Items where Division is "Statistics" and Year is

  • University Structure (97939)
  • Statistics (1552)
    Number of items: 1520.
  • Analysis of survey data. UNSPECIFIED
  • Chaos and forecasting (nonlinear time series & chaos). UNSPECIFIED
  • Dimension estimation and models. UNSPECIFIED
  • Latent variable and latent structure models. UNSPECIFIED
  • MODA6 - advances in model-oriented data analysis and experimental design. UNSPECIFIED
  • Optimum design: 2000. UNSPECIFIED
  • Some comments on nonlinear time series analysis. UNSPECIFIED
  • Statistics and finance: an interface. UNSPECIFIED
  • Understanding marketing: a European casebook. UNSPECIFIED
  • The handbook of insurance-linked securities. UNSPECIFIED
  • A simulation study of three methods for affecting disease clusters. Aamodt, Geir and Samuelsen, Sven O and Skrondal, Anders
  • Pre-hospital National Early Warning Score (NEWS) is associated with in-hospital mortality and critical care unit admission: a cohort study. Abbott, Tom E.F. and Cron, Nicholas J. and Vaid, Nidhi and Ip, Dorothy and Torrance, Hew D.T. and Emmanuel, Julian
  • Discussion paper: P-value likelihood ratios for evidence evaluation. Abdey, James
  • A trajectorial interpretation of Doob's martingale inequalities. Acciaio, B. and Beigelböck, M. and Penkner, F. and Schachermayer, W. and Temme, J.
  • Extended mean field control problems:stochastic maximum principle and transport perspective. Acciaio, Beatrice and Backhoff-Veraguas, J. and Carmona, Rene picture_as_pdf
  • A model-free version of the fundamental theorem of asset pricing and the super-replication theorem. Acciaio, Beatrice and Beiglböck, M. and Penkner, F. and Schachermayer, W.
  • Arbitrage of the first kind and filtration enlargements in semimartingale financial models. Acciaio, Beatrice and Fontana, Claudio and Kardaras, Constantinos
  • Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Acciaio, Beatrice and Föllmer, Hans and Penner, Irina
  • Short communication:inversion of convex ordering: local volatility does not maximise the price of VIX futures. Acciaio, Beatrice and Guyon, Julien picture_as_pdf
  • Semi-static completeness and robust pricing by informed investors. Acciaio, Beatrice and Larsson, Martin
  • The space of outcomes of semi-static trading strategies need not be closed. Acciaio, Beatrice and Larsson, Martin and Schachermayer, Walter
  • Characterization of max-continuous local martingales vanishing at infinity. Acciaio, Beatrice and Penner, I.
  • On the lower arbitrage bound of American contingent claims. Acciaio, Beatrice and Svindland, Gregor
  • Optimal risk sharing with different reference probabilities. Acciaio, Beatrice and Svindland, Gregor
  • Cournot-Nash equilibrium and optimal transport in a dynamic setting. Acciaio, Beatrice and Veraguas, Julio Backhoff and Jia, Junchao
  • Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization. Acciaio, B. and Backhoff-Veraguas, J. and Zalashko, A. picture_as_pdf
  • A nonparametric approach to matched pairs with missing data. Akritas, Michael G. and Kuha, Jouni and Osgood, D. Wayne
  • Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors. Alessi, Lucia and Barigozzi, Matteo and Capasso, Marco
  • Generalized dynamic factor model + GARCH: exploiting multivariant information for univariate prediction. Alessi, Lucia and Barigozzi, Matteo and Capasso, Marco
  • Improved penalization for determining the number of factors in approximate factor models. Alessi, Lucia and Barigozzi, Matteo and Capasso, Marco
  • Nonfundamentalness in structural econometric models: a review. Alessi, Lucia and Barigozzi, Matteo and Capasso, Marco
  • The common component of firm growth. Alessi, Lucia and Barigozzi, Matteo and Capasso, Marco
  • When composite likelihood meets stochastic approximation. Alfonzetti, Giuseppe and Bellio, Ruggero and Chen, Yunxiao and Moustaki, Irini picture_as_pdf
  • Pairwise stochastic approximation for confirmatory factor analysis of categorical data. Alfonzetti, Giuseppe and Bellio, Ruggero and Chen, Yunxiao and Moustaki, Irini picture_as_pdf
  • Three-way stratification sampling design when one of the stratifying variables is time. Ali Ghazali, Syed Shakir and Skinner, Chris J. and Tahir, M. H.
  • Fast and exact majority in population protocols. Alistarh, Dan and Gelashvili, Rati and Vojnovic, Milan
  • QSGD:communication-efficient SGD via gradient quantization and encoding. Alistarh, Dan and Grubic, Demjan and Li, Jerry Z. and Tomioka, Ryota and Vojnovic, Milan picture_as_pdf
  • Communication-efficient stochastic gradient descent, with applications to neural networks. Alistarh, Dan and Grubic, Demjan and Liu, Jerry and Tomioka, Ryota and Vojnovic, Milan
  • Streaming min-max hypergraph partitioning. Alistarh, Dan and Iglesias, Jennifer and Vojnovic, Milan
  • Lock-free algorithms under stochastic schedulers. Alistarh, Dan and Sauerwald, Thomas and Vojnovic, Milan
  • Temperature oscillations. Allen, Myles R. and Read, Peter L. and Smith, Leonard A.
  • Temperature time-series? Allen, Myles R. and Read, Peter L. and Smith, Leonard A.
  • Investigating the origins and significance of low-frequency modes of climate variability. Allen, Myles R. and Smith, Leonard A.
  • Optimal filtering in singular spectrum analysis. Allen, Myles R. and Smith, Leonard A.
  • Alternating search at two locations. Alpern, Steven and Howard, J. V.
  • Using ensemble weather forecasts to manage utilities risk. Altalo, Mary G. and Smith, Leonard A.
  • The top 1 percent in international and historical perspective. Alvaredo, Facundo and Atkinson, Anthony B. and Piketty, Thomas and Saez, Emmanuel
  • Stepwise searching for feature variables in high-dimensional linear regression. An, Hongzhi and Huang, Da and Yao, Qiwei and Zhang, Cun-Hui
  • Psychometric and factor analytic evaluation of the 15D health-related quality of life instrument: the case of Greece. Anagnostopoulos, Fotios and Yfantopoulos, John and Moustaki, Irini and Niakas, Dimitris
  • Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables. Anastasiou, Andreas
  • Detecting multiple generalized change-points by isolating single ones. Anastasiou, Andreas and Fryzlewicz, Piotr picture_as_pdf
  • Cross-covariance isolate detect:a new change-point method for estimating dynamic functional connectivity. Anastasiou, Andreas and Cribben, Ivor and Fryzlewicz, Piotr picture_as_pdf
  • Equilibrium in risk-sharing games. Anthropelos, Michail and Kardaras, Constantinos
  • Price impact under heterogeneous beliefs and restricted participation. Anthropelos, Michail and Kardaras, Constantinos picture_as_pdf
  • Effective risk aversion in thin risk-sharing markets. Anthropelos, Michail and Kardaras, Constantinos and Vichos, Georgios picture_as_pdf
  • Detection of gamma-ray transients with wild binary segmentation. Antier, S and Barynova, K and Fryzlewicz, Piotr and Lauchard, C and Marchal-Duval, G picture_as_pdf
  • Parametric modelling of thresholds across scales in wavelet regression. Antoniadis, Anestis and Fryzlewicz, Piotr
  • The Dantzig selector in Cox's proportional hazards model. Antoniadis, Anestis and Fryzlewicz, Piotr and Letué, Frédérique
  • A note on stochastic ordering of the latent trait using the sum of polytomous item scores. Ark, L. Andries and Bergsma, Wicher P.
  • Gamification frameworks and models for health contexts:an integrative review. Arouca, Murilo Guerreiro and Neves, Isa Beatriz Da Cruz and Barreto, Marcos Ennes and Cruz, Carlos Daniel Santana and Brito, Ricardo Lustosa picture_as_pdf
  • Elemental information matrices and optimal experimental design for generalized regression models. Atkinson, A. C. and Fedorov, Valerii V. and Herzberg, Agnes M. and Zhang, Rongmei
  • Author's reply [to the letter to the editor by Taves about 1999 paper in "statistics in medicine"]. Atkinson, Anthony
  • Bayesian and other biased-coin designs for sequential clinical trials. Atkinson, Anthony
  • Optimum biased-coin designs for sequential treatment allocation with covariate information. Atkinson, Anthony
  • Some history leading to design criteria for Bayesian prediction. Atkinson, Anthony and Fedorov, V. V
  • Putting economics to work: volume in honour of Michio Morishima. Atkinson, Anthony and Glennerster, Howard and Stern, Nicholas
  • Optimum design and sequential treatment allocation in an experiment in deep brain stimulation with sets of treatment combinations. Atkinson, Anthony and Pedrosa, David
  • Robust diagnostic regression analysis. Atkinson, Anthony and Riani, Marco
  • Public economics after the idea of justice. Atkinson, Anthony B.
  • Wealth and inheritance in Britain from 1896 to the present. Atkinson, Anthony B.
  • Bias and loss: the two sides of a biased coin. Atkinson, Anthony C.
  • Commentary on 'Designs for dose-escalation trials with quantitative responses'. Atkinson, Anthony C.
  • Econometric applications of the forward search in regression: robustness, diagnostics, and graphics. Atkinson, Anthony C.
  • Optimum experimental designs for choosing between competitive and non competitive models of enzyme inhibition. Atkinson, Anthony C.
  • Selecting a biased-coin design. Atkinson, Anthony C.
  • One hundred years of the design of experiments on and off the pages of "Biometrika". Atkinson, Anthony C. and Bailey, R. A.
  • Optimal response and covariate-adaptive biased-coin designs for clinical trials with continuous multivariate or longitudinal responses. Atkinson, Anthony C. and Biswas, Atanu
  • Optimum designs for the equality of parameters in enzyme inhibition kinetic models. Atkinson, Anthony C. and Bogacka, Barbara
  • A conversation with Professor Tadeusz Caliński. Atkinson, Anthony C. and Bogacka, Barbara
  • Finding the number of disparate clusters with background contamination. Atkinson, Anthony C. and Cerioli, Andrea and Morelli, Gianluca and Riani, Marco picture_as_pdf
  • Discussion of “asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen. Atkinson, Anthony C. and Cerioli, Andrea and Riani, Marco
  • Computing least trimmed squares regression with the forward search. Atkinson, Anthony C. and Cheng, T.-C.
  • On robust linear regression with incomplete data. Atkinson, Anthony C. and Cheng, Tsung-Chi
  • Robust Bayesian regression with the forward search: theory and data analysis. Atkinson, Anthony C. and Corbellini, Aldo and Riani, Marco
  • Randomizing a clinical trial in neuro-degenerative disease. Atkinson, Anthony C. and Duarte, Belmiro P.M. and Pedrosa, David and van Munster, Marlena picture_as_pdf
  • Regression diagnostics for binomial data from the forward search. Atkinson, Anthony C. and Riani, Marco
  • Cluster detection and clustering with random start forward searches. Atkinson, Anthony C. and Riani, Marco and Cerioli, Andrea
  • Reply to discussion of “the forward search: theory and data analysis”. Atkinson, Anthony C. and Riani, Marco and Cerioli, Andrea
  • The forward search: theory and data analysis. Atkinson, Anthony C. and Riani, Marco and Cerioli, Andrea
  • The box-cox transformation:review and extensions. Atkinson, Anthony C. and Riani, Marco and Corbellini, Aldo picture_as_pdf
  • Optimum experimental designs for multinomial logistic models. Atkinson, Anthony C. and Zocchi, S. S.
  • Exclusion, employment and opportunity. Atkinson, Tony and Hills, John
  • The analysis of transformations for profit-and-loss data. Atkinson, Anthony C. and Riani, Marco and Corbellini, Aldo picture_as_pdf
  • Handling hard affine SDP shape constraints in RKHSs. Aubin-Frankowski, Pierre-Cyril and Szabo, Zoltan picture_as_pdf
  • Development of an objective, standardized tool for surgical assessment of deceased donor kidneys:the Cambridge Kidney Assessment Tool. Ayorinde, John O.O. and Hamed, Mazin and Goh, Mingzheng Aaron and Summers, Dominic M. and Dare, Anna and Chen, Yining and Saeb-Parsy, Kourosh picture_as_pdf
  • Skeletal representations of shape in human vision:evidence for a pruned medial axis model. Ayzenberg, Vladislav and Chen, Yunxiao and Yousif, Sami R. and Lourenco, Stella F. picture_as_pdf
  • Linear regression with unmatched data:a deconvolution perspective. Azadkia, Mona and Balabdaoui, Fadoua picture_as_pdf
  • No-arbitrage commodity option pricing with market manipulation. Aïd, René and Callegaro, Giorgia and Campi, Luciano picture_as_pdf
  • A structural risk-neutral model for pricing and hedging electricity derivatives. Aïd, René and Campi, Luciano and Langrené, Nicolas
  • A probabilistic numerical method for optimal multiple switching problems in high dimension. Aïd, René and Campi, Luciano and Langrené, Nicolas and Pham, Huyên
  • Nonzero-sum stochastic differential games with impulse controls:a verification theorem with applications. Aïd, René and Basei, Matteo and Callegaro, Giorgia and Campi, Luciano and Vargiolu, Tiziano picture_as_pdf
  • Strong price of anarchy, utility games and coalitional dynamics. Bachrach, Y. and Syrgkanis, V. and Tardos, E. and Vojnovic, Milan
  • How street greenery facilitates active travel for university students. Bai, Yihang and Cao, Mengqiu and Wang, Ruoyu and Liu, Yuqi and Wang, Seunghyeon picture_as_pdf
  • Two-stage multilevel latent class analysis with covariates in the presence of direct effects. Bakk, Zsuzsa and Di Mari, Roberto and Oser, Jennifer and Kuha, Jouni picture_as_pdf
  • Relating latent class membership to external variables:an overview. Bakk, Zsuzsa and Kuha, Jouni picture_as_pdf
  • Two-step estimation of models between latent classes and external variables. Bakk, Zsuzsa and Kuha, Jouni
  • Multiscale autoregression on adaptively detected timescales. Baranowski, Rafal and Chen, Yining and Fryzlewicz, Piotr picture_as_pdf
  • Narrowest-over-threshold detection of multiple change points and change-point-like features. Baranowski, Rafal and Chen, Yining and Fryzlewicz, Piotr picture_as_pdf
  • Ranking-based variable selection for high-dimensional data. Baranowski, Rafal and Chen, Yining and Fryzlewicz, Piotr
  • CIDACS-RL:a novel indexing search and scoring-based record linkage system for huge datasets with high accuracy and scalability. Barbosa, George C.G. and Ali, M. Sanni and Araujo, Bruno and Reis, Sandra and Sena, Samila and Ichihara, Maria Y.T. and Pescarini, Julia and Fiaccone, Rosemeire L. and Amorim, Leila D. and Pita, Robespierre and Barreto, Marcos E. and Smeeth, Liam and Barreto, Mauricio L. picture_as_pdf
  • Effects of weather and hunting on wild reindeer population dynamics in Hardangervidda National Park. Bargmann, Tessa and Wheatcroft, Edward and Imperio, Simona and Vetaas, Ole R. picture_as_pdf
  • The distribution of consumption-expenditure budget shares: evidence from Italian households. Barigozzi, Matteo and Alessi, Lucia and Capasso, Marco and Fagiolo, Giorgio
  • On the consequences of power-law behavior in partial correlation network models. Barigozzi, Matteo and Brownlees, Christian and Lugosi, Gabor
  • Nets: network estimation for time series. Barigozzi, Matteo and Brownlees, Christian T. picture_as_pdf
  • Disentangling systematic and idiosyncratic risk for large panels of assets. Barigozzi, Matteo and Brownlees, Christian T. and Gallo, Giampiero M. and Veredas, David
  • Simultaneous multiple change-point and factor analysis for high-dimensional time series. Barigozzi, Matteo and Cho, Haeran and Fryzlewicz, Piotr
  • Understanding Euro area money demand. Barigozzi, Matteo and Conti, Antonio
  • Do Euro area countries respond asymmetrically to the common monetary policy? Barigozzi, Matteo and Conti, Antonio and Luciani, Matteo
  • On the sources of Euro area money demand stability: a time-varying cointegration analysis. Barigozzi, Matteo and Conti, Antonio M.
  • Do Euro area countries respond asymmetrically to the common monetary policy? Barigozzi, Matteo and Conti, Antonio M. and Luciani, Matteo
  • Multinetwork of international trade: a commodity-specific analysis. Barigozzi, Matteo and Fagiolo, Giorgio and Garlaschelli, Diego
  • Identifying the community structure of the international-trade multi network. Barigozzi, Matteo and Fagiolo, Giorgio and Mangioni, Giuseppe
  • Identifying the community structure of the international-trade multi-network. Barigozzi, Matteo and Fagiolo, Giorgio and Mangioni, Giuseppe
  • Disentangling systematic and idiosyncratic dynamics in panels of volatility measures. Barigozzi, Matteo and Gallo, Giampiero M. and Brownlees, Christian T. and Veredas, David
  • Which model to match? Barigozzi, Matteo and Halbleib-Chiriac, Roxana and Veredas, David
  • A network analysis of the volatility of high-dimensionalfinancial series. Barigozzi, Matteo and Hallin, Marc
  • Identification of global and local shocks in international financial markets via general dynamic factor models. Barigozzi, Matteo and Hallin, Marc and Soccorsi, Stefano
  • Generalized dynamic factor models and volatilities: recovering the market volatility shocks. Barigozzi, Matteo and Hallin, Mark
  • Identifying the independent sources of consumption variation. Barigozzi, Matteo and Moneta, Alessio
  • The rank of a system of Engel curves: how many common factors? Barigozzi, Matteo and Moneta, Alessio
  • Immigrants' legal status, permanence in the destination country and the distribution of consumption expenditure. Barigozzi, Matteo and Speciale, Biagio
  • On the stability of euro area money demand and its implications for monetary policy. Barigozzi, Matteo
  • Generalized dynamic factor models and volatilities estimation and forecasting. Barigozzi, Matteo and Hallin, Marc
  • On-line student feedback: a pilot study. Barnett, Liz and Galbraith, Jane and Gee, Paul and Jennings, Fran and Riley, Ron
  • A fundamental problem at the heart of data science teaching. Barreto, Marcos picture_as_pdf
  • Cohort profile:the 100 million Brazilian cohort. Barreto, Mauricio L. and Ichihara, Maria Yury and Pescarini, Julia M. and Ali, M. Sanni and Borges, Gabriela L. and Fiaccone, Rosemeire L. and Ribeiro-Silva, Rita de Cássia and Teles, Carlos A. and Almeida, Daniela and Sena, Samila and Carreiro, Roberto P. and Cabral, Liliana and Almeida, Bethania A. and Barbosa, George C.G. and Pita, Robespierre and Barreto, Marcos E. and Mendes, Andre A.F. and Ramos, Dandara O. and Brickley, Elizabeth B. and Bispo, Nivea and Machado, Daiane B. and Paixao, Enny S. and Rodrigues, Laura C. and Smeeth, Liam picture_as_pdf
  • Dynamic financial risk management. Barrieu, P. and El Karoui, N.
  • Micro-assurance et derives climatiques. Barrieu, Pauline
  • Impact of a market crisis on real options. Barrieu, Pauline and Bellamy, N.
  • Optimal hitting time and perpetual option in a non-Lévy model: application to real options. Barrieu, Pauline and Bellamy, N.
  • Assessing the costs of protection in a context of switching stochastic regimes. Barrieu, Pauline and Bellamy, Nadine and Sahut, Jean-Michel
  • Assessing contaminated land cleanup costs and strategies. Barrieu, Pauline and Bellamy, Nadine and Sinclair-Desgagné, Bernard
  • Understanding, modelling and managing longevity risk: key issues and main challenges. Barrieu, Pauline and Bensusan, Harry and El Karoui, Nicole and Hillairet, Caroline and Loisel, Stephane and Ravanelli, Claudia and Salhi, Yahia
  • Closedness results for BMO semi-martingales and application to quadratic BSDE's. Barrieu, Pauline and Cazanave, Nicolas and El Karoui, Nicole
  • Optimal timing to adopt an environmental policy in a strategic framework. Barrieu, Pauline and Chesney, Marc
  • Economic policy when models disagree. Barrieu, Pauline and Desgagne, Bernard Sinclair
  • Weather hedging at the hot air gas company. Barrieu, Pauline and Dischel, Robert S.
