Items where department is "Statistics"

University Structure (106352) LSE (106352) Academic Departments (62972) Statistics (1721)
Number of items: 42.
2005
  • Barrieu, Pauline, Bellamy, N. (2005). Impact of a market crisis on real options. In Kyprianou, A. E., Schoutens, W. & Wilmott, P. (Eds.), Exotic Option Pricing and Advanced Lévy Models . John Wiley & Sons.
  • Barrieu, Pauline, El Karoui, Nicole (2005). Dynamic financial risk management. In Aspects des Mathématiques Financières . Technique et documentation (Firm).
  • Barrieu, Pauline, El Karoui, Nicole (2005). Inf-convolution of risk measures and optimal risk transfer. Finance and Stochastics, 9(2), 269-298. https://doi.org/10.1007/s00780-005-0152-0
  • Berger, Yves G., Skinner, Chris J. (2005). A jackknife variance estimator for unequal probability sampling. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 67(1), 79-89. https://doi.org/10.1111/j.1467-9868.2005.00489.x
  • Bergsma, Wicher, Croon, Marcel (2005). Analyzing categorical data by marginal models. In van der Ark, L. (Ed.), New Developments in Categorical Data Analysis for the Social and Behavioral Sciences (pp. 83-101). Psychology Press.
  • Bergsma, Wicher P, Rapcsak, Tamás (2005). An exact penalty method for smooth equality constrained optimization with application to maximum likelihood estimation. EURANDOM.
  • Dassios, Angelos (2005). On the quantiles of the Brownian motion and their hitting times. Bernoulli, 11(1), 29-36.
  • Dassios, Angelos, Jang, J.W. (2005). Kalman-Bucy filtering for linear systems driven by the Cox process with shot noise intensity and its application to the pricing of reinsurance contracts. Journal of Applied Probability, 42(1), 93-107. https://doi.org/10.1239/jap/1110381373
  • Fernholz, Robert, Karatzas, Ioannis, Kardaras, Constantinos (2005). Diversity and relative arbitrage in equity markets. Finance and Stochastics, 9(1), 1-27. https://doi.org/10.1007/s00780-004-0129-4
  • Fryzlewicz, Piotr (2005). Modelling and forecasting financial log-returns as locally stationary wavelet processes. Journal of Applied Statistics, 32(5), 503-528.
  • Guerrero, Alexandra, Smith, Leonard A. (2005). A maximum likelihood estimator for long-range persistence. Physica A: Statistical Mechanics and Its Applications, 355(2-4), 619-632. https://doi.org/10.1016/j.physa.2005.03.002
  • Hall, Peter, Yao, Qiwei (2005). Approximating conditional distribution functions using dimension reduction. Annals of Statistics, 33(3), 1404-1421. https://doi.org/10.1214/009053604000001282
  • Howard, J. V., Gal, S. (2005). Rendezvous-evasion search in two boxes. Operations Research, 53(4), 689-697. https://doi.org/10.1287/opre.1040.0198
  • Knott, Martin (2005). A measure of independence for a multivariate normal distribution and some connections with factor analysis. Journal of Multivariate Analysis, 96(2), 374-383. https://doi.org/10.1016/j.jmva.2004.10.013
  • Komaki, Toru, Penzer, Jeremy (2005). Estimation of time-varying price elasticity in 1970-1997 Japanese raw milk supply by structural time-series model. Agricultural Economics, 32(1), 1-14. https://doi.org/10.1111/j.0169-5150.2005.00001.x
  • Moustaki, Irini, Knott, Martin (2005). Computational aspects of the E-M and Bayesian estimation in latent variable models. In Andries van der Ark, L., Croon, M. A. & Sijtsma, K. (Eds.), New Developments in Categorical Data Analysis for the Social and Behavioral Sciences (pp. 103-124). Lawrence Erlbaum.
  • Moustaki, Irini, Steele, Fiona (2005). Latent variable models for mixed categorical and survival responses with an application to fertility preferences and family planning in Bangladesh. Statistical Modelling, 5(4), 327-342. https://doi.org/10.1191/1471082X05st100oa
  • Nafstad, P, Jaakkola, J. K, Skrondal, Anders, Magnus, P (2005). Day care center characteristics and children's respiratory health. Indoor Air, 15(2), 69 - 75. https://doi.org/10.1111/j.1600-0668.2004.00310.x
  • Nafstad, P., Brunekreef, B., Skrondal, Anders, Nystad, W. (2005). Early respiratory infections, asthma, and allergy: 10-year follow-up of the Oslo Birth Cohort. Pediatrics, 116(2), 255-262. https://doi.org/10.1542/peds.2004-2785
  • Norberg, Ragnar (2005). Anomalous PDEs in Markov chains: Domains of validity and numerical solutions. Finance and Stochastics, 9(4), 519-537. https://doi.org/10.1007/s00780-005-0157-8
  • Norberg, Ragnar (2005). Interest guarantees in banking. Applied Mathematical Finance, 12(4), 351-370. https://doi.org/10.1080/13504860500117552
  • Norberg, Ragnar, Steffensen, Mogens (2005). What is the time value of a stream of investments? Journal of Applied Probability, 42(3), 861-866. https://doi.org/10.1239/jap/1127322033
  • Rabe-Hesketh, Sophia, Skrondal, Anders (2005). Probit model. In Everitt, B. & Palmer, C. (Eds.), Encyclopaedic Companion to Medical Statistics . Edward Arnold.
