Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 47.
None
  • Hagenaars, Jacques A., Bergsma, Wicher, Croon, Marcel (2019). Nonloglinear marginal latent class models. In Hancock, Gregory R., Harring, Jeffrey R., Macready, George B. (Eds.), Advances in Latent Class Analysis: A Festschrift in Honor of C. Mitchell Dayton (pp. 61 - 78). Information Age Publishing.
  • Lian, Heng, Qiao, Xinghao, Zhang, Wenyang (2019). Homogeneity pursuit in single index models based panel data analysis. Journal of Business and Economic Statistics, https://doi.org/10.1080/07350015.2019.1665531
  • Sochas, Laura (2019-09-09 - 2019-09-11) A decomposition analysis of inequalities in maternal healthcare access in Zambia using healthcare access barriers [Paper]. British Society for the Philosophy of Science Annual Conference, University Hall Cardiff University, Cardiff, United Kingdom, GBR.
  • Youssef, Noha, Wynn, Henry (2019). A discussion on adaptive designs for computer experiments. Sequential Analysis, 38(3), 400 - 410. https://doi.org/10.1080/07474946.2019.1648932
    • Public
  • Acciaio, Beatrice, Backhoff-Veraguas, J., Carmona, Rene (2019). Extended mean field control problems: stochastic maximum principle and transport perspective. SIAM Journal on Control and Optimization, 57(6), 3666 - 3693. https://doi.org/10.1137/18M1196479 picture_as_pdf
  • Ayzenberg, Vladislav, Chen, Yunxiao, Yousif, Sami R., Lourenco, Stella F. (2019). Skeletal representations of shape in human vision: evidence for a pruned medial axis model. Journal of Vision, 19(6), 1-21. https://doi.org/10.1167/19.6.6 picture_as_pdf
  • Baranowski, Rafal, Chen, Yining, Fryzlewicz, Piotr (2019). Narrowest-over-threshold detection of multiple change points and change-point-like features. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 81(3), 649 - 672. https://doi.org/10.1111/rssb.12322 picture_as_pdf
  • Barigozzi, Matteo, Hallin, Marc, Soccorsi, Stefano (2019). Identification of global and local shocks in international financial markets via general dynamic factor models. Journal of Financial Econometrics, 17(3), 462–494. https://doi.org/10.1093/jjfinec/nby006
  • Bennazoli, Chiara, Campi, Luciano, Di Persio, Luca (2019). ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps. Statistics and Probability Letters, 154, https://doi.org/10.1016/j.spl.2019.05.021 picture_as_pdf
  • Butz, M., Oomen, R. (2019). Internalisation by electronic FX spot dealers. Quantitative Finance, 19(1), 35-56. https://doi.org/10.1080/14697688.2018.1504167 picture_as_pdf
  • Campi, Luciano, Martini, Claude (2019). On the support of extremal martingale measures with given marginals: the countable case. Advances in Applied Probability, 51(2), 570-605. https://doi.org/10.1017/apr.2019.16 picture_as_pdf
  • Cetin, Umut (2019). Linear inverse problems for Markov processes and their regularisation. Stochastic Processes and Their Applications, https://doi.org/10.1016/j.spa.2019.11.009 picture_as_pdf
  • Chen, Yunxiao, Li, Xiaoou, Liu, Jingchen, Ying, Zhiliang (2019). Statistical analysis of complex problem-solving process data: an event history analysis approach. Frontiers in Psychology, 10, https://doi.org/10.3389/fpsyg.2019.00486 picture_as_pdf
  • Chen, Yunxiao, Li, Xiaoou, Zhang, Siliang (2019). Joint maximum likelihood estimation for high-dimensional exploratory item factor analysis. Psychometrika, 84(1), 124-146. https://doi.org/10.1007/s11336-018-9646-5 picture_as_pdf