  • Dynamic financial risk management. Barrieu, Pauline and El Karoui, Nicole
  • Inf-convolution of risk measures and optimal risk transfer. Barrieu, Pauline and El Karoui, Nicole
  • Monotone stability of quadratic semimartingales with applications to general quadratic BSDEs. Barrieu, Pauline and El Karoui, Nicole
  • Optimal derivatives design under dynamic risk measures. Barrieu, Pauline and El Karoui, Nicole
  • Optimal design of derivatives in illiquid markets. Barrieu, Pauline and El Karoui, Nicole
  • Optimal design of weather derivatives. Barrieu, Pauline and El Karoui, Nicole
  • Optimal risk transfer. Barrieu, Pauline and El Karoui, Nicole
  • Pricing, hedging and optimally designing derivatives via minimization of risk measures. Barrieu, Pauline and El Karoui, Nicole
  • Reinsuring climatic risk using optimally designed weather bonds. Barrieu, Pauline and El Karoui, Nicole
  • Structuration optimale de produits dérivés et diversification en présence de sources de risque non-négociables. Barrieu, Pauline and El Karoui, Nicole
  • Integrated EUA and CER price modeling and application for spread option pricing. Barrieu, Pauline and Fehr, Max
  • Market-consistent modeling for cap-and-trade schemes and application to option pricing. Barrieu, Pauline and Fehr, Max
  • Insuring large-scale floods in the Netherlands. Barrieu, Pauline and Jongejan, Ruben
  • Hybrid cat bonds. Barrieu, Pauline and Louberge, Henri
  • Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints. Barrieu, Pauline and Louberge, Henri
  • A study of the Hartmann-Watson distribution motivated by numerical problems related to the pricing of Asian options. Barrieu, Pauline and Rouault, A. and Yor, M.
  • A primer on weather derivatives. Barrieu, Pauline and Scaillet, Olivier
  • Assessing financial model risk. Barrieu, Pauline and Scandolo, Giacomo
  • General pareto optimal allocations and applications to multi-period risks. Barrieu, Pauline and Scandolo, Giacomo
  • Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process. Barrieu, Pauline and Schoutens, Wim
  • On precautionary policies. Barrieu, Pauline and Sinclair-Desgagne, Bernard
  • Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models. Barrieu, Pauline and Veraart, Luitgard A. M.
  • Catastrophe bonds. Barrieu, Pauline and Braun, Alexander and Makariou, Despoina picture_as_pdf
  • God and risk. Bartholomew, David J.
  • God or chance. Bartholomew, David J.
  • Measuring intelligence: facts and fallacies. Bartholomew, David J.
  • Measuring mental capacity: Thomson's bonds model and Spearman's g-model compared. Bartholomew, David J. and Allerhand, Michael and Deary, Ian J.
  • Latent variable models and factor analysis: a unified approach. Bartholomew, David J. and Knott, Martin and Moustaki, Irini
  • Analysis of multivariate social science data. Bartholomew, David J. and Steele, Fiona and Galbraith, J and Moustaki, Irini
  • A Cox process with log-normal intensity. Basu, Sankarshan and Dassios, Angelos
  • A global selection procedure for polynomial interpolators. Bates, Ron A. and Giglio, Beatrice and Wynn, Henry P.
  • Identifying the finite dimensionality of curve time series. Bathia, Neil and Yao, Qiwei and Ziegelmann, Flavio
  • Examples of optimal stopping via measure transformation for processes with one-sided jumps. Baurdoux, Erik J.
  • Fluctuation theory and stochastic games for spectrally negative Lévy processes. Baurdoux, Erik J.
  • Last exit before an exponential time for spectrally negative Lévy processes. Baurdoux, Erik J.
  • Some excursion calculations for reflected Lévy processes. Baurdoux, Erik J.
  • Optimal double stopping of a Brownian bridge. Baurdoux, Erik J. and Chen, Nan and Surya, Budhi and Yamazak, Kazutoshi
  • Further calculations for Israeli options. Baurdoux, Erik J. and Kyprianou, Andreas E.
  • The McKean stochastic game driven by a spectrally negative Lévy process. Baurdoux, Erik J. and Kyprianou, Andreas E.
  • The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Baurdoux, Erik J. and Kyprianou, Andreas E.
  • The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Baurdoux, Erik J. and Kyprianou, Andreas E.
  • The Gapeev-Kuhn stochastic game driven by a spectrally positive Levy process. Baurdoux, Erik J. and Kyprianou, Andreas E. and Pardo, J.C.
  • On future drawdowns of Lévy processes. Baurdoux, Erik J. and Palmowski, Z and Pistorius, Martijn R
  • Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes. Baurdoux, Erik J. and Pardo, Juan Carlos and Perez, Jose Luis and Renaud, Jean-Francois
  • Lp optimal prediction of the last zero of a spectrally negative Lévy process. Baurdoux, Erik J. and Pedraza, José M. picture_as_pdf
  • On the last zero process with an application in corporate bankruptcy. Baurdoux, Erik J. and Pedraza, José M. picture_as_pdf
  • Predicting the time at which a Lévy process attains its ultimate supremum. Baurdoux, Erik J. and Schaik, Kees
  • Further calculations for the McKean stochastic game for a spectrally negative levy process: from a point to an interval. Baurdoux, Erik J. and Van Schaik, K.
  • Optimality of doubly reflected Lévy processes in singular control. Baurdoux, Erik J. and Yamazaki, Kazutoshi
  • Predicting the last zero before an exponential time of a spectrally negative Lévy process. Baurdoux, Erik J. and Pedraza, José M. picture_as_pdf
  • Strict local martingale deflators and valuing American call-type options. Bayraktar, Erhan and Kardaras, Constantinos and Xing, Hao
  • Valuation equations for stochastic volatility models. Bayraktar, Erhan and Kardaras, Constantinos and Xing, Hao
  • Analysis of the optimal exercise boundary of American options for jump diffusions. Bayraktar, Erhan and Xing, Hao
  • On the uniqueness of classical solutions of Cauchy problems. Bayraktar, Erhan and Xing, Hao
  • Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. Bayraktar, Erhan and Xing, Hao
  • Pricing Asian options for jump diffusion. Bayraktar, Erhan and Xing, Hao
  • Regularity of the optimal stopping problem for jump diffusions. Bayraktar, Erhan and Xing, Hao
  • Multivariate utility maximization with proportional transaction costs and random endowment. Benedetti, Giuseppe and Campi, Luciano
  • Utility indifference valuation for non-smooth payoffs with an application to power derivatives. Benedetti, Giuseppe and Campi, Luciano
  • On the existence of shadow prices. Benedetti, Giuseppe and Campi, Luciano and Kallsen, Jan and Muhle-Karbe, Johannes
  • ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps. Bennazoli, Chiara and Campi, Luciano and Di Persio, Luca picture_as_pdf
  • Imputation under informative sampling. Berg, Emily and Kim, J. K. and Skinner, Chris
  • Uncertainty quantification. Berger, J. and Smith, Leonard A.
  • Variance estimation for a low income proportion. Berger, Yves G. and Skinner, Chris J.
  • A jackknife variance estimator for unequal probability sampling. Berger, Yves G. and Skinner, Chris J.
  • Linear Categorical Marginal Modeling of solicited symptoms in vaccine clinical trials. Bergsma, W. P. and Aris, E. M. D. and Tibaldi, F. S.
  • A bias-correction for Cramér’s and Tschuprow’s. Bergsma, Wicher
  • Analyzing categorical data by marginal models. Bergsma, Wicher and Croon, Marcel
  • The empty set and zero likelihood problems in maximum empirical likelihood estimation. Bergsma, Wicher and Croon, Marcel and van der Ark, L. Andries
  • A consistent test of independence based on a sign covariance related to Kendall's tau. Bergsma, Wicher and Dassios, Angelos
  • Editorial for special issue on categorical data analysis. Bergsma, Wicher and Lupparelli, Monia
  • Variation independent parameterizations of multivariate categorical distributions. Bergsma, Wicher and Rudas, Tamas
  • Categorical marginal models: quite extensive package for the estimation of marginal models for categorical data. Bergsma, Wicher and van der Ark, Andries
  • Marginal models for dependent, clustered, and longitudinal categorical data. Bergsma, Wicher P and Croon, Marcel and Hagenaars, Jacques A.
  • An exact penalty method for smooth equality constrained optimization with application to maximum likelihood estimation. Bergsma, Wicher P and Rapcsak, Tamás
  • Marginal models for categorical data. Bergsma, Wicher P.
  • Advancements in marginal modeling for categorical data. Bergsma, Wicher P. and Croon, M. A. and Hagenaars, J. A.
  • Marginal models for categorical data. Bergsma, Wicher P. and Rudas, Tamas
  • Regression with I-priors. Bergsma, Wicher picture_as_pdf
  • Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion. Beskos, A. and Dureau, J. and Kalogeropoulos, K.
  • Advanced MCMC methods for sampling on diffusion pathspace. Beskos, Alexandros and Kalogeropoulos, Konstantinos and Pazos, Erik
  • On virtual observatories and modelled realities (or why discharge must be treated as a virtual variable). Beven, Keith and Buytaert, Wouter and Smith, Leonard A.
  • Robust fundamental theorem for continuous processes. Biagini, Sara and Bouchard, Bruno and Kardaras, Constantinos and Nutz, Marcel picture_as_pdf
  • Off-policy evaluation in doubly inhomogeneous environments. Bian, Zeyu and Shi, Chengchun and Qi, Zhengling and Wang, Lan picture_as_pdf
  • Random rotation ensembles. Blaser, Rico and Fryzlewicz, Piotr
  • Regularizing axis-aligned ensembles via data rotations that favor simpler learners. Blaser, Rico and Fryzlewicz, Piotr picture_as_pdf
  • Item response theory in a general framework. Bock, R. Darrell and Moustaki, Irini
  • Optimum design of experiments for enzyme inhibition kinetic models. Bogacka, Barbara and Patan, Maciej and Johnson, Patrick, J and Youdim, K and Atkinson, Anthony C.
  • Affine Volterra processes with jumps. Bondi, Alessandro and Livieri, Giulia and Pulido, Sergio picture_as_pdf
  • Kernelized cumulants:beyond kernel mean embeddings. Bonnier, Patric and Oberhauser, Harald and Szabo, Zoltan picture_as_pdf
  • Combining machine learning and dynamic system techniques to early detection of respiratory outbreaks in routinely collected primary healthcare records. Borges, Dérick G. F. and Coutinho, Eluã R. and Cerqueira-Silva, Thiago and Grave, Malú and Vasconcelos, Adriano O. and Landau, Luiz and Coutinho, Alvaro L. G. A. and Ramos, Pablo Ivan P. and Barral-Netto, Manoel and Pinho, Suani T. R. and Barreto, Marcos E. and Andrade, Roberto F. S. picture_as_pdf
  • Uncertainty in firm valuation and a cross-sectional misvaluation measure. Bottazzi, Giulio and Cordoni, Francesco and Livieri, Giulia and Marmi, Stefano picture_as_pdf
  • Balanced graph edge partition. Bourse, Florian and Lelarge, Marc and Vojnovic, Milan
  • Data challenges for international health emergencies:lessons learned from ten international COVID-19 driver projects. Boylan, Sally and Arsenault, Catherine and Barreto, Marcos and Bozza, Fernando A and Fonseca, Adalton and Forde, Eoghan and Hookham, Lauren and Humphreys, Georgina S and Ichihara, Maria Yury and Le doare, Kirsty and Liu, Xiao Fan and McNamara, Edel and Mugunga, Jean Claude and Oliveira, Juliane F and Ouma, Joseph and Postlethwaite, Neil and Retford, Matthew and Reyes, Luis Felipe and Morris, Andrew D and Wozencraft, Anne picture_as_pdf
  • Help will be welcomed from every quarter: the work of William Boyd and the Educational Institute of Scotland's Research Committee in the 1920s. Brett, Caroline Elizabeth and Lawn, Martin and Bartholomew, David J. and Dreary, Ian John
  • Tackling nonlinear price impact with linear strategies. Brokmann, Xavier and Itkin, David and Muhle-Karbe, Johannes and Schmidt, Peter picture_as_pdf
  • The use of simple reparameterizations to improve the efficiency of Markov chain Monte Carlo estimation for multilevel models with applications to discrete time survival models. Browne, William J. and Steele, Fiona and Golalizadeh, Mousa and Green, Martin J.
  • From ensemble forecasts to predictive distribution functions. Bröcker, Jochen and Smith, Leonard A.
  • Increasing the reliability of reliability diagrams. Bröcker, Jochen and Smith, Leonard A.
  • Scoring probabilistic forecasts: the importance of being proper. Bröcker, Jochen and Smith, Leonard A.
  • Sociodemographic inequities in nurturing care for early childhood development across Brazilian municipalities. Buccini, Gabriela and Coelho Kubo, Stefanie Eugênia Dos Anjos and Pedroso, Jéssica and Bertoldo, Juracy and Sironi, Alberto and Barreto, Marcos Ennes and Pérez‐escamilla, Rafael and Venancio, Sonia Isoyama and Gubert, Muriel Bauermann picture_as_pdf
  • Nurturing care indicators for the Brazilian Early Childhood Friendly Municipal Index (IMAPI). Buccini, Gabriela and Pedroso, Jéssica and Coelho, Stefanie and Ferreira De Castro, Gabriel and Bertoldo, Juracy and Sironi, Alberto and Gondim, Joao and Venancio, Sonia Isoyama and Pérez‐escamilla, Rafael and Barreto, Marcos Ennes and Gubert, Muriel Bauermann picture_as_pdf
  • Prioritizing nurturing care at the municipal and district level with the Brazilian Early Childhood Friendly Municipal Index (IMAPI). Buccini, Gabriela and Pimentel, Juliana L. and Pedroso, Jéssica and Coelho Kubo, Stefanie Eugênia Dos Anjos and Bertoldo, Juracy and Sironi, Alberto and Barreto, Marcos E. and Pérez‐escamilla, Rafael and Gubert, Muriel B. picture_as_pdf
  • The pattern of social fluidity within the British class structure: a topological model. Bukodi, Erzsébet and Goldthorpe, John H. and Kuha, Jouni
  • The mobility problem in Britain: new findings from the analysis of birth cohort data. Bukodi, Erzsébet and Goldthorpe, John H. and Waller, Lorraine and Kuha, Jouni
  • Welfare within families beyond households:intergenerational exchanges of practical and financial support in the UK. Burchardt, Tania and Steele, Fiona and Grundy, Emily and Karagiannaki, Eleni and Kuha, Jouni and Moustaki, Irini and Skinner, Chris and Zhang, Nina and Zhang, Siliang picture_as_pdf
  • Internalisation by electronic FX spot dealers. Butz, M. and Oomen, R. picture_as_pdf
  • Disaggregated interventions to reduce inequality. Bynum, Lucius and Loftus, Joshua and Stoyanovich, Julia picture_as_pdf
  • Counterfactuals for the future. Bynum, Lucius E.J. and Loftus, Joshua R. and Stoyanovich, Julia
  • A new paradigm for counterfactual reasoning in fairness and recourse. Bynum, Lucius E.J. and Loftus, Joshua R. and Stoyanovich, Julia picture_as_pdf
  • Latent variable models for multivariate longitudinal ordinal responses. Cagnone, Silvia and Moustaki, Irini and Vasdekis, Vassilis
  • Estimation of high-dimensional change-points under a group sparsity structure. Cai, Hanqing and Wang, Tengyao picture_as_pdf
  • Deep jump learning for off-policy evaluation in continuous treatment settings. Cai, Hengrui and Shi, Chengchun and Song, Rui and Lu, Wenbin picture_as_pdf
  • Jump interval-learning for individualized decision making with continuous treatments. Cai, Hengrui and Shi, Chengchun and Song, Rui and Lu, Wenbin picture_as_pdf
  • Functional-coefficient regression models for nonlinear time series. Cai, Zongwu and Fan, Jianqing and Yao, Qiwei
  • Smoothing for discrete-valued time series. Cai, Zongwu and Yao, Qiwei and Zhang, Wenyang
  • Lattice conditional independence models and Hibi ideals. Caines, Peter and Mohammadi, Fatemeh and Sáenz-de-Cabezón, Eduardo and Wynn, Henry picture_as_pdf
  • Birthweight, gestational age and familial confounding in sex differences in infant mortality:a matched co-twin control study of Brazilian male-female twin pairs identified by population data linkage. Calais-Ferreira, Lucas and Barreto, Marcos and Mendonça, Everton and Dite, Gillian S and Hickey, Martha and Ferreira, Paulo H and Scurrah, Katrina J and L Hopper, John picture_as_pdf
  • Utility indifference pricing and hedging for structured contracts in energy markets. Callegaro, Giorgia and Campi, Luciano and Giusto, Valeria and Vargiolu, Tiziano
  • An Extensive Comparison of Some Well-Established Value at Risk Methods. Calmon, Wilson and Ferioli, Eduardo and Lettieri, Davi and Soares, Johann and Pizzinga, Adrian
  • Optimal disclosure risk assessment. Camerlenghi, Federico and Favaro, Stefano and Naulet, Zacharie and Panero, Francesca picture_as_pdf
  • Dynamic Markov bridges motivated by models of insider trading. Campi, Luciano and Cetin, Umut and Danilova, Albina
  • Equilibrium model with default and dynamic insider information. Campi, Luciano and Cetin, Umut and Danilova, Albina
  • Explicit construction of a dynamic Bessel bridge of dimension 3. Campi, Luciano and Cetin, Umut and Danilova, Albina
  • Nonzero-sum stochastic differential games between an impulse controller and a stopper. Campi, Luciano and De Santis, Davide picture_as_pdf
  • N-Player games and mean-field games with smooth dependence on past absorptions. Campi, Luciano and Ghio, Maddalena and Livieri, Giulia
  • Change of numeraire in the two-marginals martingale transport problem. Campi, Luciano and Laachir, Ismail and Martini, Claude
  • On the support of extremal martingale measures with given marginals:the countable case. Campi, Luciano and Martini, Claude picture_as_pdf
  • Multivariate utility maximization with proportional transaction costs. Campi, Luciano and Owen, Mark P.
  • Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling. Campi, Luciano and Çetin, Umut
  • N-player games and mean-field games with absorption. Campi, Luciano and Fischer, Markus
  • Optimal market making under partial information with general intensities. Campi, Luciano and Zabaljauregui, Diego picture_as_pdf
  • Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions. Campi, Mercedes and Dueñas, Marco and Barigozzi, Matteo and Fagiolo, Giorgio
  • On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: the case of unknown parameters. Capasso, Marco and Alessi, Lucia and Barigozzi, Matteo and Fagiolo, Giorgio
  • Generalized latent variable models for location, scale, and shape parameters. Cardenas Hurtado, Camilo and Moustaki, Irini and Chen, Yunxiao and Marra, Giampiero picture_as_pdf
  • On sparsity, power-law, and clustering properties of graphex processes. Caron, François and Panero, Francesca and Rousseau, Judith picture_as_pdf
  • With or without you? Why the European Union’s climate targets will be harder to meet post-Brexit. Carvalho, Maria and Fankhauser, Samuel
  • Tensor time series imputation through tensor factor modelling. Cen, Zetai and Lam, Clifford picture_as_pdf
  • Controlling the size of multivariate outlier tests with the MCD estimator of scatter. Cerioli, Andrea and Riani, Marco and Atkinson, Anthony C.
  • Rejoinder to the discussion of “The power of monitoring how to make the most of a contaminated multivariate sample”. Cerioli, Andrea and Riani, Marco and Atkinson, Anthony C. and Corbellini, Aldo
  • The power of monitoring: how to make the most of a contaminated multivariate sample. Cerioli, Andrea and Riani, Marco and Atkinson, Anthony C. and Corbellini, Aldo
  • Diffusion transformations, Black-Scholes equation and optimal stopping. Cetin, Umut picture_as_pdf
  • Minimal subharmonic functions and related integral representations. Cetin, Umut picture_as_pdf
  • On absolutely continuous compensators and nonlinear filtering in default risk models. Cetin, Umut
  • Path transformations for local times of one-dimensional diffusions. Cetin, Umut
  • Stochastic integration. Cetin, Umut
  • On pricing rules and optimal strategies in general Kyle-Back models. Cetin, Umut and Danilova, Albina picture_as_pdf
  • Speeding up the Euler scheme for killed diffusions. Cetin, Umut and Hok, Julien picture_as_pdf
  • Pricing options in an extended black-scholes economy with illiquidity: theory and empirical evidence. Cetin, Umut and Jarrow, P. and Protter, M. and Warachka, M.
  • Liquidity risk and arbitrage pricing theory. Cetin, Umut and Jarrow, R. and Protter, P.
  • Modeling credit risk with partial information. Cetin, Umut and Jarrow, R. and Protter, P. and Yildirim, Y.
  • Liquidity risk and arbitrage pricing theory. Cetin, Umut and Jarrow, Robert A. and Protter, Philip
  • Is Kyle’s equilibrium model stable? Cetin, Umut and Larsen, Kasper picture_as_pdf
  • Modeling liquidity effects in discrete time. Cetin, Umut and Rogers, L.C.G.
  • A simple model for market booms and crashes. Cetin, Umut and Sheynzon, Ilya
  • Hedging under incomplete information: applications to emmissions markets. Cetin, Umut and Verschuere, Michel
  • Pricing and hedging in carbon emissions markets. Cetin, Umut and Verschuere, Michel
  • Point process bridges and weak convergence of insider trading models. Cetin, Umut and Xing, Hao
  • Linear inverse problems for Markov processes and their regularisation. Cetin, Umut picture_as_pdf
  • Keep it tighter -- A story on analytical mean embeddings. Chamakh, Linda and Szabo, Zoltan picture_as_pdf
  • Likelihood plots, influential data and reparametrization in nonlinear time series modelling. Chan, K S and Moeanaddin, R and Tong, Howell
  • Strong consistency of the least squares estimator for a non-stationary threshold autoregressive model. Chan, K S and Pham, D T and Tong, Howell
  • Dynamic model. Chan, K S and Tong, Howell
  • On likelihood ratio tests for threshold autoregression. Chan, K S and Tong, Howell
  • On tests for non-linearity in time series analysis. Chan, K S and Tong, Howell
  • A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Chan, K S and Tong, Howell
  • A note on noisy chaos. Chan, K S and Tong, Howell
  • A note on time-reversibility of multivariate linear processes. Chan, K.S and Ho, L-H and Tong, Howell
  • A multiple threshold AR(1)model. Chan, K.S and Petruccelli, J.D and Woolford, S.W and Tong, Howell
  • On estimating thresholds in autoregressive models. Chan, K.S and Tong, Howell
  • On the use of the deterministic Lyapunov function for the erogdicity of stochastic difference equations. Chan, K.S and Tong, Howell
  • A note on certain integral equations associated with non-linear time series analysis. Chan, K.S and Tong, Howell
  • A note on sub-system and system stability. Chan, K.S and Tong, Howell
  • A survey of the statistical analysis of univariate threshold autoregressive models. Chan, K.S and Tong, Howell
  • Strong consistency of least-squares estimator for a non-ergodic threshold autoregressive model. Chan, K.S and Tong, Howell and Pham, D.T
  • Testing for common structures in a panel of threshold models. Chan, K.S and Tong, Howell and Stenseth, Nils C
  • A note on the invertibility of nonlinear ARMA models. Chan, Kung-Sik and Tong, Howell
  • On a simple graphical approach to modelling economic fluctuations with an application to United Kingdom price inflation, 1265-2005. Chan, W. and Ng, M. W. and Tong, Howell
  • Some nonlinear threshold autoregressive time series models for actuarial use. Chan, Wai-Sum and Wong, Albert C S and Tong, Howell
  • Subject standardization, acclimatization, and sample processing affect gut hormone levels and appetite in humans. Chandarana, Keval and Drew, Megan E. and Emmanuel, Julian and Karra, Efthimia and Gelegen, Cigdem and Chan, Philip and Cron, Nicholas J. and Batterham, Rachel L.
  • An autocovariance-based learning framework for high-dimensional functional time series. Chang, Jinyuan and Chen, Cheng and Qiao, Xinghao and Yao, Qiwei picture_as_pdf
  • Testing for unit roots based on sample autocovariances. Chang, Jinyuan and Cheng, Guanghui and Yao, Qiwei picture_as_pdf
  • On the Modeling and Prediction of High-Dimensional Functional Time Series. Chang, Jinyuan and Fang, Qin and Qiao, Xinghao and Yao, Qiwei picture_as_pdf
  • High dimensional stochastic regression with latent factors, endogeneity and nonlinearity. Chang, Jinyuan and Guo, Bin and Yao, Qiwei
  • Principal component analysis for second-order stationary vector time series. Chang, Jinyuan and Guo, Bin and Yao, Qiwei
  • Confidence regions for entries of a large precision matrix. Chang, Jinyuan and Qiu, Yumou and Yao, Qiwei and Zou, Tao
  • Testing for high-dimensional white noise using maximum cross-correlations. Chang, Jinyuan and Yao, Qiwei and Zhou, Wen
  • Edge differentially private estimation in the β-model via jittering and method of moments. Chang, Jinyuan and Hu, Qiao and Kolaczyk, Eric D. and Yao, Qiwei and Yi, Fengting picture_as_pdf
  • Estimation of subgraph densities in noisy networks. Chang, Jinyuan and Kolaczyk, Eric D. and Yao, Qiwei picture_as_pdf
  • Modelling matrix time series via a tensor CP-decomposition. Chang, Jinyuan and Zhang, Henry and Yang, Lin and Yao, Qiwei picture_as_pdf
  • Fractional power series and the method of dominant balances. Chapman, C. J. and Wynn, H. P. picture_as_pdf
  • A modeling framework for the analysis of the SARS-CoV2 transmission dynamics. Chatzilena, Anastasia and Demiris, Nikolas and Kalogeropoulos, Konstantinos picture_as_pdf
  • Stochastic boundary crossing probabilities for the Brownian motion. Che, Xiaonan and Dassios, Angelos
  • Functional linear regression:dependence and error contamination. Chen, Cheng and Guo, Shaojun and Qiao, Xinghao picture_as_pdf
  • Dynamic factor analysis of high-dimensional recurrent events. Chen, Fangyi and Chen, Yunxiao and Ying, Zhiliang and Zhou, Kangjie picture_as_pdf
  • Rank and factor loadings estimation in time series tensor factor model by pre-averaging. Chen, Weilin and Lam, Clifford picture_as_pdf
  • Asymptotically optimal sequential design for rank aggregation. Chen, Xi and Chen, Yunxiao and Li, Xiaoou picture_as_pdf
  • Jump or kink:note on super-efficiency in segmented linear regression break-point estimation. Chen, Yining picture_as_pdf
  • Semiparametric time series models with log-concave innovations: maximum likelihood estimation and its consistency. Chen, Yining
  • Generalized additive and index models with shape constraints. Chen, Yining and Samworth, Richard J.
  • On convex least squares estimation when the truth is linear. Chen, Yining and Wellner, Jon A.
  • Yudong Chen and Yining Chen's contribution to the discussion of ‘the discussion meeting on probabilistic and statistical aspects of machine learning’. Chen, Yudong and Chen, Yining picture_as_pdf
  • High-dimensional, multiscale online changepoint detection. Chen, Yudong and Wang, Tengyao and Samworth, Richard J. picture_as_pdf
  • Inference in high-dimensional online changepoint detection. Chen, Yudong and Wang, Tengyao and Samworth, Richard J. picture_as_pdf
  • Item pool quality control in educational testing:change point model, compound risk, and sequential detection. Chen, Yunxiao and Lee, Yi-Hsuan and Li, Xiaoou picture_as_pdf
  • DIF statistical inference without knowing anchoring items. Chen, Yunxiao and Li, Chengcheng and Ouyang, Jing and Xu, Gongjun picture_as_pdf
  • Statistical inference for noisy incomplete binary matrix. Chen, Yunxiao and Li, Chengcheng and Ouyang, Jing and Xu, Gongjun picture_as_pdf
  • Compound sequential change-point detection in parallel data streams. Chen, Yunxiao and Li, Xiaoou picture_as_pdf
  • Determining the number of factors in high-dimensional generalized latent factor models. Chen, Yunxiao and Li, Xiaoou picture_as_pdf
  • A note on entrywise consistency for mixed-data matrix completion. Chen, Yunxiao and Li, Xiaoou picture_as_pdf
  • Item response theory—a statistical framework for educational and psychological measurement. Chen, Yunxiao and Li, Xiaoou and Liu, Jingchen and Ying, Zhiliang picture_as_pdf
  • Regularized latent class analysis with application in cognitive diagnosis. Chen, Yunxiao and Li, Xiaoou and Liu, Jingchen and Ying, Zhiliang picture_as_pdf
  • Rejoinder:Item response theory—a statistical framework for educational and psychological measurement. Chen, Yunxiao and Li, Xiaoou and Liu, Jingchen and Ying, Zhiliang
  • Statistical analysis of complex problem-solving process data:an event history analysis approach. Chen, Yunxiao and Li, Xiaoou and Liu, Jingchen and Ying, Zhiliang picture_as_pdf
  • Statistical analysis of Q-matrix based diagnostic classification models. Chen, Yunxiao and Liu, Jingchen and Xu, Gongjun and Ying, Zhiliang picture_as_pdf
  • A note on likelihood ratio tests for models with latent variables. Chen, Yunxiao and Moustaki, Irini and Zhang, H picture_as_pdf
  • Yunxiao Chen and Gongjun Xu's contribution to the discussion of ‘Vintage factor analysis with Varimax performs statistical inference’ by Rohe & Zeng. Chen, Yunxiao and Xu, Gongjun
  • Unfolding-model-based visualization:theory, method and applications. Chen, Yunxiao and Ying, Zhiliang and Zhang, Haoran picture_as_pdf
  • Cluster point processes and Poisson thinning INARMA. Chen, Zezhun and Dassios, Angelos picture_as_pdf
  • A two-phase dynamic contagion model for COVID-19. Chen, Zezhun and Dassios, Angelos and Kuan, Valerie and Lim, Jia Wei and Qu, Yan and Surya, Budhi and Zhao, Hongbiao picture_as_pdf
  • EM estimation for the bivariate mixed exponential regression model. Chen, Zezhun and Dassios, Angelos and Tzougas, George picture_as_pdf
  • Multivariate mixed Poisson Generalized Inverse Gaussian INAR(1) regression. Chen, Zezhun and Dassios, Angelos and Tzougas, George picture_as_pdf
  • EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects. Chen, Zezhun Chen and Dassios, Angelos and Tzougas, George picture_as_pdf
  • INAR approximation of bivariate linear birth and death process. Chen, Zezhun Chen and Dassios, Angelos and Tzougas, George picture_as_pdf
  • A first order binomial mixed poisson integer-valued autoregressive model with serially dependent innovations. Chen, Zezhun Chen and Dassios, Angelos and Tzougas, George picture_as_pdf
  • Monitoring network changes in social media. Chen, Cathy Yi-hsuan and Okhrin, Yarema and Wang, Tengyao picture_as_pdf
  • Measuring accessibility to health care services for older bus passengers:a finer spatial resolution. Chen, Wendong and Cheng, Long and Chen, Xuewu and Chen, Jingxu and Cao, Mengqiu picture_as_pdf
  • Robust nonparametric frontier estimation in two steps. Chen, Yining and S. Torrent, Hudson and A. Ziegelmann, Flavio picture_as_pdf
  • A continuous-time dynamic choice measurement model for problem-solving process data. Chen, Yunxiao picture_as_pdf
  • Robust measurement via a fused latent and graphical item response theory model. Chen, Yunxiao and Li, Xiaoou and Liu, Jingchen and Ying, Zhiliang picture_as_pdf
  • Joint maximum likelihood estimation for high-dimensional exploratory item factor analysis. Chen, Yunxiao and Li, Xiaoou and Zhang, Siliang picture_as_pdf
  • Structured latent factor analysis for large-scale data:identifiability, estimability, and their implications. Chen, Yunxiao and Li, Xiaoou and Zhang, Siliang picture_as_pdf
  • Detection of two-way outliers in multivariate data and application to cheating detection in educational tests. Chen, Yunxiao and Lu, Yan and Moustaki, Irini picture_as_pdf
  • A latent Gaussian process model for analysing intensive longitudinal data. Chen, Yunxiao and Zhang, Siliang picture_as_pdf
  • Consistent nonparametric order determination and chaos, with discussion. Cheng, B and Tong, Howell
  • Interval prediction of financial time series. Cheng, B and Tong, Howell
  • Nonparametric function estimation in noisy chaos. Cheng, B and Tong, Howell
  • On delay co-ordinates in stochastic dynamical systems. Cheng, B and Tong, Howell
  • On residual sums of squares in non-parametric autoregression. Cheng, B and Tong, Howell
  • Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective. Cheng, B and Tong, Howell
  • A note on one-dimensional chaotic maps under time reversal. Cheng, B and Tong, Howell
  • A theory of wavelet representation and decomposition for a general stochastic process. Cheng, B and Tong, Howell
  • Asset pricing: a structural theory and its applications. Cheng, Bing and Tong, Howell
  • Examining the spatially heterogeneous effects of the built environment on walking among older adults. Cheng, Long and Shi, Kunbo and De Vos, Jonas and Cao, Mengqiu and Witlox, Frank picture_as_pdf
  • Economic indicators for European cities: why boundaries matter. Cheshire, Paul
  • Errata on 'Multiscale and multilevel technique for consistent segmentation of nonstationary time series', Statistica Sinica (2012), vol. 22, no. 1, pp. 207-229. Cho, Haeran and Fryzlewicz, Piotr
  • High dimensional variable selection via tilting. Cho, Haeran and Fryzlewicz, Piotr
  • Multiple change point detection under serial dependence:wild contrast maximisation and gappy Schwarz algorithm. Cho, Haeran and Fryzlewicz, Piotr picture_as_pdf
  • Multiple-change-point detection for high dimensional time series via sparsified binary segmentation. Cho, Haeran and Fryzlewicz, Piotr
  • Multiscale and multilevel technique for consistent segmentation of nonstationary time series. Cho, Haeran and Fryzlewicz, Piotr
  • Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets. Cho, Haeran and Fryzlewicz, Piotr
  • Modeling and forecasting daily electricity load curves: a hybrid approach. Cho, Haeran and Goude, Yannig and Brossat, Xavier and Yao, Qiwei
  • Assessing dimensionality in dichotomous items when many subjects have all-zero responses:an example from psychiatry and a solution using mixture models. Christensen, William F. and Wall, Melanie M. and Moustaki, Irini picture_as_pdf
  • A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. Christodoulaki, Olga and Cho, Haeran and Fryzlewicz, Piotr
  • The choice between fixed and random effects models: some considerations For educational research. Clarke, Paul and Crawford, Claire and Steele, Fiona and Vignoles, Anna
  • BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data. Cosso, Andrea and Pham, Huyên and Xing, Hao
  • Analyzing change in categorical variables by generalized log-linear models. Croon, Marcel and Bergsma, Wicher and Hagenaars, Jacques
  • Focus: on the 2017 exit poll - another surprise, another success. Curtice, John and Fisher, Stephen and Kuha, Jouni and Mellon, Jonathan
  • Surprise, surprise! (again): the 2017 British general election exit poll. Curtice, John and Fisher, Stephen and Kuha, Jouni and Mellon, Jonathan
  • Confounding the commentators: how the 2010 exit poll got it (more or less) right. Curtice, John and Fisher, Stephen D. and Kuha, Jouni
  • Asset pricing under optimal contracts. Cvitanić, Jakŝa and Xing, Hao
  • Linearization variance estimation for generalized raking estimators in the presence of nonresponse. D'Arrigo, Julia and Skinner, Chris J.
  • The use of accuracy indicators to correct for survey measurement error. Da Silva, Damião Nóbrega and Skinner, Chris J.
  • Using binary paradata to correct for measurement error in survey data analysis. Da Silva, Damião Nóbrega and Skinner, Chris J. and Kim, Jae Kwang
  • Clusters of time series models: an example. Dabas, P and Tong, Howell
  • A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix. Dadush, Daniel and Huiberts, Sophie and Natura, Bento and Végh, László A. picture_as_pdf
  • An accelerated Newton–Dinkelbach method and its application to two variables per inequality systems. Dadush, Daniel and Koh, Zhuan Khye and Natura, Bento and Végh, László A. picture_as_pdf
  • On circuit diameter bounds via circuit imbalances. Dadush, Daniel and Koh, Zhuan Khye and Natura, Bento and Végh, László A A.
  • On the quantiles of the Brownian motion and their hitting times. Dassios, Angelos
  • Quantiles of Lévy processes and applications in finance. Dassios, Angelos
  • Kalman-Bucy filtering for linear systems driven by the Cox process with shot noise intensity and its application to the pricing of reinsurance contracts. Dassios, Angelos and Jang, J.W.
  • Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity. Dassios, Angelos and Jang, Jiwook
  • The distribution of the interval between events of a Cox process with shot noise intensity. Dassios, Angelos and Jang, Jiwook
  • A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance. Dassios, Angelos and Jang, Jiwook and Zhao, Hongbiao picture_as_pdf
  • A risk model with renewal shot-noise Cox process. Dassios, Angelos and Jang, Jiwook and Zhao, Hongbiao
  • Explicit asymptotic on first passage times of diffusion processes. Dassios, Angelos and Li, Luting picture_as_pdf
  • Parisian option pricing: a recursive solution for the density of the Parisian stopping time. Dassios, Angelos and Lim, Jia Wei
  • Recursive formula for the double barrier Parisian stopping time. Dassios, Angelos and Lim, Jia Wei
  • An analytical solution for the two-sided Parisian stopping time, its asymptotics and the pricing of Parisian options. Dassios, Angelos and Lim, Jia Wei
  • An efficient algorithm for simulating the drawdown stopping time and the running maximum of a Brownian motion. Dassios, Angelos and Lim, Jia Wei
  • Exact simulation of a truncated Lévy subordinator. Dassios, Angelos and Lim, Jia Wei and Qu, Yan picture_as_pdf
  • Exact simulation of generalised Vervaat perpetuities. Dassios, Angelos and Lim, Jia Wei and Qu, Yan picture_as_pdf
  • Pricing of Asian options on interest rates in the CIR model. Dassios, Angelos and Nagaradjasarma, Jayalaxshmi
  • The square-root process and Asian options. Dassios, Angelos and Nagaradjasarma, Jayalaxshmi
  • Exact simulation for a class of tempered stable. Dassios, Angelos and Qu, Yan and Zhao, Hongbiao
  • Barrier strategies with Parisian delay. Dassios, Angelos and Wu, Shanle
  • Brownian excursions in a corridor and related Parisian options. Dassios, Angelos and Wu, Shanle
  • Brownian excursions outside a corridor and two-sided Parisian options. Dassios, Angelos and Wu, Shanle
  • Double-barrier Parisian options. Dassios, Angelos and Wu, Shanle
  • On barrier strategy dividends with Parisian implementation delay for classical surplus processes. Dassios, Angelos and Wu, Shanle
  • Parisian ruin with exponential claims. Dassios, Angelos and Wu, Shanle
  • Perturbed Brownian motion and its application to Parisian option pricing. Dassios, Angelos and Wu, Shanle
  • Ruin probabilities of the Parisian type for small claims. Dassios, Angelos and Wu, Shanle
  • Exact simulation of Poisson-Dirichlet distribution and generalised gamma process. Dassios, Angelos and Zhang, Junyi picture_as_pdf
  • Exact simulation of two-parameter Poisson-Dirichlet random variables. Dassios, Angelos and Zhang, Junyi picture_as_pdf
  • First hitting time of Brownian motion on simple graph with skew semiaxes. Dassios, Angelos and Zhang, Junyi picture_as_pdf
  • Parisian time of reflected Brownian motion with drift on rays and its application in banking. Dassios, Angelos and Zhang, Junyi picture_as_pdf
  • The joint distribution of Parisian and hitting times of the Brownian motion with application to Parisian option pricing. Dassios, Angelos and Zhang, You You
  • Efficient simulation of clustering jumps with CIR intensity. Dassios, Angelos and Zhao, Hongbiao
  • Exact simulation of Hawkes process with exponentially decaying intensity. Dassios, Angelos and Zhao, Hongbiao
  • A Markov chain model for contagion. Dassios, Angelos and Zhao, Hongbiao
  • Ruin by dynamic contagion claims. Dassios, Angelos and Zhao, Hongbiao
  • A dynamic contagion process. Dassios, Angelos and Zhao, Hongbiao
  • A generalised contagion process with an application to credit risk. Dassios, Angelos and Zhao, Hongbiao
  • A risk model with delayed claims. Dassios, Angelos and Zhao, Hongbiao
  • A variation of the Azéma martingale and drawdown options. Dassios, Angelos and Lim, Jia Wei
  • Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero-coupon bonds. Dassios, Angelos and Lim, Jia Wei and Qu, Yan picture_as_pdf
  • Efficient simulation of Lévy-driven point processes. Dassios, Angelos and Qu, Yan and Zhao, Hongbiao picture_as_pdf
  • Do frequent satisfying trips by public transport impact its intended use in later life? De Vos, Jonas and Waygood, E. Owen D. and Letarte, Laurence and Cao, Mengqiu picture_as_pdf
  • Exponential hedging and entropic penalties. Delbaen, Freddy and Grandits, Peter and Rheinlander, Thorsten and Samperi, Domenick and Schweizer, Martin and Stricker, Christophe
  • A study of the power and robustness of a new test for independence against contiguous alternatives. Dhar, Subhra Sankar and Dassios, Angelos and Bergsma, Wicher
  • Statistical and proactive analysis of an inter-laboratory comparison:the radiocarbon dating of the Shroud of Turin. Di Lazzaro, Paolo and Atkinson, Anthony C. and Iacomussi, Paola and Riani, Marco and Ricci, Marco and Wadhams, Peter picture_as_pdf
  • A two-step estimator for multilevel latent class analysis with covariates. Di Mari, Roberto and Bakk, Zsuzsa and Oser, Jennifer and Kuha, Jouni picture_as_pdf
  • A test for symmetries of multivariate probability distributions. Diks, C and Tong, Howell
  • Multidimensional predictors of physical frailty in older people: identifying how and for whom they exert their effects. Ding, Yew Y. and Kuha, Jouni and Murphy, Michael
  • Pathways from physical frailty to activity limitation in older people: identifying moderators and mediators in the English longitudinal study of ageing. Ding, Yew Y. and Kuha, Jouni and Murphy, Michael J.
  • Financial weather contracts and their application in risk management. Dischel, Robert S. and Barrieu, Pauline
  • Sensitivity analysis of discrete preference functions using Koszul simplicial complexes. Divasón, Jose and Mohammadi, Fatemeh and Saenz-De-Cabezon, Eduardo and Wynn, Henry
  • Likelihood ratio tests in behavioral genetics: problems and solutions. Dominicus, Annica and Skrondal, Anders and Håkon, Gjessing and Pedersen, Nancy L and Palmgren, Juni
  • Missing data: a unified taxonomy guided by conditional independence. Doretti, Marco and Geneletti, Sara and Stanghellini, Elena
  • Tackling non-ignorable dropout in the presence of time varying confounding. Doretti, Marco and Geneletti, Sara and Stanghellini, Elena
  • Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients. Dou, Baojun and Parrella, Maria Lucia and Yao, Qiwei
  • Pseudo-orbit data assimilation. part I: the perfect model scenario. Du, Hailiang and Smith, Leonard A.
  • Pseudo-orbit data assimilation. part II: the perfect model scenario. Du, Hailiang and Smith, Leonard A.
  • Compound optimum designs for clinical trials in personalized medicine. Duarte, Belmiro P. M. and Atkinson, Anthony C. and Pedrosa, David and van Munster, Marlena picture_as_pdf
  • Optimal designs for efficacy-toxicity response in dose finding studies using the bivariate probit model. Duarte, Belmiro P.M. and Atkinson, Anthony C. picture_as_pdf
  • Optimal design of experiments for liquid–liquid equilibria characterization via semidefinite programming. Duarte, Belmiro P.M. and Atkinson, Anthony C. and Granjo, Jose F.O and Oliveira, Nuno M.C picture_as_pdf
  • Compound optimal design of experiments -- semidefinite programming formulations. Duarte, Belmiro P.M. and Atkinson, Anthony C. and Oliveira, Nuno M.C picture_as_pdf
  • Optimum design for ill-conditioned models:K–optimality and stable parameterizations. Duarte, Belmiro P.M. and Atkinson, Anthony C. and Oliveira, Nuno M.C. picture_as_pdf
  • Using hierarchical information-theoretic criteria to optimize subsampling of extensive datasets. Duarte, Belmiro P.M. and Atkinson, Anthony C. and Oliveira, Nuno M.C. picture_as_pdf
  • Optimum designs for clinical trials in personalized medicine when response variance depends on treatment. Duarte, Belmiro P.M. and Atkinson, Anthony C. picture_as_pdf
  • Optimal design of experiments for implicit models. Duarte, Belmiro P.M. and Atkinson, Anthony C. and Granjo, Jose F.O and Oliveira, Nuno M.C picture_as_pdf
  • A model-based framework assisting the design of vapor-liquid equilibrium experimental plans. Duarte, Belmiro P.M. and Atkinson, Anthony C. and Granjo, Jose F.O and Oliveira, Nuno M.C picture_as_pdf
  • Optimal design of mixture experiments for general blending models. Duarte, Belmiro P.M. and Atkinson, Anthony C. and Granjo, José F.O. and Oliveira, Nuno M.C. picture_as_pdf
  • Optimal designs for dose-escalation trials and individual allocations in cohorts. Duarte, Belmiro P.M. and Atkinson, Anthony C. and Oliveira, Nuno M.C picture_as_pdf
  • Optimal experimental design for linear time invariant state–space models. Duarte, Belmiro P.M. and Atkinson, Anthony C. and Oliveira, Nuno M.C picture_as_pdf
  • Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests. Duarte, Belmiro P.M. and Atkinson, Anthony C. and P. Singh, Satya and S. Reis, Marco picture_as_pdf
  • Sequential learning and economic benefits from dynamic term structure models. Dubiel-Teleszynski, Tomasz and Kalogeropoulos, Konstantinos and Karouzakis, Nikolaos picture_as_pdf
  • Spatio-temporal patterns of the international merger and acquisition network. Dueñas, Marco and Mastrandrea, Rossana and Barigozzi, Matteo and Fagiolo, Giorgio
  • A Bayesian approach to estimate changes in condom use from limited human immunodeficiency virus prevalence data. Dureau, J. and Kalogeropoulos, K. and Vickerman, P. and Pickles, M. and Boily, M. C.
  • Capturing the time-varying drivers of an epidemic using stochastic dynamical systems. Dureau, Joseph and Kalogeropoulos, Konstantinos and Baguelin, Marc
  • Analysing interviewer call record data by using a multilevel discrete time event history modelling approach. Durrant, Gabriele B. and D'Arrigo, Julia and Steele, Fiona
  • Using field process data to predict best times of contact conditioning on household and interviewer influences. Durrant, Gabriele B. and D'Arrigo, Julia and Steele, Fiona
  • Effects of interviewer attitudes and behaviors on refusal in household surveys. Durrant, Gabriele B. and Groves, Robert M. and Staetsky, Laura and Steele, Fiona
  • Using data augmentation to correct for non-ignorable non-response when surrogate data are available: an application to the distribution of hourly pay. Durrant, Gabriele B. and Skinner, Chris J.
  • Using missing data methods to correct for measurement error in a distribution function. Durrant, Gabriele B. and Skinner, Chris J.
  • Multilevel modelling of refusal and non-contact in household surveys: evidence from six UK Government surveys. Durrant, Gabriele B. and Steele, Fiona
  • The risk of depression in the postpartum period as compared to the pregnancy period and the first postnatal year. Eberhard-Gran, M and Tambs, K and Opjordsmoen, S and Skrondal, Anders and Eskild, A
  • A comparison of anxiety and depressive symptomatology in postpartum and non-postpartum women. Eberhard-Gran, Malin and Tambs, Kristian and Opjordsmoen, Stein and Skrondal, Anders and Eskild, Anne
  • The Muscatine children’s obesity data reanalysed using pattern mixture models. Ekholm, Anders and Skinner, Chris J.
  • Record level measures of disclosure risk for survey microdata. Elamir, Elsayed A.H. and Skinner, Chris J.
  • Special uniques, random uniques and sticky populations: some counterintuitive effects of geographical detail on disclosure risk. Elliot, M. J. and Skinner, Chris J. and Dale, A.
  • Fertility expectations and residential mobility in Britain. Ermisch, John and Steele, Fiona
  • Identities for homogeneous utility functions. Espinoza, Miguel and Prada, J.D.
  • Econometric modeling of systemic risk:going beyond pairwise comparison and allowing for nonlinearity. Etesami, Jalal and Habibnia, Ali and Kiyavash, Negar
  • On distributional properties of household consumption expenditures: the case of Italy. Fagiolo, Giorgio and Alessi, Lucia and Barigozzi, Matteo and Capasso, Marco
  • Fairness:plurality, causality, and insurability. Fahrenwaldt, Matthias and Furrer, Christian and Hiabu, Munir Eberhardt and Huang, Fei and Jørgensen, Frederik Hytting and Lindholm, Mathias and Loftus, Joshua and Steffensen, Mogens and Tsanakas, Andreas picture_as_pdf
  • Approximating conditional density functions using dimension reduction. Fan, Jian-qing and Peng, Liang and Yao, Qiwei and Zhang, Wenyang
  • To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied. Fan, Jianqing and Hall, Peter and Yao, Qiwei
  • Modelling multivariate volatilities via conditionally uncorrelated components. Fan, Jianqing and Wang, Mingjin and Yao, Qiwei
  • Efficient estimation of conditional variance functions in stochastic regression. Fan, Jianqing and Yao, Qiwei
  • Nonlinear time series: nonparametric and parametric methods. Fan, Jianqing and Yao, Qiwei
  • Adaptive varying co-efficient linear models. Fan, Jianqing and Yao, Qiwei and Cai, Zongwu
  • Adaptive varying-coefficient linear models. Fan, Jianqing and Yao, Qiwei and Cai, Zongwu
  • Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Fan, Jianqing and Yao, Qiwei and Tong, Howell
  • Adaptive functional thresholding for sparse covariance function estimation in high dimensions. Fang, Qin and Guo, Shaojun and Qiao, Xinghao picture_as_pdf
  • Finite sample theory for high-dimensional functional/scalar time series with applications. Fang, Qin and Guo, Shaojun and Qiao, Xinghao picture_as_pdf
  • Bayesian nonparametric disclosure risk assessment. Favaro, Stefano and Panero, Francesca and Rigon, Tommaso picture_as_pdf
  • Contagious McKean–Vlasov systems with heterogeneous impact and exposure. Feinstein, Zachary and Sojmark, Andreas picture_as_pdf
  • Nonparametric, tuning-free estimation of S-shaped functions. Feng, Oliver Y. and Chen, Yining and Han, Qiyang and Carroll, Raymond J and Samworth, Richard J. picture_as_pdf
  • The Schistosomiasis Control Initiative (SCI): rationale, development and implementation from 2002–2008. Fenwick, Alan and Webster, Joanne P and Bosque-Oliva, Elisa and Blair, L. and Fleming, F. and Zhang, Y. and Garba, A. and Stothard, J. R. and Gabrielli, Albis F and Clements, A. C. A. and Kabatereine, N. B. and Toure, Seydou and Dembelé, Robert and Nyandindi, U. and Mwansa, James and Koukounari, Artemis
  • Diversity and relative arbitrage in equity markets. Fernholz, Robert and Karatzas, Ioannis and Kardaras, Constantinos
  • Getting it right on the night, again- the 2010 UK general election exit poll. Fisher, Stephen D. and Kuha, Jouni and Payne, Clive
  • SerialRank: spectral ranking using seriation. Fogel, Fajwel and d'Aspremon, Alexandre and Vojnovic, Milan
  • Spectral ranking using seriation. Fogel, Fajwel and d'Aspremont, Alexandre and Vojnovic, Milan
  • High-dimensional changepoint estimation with heterogeneous missingness. Follain, Bertille and Wang, Tengyao and Samworth, Richard J. picture_as_pdf
  • Circuits for robust designs. Fontana, Roberto and Rapallo, Fabio and Wynn, Henry P. picture_as_pdf
  • Maintaining contact with people with severe mental illness: 5-year follow-up of assertive outreach. Ford, R. and Barnes, A. and Davies, R. and Chalmers, Colin and Hardy, P. and Muijen, M.
  • Trajectories of functional disability for the elderly in Britain. French, Robert and Steele, Fiona
  • Laplace's demon and climate change. Frigg, Roman and Bradley, Seamus and Du, Hailiang and Smith, Leonard A.
  • Laplace's demon and the adventures of his apprentices. Frigg, Roman and Bradley, Seamus and Du, Hailiang and Smith, Leonard A.
  • Probabilistic forecasting: why model imperfection is a poison pill. Frigg, Roman and Bradley, Seamus and Machete, Reason L. and Smith, Leonard A.
  • An assessment of the foundational assumptions inhigh-resolution climate projections: the case of UKCP09. Frigg, Roman and Smith, Leonard A. and Stainforth, David A.
  • The myopia of imperfect climate models: the case of UKCP09. Frigg, Roman and Smith, Leonard A. and Stainforth, David A.
  • High-dimensional volatility matrix estimation via waveletsand thresholding. Fryzlewicz, P.
  • Bivariate hard thresholding in wavelet function estimation. Fryzlewicz, Piotr
  • Data-driven wavelet-Fisz methodology for nonparametric function estimation. Fryzlewicz, Piotr
  • Detecting possibly frequent change-points:Wild Binary Segmentation 2 and steepest-drop model selection—rejoinder. Fryzlewicz, Piotr picture_as_pdf
  • Modelling and forecasting financial log-returns as locally stationary wavelet processes. Fryzlewicz, Piotr
  • Narrowest Significance Pursuit:inference for multiple change-points in linear models. Fryzlewicz, Piotr picture_as_pdf
  • Rejoinder: time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously. Fryzlewicz, Piotr
  • Robust Narrowest Significance Pursuit:inference for multiple change-points in the median. Fryzlewicz, Piotr picture_as_pdf
  • Tail-greedy bottom-up data decompositions and fast mulitple change-point detection. Fryzlewicz, Piotr
  • Time–Threshold Maps: Using information from wavelet reconstructions with all threshold values simultaneously. Fryzlewicz, Piotr
  • Unbalanced Haar technique for nonparametric function estimation. Fryzlewicz, Piotr
  • Wavelet methods. Fryzlewicz, Piotr
  • Wavelet techniques for time series and poisson data. Fryzlewicz, Piotr
  • Wild binary segmentation for multiple change-point detection. Fryzlewicz, Piotr
  • The application of linear programming to American option valuation in the jump-diffusion model. Fryzlewicz, Piotr
  • A data-driven HAAR-FISZ transform for multiscale variance stabilization. Fryzlewicz, Piotr and Delouille, V
  • GOES-8 X-ray sensor variance stabilization using the multiscale data-driven Haar-Fisz transform. Fryzlewicz, Piotr and Delouille, V´eronique and Nason, Guy P.
  • A Haar-Fisz algorithm for poisson intensity estimation. Fryzlewicz, Piotr and Nason, Guy P.
  • Haar-Fisz estimation of evolutionary wavelet spectra. Fryzlewicz, Piotr and Nason, Guy P.
  • Smoothing the wavelet periodogram using the Haar-Fisz transform. Fryzlewicz, Piotr and Nason, Guy P.
  • A wavelet-Fisz approach to spectrum estimation. Fryzlewicz, Piotr and Nason, Guy P. and von Sachs, Rainer
  • Thick pen transformation for time series. Fryzlewicz, Piotr and Oh, H. S.
  • On the thick-pen transformation for time series. Fryzlewicz, Piotr and Oh, Hee-Seok
  • Consistent classification of non-stationary time series using stochastic wavelet representations. Fryzlewicz, Piotr and Ombao, Hernando
  • A Haar-Fisz technique for locally stationary volatility estimation. Fryzlewicz, Piotr and Sapatinas, Theofanis and Subba Rao, Suhasini
  • Normalized least-squares estimation in time-varying ARCH models. Fryzlewicz, Piotr and Sapatinas, Theofanis and Subba Rao, Suhasini
  • Mixing properties of ARCH and time-varying ARCH processes. Fryzlewicz, Piotr and Subba Rao, Suhasini
  • Multiple-change-point detection for auto-regressive conditional heteroscedastic processes. Fryzlewicz, Piotr and Subba Rao, Suhasini
  • SHAH: SHape-Adaptive Haar wavelets for image processing. Fryzlewicz, Piotr and Timmermans, Catherine
  • Forecasting non-stationary time series by wavelet process modelling. Fryzlewicz, Piotr and van Bellegem, Sébastien and von Sachs, Rainer
  • Book review:Telling stories with data: with applications in R. Fryzlewicz, Piotr picture_as_pdf
  • Detecting possibly frequent change-points:Wild Binary Segmentation 2 and steepest-drop model selection. Fryzlewicz, Piotr picture_as_pdf
  • Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal. Fryzlewicz, Piotr
  • Special issue on the theory and practice of differential privacy. Gaboardi, Marco and Skinner, Chris J.
  • The analysis and interpretation of multivariate data for social scientists. Galbraith, J. I. and Bartholomew, David J. and Moustaki, Irini and Steele, Fiona
  • Bayesian posterior estimation of logit parameters with small samples. Galindo-Garre, Francisca and Vermunt, Jeroen K. and Bergsma, Wicher P.
  • Two-sample testing of high-dimensional linear regression coefficients via complementary sketching. Gao, Fengnan and Wang, Tengyao picture_as_pdf
  • Adaptive orthogonal series estimation in additive stochastic regression models. Gao, J and Tong, Howell and Wolff, Rodney C
  • Model specification tests in nonparametric stochastic regression models. Gao, J and Wolff, R C L and Tong, Howell
  • Semiparametric non-linear time series model selection. Gao, Jiti and Tong, Howell
  • Estimation for dynamic and static panel probit models with large individual effects. Gao, Wei and Bergsma, Wicher and Yao, Qiwei
  • Neighbourhood satisfaction in rural resettlement residential communities:the case of Suqian, China. Gao, Xing and Wang, Zijia and Cao, Mengqiu and Liu, Yuqi and Zhang, Yuerong and Wu, Meiling and Qiu, Yue picture_as_pdf
  • Deep spectral Q-learning with application to mobile health. Gao, Yuhe and Shi, Chengchun and Song, Rui picture_as_pdf
  • Tests for tar models VS. star models-a separate family of hypotheses approach. Gao, Zhaoxing and Ling, Shiqing and Tong, Howell
  • Localisation economies, intellectual property rights protection and entrepreneurship in China:a Bayesian analysis of multi-level spatial correlation. Gao, Xing and Meng, Jing and Ling, Yantao and Liao, Maolin and Cao, Mengqiu picture_as_pdf
  • Banded spatio-temporal autoregressions. Gao, Zhaoxing and Ma, Yingying and Wang, Hansheng and Yao, Qiwei picture_as_pdf
  • Present and future schistosomiasis control activities with support from the Schistosomiasis Control Initiative in West Africa. Garba, A. and Toure, Seydou and Dembelé, Robert and Boisier, P. and Tohon, Z. and Bosque-Oliva, Elisa and Koukounari, Artemis and Fenwick, Alan
  • A Bayesian interrupted time series framework for evaluating policy change on mental well-being:an application to England's welfare reform. Gascoigne, Connor and Jeffery, Annie and Shao, Zejing and Geneletti, Sara and Kirkbride, James B. and Baio, Gianluca and Blangiardo, Marta picture_as_pdf
  • Shakeel Gavioli-Akilagun's contribution to the discussion of the discussion meeting on probabilistic and statistical aspects of machine learning. Gavioli-Akilagun, Shakeel picture_as_pdf
  • Fast and optimal inference for change points in piecewise polynomials via differencing. Gavioli-Akilagun, Shakeel and Fryzlewicz, Piotr picture_as_pdf
  • A reinforcement learning framework for dynamic mediation analysis. Ge, Lin and Wang, Jitao and Shi, Chengchun and Wu, Zhenke and Song, Rui picture_as_pdf
  • Single and multiple-group penalized factor analysis:a trust-region algorithm approach with integrated automatic multiple tuning parameter selection. Geminiani, Elena and Marra, Giampiero and Moustaki, Irini picture_as_pdf
  • Bayesian modelling for binary outcomes in the regression discontinuity design. Geneletti, Sara and Baio, Gianluca and O'Keeffe, Aidan and Ricciardi, Federico picture_as_pdf
  • Uncovering selection bias in case-control studies using Bayesian post-stratification. Geneletti, Sara and Best, Nicky and Toledano, M. B. and Elliott, Paul and Richardson, Sylvia
  • Defining and identifying the effect of treatment on the treated. Geneletti, Sara and Dawid, A. Philip
  • Assessing causal relationships in genomics: from Bradford-Hill criteria to complex gene-environment interactions and directed acyclic graphs. Geneletti, Sara and Gallo, Valentina and Porta, Miquel and Khoury, Muin J. and Vineis, Paolo
  • Adjusting for selection effects in epidemiologic studies: why sensitivity analysis is the only “solution”. Geneletti, Sara and Mason, Alexina and Best, Nicky
  • Bayesian regression discontinuity designs:incorporating clinical knowledge in the causal analysis of primary care data. Geneletti, Sara and O'Keeffe, Aidan G. and Sharples, Linda D. and Richardson, Sylvia and Baio, Gianluca
  • Adjusting for selection bias in retrospective, case-control studies. Geneletti, Sara and Richardson, Sylvia and Best, Nicky
  • Geophysical flows as dynamical systems: the influence of Hide's experiments. Ghil, Michael and Read, Peter and Smith, Leonard A.
  • Indifference pricing with uncertainty averse preferences. Giammarino, Flavia and Barrieu, Pauline
  • A semiparametric model for the systematic factors of portfolio credit risk premia. Giammarino, Flavia and Barrieu, Pauline
  • Making sense of uncertainty: why uncertainty is part of science. Gibbs, Peter and Hanlon, Michael and Hardaker, Paul and Hawkins, Ed and MacDonald, Averil and Maskell, Kathy and Mayfield, Heather and Mclean, Angela and Morris, Elizabeth and Mylne, Ken and Naylor, Mark and Palmer, Tim and Rawlins, Michael and Royse, Katherine and Smith, Leonard and So, Emily and Spiegelhalter, David and Stainforth, David A. and Stewart, Ian and Tyler, Chris and de Vocht, Frank and Brown, Tracey and Innocent, Tabitha
  • Monomial ideals and the scarf complex for coherent systems in reliability theory. Giglio, Beatrice and Wynn, Henry
  • Linear regime duration: is 24 hours a long time in synoptic weather forecasting? Gilmour, Isla and Smith, Leonard A. and Buizza, Roberto
  • Modelling residential mobility: factors associated with the movement of children in Greater Johannesburg, South Africa. Ginsburg, Carren and Steele, Fiona and Richter, Linda M. and Norris, Shane A.
  • Lacunarity and period-doubling. Glendinning, Paul and Smith, Leonard A.
  • A primer on variational inference for physics-informed deep generative modelling. Glyn-Davies, Alex and Vadeboncoeur, Arnaud and Akyildiz, O. Deniz and Kazlauskaite, Ieva and Girolami, Mark picture_as_pdf
  • BioMeT and algorithm challenges:a proposed digital standardized evaluation framework. Godfrey, Alan and Goldsack, Jennifer C. and Tenaerts, Pamela and Coravos, Andrea and Aranda, Clara and Hussain, Azid and Barreto, Marcos E. and Young, Fraser and Vitorio, Rodrigo picture_as_pdf
  • Wearables beyond borders:a case study of barriers to gait assessment in low-resource settings. Godfrey, Alan and Aranda, C. and Hussain, A. and Barreto, M. and Rocha, T. and Vitório, R. picture_as_pdf
  • Population sampling in longitudinal surveys. Goldstein, Harvey and Lynn, Peter and Muniz-Terrera, Graciela and Hardy, Rebecca and O’Muircheartaigh, Colm and Skinner, Chris J. and Lehtonen, Risto picture_as_pdf
  • Comparison of a mechanistic model for nucleate boiling with experimental spatio-temporal data. Golobic, I. and Pavlovic, E. and von Hardenberg, J. and Berry, M. and Nelson, R.A. and Kenning, D.B.R. and Smith, Leonard A.
  • Estimation of extreme quantiles for functions of dependent random variables. Gong, Jinguo and Li, Yadong and Peng, Liang and Yao, Qiwei
  • Testing for threshold effects in the Tarma framework. Goracci, Greta and Giannerini, Simone and Chan, Kung Sik and Tong, Howell
  • On the minimal entropy martingale measure. Grandits, Peter and Rheinlander, Thorsten
  • Improved analytic characterization of ultraviolet skylight. Green, A. E. S. and Cross, K. R. and Smith, Leonard A.
  • A Bayesian quantile time series model for asset returns. Griffin, Jim E. and Mitrodima, Gelly picture_as_pdf
  • Abstract, classic, and explicit turnpikes. Guasoni, Paolo and Kardaras, Constantinos and Robertson, Scott and Xing, Hao
  • Robust portfolios and weak incentives in long-run investments. Guasoni, Paolo and Muhle-Karbe, Johannes and Xing, Hao
  • Use of the Lagrange multiplier test for assessing measurement invariance under model misspecification. Guastadisegni, Lucia and Cagnone, Silvia and Moustaki, Irini and Vasdekis, Vassilis picture_as_pdf
  • The generalized Hausman test for detecting non-normality in the latent variable distribution of the two-parameter IRT model. Guastadisegni, Lucia and Cagnone, Silvia and Moustaki, Irini and Vasdekis, Vassilis picture_as_pdf
  • The asymptotic power of the Lagrange multiplier tests for misspecified IRT models. Guastadisegni, Lucia and Cagnone, Silvia and Moustaki, Irini and Vasdekis, Vassilis picture_as_pdf
  • Detecting latent variable non-normality through the generalized Hausman test. Guastadisegni, Lucia and Moustaki, Irini and Vasdekis, Vassilis and Cagnone, Silvia picture_as_pdf
  • Towards coherent estimation of the correlation dimension. Guerrero, A. and Smith, Leonard A.
  • A maximum likelihood estimator for long-range persistence. Guerrero, Alexandra and Smith, Leonard A.
  • Ethnic disparities in sentencing and the perception of fairness. Guilfoyle, Eoin and Pina Sanchez, Jose and Geneletti, Sara picture_as_pdf
  • On consistency and sparsity for high-dimensional functional time series with application to autoregressions. Guo, Shaojun and Qiao, Xinghao picture_as_pdf
  • High-dimensional and banded vector autoregressions. Guo, Shaojun and Wang, Yazhen and Yao, Qiwei
  • Analysis of multivariate longitudinal data subject to nonrandom dropout. Hafez, Mai Sherif and Moustaki, Irini and Kuha, Jouni
  • Communicating the value of probabilistic forecasts with Weather Roulette. Hagedorn, Renate and Smith, Leonard A.
  • Nonloglinear marginal latent class models. Hagenaars, Jacques A. and Bergsma, Wicher and Croon, Marcel
  • Popularity prediction for social media over arbitrary time horizons. Haimovich, Daniel and Karamshuk, Dima and Leeper, Thomas J. and Riabenko, Evgeniy and Vojnovic, Milan picture_as_pdf
  • On the convergence of loss and uncertainty-based active learning algorithms. Haimovich, Daniel and Karamshuk, Dima and Linder, Fridolin and Tax, Niek and Vojnovic, Milan
  • Moving-maximum models for extrema of time series. Hall, Peter and Peng, Liang and Yao, Qiwei
  • Prediction and nonparametric estimation for time series with heavy tails. Hall, Peter and Peng, Liang and Yao, Qiwei
  • Methods for estimating a conditional distribution function. Hall, Peter and Wolff, Rodney C. L. and Yao, Qiwei
  • Approximating conditional distribution functions using dimension reduction. Hall, Peter and Yao, Qiwei
  • Date tilting for time series. Hall, Peter and Yao, Qiwei
  • Inference in ARCH and GARCH models with heavy-tailed errors. Hall, Peter and Yao, Qiwei
  • Inference in components of variance models with low replication. Hall, Peter and Yao, Qiwei
  • An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line. Hambly, Ben and Meier, Julian and Sojmark, Andreas picture_as_pdf
  • Complex-valued wavelet lifting and applications. Hamilton, Jean and Nunes, Matthew A. and Knight, Marina I. and Fryzlewicz, Piotr
  • Maximum penalized quasi-likelihood estimation of the diffusion function. Hamrick, Jeff and Huang, Yifei and Kardaras, Constantinos and Taqqu, Murad S.
  • Simultaneous decorrelation of matrix time series. Hana, Yuefeng and Chenb, Rong and Zhangb, Cun-Hui and Yao, Qiwei picture_as_pdf
  • Sequence analysis of call record data: exploring the role of different cost settings. Hanly, Mark and Clarke, Paul and Steele, Fiona
  • Probabilistic noise reduction. Hansen, James A. and Smith, Leonard A.
  • The role of operational constraints in selecting supplementary observations. Hansen, James A. and Smith, Leonard A.
  • Model-agnostic auditing:a lost cause? Hansen, Sakina and Loftus, Joshua picture_as_pdf
  • Forward and backward state abstractions for off-policy evaluation. Hao, Meiling and Su, Pingfan and Hu, Liyuan and Szabo, Zoltan and Zhao, Qianyu and Shi, Chengchun picture_as_pdf
  • A model of the Fed's view on inflation. Hasenzagl, Thomas and Pellegrino, Filippo and Reichlin, Lucrezia and Ricco, Giovanni
  • A practical method for outlier detection in autoregressive time series modelling. Hau, M C and Tong, Howell
  • Tales of future weather. Hazeleger, W. and van den Hurk, B.J.J.M. and Min, E. and van Oldenborgh, G.J. and Petersen, A.C. and Stainforth, David A. and Vasileiadou, E. and Smith, L. A.
  • Multiresponse optimization with consideration of probabilistic covariates. Hejazi, T. H. and Bashiri, Mahdi and Noghondarian, Kazem and Atkinson, Anthony C.
  • Partnership formation and dissolution over the life course: applying sequence analysis and event history analysis in the study of recurrent events. Helske, Satu and Steele, Fiona and Kokko, Katja and Räikkönen, Eija and Eerola, Mervi
  • Access-based consumption, behaviour change and future mobility:insights from visions of car sharing in Greater London. Henderson, Alex and Cao, Mengqiu and Liu, Qihao picture_as_pdf
  • Linearity testing using local polynominal approximation. Hjellvik, Vidar and Yao, Qiwei and Tjostheim, Dag
  • Estimating the re-identification risk per record in microdata. Holmes, D. J. and Skinner, Chris J.
  • Functional central limit theorems for rough volatility. Horvath, Blanka and Jacquier, Antoine and Muguruza, Aitor and Søjmark, Andreas picture_as_pdf
  • Rendezvous-evasion search in two boxes. Howard, J. V. and Gal, S.
  • On model selection from a finite family of possibly misspecified time series models. Hsu, Hsiang Ling and Ing, Ching Kang and Tong, Howell picture_as_pdf
  • Estimating GARCH models: when to use what? Huang, Da and Wang, Hansheng and Yao, Qiwei
  • Krigings over space and time based on latent low-dimensional structures. Huang, Da and Yao, Qiwei and Zhang, Rongmao
  • NOVELIST estimator of large correlation and covariance matrices and their inverses. Huang, Na and Fryzlewicz, Piotr
  • Communication complexity of approximate matching in distributed graphs. Huang, Z. and Radunovic, B. and Vojnovic, Milan and Zhang, Q.
  • Communication complexity of approximate maximum matching in the message-passing model. Huang, Zengfeng and Radunovic, Bozidar and Vojnovic, Milan and Zhang, Qin picture_as_pdf
  • Reliability of assessment of reading ability in three countries. Hutchison, Dougal and Kendall, Lesley and Bartholomew, David J. and Knott, Martin and Galbraith, Jane and Piccoli, Maria
  • Validation of a new test for schistosoma haematobium based on detection of Dra1 DNA fragments in urine: evaluation through latent class analysis. Ibironke, Olufunmilola and Koukounari, Artemis and Asaolu, Samuel and Moustaki, Irini and Shiff, Clive
  • The model validator’s manifesto. Idowu, Victory
  • Stable coherent systems. Iglesias, Rodrigo and Mohammadi, Fatemah and Pascual-Ortigosa, Patricia and Sáenz-de-Cabezón, Eduardo and Wynn, Henry
  • The good, the bad and the ugly: Chinese imports, European Union anti-dumping measures and firm performance. Jabbour, Liza and Tao, Zhigang and Vanino, Enrico and Zhang, Yan picture_as_pdf
  • Developing European indicators of trust in justice. Jackson, Jonathan and Bradford, Ben and Hough, Mike and Kuha, Jouni and Stares, Sally and Widdop, S. and Fitzgerald, R. and Yordanova, M. and Galev, T.
  • Empirical legitimacy as two connected psychological states. Jackson, Jonathan and Bradford, Ben and Kuha, Jouni and Hough, Mike picture_as_pdf
  • Policing by consent: understanding the dynamics of police power and legitimacy. Jackson, Jonathan and Hough, Mike and Bradford, Ben and Hohl, Katrin and Kuha, Jouni
  • How theory guides measurement: examples from the study of public attitudes toward crime and policing. Jackson, Jonathan and Kuha, Jouni picture_as_pdf
  • Trust and legitimacy across Europe: a FIDUCIA report on comparative public attitudes towards legal authority. Jackson, Jonathan and Kuha, Jouni and Hough, Mike and Bradford, Ben and Hohl, Katrin and Gerber, Monica
  • Trust in justice: topline results from round 5 of the European Social Survey. Jackson, Jonathan and Pooler, Tia and Hohl, Katrin and Kuha, Jouni and Bradford, Ben and Hough, Mike
  • Why do people cooperate with the police and criminal courts? A test of procedural justice theory in 30 countries. Jackson, Jonathan and Kuha, Jouni and Bradford, Ben and Hough, Mike picture_as_pdf
  • Pairwise likelihood estimation and limited-information goodness-of-fit test statistics for binary factor analysis models under complex survey sampling. Jamil, Haziq and Moustaki, Irini and Skinner, Chris J. picture_as_pdf
  • A bivariate shot noise self-exciting process for insurance. Jang, Jiwook and Dassios, Angelos
  • Moments of renewal shot-noise processes and their applications. Jang, Jiwook and Dassios, Angelos and Zhao, Hongbiao
  • A Cox model for gradually disappearing events. Jang, Jiwook and Qu, Yan and Zhao, Hongbiao and Dassios, Angelos picture_as_pdf
  • The detection and modeling of direct effects in latent class analysis. Janssen, Jeroen H. M. and van Laar, Saskia and de Rooij, Mark J. and Kuha, Jouni and Bakk, Zsuzsa picture_as_pdf
  • Quantifying the predictability of a predictand: demonstrating the diverse roles of serial dependence in the estimation of forecast skill. Jarman, Alexander and Smith, Leonard A. picture_as_pdf
  • The effect of immigration policy reform on mental health in people from minoritised ethnic groups in England:an interrupted time series analysis of longitudinal data from the UK Household Longitudinal Study cohort. Jeffery, Annie and Gascoigne, Connor and Dykxhoorn, Jennifer and Blangiardo, Marta and Geneletti, Sara and Baio, Gianluca and Kirkbride, James B. picture_as_pdf
  • Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions. Jena, Rudra P. and Kim, Kyoung-Kuk and Xing, Hao
  • Autoregressive networks. Jiang, Binyan and Li, Jialiang and Yao, Qiwei picture_as_pdf
  • Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case. Jin, Shaobo and Moustaki, Irini and Yang-Wallentin, Fan
  • Intention, beliefs and mood assessed using electronic diaries predicts attendance at cardiac rehabilitation: an observational study. Jones, Martyn C. and Smith, Karen and Herber, Oliver and White, Myra and Steele, Fiona and Johnston, Derek W.
  • The geometry of model error. Judd, Kevin and Reynolds, Carolyn A. and Rosmond, Thomas E. and Smith, Leonard A.
  • Indistinguishable states I: perfect model scenario. Judd, Kevin and Smith, Leonard A.
  • Gradient free descent: shadowing, and state estimation using limited derivative informations. Judd, Kevin and Smith, Leonard A. and Weisheimer, Antje
  • How good is an ensemble at capturing truth?: using bounding boxes for forecast evaluation. Judd, Kevin and Smith, Leonard A. and Weisheimer, Antje
  • Factor analysis of ordinal variables: a comparison of three approaches. Jöreskog, Karl G. and Moustaki, Irini
  • No arbitrage of the first kind and local martingale numéraires. Kabanov, Yuri and Kardaras, Constantinos and Song, Shiqi
  • Impact of a national helminth control programme on infection and morbidity in Ugandan schoolchildren. Kabatereine, Narcis B. and Brooker, Simon and Koukounari, Artemis and Kazibwe, Francis and Tukahebwa, Edridah and Fleming, Fiona and Zhang, Yaobi and Webster, Joanne P. and Stothard, J. Russell and Fenwick, Alan
  • Power tailed ruin probabilities in the presence of risky investments. Kalashnikov, Vladimir and Norberg, Ragnar
  • Nyström M-Hilbert-Schmidt independence criterion. Kalinke, Florian and Szabo, Zoltan picture_as_pdf
  • The minimax rate of HSIC estimation for translation-invariant kernel. Kalinke, Florian and Szabo, Zoltan
  • Asymptotic utility-based pricing and hedging for exponential utility. Kallsen, Jan and Rheinlander, Thorsten
  • Likelihood-based inference for a class of multivariate diffusions with unobserved paths. Kalogeropoulos, Konstantinos
  • Likelihood based inference for correlated diffusions. Kalogeropoulos, Konstantinos and Dellaportas, Petros and Roberts, Gareth O.
  • Inference for stochastic volatility models using time change transformations. Kalogeropoulos, Konstantinos and Roberts, Gareth O. and Dellaportas, Petros
  • Multiscale network analysis through tail-greedy bottom-up approximation, with applications in neuroscience. Kang, Xinyu and Fryzlewicz, Piotr and Chu, Catherine and Kramer, Mark and Kolaczyk, Eric D.
  • The numéraire portfolio in semimartingale financial models. Karatzas, Ioannis and Kardaras, Constantinos
  • Beyond Pearson’s correlation:modern nonparametric independence tests for psychological research. Karch, Julian D. and Perez-Alonso, Andres F. and Bergsma, Wicher P. picture_as_pdf
  • Arbitrage strategy. Kardaras, Constantinos
  • Balance, growth and diversity of financial markets. Kardaras, Constantinos
  • Finitely additive probabilities and the fundamental theorem of asset pricing. Kardaras, Constantinos
  • Free Lunch. Kardaras, Constantinos
  • Market viability via absence of arbitrage of the first kind. Kardaras, Constantinos
  • Maximality and numéraires in convex sets of nonnegative random variables. Kardaras, Constantinos
  • Numéraire-invariant preferences in financial modeling. Kardaras, Constantinos
  • On the characterisation of honest times that avoid all stopping times. Kardaras, Constantinos
  • On the closure in the Emery topology of semimartingale wealth-process sets. Kardaras, Constantinos
  • On the stochastic behaviour of optional processes up to random times. Kardaras, Constantinos
  • Stochastic discount factors. Kardaras, Constantinos
  • Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance. Kardaras, Constantinos picture_as_pdf
  • Uniform integrability and local convexity in L0. Kardaras, Constantinos
  • Valuation and parities for exchange options. Kardaras, Constantinos
  • The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints. Kardaras, Constantinos
  • A structural characterization of numéraires of convex sets of nonnegative random variables. Kardaras, Constantinos
  • A time before which insiders would not undertake risk. Kardaras, Constantinos
  • Strict local martingales and bubbles. Kardaras, Constantinos and Kreher, Dörte and Nikeghbali, Ashkan
  • The numéraire property and long-term growth optimality for drawdown-constrained investments. Kardaras, Constantinos and Obłój, Jan and Platen, Eckhard
  • Minimizing the expected market time to reach a certain wealth level. Kardaras, Constantinos and Platen, Eckhard
  • Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading. Kardaras, Constantinos and Platen, Eckhard
  • On the Dybvig-Ingersoll-Ross theorem. Kardaras, Constantinos and Platen, Eckhard
  • On the semimartingale property of discounted asset-price processes. Kardaras, Constantinos and Platen, Eckhard
  • Continuous-time perpetuities and time reversal of diffusions. Kardaras, Constantinos and Robertson, Scott
  • Ergodic robust maximization of asymptotic growth. Kardaras, Constantinos and Robertson, Scott picture_as_pdf
  • Robust maximization of asymptotic growth. Kardaras, Constantinos and Robertson, Scott
  • Projections of scaled bessel processes. Kardaras, Constantinos and Ruf, Johannes picture_as_pdf
  • Forward-convex convergence in probability of sequences of nonnegative random variables. Kardaras, Constantinos and Žitković, Gordan
  • Stability of the utility maximization problem with random endowment in incomplete markets. Kardaras, Constantinos and Žitković, Gordan
  • Filtration shrinkage, the structure of deflators, and failure of market completeness. Kardaras, Constantinos and Ruf, Johannes picture_as_pdf
  • Pairwise likelihood ratio tests and model selection criteria for structural equation models with ordinal variables. Katsikatsou, Myrsini and Moustaki, Irini
  • Pairwise likelihood estimation for confirmatory factor analysis models with categorical variables and data that are missing at random. Katsikatsou, Myrsini and Moustaki, Irini and Md Jamil, Haziq picture_as_pdf
  • Pairwise likelihood estimation for factor analysis models with ordinal data. Katsikatsou, Myrsini and Moustaki, Irini and Yang-Wallentin, Fan and Jöreskog, Karl G.
  • Nonlinear regression estimation using subset-based kernel principal components. Ke, Yuan and Li, Degui and Yao, Qiwei picture_as_pdf
  • Data assimilation: a fully nonlinear approach to ensemble formation using indistinguishable states. Khare, Shree and Smith, Leonard A.
  • Nonparametric statistical methods and the pricing of derivative securities. Kiesel, Rüdiger
  • A large deviation principle for weighted sums of independent identically distributed random variables. Kiesel, Rüdiger and Stadtmüller, Ulrich
  • From MOS to eMOS: generalising model output statistics for full ensemble forecasts. Kilminster, Devin and Clark, Liam and Roulston, Mark and Ziehmann, Christine and Bröcker, Jochen and Smith, Leonard
  • Weighting in survey analysis under informative sampling. Kim, Jae Kwang and Skinner, Chris J.