  • Rheinlander, Thorsten (2005). An entropy approach to the Stein and Stein model with correlation. Finance and Stochastics, 9(3), 399-413. https://doi.org/10.1007/s00780-004-0149-0
  • Rheinlander, Thorsten, Steinkamp, Marcus (2005). A stochastic version of Zeeman's market model. Studies in Nonlinear Dynamics and Econometrics, 8(4), article 4.
  • Roulston, Mark S, Ellepola, Jerome, von Hardenberg, Jost, Smith, Leonard A. (2005). Forecasting wave height probabilities with numerical weather prediction models. Ocean Engineering, 32(14-15), 1841-1863. https://doi.org/10.1016/j.oceaneng.2004.11.012
  • Rudas, Tamas, Bergsma, Wicher (2005). On applications of marginal models for categorical data. Metron, LXII, 1-25.
  • Skinner, Chris J. (2005). Contribution to discussion of J. Copas and S. Eguchi, ‘local model uncertainty and incomplete-data bias’. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 67(4), p. 500. https://doi.org/10.1111/j.1467-9868.2005.00512.x
  • Skrondal, Anders, Rabe-Hesketh, S., Pickles, A. (2005). Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects. Journal of Econometrics, 128(2), 301-323. https://doi.org/10.1016/j.jeconom.2004.08.017
  • Skrondal, Anders, Rabe-Hesketh, Sophia (2005). Structural equation modeling: categorical variables. In Everitt, B. & Howell, D. (Eds.), Encyclopedia of Statistics in Behavioral Science . John Wiley & Sons.
  • Spydslaug, A., Eskild, A., Trogstad, L. I. S., Nesheim, B. I., Skrondal, Anders (2005). Recurrent risk of anal sphincter laceration among women with vaginal deliveries. Obstetrics and Gynecology, 105, 307-313.
  • Spydslaug, Anny, Trogstad, Lill I. S., Skrondal, Anders, Eskild, Anne (2005). Recurrence risk of anal sphincter laceration among women with vaginal deliveries. Obstetrics and Gynecology, 105(2), 307-313.
  • Stainforth, David A., Aina, T., Christensen, C., Collins, M., Faull, N., Frame, D. J., Kettleborough, J. A., Knight, S., Martin, A. & Murphy, J. M. et al (2005). Uncertainty in predictions of the climate response to rising levels of greenhouse gases. Nature, 433(7024), 403-406. https://doi.org/10.1038/nature03301
  • Steele, Fiona (2005). Event history analysis. National Centre for Research Methods.
  • Steele, Fiona (2005). Structural equation modeling: multilevel. In Everitt, B. S. & Howell, D. (Eds.), Encyclopedia of Statistics in Behavioral Science (pp. 1927-1931). John Wiley & Sons.
  • Steele, Fiona, Kallis, Constantinos, Goldstein, Harvey, Joshi, Heather (2005). The relationship between childbearing and transitions from marriage and cohabitation in Britain. Demography, 42(4), 647-673. https://doi.org/10.1353/dem.2005.0038
  • Steele, Fiona, Wang, Duolao (2005). Regression analysis. In Wang, D. & Bakhai, A. (Eds.), Clinical Trials: a Practical Guide to Design, Analysis, and Reporting (pp. 273-286). REMEDICA.
  • Tong, Howell (2005). Non-linear time series analysis. In Encyclopedia of Biostatistics (pp. 3020-3040). John Wiley & Sons. https://doi.org/10.1002/0470011815.b2a12052
  • Tong, Howell, Ling, S (2005). Testing for a linear MA model against threshold MA models. Annals of Statistics, 33(6), 2529-2552. https://doi.org/10.1214/009053605000000598
  • Tong, Howell, Zhang, Z (2005). On time-reversibility of multivariate linear processes. Statistica Sinica, 15(2), 495-504.
  • Wang, Mingjin, Yao, Qiwei (2005). Modelling multivariate volatilities: an ad hoc method. In Fan, J. & Li, G. (Eds.), Contemporary Multivariate Analysis and Experimental Designs: in Celebration of Professor Kai-Tai Fang's 65th Birthday (pp. 87-97). World Scientific (Firm).
  • Weisheimer, Antje, Smith, Leonard A., Judd, Kevin (2005). A new view of forecast skill: bounding boxes from the DEMETER ensemble seasonal forecasts. Tellus Series A: Dynamic Meteorology and Oceanography, 57(3), 265-279. https://doi.org/10.1111/j.1600-0870.2005.00106.x