  • Chen, Yunxiao, Li, Xiaoou, Zhang, Siliang (2019). Structured latent factor analysis for large-scale data: identifiability, estimability, and their implications. Journal of the American Statistical Association, 115(532), 1756-1770. https://doi.org/10.1080/01621459.2019.1635485 picture_as_pdf
  • Dassios, Angelos, Jang, Jiwook, Zhao, Hongbiao (2019). A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance. Risks, 7(4). https://doi.org/10.3390/risks7040103 picture_as_pdf
  • Dassios, Angelos, Lim, Jia Wei (2019). A variation of the Azéma martingale and drawdown options. Mathematical Finance, 29(4), 1116-1130. https://doi.org/10.1111/mafi.12202
  • Dassios, Angelos, Lim, Jia Wei, Qu, Yan (2019). Exact simulation of generalised Vervaat perpetuities. Journal of Applied Probability, 56(1), 57-75. https://doi.org/10.1017/jpr.2019.6 picture_as_pdf
  • Dassios, Angelos, Qu, Yan, Zhao, Hongbiao (2019). Efficient simulation of Lévy-driven point processes. Advances in Applied Probability, 51(4), 927-966. picture_as_pdf
  • Duarte, Belmiro P.M., Atkinson, Anthony C., Granjo, Jose F.O, Oliveira, Nuno M.C (2019). Optimal design of experiments for liquid–liquid equilibria characterization via semidefinite programming. Processes, 7(11). https://doi.org/10.3390/pr7110834 picture_as_pdf
  • Gao, Zhaoxing, Ma, Yingying, Wang, Hansheng, Yao, Qiwei (2019). Banded spatio-temporal autoregressions. Journal of Econometrics, 208(1), 211-230. https://doi.org/10.1016/j.jeconom.2018.09.012 picture_as_pdf
  • Geneletti, Sara, Baio, Gianluca, O'Keeffe, Aidan, Ricciardi, Federico (2019). Bayesian modelling for binary outcomes in the regression discontinuity design. Journal of the Royal Statistical Society. Series A: Statistics in Society, 182(3), 983-1002. https://doi.org/10.1111/rssa.12440 picture_as_pdf
  • Hsu, Hsiang Ling, Ing, Ching Kang, Tong, Howell (2019). On model selection from a finite family of possibly misspecified time series models. Annals of Statistics, 47(2), 1061-1087. https://doi.org/10.1214/18-AOS1706 picture_as_pdf
  • Kardaras, Constantinos, Ruf, Johannes (2019). Projections of scaled bessel processes. Electronic Communications in Probability, 24, https://doi.org/10.1214/19-ECP246 picture_as_pdf
  • Kley, Tobias, Preuss, Philip, Fryzlewicz, Piotr (2019). Predictive, finite-sample model choice for time series under stationarity and non-stationarity. Electronic Journal of Statistics, 13(2), 3710 - 3774. https://doi.org/10.1214/19-EJS1606 picture_as_pdf
  • Lam, Clifford, Souza, Pedro C.L. (2019). Estimation and selection of spatial weight matrix in a spatial lag model. Journal of Business and Economic Statistics, https://doi.org/10.1080/07350015.2019.1569526 picture_as_pdf
  • Lee, D, Kim, J K, Skinner, Chris J. (2019). Within-cluster resampling for multilevel models under informative cluster size. Biometrika, 106(4), 965-972. https://doi.org/10.1093/biomet/asz035 picture_as_pdf
  • Li, Luting (2019). First passage times of diffusion processes and their applications to finance [Doctoral thesis]. London School of Economics and Political Science.
  • Li, Zeng, Lam, Clifford, Yao, Jianfeng, Yao, Qiwei (2019). On testing for high-dimensional white noise. Annals of Statistics, 47(6), 3382 - 3412. https://doi.org/10.1214/18-AOS1782 picture_as_pdf
  • Maeng, Hye Young, Fryzlewicz, Piotr (2019). Regularised forecasting via smooth-rough partitioning of the regression coefficients. Electronic Journal of Statistics, 13(1), 2093-2120. https://doi.org/10.1214/19-EJS1573 picture_as_pdf
  • Maeng, Hyeyoung (2019). Adaptive multiscale approaches to regression and trend segmentation [Doctoral thesis]. London School of Economics and Political Science.
  • Mohammadi, Fatemeh, Pascual-Ortigosa, Patricia, Sáenz-de-Cabezón, Eduardo, Wynn, Henry P. (2019). Polarization and depolarization of monomial ideals with application to multi-state system reliability. Journal of Algebraic Combinatorics, https://doi.org/10.1007/s10801-019-00887-6 picture_as_pdf
  • Papageorgiou, Ioulia, Moustaki, Irini (2019). Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables. Statistics and Computing, 29(2), 351-365. https://doi.org/10.1007/s11222-018-9812-8
  • Qiao, Xinghao, Guo, Shaojun, James, Gareth M. (2019). Functional graphical models. Journal of the American Statistical Association, 114(525), 211 - 222. https://doi.org/10.1080/01621459.2017.1390466
  • Qu, Yan (2019). Simulations on Lévy subordinators and Lévy driven contagion models [Doctoral thesis]. London School of Economics and Political Science.
  • Qu, Yan, Dassios, Angelos, Zhao, Hongbiao (2019). Exact simulation of gamma-driven Ornstein–Uhlenbeck processes with finite and infinite activity jumps. Journal of the Operational Research Society, https://doi.org/10.1080/01605682.2019.1657368 picture_as_pdf
  • Riani, Marco, Atkinson, Anthony C., Cerioli, Andrea, Corbellini, Aldo (2019). Efficient robust methods via monitoring for clustering and multivariate data analysis. Pattern Recognition, 88, 246-260. https://doi.org/10.1016/j.patcog.2018.11.016 picture_as_pdf
  • Shi, Chengchun, Lu, Wenbin, Song, Rui (2019). Determining the number of latent factors in statistical multi-relational learning. Journal of Machine Learning Research, 20, 1 - 38. picture_as_pdf
  • Shi, Chengchun, Lu, Wenbin, Song, Rui (2019). A sparse random projection-based test for overall qualitative treatment effects. Journal of the American Statistical Association, https://doi.org/10.1080/01621459.2019.1604368 picture_as_pdf
  • Shi, Chengchun, Song, Rui, Chen, Zhao, Li, Runze (2019). Linear hypothesis testing for high dimensional generalized linear models. Annals of Statistics, 47(5), 2671 - 2703. https://doi.org/10.1214/18-AOS1761 picture_as_pdf
  • Shi, Chengchun, Song, Rui, Lu, Wenbin (2019). On testing conditional qualitative treatment effects. Annals of Statistics, 47(4), 2348 - 2377. https://doi.org/10.1214/18-AOS1750 picture_as_pdf
  • Steele, Fiona, Clarke, Paul, Kuha, Jouni (2019). Modeling within-household associations in household panel studies. Annals of Applied Statistics, 13(1), 367-392. https://doi.org/10.1214/18-AOAS1189
  • Tzougas, George, Hoon, W. L., Lim, J. M. (2019). The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking. European Actuarial Journal, 9(1), 323 - 344. https://doi.org/10.1007/s13385-018-0186-2 picture_as_pdf
  • Tzougas, George, Yik, Woo Hee, Mustaqeem, Muhammad Waqar (2019). Insurance ratemaking using the Exponential-Lognormal regression model. Annals of Actuarial Science, 1 - 30. https://doi.org/10.1017/S1748499519000034 picture_as_pdf
  • Vichos, Georgios (2019). Essays on mathematical finance [Doctoral thesis]. London School of Economics and Political Science.
  • Zabaljauregui, Diego (2019). Optimal market making under partial information and numerical methods for impulse control games with applications [Doctoral thesis]. London School of Economics and Political Science.
  • Zhang, Rongmao, Robinson, Peter, Yao, Qiwei (2019). Identifying cointegration by eigenanalysis. Journal of the American Statistical Association, 114(526), 916 - 927. https://doi.org/10.1080/01621459.2018.1458620