eigenvalue-regularized covariance matrix estimators for high-dimensional data [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.osead61e9a1s
  • Fryzlewicz, Piotr (2018). Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal. Statistica Sinica, 28, 2885-2901. https://doi.org/10.5705/ss.202017.0029
  • Fryzlewicz, Piotr (2018). Tail-greedy bottom-up data decompositions and fast mulitple change-point detection. Annals of Statistics, 46(6B), 3390-3421. https://doi.org/10.1214/17-AOS1662
  • Gao, Zhaoxing, Ling, Shiqing, Tong, Howell (2018). Tests for tar models VS. star models-a separate family of hypotheses approach. Statistica Sinica, 28(4), 2857-2883. https://doi.org/10.5705/ss.202016.0497
  • Hamilton, Jean, Nunes, Matthew A., Knight, Marina I., Fryzlewicz, Piotr (2018). Complex-valued wavelet lifting and applications. Technometrics, 60(1), 48-60. https://doi.org/10.1080/00401706.2017.1281846
  • Ho, Tak Yui (2018). On the running maximum of brownian motion and associated lookback options [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.on0lkdg8e7ar
  • Huang, Na, Fryzlewicz, Piotr (2018). NOVELIST estimator of large correlation and covariance matrices and their inverses. Test, https://doi.org/10.1007/s11749-018-0592-4
  • Jabbour, Liza, Tao, Zhigang, Vanino, Enrico, Zhang, Yan (2018). The good, the bad and the ugly: Chinese imports, European Union anti-dumping measures and firm performance. Journal of International Economics, 117, 1-20. https://doi.org/10.1016/j.jinteco.2018.12.004 picture_as_pdf
  • Jamil, Haziq Md. (2018). Regression modelling using priors depending on Fisher information covariance kernels (I-priors) [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.qq05sap697cp
  • Jang, Jiwook, Dassios, Angelos, Zhao, Hongbiao (2018). Moments of renewal shot-noise processes and their applications. Scandinavian Actuarial Journal, (8), 727-752. https://doi.org/10.1080/03461238.2018.1452285
  • Janssen, Jeroen H. M., van Laar, Saskia, de Rooij, Mark J., Kuha, Jouni, Bakk, Zsuzsa (2018). The detection and modeling of direct effects in latent class analysis. Structural Equation Modeling, https://doi.org/10.1080/10705511.2018.1541745 picture_as_pdf
  • Jarman, Alexander, Smith, Leonard A. (2018). Quantifying the predictability of a predictand: demonstrating the diverse roles of serial dependence in the estimation of forecast skill. Quarterly Journal of the Royal Meteorological Society, https://doi.org/10.1002/qj.3384 picture_as_pdf
  • Jin, Shaobo, Moustaki, Irini, Yang-Wallentin, Fan (2018). Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case. Psychometrika, 83(3), 628-649. https://doi.org/10.1007%2Fs11336-018-9623-z
  • Jones, Martyn C., Smith, Karen, Herber, Oliver, White, Myra, Steele, Fiona, Johnston, Derek W. (2018). Intention, beliefs and mood assessed using electronic diaries predicts attendance at cardiac rehabilitation: an observational study. International Journal of Nursing Studies, 88, 143-152. https://doi.org/10.1016/j.ijnurstu.2018.08.015
  • Kang, Xinyu, Fryzlewicz, Piotr, Chu, Catherine, Kramer, Mark, Kolaczyk, Eric D. (2018). Multiscale network analysis through tail-greedy bottom-up approximation, with applications in neuroscience. 2017 51st Asilomar Conference on Signals, Systems, and Computers, 1549-1554. https://doi.org/10.1109/ACSSC.2017.8335617
  • Ke, Yuan, Li, Degui, Yao, Qiwei (2018). Nonlinear regression estimation using subset-based kernel principal components. Statistica Sinica, 28(4), 2771-2794. https://doi.org/10.5705/ss.202016.0369 picture_as_pdf
  • Kuha, Jouni, Butt, Sarah, Katsikatsou, Myrsini, Skinner, Chris J. (2018). The effect of probing "don't know" responses on measurement quality and nonresponse in surveys. Journal of the American Statistical Association, 113(521), 26 - 40. https://doi.org/10.1080/01621459.2017.1323640
  • Kuha, Jouni, Katsikatsou, Myrsini, Moustaki, Irini (2018). Latent variable modelling with non-ignorable item nonresponse: multigroup response propensity models for cross-national analysis. Journal of the Royal Statistical Society. Series A: Statistics in Society, 181(4), 1169-1192. https://doi.org/10.1111/rssa.12350
  • Kuha, Jouni, Mills, Colin (2018). On group comparisons with logistic regression models. Sociological Methods and Research, https://doi.org/10.1177/0049124117747306
  • Lam, Clifford, Feng, Phoenix (2018). A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data. Journal of Econometrics, 206(1), 226-257. https://doi.org/10.1016/j.jeconom.2018.06.001
  • Matoussi, Anis, Xing, Hao (2018). Convex duality for Epstein-Zin stochastic differential utility. Mathematical Finance, 28(4), 991-1019. https://doi.org/10.1111/mafi.12168
  • Mohammadi, Fatemeh, Saenz-de-Cabezon, Eduardo, Wynn, Henry P. (2018). Efficient multicut enumeration of k -out-of- n:F and consecutive k -out-of- n:F systems. Pattern Recognition Letters, 102, 82-88. https://doi.org/10.1016/j.patrec.2017.12.021
  • Oomen, Roel (2018). Price signatures. Quantitative Finance, 19(5), 733-761. picture_as_pdf
  • Qian, Cheng (2018). Spatial modelling and volatility matrix estimation in high dimension statistics with financial applications [Doctoral thesis]. London School of Economics and Political Science.