  • Minimum norm estimation of variance components for life insurance data. Kleffe, Jürgen and Norberg, Ragnar
  • SPATE-GAN:improved generative modeling of dynamic spatio-temporal patterns with an autoregressive embedding loss. Klemmer, Konstantin and Xu, Tianlin and Acciaio, Beatrice and Neill, Daniel B.
  • Predictive, finite-sample model choice for time series under stationarity and non-stationarity. Kley, Tobias and Preuss, Philip and Fryzlewicz, Piotr picture_as_pdf
  • A measure of independence for a multivariate normal distribution and some connections with factor analysis. Knott, Martin
  • Latent variable models and factor analysis. Knott, Martin and Bartholomew, David J.
  • Choosing joint distributions so that the variance of the sum is small. Knott, Martin and Smith, Cyril
  • Estimation of time-varying price elasticity in 1970-1997 Japanese raw milk supply by structural time-series model. Komaki, Toru and Penzer, Jeremy
  • Statistical modelling of nonlinear long-term cumulative effects. Kong, Efang, F and Tong, Howell and Xia, Yingcun
  • CFE network: the annals of computational and financial econometrics. Kontoghiorghes, Erricos J. and Van Dijk, Herman K. and Belsley, David A. and Bollerslev, Tim and Diebold, Francis X. and Dufour, Jean-Marie and Engle, Robert F. and Harvey, Andrew and Koopman, Siem Jan and Pesaran, Hashem and Phillips, Peter C.B. and Smith, Richard J. and West, Mike and Yao, Qiwei and Amendola, Alessandra and Billio, Monica and Chen, Cathy W.S. and Chiarella, Carl and Colubi, Ana and Deistler, Manfred and Francq, Christian and Hallin, Marc and Jacquier, Eric and Judd, Kenneth and Koop, Gary and Lütkepohl, Helmut and MacKinnon, James G. and Mittnik, Stefan and Omori, Yasuhiro and Pollock, D.S.G. and Proietti, Tommaso and Rombouts, Jeroen V.K. and Scaillet, Olivier and Semmler, Willi and So, Mike K.P. and Steel, Mark and Taylor, Robert and Tzavalis, Elias and Zakoian, Jean-Michel and Boswijk, H. Peter and Luati, Alessandra and Maheu, John
  • Multiple change-point detection for non-stationary time series using wild binary segmentation. Korkas, Karolos K. and Fryzlewicz, Piotr
  • Addressing anxiety in the teaching room: techniques to enhance mathematics and statistics education. Kotecha, Meena
  • Addressing anxiety in the teaching room: techniques to enhance maths and stats education. Kotecha, Meena
  • Addressing anxiety in the teaching room:innovative techniques to enhancemathematics and statistics education. Kotecha, Meena
  • Addressing mathematics and statistics anxiety. Kotecha, Meena
  • Barriers and Enablers to Learning Maths conference. Kotecha, Meena
  • Beyond teaching excellence. Kotecha, Meena
  • Enhancing mathematics teaching in India. Kotecha, Meena
  • Enhancing students’ engagement through effective feedback, assessment and engaging activities. Kotecha, Meena
  • Enhancing the learning experience of mathematics and statistics for non-specialist university students. Kotecha, Meena
  • How can educators prevent the development of mathematics anxiety? Kotecha, Meena picture_as_pdf
  • New patterns in learning and teaching mathematics and statistics. Kotecha, Meena
  • Promoting inclusive practice in mathematics and statistics. Kotecha, Meena
  • Promoting mathematics in Mumbai. Kotecha, Meena
  • Reducing mathematics and statistics anxiety: questionnaires and case studies in practice. Kotecha, Meena
  • Teaching mathematics and statistics: promoting students' engagement and interaction. Kotecha, Meena
  • The impact of single versus mixed schistosome species infections on liver, spleen and bladder morbidity within Malian children pre- and post-praziquantel treatment. Koukounari, Artemis and Donnelly, Christl A and Sacko, Moussa and Keita, Adama D and Landouré, Aly and Dembelé, Robert and Bosqué-Oliva, Elisa and Gabrielli, Albis F and Gouvras, Anouk and Traoré, Mamadou and Fenwick, Alan and Webster, Joanne P
  • A latent Markov modelling approach to the evaluation of circulating cathodic antigen strips for schistosomiasis diagnosis pre- and post-praziquantel treatment in Uganda. Koukounari, Artemis and Donnelly, Christl A. and Moustaki, Irini and Tukahebwa, Edridah M. and Kabatereine, Narcis B. and Wilson, Shona and Webster, Joanne P. and Deelder, André M. and Vennervald, Birgitte J. and van Dam, Govert J.
  • Relationships between anaemia and parasitic infections in Kenyan schoolchildren: a Bayesian hierarchical modelling approach. Koukounari, Artemis and Estambale, Benson and Kiambo Njagi, J. and Cundill, Bonnie and Ajanga, Anthony and Crudder, Christopher and Otido, Julius and Jukes, Matthew and Clarke, Siân E. and Brooker, Simon
  • Morbidity indicators of Schistosoma mansoni: relationship between infection and anemia in Ugandan schoolchildren before and after praziquantel and albendazole chemotherapy. Koukounari, Artemis and Fenwick, Alan and Whawell, S. and Kabatereine, Narcis B. and Kazibwe, Francis and Tukahebwa, Edridah and Stothard, J. Russell and Donnelly, Christl A. and Webster, Joanne P.
  • Schistosoma haematobiumInfection and morbidity before and after large-scale administration of Praziquantel in Burkina Faso. Koukounari, Artemis and Gabrielli, Albis F. and Toure, Seydou and Bosqué‐Oliva, Elisa and Zhang, Yaobi and Sellin, Bertrand and Donnelly, Christl A. and Fenwick, Alan and Webster, Joanne P.
  • Latent class analysis:insights about design and analysis of schistosomiasis diagnostic studies. Koukounari, Artemis and Md Jamil, Haziq and Erosheva, Elena and Shiff, Clive and Moustaki, Irini picture_as_pdf
  • Using a nonparametric multilevel latent Markov model to evaluate diagnostics for trachoma. Koukounari, Artemis and Moustaki, Irini and Grassly, Nicholas C. and Blake, Isobel M. and Basanez, Maria-Gloria and Gambhir, Manoj and Mabey, David and Bailey, Robin L. and Burton, Matthew J. and Solomon, Anthony W. and Donnelly, Christl A.
  • Assessment of ultrasound morbidity indicators of schistosomiasis in the context of large-scale programs illustrated with experiences from Malian children. Koukounari, Artemis and Sacko, Moussa and Keita, Adama D. and Gabrielli, Albis F. and Landouré, Aly and Dembelé, Robert and Clements, A. C. A. and Whawell, S. and Donnelly, Christl A. and Fenwick, Alan and Traoré, Mamadou and Webster, Joanne P.
  • Integrated monitoring and evaluation and environmental risk factors for urogenital schistosomiasis and active trachoma in Burkina Faso before preventative chemotherapy using sentinel sites. Koukounari, Artemis and Toure, Seydou and Donnelly, Christl A and Ouedraogo, Amadou and Yoda, Bernadette and Ky, Cesaire and Kabore, Martin and Bosque-Oliva, Elisa and Basanez, Maria-Gloria and Fenwick, Alan and Webster, Joanne P
  • Sensitivities and specificities of diagnostic tests and infection prevalence of schistosoma haematobium estimated from data on adults in villages northwest of Accra, Ghana. Koukounari, Artemis and Webster, Joanne P and Donnely, Christle A. and Bray, Bethany C. and Naples, Jean and Bosompem, Kwabena and Shiff, Clive
  • Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials. Kreiss, Alexander and Van Keilegom, Ingrid picture_as_pdf
  • Bootstrap tests for simple structures in nonparametric time series regression. Kreiss, Jens-Peter and Neumann, Michael H. and Yao, Qiwei
  • The importance of social characteristics of communities for the medically based disability pension. Krokstad, Steinar and Magnus, Per and Skrondal, Anders and Westin, Steinar
  • AIC and BIC: Comparisons of assumptions and performance. Kuha, Jouni
  • Nonparametric analysis of factorial designs with random missingness: Bivariate data. Kuha, Jouni and Akritas, Michael G and Antoniou, Efi S
  • Mediation analysis for associations of categorical variables:the role of education in social class mobility in Britain. Kuha, Jouni and Bukodi, Erzsébet and Goldthorpe, John H. picture_as_pdf
  • On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models. Kuha, Jouni and Firth, David
  • Path analysis for discrete variables: the role of education in social mobility. Kuha, Jouni and Goldthorpe, John H.
  • The item count method for sensitive survey questions: modelling criminal behaviour. Kuha, Jouni and Jackson, Jonathan
  • Latent variable modelling with non-ignorable item nonresponse: multigroup response propensity models for cross-national analysis. Kuha, Jouni and Katsikatsou, Myrsini and Moustaki, Irini
  • On group comparisons with logistic regression models. Kuha, Jouni and Mills, Colin
  • Non-equivalence of measurement in latent variable modeling of multigroup data: a sensitivity analysis. Kuha, Jouni and Moustaki, Irini
  • Categorical data analysis and misclassification. Kuha, Jouni and Skinner, Chris J.
  • Discussion of the paper by Handcock, Rafferty and Tantrum. Kuha, Jouni and Skrondal, Anders
  • Comment on ‘what to do instead of significance testing? Calculating the “number of counterfactual cases needed to disturb a finding”’ by Stephen Gorard and Jonathan Gorard. Kuha, Jouni and Sturgis, Patrick
  • Covariate measurement error in quadratic regression. Kuha, Jouni and Temple, Jonathan
  • Latent variable models for multivariate dyadic data with zero inflation:analysis of intergenerational exchanges of family support. Kuha, Jouni and Zhang, Siliang and Steele, Fiona picture_as_pdf
  • The effect of probing "don't know" responses on measurement quality and nonresponse in surveys. Kuha, Jouni and Butt, Sarah and Katsikatsou, Myrsini and Skinner, Chris J.
  • Interrelationships between childbearing and housing transitions in the family life course. Kulu, Hill and Steele, Fiona
  • Low-dimensional models of the Ginzburg-Landau equation. Kwasniok, Frank
  • Real-time construction of optimized predictions from data streams. Kwasniok, Frank and Smith, Leonard A.
  • Estimation of large precision matrices through block penalization. Lam, Clifford
  • Nonparametric eigenvalue-regularized precision or covariance matrix estimator. Lam, Clifford
  • Profile-kernel likelihood inference with diverging number of parameters. Lam, Clifford and Fan, Jianqing
  • Sparsistency and rates of convergence in large covariance matrix estimation. Lam, Clifford and Fan, Jianqing
  • Nonlinear shrinkage estimation of large integrated covariance matrices. Lam, Clifford and Feng, Phoenix and Hu, Charlie
  • Detection and estimation of block structure in spatial weight matrix. Lam, Clifford and Souza, Pedro C.L.
  • Factor modeling for high-dimensional time series: inference for the number of factors. Lam, Clifford and Yao, Qiwei
  • Estimation of latent factors for high-dimensional time series. Lam, Clifford and Yao, Qiwei and Bathia, Neil
  • High-dimensional covariance matrix estimation. Lam, Clifford picture_as_pdf
  • A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data. Lam, Clifford and Feng, Phoenix
  • Estimation and selection of spatial weight matrix in a spatial lag model. Lam, Clifford and Souza, Pedro C.L. picture_as_pdf
  • Functional output regression with infimal convolution:exploring the Huber and ε-insensitive losses. Lambert, Alex and Bouche, Dimitri and Szabo, Zoltan and d'Alché-Buc, Florence picture_as_pdf
  • Multivariate dynamic mediation analysis under a reinforcement learning framework. Lan Luo, By and Shi, Chengchun and Wang, Jitao and Wu, Zhenke and Li, Lexin picture_as_pdf
  • Estimation of a cluster-level regression model under nonresponse within clusters. Lawson, Nuanpan and Skinner, Chris
  • Scheduling jobs with stochastic holding costs. Lee, Dabeen and Vojnovic, Milan picture_as_pdf
  • Test score algorithms for budgeted stochastic utility maximization. Lee, Dabeen and Vojnovic, Milan and Yun, Se-young
  • Within-cluster resampling for multilevel models under informative cluster size. Lee, D and Kim, J K and Skinner, Chris J. picture_as_pdf
  • Asymptotic Glosten-Milgrom equilibrium. Li, Cheng and Xing, Hao
  • Nested sub-sample search algorithm for estimation of threshold models. Li, Dong and Tong, Howell
  • On an absolute autoregressive model and skew symmetric distributions. Li, Dong and Tong, Howell
  • Authors' reply to the discussion of 'Automatic change-point detection in time series via deep learning' at the discussion meeting on 'Probabilistic and statistical aspects of machine learning'. Li, Jie and Fearnhead, Paul and Fryzlewicz, Piotr and Wang, Tengyao picture_as_pdf
  • Automatic change-point detection in time series via deep learning. Li, Jie and Fearnhead, Paul and Fryzlewicz, Piotr and Wang, Tengyao picture_as_pdf
  • Dynamic noise estimation:a generalized method for modeling noise fluctuations in decision-making. Li, Jing Jing and Shi, Chengchun and Li, Lexin and Collins, Anne G.E. picture_as_pdf
  • On determination of cointegration ranks. Li, Qiaoling and Pan, Jiazhu and Yao, Qiwei
  • Evaluating dynamic conditional quantile treatment effects with applications in ridesharing. Li, Ting and Shi, Chengchun and Lu, Zhaohua and Li, Yi and Zhu, Hongtu picture_as_pdf
  • Optimal treatment allocation for efficient policy evaluation in sequential decision making. Li, Ting and Shi, Chengchun and Wang, Jianing and Zhou, Fan and Zhu, Hongtu picture_as_pdf
  • Combining experimental and historical data for policy evaluation. Li, Ting and Shi, Chengchun and Wen, Qianglin and Sui, Yang and Qin, Yongli and Lai, Chunbo and Zhu, Hongtu picture_as_pdf
  • A goodness-of-fit test for single-index models. Li, W K and Tong, Howell and Xia, Y and Zhang, D
  • On extended partially linear single-index models. Li, W.K and Tong, Howell and Xia, Y
  • Modelling multivariate volatilities via latent common factors. Li, Weiming and Gao, Jing and Li, Kunpeng and Yao, Qiwei
  • Detection of multiple structural breaks in large covariance matrices. Li, Yu-Ning and Li, Degui and Fryzlewicz, Piotr picture_as_pdf
  • Sequential pathway inference for multimodal neuroimaging analysis. Li, Lexin and Shi, Chengchun and Guo, Tengfei and Jagust, William J. picture_as_pdf
  • Testing stationarity and change point detection in reinforcement learning. Li, Mengbing and Shi, Chengchun and Wu, Zhenke and Fryzlewicz, Piotr picture_as_pdf
  • Optimal stopping and worker selection in crowdsourcing:an adaptive sequential probability ratio test framework. Li, Xiaoou and Chen, Yunxiao and Chen, Xi and Liu, Jingchen and Ying, Zhiliang picture_as_pdf
  • On testing for high-dimensional white noise. Li, Zeng and Lam, Clifford and Yao, Jianfeng and Yao, Qiwei picture_as_pdf
  • Homogeneity pursuit in single index models based panel data analysis. Lian, Heng and Qiao, Xinghao and Zhang, Wenyang
  • Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes. Lieberman, Offer and Rosemarin, Roy and Rousseau, Judith
  • Polytomous latent scales for the investigation of the ordering of items. Ligtvoet, Rudy and Ark, L. Andries and Bergsma, Wicher P. and Sijtsma, Klaas
  • Analysis of bank leverage via dynamical systems and deep neural networks. Lillo, Fabrizio and Livieri, Giulia and Marmi, Stefano and Solomko, Anton and Vaienti, Sandro picture_as_pdf
  • Unimodal maps perturbed by heteroscedastic noise:an application to a financial systems. Lillo, Fabrizio and Livieri, Giulia and Marmi, Stefano and Solomko, Anton and Vaienti, Sandro picture_as_pdf
  • A statistical approach to difference-delay equation modelling in ecology- two case studies. Lim, K.S
  • Statistics and AI:a rireside conversation. Lin, Xihong and Cai, Tianxi and Donoho, David and Fu, Haoda and Ke, Tracy and Jin, Jiashun and Meng, Xiao-Li and Qu, Annie and Shi, Chengchun and Song, Peter and Sun, Qiang and Wang, Wenyi and Wu, Hulin and Yu, Bin and Zhang, Heping and Zheng, Tian and Zhou, Harrison and Zhou, Jin and Zhu, Hongtu and Zhu, Ji picture_as_pdf
  • Estimation for double-nonlinear cointegration. Lin, Yingqian and Tu, Yundong and Yao, Qiwei picture_as_pdf
  • Score based goodness-of-fit tests for time series. Ling, Shiqing and Tong, Howell
  • Carbon emissions in China's thermal electricity and heating industry:an input-output structural decomposition analysis. Ling, Yantao and Xia, Senmao and Cao, Mengqiu and He, Kerun and Lim, Ming K. and Sukumar, Arun and Yi, Huiyong and Qian, Xiaoduo picture_as_pdf
  • Symmetrizing and unitizing transformations for linear smoothing weights. Linton, Oliver
  • Nonparametric transfer function models. Liu, Jun M. and Chen, Rong and Yao, Qiwei
  • Rotation to sparse loadings using Lp losses and related inference problems. Liu, Xinyi Lin and Wallin, Gabriel and Chen, Yunxiao and Moustaki, Irini picture_as_pdf
  • EEGNN:edge enhanced graph neural network with a Bayesian nonparametric graph model. Liu, Yirui and Qiao, Xinghao and Wang, Liying and Lam, Jessica picture_as_pdf
  • Assessing partial association between ordinal variables:quantification, visualization, and hypothesis testing. Liu, Dungang and Li, Shaobo and Yu, Yan and Moustaki, Irini picture_as_pdf
  • Pricing transition risk with a jump-diffusion credit risk model:evidences from the CDS market. Livieri, Giulia and Radi, Davide and Smaniotto, Elia picture_as_pdf
  • Causal dependence plots. Loftus, Joshua and Bynum, Lucius and Hansen, Sakina picture_as_pdf
  • It’s about time:counterfactual fairness and temporal depth. Loftus, Joshua R. picture_as_pdf
  • Position:the causal revolution needs scientific pragmatism. Loftus, Joshua R. picture_as_pdf
  • Robustness of pattern scaled climate change scenarios for adaptation decision support. Lopez, Ana and Suckling, Emma B. and Smith, Leonard A.
  • Optimal parallel sequential change detection under generalized performance measures. Lu, Zexian and Chen, Yunxiao and Li, Xiaoou picture_as_pdf
  • Exploring spatial nonlinearity using additive approximation. Lu, Zudi and Lundervold, Arvid and Tjøstheim, Dag and Yao, Qiwei
  • Adaptively varying-coefficient spatiotemporal models. Lu, Zudi and Steinskog, Dag Johan and Tjøstheim, Dag and Yao, Qiwei
  • Spatial smoothing, Nugget effect and infill asymptotics. Lu, Zudi and Tjostheim, Dag and Yao, Qiwei
  • Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory. Lu, Zudi and Tjøstheim, Dag and Yao, Qiwei
  • On the maximum queue length in the supermarket model. Luczak, Malwina J and McDiarmid, Colin
  • Semiparametric Bayesian doubly robust causal estimation. Luo, Yu and Graham, Daniel J. and McCoy, Emma J. picture_as_pdf
  • Comparing recurrent neural network with GARCH model on forecasting volatility based on SSE 50ETF. Luo, Yuanyuan
  • Using GARCH family models estimate the volatility of SSE 50ETF. Luo, Yuanyuan
  • Policy evaluation for temporal and/or spatial dependent experiments. Luo, Shikai and Yang, Ying and Shi, Chengchun and Yao, Fang and Ye, Jieping and Zhu, Hongtu picture_as_pdf
  • Parameterizations and fitting of bi-directed graph models to categorical data. Lupparelli, Monia and Marchetti, Giovanni M. and Bergsma, Wicher
  • Multilevel latent class analysis:state-of-the-art methodologies and their implementation in the R package multilevLCA. Lyrvall, Johan and Di Mari, Roberto and Bakk, Zsuzsa and Oser, Jennifer and Kuha, Jouni picture_as_pdf
  • Two-step multilevel latent class analysis in the presence of measurement non-equivalence. Lyrvall, Johan and Kuha, Jouni and Oser, Jennifer picture_as_pdf
  • To switch or not to switch? Balanced policy switching in offline reinforcement learning. Ma, Tao and Yang, Xuzhi and Szabo, Zoltan picture_as_pdf
  • Exploring machine learning algorithms in sickle cell disease patient data:a systematic review. Machado, Tiago Fernandes and das Chagas Barros Neto, Francisco and de Souza Gonçalves, Marilda and Barbosa, Cynara Gomes and Barreto, Marcos Ennes picture_as_pdf
  • Regularised forecasting via smooth-rough partitioning of the regression coefficients. Maeng, Hye Young and Fryzlewicz, Piotr picture_as_pdf
  • Detecting linear trend changes in data sequences. Maeng, Hyeyoung and Fryzlewicz, Piotr picture_as_pdf
  • Convolutional support vector models:prediction of coronavirus disease using chest X-rays. Maia, Mateus and Pimentel, Jonatha S. and Pereira, Ivalbert S. and Gondim, João and Barreto, Marcos E. and Ara, Anderson picture_as_pdf
  • A random forest based approach for predicting spreads in the primary catastrophe bond market. Makariou, Despoina and Barrieu, Pauline and Chen, Yining picture_as_pdf
  • A finite mixture modelling perspective for combining experts’ opinions with an application to quantile-based risk measures. Makariou, Despoina and Barrieu, Pauline and Tzougas, George picture_as_pdf
  • Bayesian epidemic models for spatially aggregated count data. Malesios, C and Demiris, N and Kalogeropoulos, K and Ntzoufras, I
  • Safe data versus safe setting: access to microdata from the British Census. Marsh, Catherine and Dale, A. and Skinner, Chris J.
  • Sparse polynomial prediction. Maruri-Aguilar, Hugo and Wynn, Henry picture_as_pdf
  • Optimal sample coordination using controlled selection. Matei, Alina and Skinner, Chris J.
  • Convex duality for Epstein-Zin stochastic differential utility. Matoussi, Anis and Xing, Hao
  • Goodness-of-fit measures for latent variable models for binary data. Mavridis, D and Moustaki, Irini and Knott, Martin
  • Detecting outliers in factor analysis using the forward search algorithm. Mavridis, Dimitris and Moustaki, Irini
  • The forward search algorithm for detecting aberrant response patterns in factor analysis for binary data. Mavridis, Dimitris and Moustaki, Irini
  • Detecting outlying studies in meta-regression models using a forward search algorithm. Mavridis, Dimitris and Moustaki, Irini and Wall, Melanie and Salanti, Georgia
  • Considering multiple outcomes with different weights informed the hierarchy of interventions in network meta-analysis. Mavridis, Dimitris and Nikolakopoulou, Adriani and Moustaki, Irini and Chaimani, Anna and Porcher, Raphaël and Boutron, Isabelle and Ravaud, Philippe picture_as_pdf
  • A dynamical model for generating synthetic electrocardiogram signals. McSharry, P. E. and Clifford, G. D. and Tarassenko, L. and Smith, Leonard A.
  • Linear and non-linear methods for automatic seizure detection in scalp electro-encephalogram recordings. McSharry, P. E. and He, T. and Smith, Leonard A. and Tarassenko, L.
  • Method for generating an artificial RR tachogram of a typical healthy human over 24-hours. McSharry, P.E. and Clifford, G. D. and Tarassenko, L. and Smith, Leonard A.
  • Comparison of predictability of epileptic seizures by a linear and a nonlinear method. McSharry, P.E. and Smith, Leonard A. and Tarassenko, L.
  • A method for generating an artificial RR tachogram of a typical healthy human over 24-hours. McSharry, Patrick E. and Clifford, G. D. and Tarassenko, L. and Smith, Leonard A.
  • Spatio-temporal analysis of nucleate pool boiling: identification of nucleation sites using non-orthogonal empirical functions. McSharry, Patrick E. and Ellepola, Jerome H. and von Hardenberg, Jost and Smith, Leonard A. and Kenning, David B. R. and Judd, Kevin
  • Better nonlinear models from noisy data: attractors with maximum likelihood. McSharry, Patrick E. and Smith, Leonard A.
  • Consistent nonlinear dynamics: identifying model inadequacy. McSharry, Patrick E. and Smith, Leonard A.
  • Prediction of epileptic seizures: are nonlinear methods relevant? McSharry, Patrick E. and Smith, Leonard A. and Tarassenko, Lionel
  • Particulate dispersal in a time dependent flow [in Dynamic differentiation, summer study program in Geophysical Fluid Dynamics, Woods Hole Oceanographic Institution]. Mellor, Florence K.
  • Non-response biases in surveys of schoolchildren: the case of the English Programme for International Student Assessment (PISA) samples. Micklewright, John and Schnepf, Sylke and Skinner, Chris J.
  • Statistical analysis of peer grading:a latent variable approach. Mignemi, Giuseppe and Chen, Yunxiao and Moustaki, Irini picture_as_pdf
  • Unfolding the network of peer grades:a latent variable approach. Mignemi, Giuseppe and Chen, Yunxiao and Moustaki, Irini picture_as_pdf
  • CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features. Mitrodima, Gelly and Oberoi, Jaideep picture_as_pdf
  • Numerical evaluation of distributions in non-linear autoregression. Moeanaddin, R and Tong, Howell
  • On multi-step non-linear least-squares predication. Moenaddin, R and Tong, Howell
  • A comparison of likelihood ratio test and CUSUM test for threshold autoregression. Moenaddin, R and Tong, Howell
  • Overview of the algebraic reliability of binary and multistate k-out-of-n and related systems. Mohammadi, Fatemeh and Pascual-Ortigosa, Patricia and Sáenz-de-Cabezón, Eduardo and Wynn, Henry P.
  • Efficient multicut enumeration of k -out-of- n:F and consecutive k -out-of- n:F systems. Mohammadi, Fatemeh and Saenz-de-Cabezon, Eduardo and Wynn, Henry P.
  • Types of signature analysis in reliability based on Hilbert series. Mohammadi, Fatemeh and Saenz-de-Cabezon, Eduardo and Wynn, Henry P.
  • The algebraic method in tree percolation. Mohammadi, Fatemeh and Saenz-de-Cabezon, Eduardo and Wynn, Henry P.
  • Polarization and depolarization of monomial ideals with application to multi-state system reliability. Mohammadi, Fatemeh and Pascual-Ortigosa, Patricia and Sáenz-de-Cabezón, Eduardo and Wynn, Henry P. picture_as_pdf
  • Foreword: special issue on statistical modeling in insurance and finance. Morettin, Pedro A. and Norberg, Ragnar
  • Synchronized chaos in coupled double disk homopolar dynamos. Moroz, Irene M. and Smith, Leonard A. and Hide, Raymond
  • Variance stabilization and normalization for one-color microarray data using a data-driven multiscale approach. Motakis, E. S. and Nason, Guy P. and Fryzlewicz, Piotr and Rutter, G. A
  • Bounded-influence robust estimation in generalized linear latent variable models. Moustaki, I and Victoria-Feser, M. P
  • Discussion of the paper by Fayers and Hand [Fayers, P. M. and Hand, D. J., Causal variables, indicator variables and measurement scales: an example from quality of life, Journal of the Royal Statistical Society, Series A, 2002:165(2), 233-261]. Moustaki, Irini
  • Factor analysis and latent structure of categorical and metric data. Moustaki, Irini
  • Latent variable models with covariates. Moustaki, Irini
  • A general class of latent variable models for ordinal manifest variables with covariate effects on the manifest and latent variables. Moustaki, Irini
  • A latent trait and a latent class model for mixed observed variables. Moustaki, Irini
  • A latent variable model for ordinal variables. Moustaki, Irini
  • A review of exploratory factor analysis for ordinal categorical data. Moustaki, Irini
  • Factor models for ordinal variables with covariate effects on the manifest and latent variables: a comparison of LISREL and IRT approaches. Moustaki, Irini and Joreskog, K and Mavridis, D
  • Computational aspects of the E-M and Bayesian estimation in latent variable models. Moustaki, Irini and Knott, Martin
  • Generalised latent trait models. Moustaki, Irini and Knott, Martin
  • Latent variable models that account for atypical responses. Moustaki, Irini and Knott, Martin
  • Weighting for item non-response in attitude scales by using latent variable models with covariates. Moustaki, Irini and Knott, Martin
  • Locating "don't know", "no answer" and middle alternatives on an attitude scale: a latent variable approach. Moustaki, Irini and Marcoulides, George. A
  • Item non-response in attitude scales: a latent variable approach. Moustaki, Irini and O'Muircheartaigh, C
  • A one dimension latent trait model to infer attitude from nonresponse for nominal data. Moustaki, Irini and O'Muircheartaigh, C.
  • Latent class models for mixed outcomes with applications in archaeometry. Moustaki, Irini and Papageorgiou, Ioulia
  • Latent variable models for mixed categorical and survival responses with an application to fertility preferences and family planning in Bangladesh. Moustaki, Irini and Steele, Fiona
  • Polyparasite Helminth infections and their association to anaemia and undernutrition in Northern Rwanda. Mupfasoni, Denise and Karibushi, Blaise and Koukounari, Artemis and Ruberanziza, Eugene and Kaberuka, Teddy and Kramer, Michael H. and Mukabayire, Odette and Kabera, Michee and Nizeyimana, Vianney and Deville, Marie-Alice and Ruxin, Josh and Webster, Joanne P. and Fenwick, Alan
  • Impact of iron supplementation on schistosomiasis control in Zambian school children in a highly endemic area. Mwanakasale, Victor and Siziya, Seter and Mwansa, James and Koukounari, Artemis and Fenwick, Alan
  • Day care center characteristics and children's respiratory health. Nafstad, P and Jaakkola, J. K and Skrondal, Anders and Magnus, P
  • Early respiratory infections, asthma, and allergy: 10-year follow-up of the Oslo Birth Cohort. Nafstad, P. and Brunekreef, B. and Skrondal, Anders and Nystad, W.
  • Unsourced and incomplete: how referendum campaign leaflets misused statistics. Nakatudde, Nambassa
  • Variable selection for regression estimation in finite populations. Nascimento, Silva and Skinner, Chris J.
  • Deep learning detection of types of water-bodies using optical variables and ensembling. Nasir, Nida and Kansal, Afreen and Alshaltone, Omar and Barneih, Feras and Shanableh, Abdallah and Al-Shabi, Mohammad and Al Shammaa, Ahmed picture_as_pdf
  • The Pareto cover problem. Natura, Bento and Neuwohner, Meike and Weltge, Stefan picture_as_pdf
  • Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence. Ng, K.W. and Tong, Howell
  • Environmental and social accountability in emerging economies:strategic pressures from and responses to vulnerable local communities. Noah, Abdurafiu Olaiya and Adhikari, Pawan and Liew, Pik Kun picture_as_pdf
  • Anomalous PDEs in Markov chains: Domains of validity and numerical solutions. Norberg, Ragnar
  • Credibility theory. Norberg, Ragnar
  • Dynamic Greeks. Norberg, Ragnar
  • Forward mortality and other vital rates: are they the way forward? Norberg, Ragnar
  • Interest guarantees in banking. Norberg, Ragnar
  • Life insurance mathematics. Norberg, Ragnar
  • The Markov chain market. Norberg, Ragnar
  • Multistate models for life insurance mathematics. Norberg, Ragnar
  • Non-life reserves : continuous time micro models. Norberg, Ragnar
  • On bonus and bonus prognoses in life insurance. Norberg, Ragnar
  • Thiele, Thorvald Nicolai (1838-1910). Norberg, Ragnar
  • Thorvald Nicolai Thiele. Norberg, Ragnar
  • Vasicek beyond the normal. Norberg, Ragnar
  • On the sensitivity of premiums and reserves to changes in valuation elements. Norberg, Ragnar and Kalashnikov, Vladimir
  • What is the time value of a stream of investments? Norberg, Ragnar and Steffensen, Mogens
  • Traffic related air pollution and acute hospital admission for respiratory diseases in Drammen, Norway 1995-2000. Oftedal, Bente and Nafstad, Per and Magnus, Per and Bjørkly, Sonja and Skrondal, Anders
  • Modal validation of a cantilever-plate bimorph actuator illustrating sensitivity to 3D characterisation. Oldfield, Matthew J. and Atherton, Mark A. and Bates, Ron A. and Perry, Mark A. and Wynn, Henry P.
  • Execution in an aggregator. Oomen, Roel
  • Last look. Oomen, Roel
  • Price signatures. Oomen, Roel picture_as_pdf
  • Adaptation to global warming: do climate models tell us what we need to know? Oreskes, Naomi and Stainforth, David A. and Smith, Leonard A.
  • Model error in weather forecasting. Orrell, D. and Smith, Leonard A. and Barkmeijer, J. and Palmer, T. N.
  • Visualising bifurcations in high dimensional systems: the spectral bifurcation diagram. Orrell, David and Smith, Leonard A.
  • On fitting of non-stationary autoregressive models in time series analysis. Ozaki, T and Tong, Howell
  • Weighted least absolute deviations estimation for ARMA models with infinite variance. Pan, Jiazhu and Wang, Hui and Yao, Qiwei
  • Modelling multiple time series via common factors. Pan, Jiazhu and Yao, Qiwei
  • Managing other people's money:an agency theory in financial management industry. Papadimitriou, Dimitris and Tokis, Konstantinos and Vichos, Georgios and Mourdoukoutas, Panos picture_as_pdf
  • Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables. Papageorgiou, Ioulia and Moustaki, Irini
  • Local random analogue prediction of nonlinear processes. Paparella, F. and Provenzale, A. and Smith, Leonard A. and Taricco, C. and Vio, R.
  • A joint modeling approach for longitudinal outcomes and non-ignorable dropout under population heterogeneity in mental health studies. Park, Jung Yeon and Wall, Melanie M and Moustaki, Irini and Grossman, Arnold picture_as_pdf
  • Algebraic reliability of multi-state k-out-of-n systems. Pascual-Ortigosa, Patricia and Saénz-De-Cabezón, Eduardo and Wynn, Henry P.
  • Local processing of massive databases with R:a national analysis of a Brazilian social programme. Paz, Hellen and Maia, Mateus and Moraes, Fernando and Lustosa, Ricardo and Costa, Lilia and Macêdo, Samuel and Barreto, Marcos E. and Ara, Anderson picture_as_pdf
  • Risk factors for severe outcomes following 2009 influenza A (H1N1) infection: a global pooled analysis. Peiris, J. S. Malik and Van Kerkhove, Maria D. and Vandemaele, Katelijn A. H. and Shinde, Vivek and Jaramillo-Gutierrez, Giovanna and Koukounari, Artemis and Donnelly, Christl A. and Carlino, Luis O. and Owen, Rhonda and Paterson, Beverly and Pelletier, Louise and Vachon, Julie and Gonzalez, Claudia and Hongjie, Yu and Zijian, Feng and Chuang, Shuk Kwan and Au, Albert and Buda, Silke and Krause, Gerard and Haas, Walter and Bonmarin, Isabelle and Taniguichi, Kiyosu and Nakajima, Kensuke and Shobayashi, Tokuaki and Takayama, Yoshihiro and Sunagawa, Tomi and Heraud, Jean Michel and Orelle, Arnaud and Palacios, Ethel and van der Sande, Marianne A. B. and Wielders, C. C. H. Lieke and Hunt, Darren and Cutter, Jeffrey and Lee, Vernon J. and Thomas, Juno and Santa-Olalla, Patricia and Sierra-Moros, Maria J. and Hanshaoworakul, Wanna and Ungchusak, Kumnuan and Pebody, Richard and Jain, Seema and Mounts, Anthony W.
  • Threshold autoregression and some frequency-domain characteristics. Pemberton, J and Tong, Howell
  • A note on the distribution of non-linear autoregressive stochastic processes. Pemberton, J and Tong, Howell
  • Estimating conditional means with heavy tails. Peng, Liang and Yao, Qiwei
  • Least absolute deviations estimation for ARCH and GARCH models. Peng, Liang and Yao, Qiwei
  • Nonparametric regression under dependent errors with infinite variance. Peng, Liang and Yao, Qiwei
  • Diagnosing seasonal shifts in time series using state space models. Penzer, Jeremy
  • Estimating trends in weather series: consequences for pricing derivatives. Penzer, Jeremy and Jewson, Stephen
  • Approximating volatilities by asymmetric power GARCH functions. Penzer, Jeremy and Wang, Mingjin and Yao, Qiwei
  • Capturing the temporal sequence of interaction in young siblings. Perlman, Michal and Lyons-Amos, Mark and Leckie, George and Steele, Fiona and Jenkins, Jennifer
  • Generation of all randomizations using circuits. Pesce, Elena and Rapallo, Fabio and Riccomagno, Eva and Wynn, Henry P. picture_as_pdf
  • A forward search algorithm for detecting extreme study effects in network meta-analysis. Petropoulou, Maria and Salanti, Georgia and Rücker, Gerta and Schwarzer, Guido and Moustaki, Irini and Mavridis, Dimitris picture_as_pdf
  • Optic disc assessment in the emergency department: a comparative study between the PanOptic and direct ophthalmoscopes. Petrushkin, H. and Barsam, A. and Mavrakakis, Miltiadis C. and Parfitt, A. and Jaye, P.
  • Weighting for unequal selection probabilities in multilevel models. Pfeffermann, Danny and Skinner, Chris J. and Holmes, D. J. and Goldstein, H. and Rasbash, J.
  • The estimation of gross flows in the presence of measurement error using auxiliary variables. Pfeffermann, Danny and Skinner, Chris J. and Humphreys, Keith
  • Ontological concepts for information sharing in cloud robotics. Pignaton De Freitas, Edison and Olszewska, Joanna Isabelle and Carbonera, Joel Luís and Fiorini, Sandro R. and Khamis, Alaa and Ragavan, S. Veera and Barreto, Marcos E. and Prestes, Edson and Habib, Maki K. and Redfield, Signe and Chibani, Abdelghani and Goncalves, Paulo and Bermejo-Alonso, Julita and Sanz, Ricardo and Tosello, Elisa and Olivares-Alarcos, Alberto and Konzen, Andrea Aparecida and Quintas, João and Li, Howard picture_as_pdf
  • A dynamic social relations model for clustered longitudinal dyadic data with continuous or ordinal responses. Pillinger, Rebecca and Steele, Fiona and Leckie, George and Jenkins, Jennifer picture_as_pdf
  • Testing the interrelationship between area deprivation and ethnic disparities in sentencing. Pina‐Sánchez, Jose and Morales, Ana and Guilfoyle, Eoin and Veiga, Ana and Geneletti, Sara picture_as_pdf
  • Cumulant varieties. Pistone, Giovanni and Wynn, Henry
  • Conditional minimum volume predictive regions for stochastic processes. Polonik, Wolfgang and Yao, Qiwei
  • Testing for multivariate volatility functions using minimum volume sets and inverse regression. Polonik, Wolfgang and Yao, Qiwei
  • Applications of principal component analysis and factor analysis in stochastic control systems. Priestley, Mark and Subba Rao, T and Tong, Howell
  • Identification of the structure of multivariate stochastic systems. Priestley, Mark and Subba Rao, T and Tong, Howell
  • On the analysis of bivariate non-stationary processes: with discussion. Priestley, Mark and Tong, Howell
  • Asymptotic behaviour of a family of gradient algorithms in Rd and Hilbert spaces. Pronzato, Luc and Wynn, Henry and Zhigljavsky, Anatoly A
  • Distinguishing between low-dimensional dynamics and randomness in measured time series. Provenzale, A. and Smith, Leonard A. and Vio, R. and Murante, G.
  • Exact exploratory bi-factor analysis:a constraint-based optimisation approach. Qiao, Jiawei and Chen, Yunxiao and Ying, Zhiliang picture_as_pdf
  • Comment. Qiao, Xinghao and James, Gareth M. and Sun, Wenguang
  • CATVI:conditional and adaptively truncated variational inference for hierarchical Bayesian nonparametric models. Qiao, Xinghao and Liu, Yirui and Lam, Jessica picture_as_pdf
  • Functional graphical models. Qiao, Xinghao and Guo, Shaojun and James, Gareth M.
  • Doubly functional graphical models in high dimensions. Qiao, Xinghao and Qian, Cheng and James, Gareth M. and Guo, Shaojun picture_as_pdf
  • Exact simulation of Ornstein-Uhlenbeck tempered stable processes. Qu, Yan and Dassios, Angelos and Zhao, Hongbiao picture_as_pdf
  • Random variate generation for exponential and gamma tilted stable distributions. Qu, Yan and Dassios, Angelos and Zhao, Hongbiao picture_as_pdf
  • Exact simulation of quadratic intensity models. Qu, Yan and Dassios, Angelos and Liu, Anxin and Zhao, Hongbiao picture_as_pdf
  • Exact simulation of gamma-driven Ornstein–Uhlenbeck processes with finite and infinite activity jumps. Qu, Yan and Dassios, Angelos and Zhao, Hongbiao picture_as_pdf
  • Shot-noise cojumps:exact simulation and option pricing. Qu, Yan and Dassios, Angelos and Zhao, Hongbiao picture_as_pdf
  • Parameterization of multivariate random effects models for categorical data. Rabe-Hesketh, S. and Skrondal, Anders
  • Correcting for covariate measurement error in logistic regression using nonparametric maximum likelihood estimation. Rabe-Hesketh, Sophia and Pickles, Andrew and Skrondal, Anders
  • Multilevel and latent variable modeling with composite links and exploded likelihoods. Rabe-Hesketh, Sophia and Skrondal, Anders
  • Multilevel modelling of complex survey data. Rabe-Hesketh, Sophia and Skrondal, Anders
  • Probit model. Rabe-Hesketh, Sophia and Skrondal, Anders
  • GLLAMM manual. Rabe-Hesketh, Sophia and Skrondal, Anders and Pickles, Andrew
  • Generalized multilevel structural equation modelling. Rabe-Hesketh, Sophia and Skrondal, Anders and Pickles, Andrew
  • Maximum likelihood estimation of generalized linear models with covariate measurement error. Rabe-Hesketh, Sophia and Skrondal, Anders and Pickles, Andrew
  • Multilevel structural equation modeling. Rabe-Hesketh, Sophia and Skrondal, Anders and Zheng, X.
  • Index models for sparsely sampled functional data. Radchenko, Peter and Qiao, Xinghao and James, Gareth M.
  • Abstinence from alcohol consumption and exercise capacity:a pre and post intervention cohort study. Raj, Ashok S. and Cobain, Charlotte and Abbott, Tom E.F. and Cron, Nicholas
  • A goal programming-TOPSIS approach to multiple response optimization using the concepts of non-dominated solutions and prediction intervals. Ramezani, Majid and Bashiri, Mahdi and Atkinson, Anthony C.
  • Quasi-score tests with survey data. Rao, J. N. K. and Scott, A. J. and Skinner, Chris J.
  • A user’s guide to MLwiN, version 2.10. Rasbah, J. and Steele, F. and Browne, W. and Goldstein, H.
  • Reassessing diabetes and APOE genotype as potential interacting risk factors for Alzheimer’s disease. Ravipati, Kaushik and Chen, Yunxiao and Manns, Joseph R. picture_as_pdf
  • An entropy approach to the Stein and Stein model with correlation. Rheinlander, Thorsten
  • Arbitrage opportunities in diverse markets via a non-equivalent measure change. Rheinlander, Thorsten and Osterrieder, Jörg R
  • Hedging derivatives. Rheinlander, Thorsten and Sexton, Jenny
  • Utility indifference hedging with exponential additive processes. Rheinlander, Thorsten and Steiger, Gallus
  • The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models. Rheinlander, Thorsten and Steiger, Gallus
  • A stochastic version of Zeeman's market model. Rheinlander, Thorsten and Steinkamp, Marcus
  • Robust diagnostic data analysis: transformations in regression. Riani, Marco and Atkinson, Anthony C.
  • Robust model selection with flexible trimming. Riani, Marco and Atkinson, Anthony C.
  • A unified approach to outliers, influence and transformations in discriminant analysis. Riani, Marco and Atkinson, Anthony C.
  • Finding an unknown number of multivariate outliers. Riani, Marco and Atkinson, Anthony C. and Cerioli, Andrea
  • Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression. Riani, Marco and Atkinson, Anthony C. and Corbellini, Aldo picture_as_pdf
  • Robust transformations for multiple regression via additivity and variance stabilization. Riani, Marco and Atkinson, Anthony C. and Corbellini, Aldo picture_as_pdf
  • Robust regression with density power divergence:theory, comparisons, and data analysis. Riani, Marco and Atkinson, Anthony C. and Corbellini, Aldo and Perrotta, Domenico picture_as_pdf
  • Regression analysis with partially labelled regressors: carbon dating of the Shroud of Turin. Riani, Marco and Atkinson, Anthony C. and Fanti, Giulio and Crosilla, Fabio
  • The use of modern robust regression analysis with graphics:an example from marketing. Riani, Marco and Atkinson, Anthony C. and Morelli, Gianluca and Corbellini, Aldo picture_as_pdf
  • Robust correspondence analysis. Riani, Marco and Atkinson, Anthony C. and Torti, Francesca and Corbellini, Aldo picture_as_pdf
  • Monitoring robust regression. Riani, Marco and Cerioli, Andrea and Atkinson, Anthony C. and Perrotta, Domenico
  • Efficient robust methods via monitoring for clustering and multivariate data analysis. Riani, Marco and Atkinson, Anthony C. and Cerioli, Andrea and Corbellini, Aldo picture_as_pdf
  • Robust response transformations for generalized additive models via additivity and variance stabilization. Riani, Marco and Atkinson, Anthony C. and Corbellini, Aldo picture_as_pdf
  • Information criteria for outlier detection avoiding arbitrary significance levels. Riani, Marco and Atkinson, Anthony C. and Corbellini, Aldo and Farcomeni, Alessio and Laurini, Fabrizio picture_as_pdf
  • Robust Tobit regression for censored observations using extended Box-Cox Transformations. Riani, Marco and Atkinson, Anthony C. and Corbellini, Aldo and Morelli, Gianluca picture_as_pdf
  • The use of prior information in very robust regression for fraud detection. Riani, Marco and Corbellini, Aldo and Atkinson, Anthony C.
  • Confidentiality and differential privacy in the dissemination of frequency tables. Rinott, Yosef and O’Keefe, Christine M. and Shlomo, Natalie and Skinner, Chris J.
  • Generalized latent variables models with non-linear effects. Rizopoulos, Dimitris and Moustaki, Irini
  • Large time behavior of solutions to semi-linear equations with quadratic growth in the gradient. Robertson, Scott and Xing, Hao
  • Long term optimal investment in matrix valued factor models. Robertson, Scott and Xing, Hao
  • The estimation of conditional densities. Robinson, Peter M. and Chen, Xu and Linton, Oliver
  • Modelling consumers' use of products. Romaniuk, H. and Skinner, Chris J. and Cooper, P. J.
  • Epistemic parity:reproducibility as an evaluation metric for differential privacy. Rosenblatt, Lucas and Herman, Bernease and Holovenko, Anastasia and Lee, Wonkwon and Loftus, Joshua and McKinnie, Elizabeth and Rumezhak, Taras and Stadnik, Andrii and Howe, Bill and Stoyanovich, Julia picture_as_pdf
  • Using medium-range weather forecasts to improve the value of wind energy production. Roulston, M.S. and Kaplan, D.T. and Hardenberg, J. and Smith, Leonard A.
  • Combining dynamical and statistical ensembles. Roulston, M.S. and Smith, Leonard A.
  • The boy who cried wolf revisited: the impact of false alarm intolerance on cost-loss scenarios. Roulston, M.S. and Smith, Leonard A.
  • Forecasting wave height probabilities with numerical weather prediction models. Roulston, Mark S and Ellepola, Jerome and von Hardenberg, Jost and Smith, Leonard A.
  • A forecast reliability index from ensembles: a comparison of methods. Roulston, Mark S and Ziehmann, Christine and Smith, Leonard A.
  • Evaluating probabilistic forecasts using information theory. Roulston, Mark S. and Smith, Leonard A.
  • Broad range of 2050 warming from an observationally constrained large climate model ensemble. Rowlands, Daniel J. and Frame, David J. and Ackerley, Duncan and Aina, Tolu and Booth, Ben B. B. and Christensen, Carl and Collins, Matthew and Faull, Nicholas and Forest, Chris E. and Grandey, Benjamin S. and Gryspeerdt, Edward and Highwood, Eleanor J. and Ingram, William J. and Knight, Sylvia and Lopez, Ana and Massey, Neil and McNamara, Frances and Meinshausen, Nicolai and Piani, Claudio and Rosier, Suzanne M. and Sanderson, Benjamin M. and Smith, Leonard A. and Stone, Dáithí A. and Thurston, Milo and Yamazaki, Kuniko and Hiro Yamazaki, Y. and Allen, Myles R.
  • On applications of marginal models for categorical data. Rudas, Tamas and Bergsma, Wicher
  • Reconsidering the odds ratio as a measure of 2 x 2 association in a population. Rudas, Tamas and Bergsma, Wicher
  • Marginal log-linear parameterization of conditional independence models. Rudas, Tamas and Bergsma, Wicher and Nemeth, Renáta
  • Marginal models:an overview. Rudas, Tamás and Bergsma, Wicher picture_as_pdf
  • Neural networks for option pricing and hedging:a literature review. Ruf, Johannes and Wang, Weiguan picture_as_pdf
  • Ocean integration:the needs and challenges of effective coordination within the ocean observing system. Révelard, Adèle and Tintoré, Joaquín and Verron, Jacques and Bahurel, Pierre and Barth, John A. and Belbéoch, Mathieu and Benveniste, Jérôme and Bonnefond, Pascal and Chassignet, Eric P. and Cravatte, Sophie and Davidson, Fraser and deYoung, Brad and Heupel, Michelle and Heslop, Emma and Hörstmann, Cora and Karstensen, Johannes and Le Traon, Pierre Yves and Marques, Miguel and McLean, Craig and Medina, Raul and Paluszkiewicz, Theresa and Pascual, Ananda and Pearlman, Jay and Petihakis, George and Pinardi, Nadia and Pouliquen, Sylvie and Rayner, Ralph and Shepherd, Iian and Sprintall, Janet and Tanhua, Toste and Testor, Pierre and Seppälä, Jukka and Siddorn, John and Thomsen, Soeren and Valdés, Luis and Visbeck, Martin and Waite, Anya M. and Werner, Francisco and Wilkin, John and Williams, Ben picture_as_pdf
  • Mincut ideals of two-terminal networks. Saenz-de-Cabezon, Eduardo and Wynn, Henry P.
  • To improve their courses, educators should respond to how students actually use AI. Sallai, Dorottya and Cardoso Silva, Jon and Barreto, Marcos picture_as_pdf
  • Generative AI in education:reshaping the future of learning. Sallai, Dorottya and Cardoso Silva, Jon and Barreto, Marcos and Kearney, Casey picture_as_pdf
  • Approach generative AI tools proactively or risk bypassing the learning process in higher education. Sallai, Dorottya and Cardoso-Silva, Jonathan and Barreto, Marcos and Panero, Francesca and Berrada, Ghita and Luxmoore, Sara picture_as_pdf
  • Stratified case-cohort analysis of general cohort sampling designs. Samuelsen, S.O. and Aanestad, H. and Skrondal, Anders
  • A simple correction for ties when censoring times depend on covariates. Samuelsen, S.O. and Wisloff, T.F. and Skrondal, Anders
  • Locally stationary wavelet coherence with application to neuroscience. Sanderson, Jean and Fryzlewicz, Piotr
  • Locally stationary wavelet coherence with application to neuroscience. Sanderson, Jean and Fryzlewicz, Piotr
  • Estimating linear dependence between nonstationary time series using the locally stationary wavelet model. Sanderson, Jean and Fryzlewicz, Piotr and Jones, M. W.
  • Testing independence of covariates and errors in nonparametric regression. Sankar, Subhra and Bergsma, Wicher and Dassios, Angelos
  • Joint modelling compared with two stage methods for analysing longitudinal data and prospective outcomes: a simulation study of childhood growth and BP. Sayers, A. and Heron, J. and Smith, A. and Macdonald-Wallis, C. and Gilthorpe, M. and Steele, F. and Tilling, K.
  • Probabilistic record linkage. Sayers, Adrian and Ben-Shlomo, Yoav and Blom, Ashley W. and Steele, Fiona
  • Association between surgical volume and failure of primary total hip replacement in England and Wales:findings from a prospective national joint replacement register. Sayers, Adrian and Steele, Fiona and Whitehouse, Michael R and Price, Andrew and Ben-Shlomo, Yoav and Blom, Ashley W. picture_as_pdf
  • Indicators for monitoring and improving representativeness of response. Schouten, Barry and Shlomo, Natalie and Skinner, Chris J.
  • Discussion of ‘Multi-scale Fisher’s independence test for multivariate dependence’. Schrab, Antonin and Jitkrittum, Wittawat and Szabo, Zoltan and Sejdinovic, Dino and Gretton, Arthur picture_as_pdf
  • Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Schroeder, Anna Louise and Fryzlewicz, Piotr
  • Achieving fairness with a simple ridge penalty. Scutari, Marco and Panero, Francesca and Proissl, Manuel picture_as_pdf
  • A test score based approach to stochastic submodular optimization. Sekar, Shreyas and Vojnovic, Milan and Yun, Se-Young picture_as_pdf
  • Pure exploration and regret minimization in matching bandits. Sentenac, Flore and Yi, Jialin and Calauzènes, ‪Clément and Perchet, Vianney and Vojnovic, Milan picture_as_pdf
  • Matching a distribution by matching quantiles estimation. Sgouropoulos, Nikolaos and Yao, Qiwei and Yastremiz, Claudia
  • Matching quantiles estimation. Sgouropoulos, Nikolaos and Yao, Qiwei and Yastremiz, Claudia
  • Adaptive matching for expert systems with uncertain task types. Shah, V. and Gulikers, L. and Massoulie, L. and Vojnovic, Milan
  • Adaptive matching for expert systems with uncertain task types. Shah, Virag and Gulikers, Lennart and Massoulié, Laurent and Vojnović, Milan
  • Do residents living in transit-oriented development station catchment areas travel more sustainably? The impacts of life events. Shen, Tonggaochuan and Cheng, Long and Yang, Yongjiang and Deng, Jialin and Jin, Tanhua and Cao, Mengqiu picture_as_pdf
  • High-dimensional A-learning for optimal dynamic treatment regimes. Shi, Chengchun and Fan, Ailin and Song, Rui and Lu, Wenbin picture_as_pdf
  • Breaking the curse of nonregularity with subagging:inference of the mean outcome under optimal treatment regimes. Shi, Chengchun and Lu, Wenbin and Song, Rui picture_as_pdf
  • Determining the number of latent factors in statistical multi-relational learning. Shi, Chengchun and Lu, Wenbin and Song, Rui picture_as_pdf
  • An online sequential test for qualitative treatment effects. Shi, Chengchun and Luo, Shikai and Zhu, Hongtu and Song, Rui picture_as_pdf
  • Concordance and value information criteria for optimal treatment decision. Shi, Chengchun and Song, R and Lu, W picture_as_pdf
  • Linear hypothesis testing for high dimensional generalized linear models. Shi, Chengchun and Song, Rui and Chen, Zhao and Li, Runze picture_as_pdf
  • On testing conditional qualitative treatment effects. Shi, Chengchun and Song, Rui and Lu, Wenbin picture_as_pdf
  • Robust learning for optimal treatment decision with NP-dimensionality. Shi, Chengchun and Song, Rui and Lu, Wenbin picture_as_pdf
  • A minimax learning approach to off-policy evaluation in confounded Partially Observable Markov Decision Processes. Shi, Chengchun and Uehara, Masatoshi and Uehara, Masatoshi and Huang, Jiawei and Jiang, Nan picture_as_pdf
  • Dynamic causal effects evaluation in A/B testing with a reinforcement learning framework. Shi, Chengchun and Wang, Xiaoyu and Luo, Shikai and Zhu, Hongtu and Ye, Jieping and Song, Rui picture_as_pdf
  • Double generative adversarial networks for conditional independence testing. Shi, Chengchun and Xu, Tianlin and Bergsma, Wicher and Li, Lexin picture_as_pdf
  • Off-policy confidence interval estimation with confounded Markov decision process. Shi, Chengchun and Zhu, Jin and Shen, Ye and Luo, Shikai and Zhu, Hongtu and Song, Rui picture_as_pdf
  • Testing mediation effects using logic of Boolean matrices. Shi, Chengchun and Li, Lexin picture_as_pdf
  • A massive data framework for M-estimators with cubic-rate. Shi, Chengchun and Lu, Wenbin and Song, Rui picture_as_pdf
  • A sparse random projection-based test for overall qualitative treatment effects. Shi, Chengchun and Lu, Wenbin and Song, Rui picture_as_pdf
  • Statistically efficient advantage learning for offline reinforcement learning in infinite horizons. Shi, Chengchun and Luo, Shikai and Le, Yuan and Zhu, Hongtu and Song, Rui picture_as_pdf
  • Value enhancement of reinforcement learning via efficient and robust trust region optimization. Shi, Chengchun and Qi, Zhengling and Wang, Jianing and Zhou, Fan picture_as_pdf
  • Maximin projection learning for optimal treatment decision with heterogeneous individualized treatment effects. Shi, Chengchun and Song, Rui and Lu, Wenbin and Fu, Bo picture_as_pdf
  • Statistical inference for high-dimensional models via recursive online-score estimation. Shi, Chengchun and Song, Rui and Lu, Wenbin and Li, Runzi picture_as_pdf
  • A multiagent reinforcement learning framework for off-policy evaluation in two-sided markets. Shi, Chengchun and Wan, Runzhe and Song, Ge and Luo, Shikai and Zhu, Hongtu and Song, Rui picture_as_pdf
  • Statistical inference of the value function for reinforcement learning in infinite-horizon settings. Shi, Chengchun and Zhang, Shengxing and Lu, Wenbin and Song, Rui picture_as_pdf
  • Testing directed acyclic graph via structural, supervised and generative adversarial learning. Shi, Chengchun and Zhou, Yunzhe and Li, Lexin picture_as_pdf
  • Measuring risk of re-identification in microdata:state-of-the art and new directions. Shlomo, Natalie and Skinner, Chris picture_as_pdf
  • Assessing the protection provided by misclassification-based disclosure limitation methods for survey microdata. Shlomo, Natalie and Skinner, Chris J.
  • Estimation of an indicator of the representativeness of survey response. Shlomo, Natalie and Skinner, Chris J. and Schouten, Barry
  • Privacy protection from sampling and perturbation in survey microdata. Sholmo, Natalie and Skinner, Chris J.
  • Pretrial release judgments and decision fatigue. Shroff, Ravi and Vamvourellis, Konstantinos picture_as_pdf
  • Estimating distribution functions with auxiliary information using poststratification. Silva, Nascimento and Skinner, Chris J.
  • Malaria-VisAnalytics:a tool for visual exploratory analysis of Brazilian public malaria data. Sironi, Alberto Pietro and Bertoldo, Juracy and Sampaio, Vanderson and Coimbra, Danilo and Rasella, Davide and Barreto, Marcos Ennes picture_as_pdf
  • Multi-way stratification by linear programming. Sitter, R. R. and Skinner, Chris J.
  • Option pricing under threshold autoregressive models by threshold Esscher transform. Siu, Tak Kien and Tong, Howell and Yang, Hailiang
  • Bayesian risk measures for derivatives for random Esscher transform. Siu, Tak Kuen and Tong, Howell and Yang, Hailiang
  • Cross-classified sampling: some estimation theory. Skinner, C. J.
  • Nonresponse adjustment using auxiliary variables subject themselves to missing data. Skinner, Chris and Lawson, Nuanpan picture_as_pdf
  • Weighting in the regression analysis of survey data with a cross-national application. Skinner, Chris and Mason, Ben
  • Assessing disclosure risk for record linkage. Skinner, Chris J.
  • Book review: 'advances in sampling theory - ratio method of estimation’ by Cingi, H. and Kadilar, C. Skinner, Chris J.
  • Calibration weighting and non-sampling errors. Skinner, Chris J.
  • Comment of J. Shao,'invited discussion paper resampling methods in sample surveys. Skinner, Chris J.
  • Comment on X-L Meng, ‘multiple-imputation inferences with uncongenial sources of input’. Skinner, Chris J.
  • Comment on: A. Demnati and J.N.K. Rao, 'linearization variance estimators for model parameters from complex survey data'. Skinner, Chris J.
  • Comments on G.M. Fitzmaurice, A.F. Heath and D.R. Cox, ‘detecting overdispersion in large scale surveys: application to a study of education and social class in Britain’. Skinner, Chris J.
  • Comments on the Rao and Fuller (2017) paper. Skinner, Chris J.
  • Contribution to discussion of J. Copas and S. Eguchi, ‘local model uncertainty and incomplete-data bias’. Skinner, Chris J.
  • Dealing with measurement error in panel analysis. Skinner, Chris J.
  • Discussion. Skinner, Chris J.
  • Discussion of D. Steel, ‘producing monthly estimates of unemployment and employment according to the International Labour Office definition’. Skinner, Chris J.
  • Discussion of J. B. Copas and H. G. Li, 'inference for non-random samples'. Skinner, Chris J.
  • Discussion of J.F.Bjørnstad, ‘Non-Bayesian multiple imputation’. Skinner, Chris J.
  • Jackknife variance estimation for multivariate statistics under hot-deck imputation from common donors. Skinner, Chris J.
  • Logistic modelling of longitudinal survey data with measurement error. