Items where department is "Statistics"

University Structure (106352) LSE (106352) Academic Departments (62972) Statistics (1721)
Number of items: 49.
Article
  • Ali Ghazali, Syed Shakir, Skinner, Chris J., Tahir, M. H. (2007). Three-way stratification sampling design when one of the stratifying variables is time. Australian and New Zealand Journal of Statistics, 49(4), 385-395. https://doi.org/10.1111/j.1467-842X.2007.00489.x
  • Barrieu, Pauline, Bellamy, N. (2007). Optimal hitting time and perpetual option in a non-Lévy model: application to real options. Advances in Applied Probability, 39(2), 510-530. https://doi.org/10.1239/aap/1183667621
  • Baurdoux, Erik J. (2007). Examples of optimal stopping via measure transformation for processes with one-sided jumps. Stochastics: an International Journal of Probability and Stochastic Processes, 79(3), 303-307. https://doi.org/10.1080/17442500600856297
  • Bröcker, Jochen, Smith, Leonard A. (2007). Increasing the reliability of reliability diagrams. Weather and Forecasting, 22(3), 651-661. https://doi.org/10.1175/WAF993.1
  • Bröcker, Jochen, Smith, Leonard A. (2007). Scoring probabilistic forecasts: the importance of being proper. Weather and Forecasting, 22(2), 382-388. https://doi.org/10.1175/WAF966.1
  • Campi, Luciano, Çetin, Umut (2007). Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling. Finance and Stochastics, 11(4), 591-602. https://doi.org/10.1007/s00780-007-0038-4
  • Cetin, Umut, Rogers, L.C.G. (2007). Modeling liquidity effects in discrete time. Mathematical Finance, 17(1), 15-29. https://doi.org/10.1111/j.1467-9965.2007.00292.x
  • Fan, Jianqing, Hall, Peter, Yao, Qiwei (2007). To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied. Journal of the American Statistical Association, 102(480), 1282-1288. https://doi.org/10.1198/016214507000000969
  • Fryzlewicz, Piotr (2007). Bivariate hard thresholding in wavelet function estimation. Statistica Sinica, 17(4), 1457-1481.
  • Fryzlewicz, Piotr (2007). Unbalanced Haar technique for nonparametric function estimation. Journal of the American Statistical Association, 102(480), 1318-1327. https://doi.org/10.1198/016214507000000860
  • Fryzlewicz, Piotr, Delouille, V´eronique, Nason, Guy P. (2007). GOES-8 X-ray sensor variance stabilization using the multiscale data-driven Haar-Fisz transform. Journal of the Royal Statistical Society. Series C: Applied Statistics, 56(1), 99-116. https://doi.org/10.1111/j.1467-9876.2007.00567.x
  • Judd, Kevin, Smith, Leonard A., Weisheimer, Antje (2007). How good is an ensemble at capturing truth?: using bounding boxes for forecast evaluation. Quarterly Journal of the Royal Meteorological Society, 133(626), 1309-1325. https://doi.org/10.1002/qj.111
  • Kabatereine, Narcis B., Brooker, Simon, Koukounari, Artemis, Kazibwe, Francis, Tukahebwa, Edridah, Fleming, Fiona, Zhang, Yaobi, Webster, Joanne P., Stothard, J. Russell, Fenwick, Alan (2007). Impact of a national helminth control programme on infection and morbidity in Ugandan schoolchildren. Bulletin of the World Health Organization, 85(2), 85-160. https://doi.org/10.2471/BLT.06.030353
  • Kalogeropoulos, Konstantinos (2007). Likelihood-based inference for a class of multivariate diffusions with unobserved paths. Journal of Statistical Planning and Inference, 137(10), 3092-3102. https://doi.org/10.1016/j.jspi.2006.05.017
  • Karatzas, Ioannis, Kardaras, Constantinos (2007). The numéraire portfolio in semimartingale financial models. Finance and Stochastics, 11(4), 447-493. https://doi.org/10.1007/s00780-007-0047-3
  • Koukounari, Artemis, Gabrielli, Albis F., Toure, Seydou, Bosqué‐Oliva, Elisa, Zhang, Yaobi, Sellin, Bertrand, Donnelly, Christl A., Fenwick, Alan, Webster, Joanne P. (2007). Schistosoma haematobiumInfection and morbidity before and after large-scale administration of Praziquantel in Burkina Faso. Journal of Infectious Diseases, 196(5), 659-669. https://doi.org/10.1086/520515
  • Kuha, Jouni, Skrondal, Anders (2007). Discussion of the paper by Handcock, Rafferty and Tantrum. Journal of the Royal Statistical Society. Series A: Statistics in Society, 170(2), 341-342. https://doi.org/10.1111/j.1467-985X.2007.00471.x
  • Lu, Zudi, Lundervold, Arvid, Tjøstheim, Dag, Yao, Qiwei (2007). Exploring spatial nonlinearity using additive approximation. Bernoulli, 13(2), 447-472. https://doi.org/10.3150/07-BEJ5093
  • Lu, Zudi, Tjøstheim, Dag, Yao, Qiwei (2007). Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory. Statistica Sinica, 17(1), 177-198.