  • Riani, Marco, Corbellini, Aldo, Atkinson, Anthony C. (2018). The use of prior information in very robust regression for fraud detection. International Statistical Review, 86(2), 205-218. https://doi.org/10.1111/insr.12247
  • Rinott, Yosef, O’Keefe, Christine M., Shlomo, Natalie, Skinner, Chris J. (2018). Confidentiality and differential privacy in the dissemination of frequency tables. Statistical Science, 33(3), 358-385. https://doi.org/10.1214/17-STS641
  • Robinson, Peter, Yao, Qiwei, Zhang, Rongmao (2018). Identifying Cointegration by Eigenanalysis. [Dataset]. figshare. https://doi.org/10.6084/m9.figshare.6080924
  • Shi, Chengchun, Fan, Ailin, Song, Rui, Lu, Wenbin (2018). High-dimensional A-learning for optimal dynamic treatment regimes. Annals of Statistics, 46(3), 925 - 957. https://doi.org/10.1214/17-AOS1570 picture_as_pdf
  • Shi, Chengchun, Lu, Wenbin, Song, Rui (2018). A massive data framework for M-estimators with cubic-rate. Journal of the American Statistical Association, 113(524), 1698 - 1709. https://doi.org/10.1080/01621459.2017.1360779 picture_as_pdf
  • Shi, Chengchun, Song, Rui, Lu, Wenbin, Fu, Bo (2018). Maximin projection learning for optimal treatment decision with heterogeneous individualized treatment effects. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 80(4), 681 - 702. https://doi.org/10.1111/rssb.12273 picture_as_pdf
  • Skinner, Chris J. (2018). Analysis of categorical data for complex surveys. International Statistical Review, https://doi.org/10.1111/insr.12285
  • Sturgis, Patrick, Kuha, Jouni (2018). 'New poll suggests...': how to tell when public opinion has really changed. picture_as_pdf
  • Sturgis, Patrick, Kuha, Jouni (6 July 2018) New poll suggests…: how to tell when public opinion has really changed. Democratic Audit Blog. picture_as_pdf
  • Turner, Malgorzata, Sturgis, Patrick, Martin, David, Skinner, Chris J. (2018). Can interviewer personality, attitudes and experience explain the design effect in face-to-face surveys? In Engel, Uwe, Jann, Ben, Lynn, Peter, Scherpenzeel, Annette, Stirgis, Patrick (Eds.), Improving Survey Methods: Lessons from Recent Research (pp. 72 - 85). Routledge.
  • Tzougas, George, Vrontos, Spyridon, Frangos, Nicholas (2018). Bonus-Malus systems with two component mixture models arising from different parametric families. North American Actuarial Journal, https://doi.org/10.1080/10920277.2017.1368398
  • Xing, Hao, Žitković, Gordan (2018). A class of globally solvable Markovian quadratic BSDE systems and applications. Annals of Probability, 46(1), 491-550. https://doi.org/10.1214/17-AOP1190 picture_as_pdf
  • Yagi, Daisuke, Chen, Yining, Johnson, Andrew L., Kuosmanen, Timo (2018). Shape constrained kernel-weighted least squares: Estimating production functions for Chilean manufacturing industries. Journal of Business and Economic Statistics, 0-0. https://doi.org/10.1080/07350015.2018.1431128
  • Zeng, Xianli, Xia, Yingcun, Tong, Howell (2018). Jackknife approach to the estimation of mutual information. Proceedings of the National Academy of Sciences of the United States of America, 115(40), 9956-9961. https://doi.org/10.1073/pnas.1715593115
  • Zhang, Siliang, Chen, Yunxiao, Liu, Yang (2018). An improved stochastic EM algorithm for large-scale full-information item factor analysis. British Journal of Mathematical and Statistical Psychology, https://doi.org/10.1111/bmsp.12153 picture_as_pdf
  • Zhu, Yajing (2018). Multilevel structural equation models for the interrelationships between multiple dimensions of childhood socioeconomic circumstances, partnership stability and midlife health [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.v86u2w521b54
  • Çetin, Umut (2018). Financial equilibrium with asymmetric information and random horizon. Finance and Stochastics, 22(1), 97-126. https://doi.org/10.1007/s00780-017-0348-0