  • Pan, Jiazhu, Wang, Hui, Yao, Qiwei (2007). Weighted least absolute deviations estimation for ARMA models with infinite variance. Econometric Theory, 23(5), 852-879. https://doi.org/10.1017/S0266466607070363
  • Rabe-Hesketh, Sophia, Skrondal, Anders (2007). Multilevel and latent variable modeling with composite links and exploded likelihoods. Psychometrika, 72(2), 123-140. https://doi.org/10.1007/s11336-006-1453-8
  • Samuelsen, S.O., Aanestad, H., Skrondal, Anders (2007). Stratified case-cohort analysis of general cohort sampling designs. Scandinavian Journal of Statistics, 34(1), 103-119. https://doi.org/10.1111/j.1467-9469.2006.00552.x
  • Skinner, Chris J. (2007). Discussion of J.F.Bjørnstad, ‘Non-Bayesian multiple imputation’. Journal of Official Statistics, 23(4), 463-465.
  • Skinner, Chris J. (2007). The probability of identification: applying ideas from forensic statistics to disclosure risk assessment. Journal of the Royal Statistical Society. Series A: Statistics in Society, 170(1), 195-212. https://doi.org/10.1111/j.1467-985X.2006.00457.x
  • Skinner, Chris J., de Toledo Vieira, Marcel (2007). Variance estimation in the analysis of clustered longitudinal survey data. Survey Methodology, 33(1), 3-12.
  • Skrondal, Anders, Rabe-Hesketh, Sophia (2007). Latent variable modelling: a survey. Scandinavian Journal of Statistics, 34(7), 712-745. https://doi.org/10.1111/j.1467-9469.2007.00573.x
  • Skrondal, Anders, Rabe-Hesketh, Sophia (2007). Redundant overdispersion parameters in multilevel models for categorical responses. Journal of Educational and Behavioral Statistics, 32(4), 419-430. https://doi.org/10.3102/1076998607302629
  • Stainforth, David A., Allen, M. R., Tredger, Edward, Smith, Leonard A. (2007). Confidence, uncertainty and decision-support relevance in climate predictions. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 365(1857), 2145-2161. https://doi.org/10.1098/rsta.2007.2074
  • Tong, Howell (2007). Birth of the threshold time series model. Statistica Sinica, 17(1), 8-14.
  • Tong, Howell, Dong, Chaohua, Gao, Jiti (2007). Semiparametric penalty function method in partially linear model selection. Statistica Sinica, 17(1), 99-114.
  • Tong, Howell, Ling, S (2007). Ergodicity and invertibility of threshold MA models. Bernoulli, 13(1), 161-168. https://doi.org/10.3150/07-BEJ5147
  • Tong, Howell, Sun, Y, Zhang, W (2007). Estimation of the covariance matrix of random effects in longitudinal studies. Annals of Statistics, 35(6), 2795-2814. https://doi.org/10.1214/009053607000000523
  • Tong, Howell, Xia, Y, Li, W.K (2007). Threshold variable selection using nonparametric methods. Statistica Sinica, 17(1), 265-288.
  • Tsonaka, R, Moustaki, I (2007). Parameter constraints in generalized linear latent variable models. Computational Statistics and Data Analysis, 51(9), 4164-4177. https://doi.org/10.1016/j.csda.2006.04.023
  • Zhang, Yaobi, Koukounari, Artemis, Kabatereine, Narcis, Fleming, Fiona, Kazibwe, Francis, Tukahebwa, Edridah, Stothard, J Russell, Webster, Joanne P., Fenwick, Alan (2007). Parasitological impact of 2-year preventive chemotherapy on schistosomiasis and soil-transmitted helminthiasis in Uganda. BMC Medicine, 5(1), p. 27. https://doi.org/10.1186/1741-7015-5-27
    • Book
  • Smith, Leonard A. (2007). Chaos: a very short introduction. Oxford University Press.
    • Chapter
  • Bock, R. Darrell, Moustaki, Irini (2007). Item response theory in a general framework. In Rao, C. R. & Sinharay, S. (Eds.), Handbook of Statistics, Volume 26: Psychometrics (pp. 469-514). North-Holland.
  • Cetin, Umut, Verschuere, Michel (2007). Hedging under incomplete information: applications to emmissions markets. In Vanmaele, M., Deelstra, G., De Schepper, A., Dhaene, J., Reynaerts, H., Schoutens, W. & Van Goethem, P. (Eds.), Proceedings of the 5th Actuarial and Financial Mathematics Day: Contactforum [Proceedings of the 5th Actuarial and Financial Mat (pp. 33-42). Koninklijke Vlaamse Academie van Belgie voor Wetenschappen en Kunsten.
  • Mavridis, D, Moustaki, Irini, Knott, Martin (2007). Goodness-of-fit measures for latent variable models for binary data. In Lee, S. (Ed.), Handbook for Latent Variable and Related Models (pp. 135-162). Elsevier (Firm).
  • Moustaki, Irini (2007). Factor analysis and latent structure of categorical and metric data. In Cudeck, R. & MacCallum, R. C. (Eds.), Factor Analysis at 100: Historical Developments and Future Directions (pp. 293-314). Erlbaum.
  • Rabe-Hesketh, Sophia, Skrondal, Anders, Zheng, X. (2007). Multilevel structural equation modeling. In Lee, S. (Ed.), Handbook of Latent Variable and Related Models (pp. 209-227). Elsevier (Firm).
  • Sanderson, Jean, Fryzlewicz, Piotr (2007). Locally stationary wavelet coherence with application to neuroscience. In Barber, S., Baxter, P. D. & Mardia, K. V. (Eds.), Systems Biology and Statistical Bioinformatics (pp. 69-72). Leeds University Press.
    • Conference or Workshop Item
  • Sanderson, Jean, Fryzlewicz, Piotr (2007-08-22 - 2007-08-29) Locally stationary wavelet coherence with application to neuroscience [Paper]. Proceedings of the 56th session of the International Statistical Institute, Lisbon, Portugal, PRT.
  • Tong, Howell (2007-08-22 - 2007-08-29) Exploring volatility from a dynamical system perspective [Paper]. 56th session of the International Statistical Institute, Lisbon, Portugal, PRT.
    • Thesis
  • Baurdoux, Erik J. (2007). Fluctuation theory and stochastic games for spectrally negative Lévy processes [Doctoral thesis]. Utrecht University.
  • Cuellar Sanchez, Milena Clarissa (2007). Perspectives and advances in parameter estimation of nonlinear models. [Doctoral thesis]. London School of Economics and Political Science.
  • Tripodis, Georgios (2007). Heterogeneity and aggregation in seasonal time series. [Doctoral thesis]. London School of Economics and Political Science.
    • Online resource
  • Smith, Leonard A. (2007). Letters to the editor: unproven theories have value.
    • Working paper
  • Alessi, Lucia, Barigozzi, Matteo, Capasso, Marco (2007). Generalized dynamic factor model + GARCH: exploiting multivariant information for univariate prediction. (LEM working paper series 2006/13). Laboratory of Economics and Management (LEM).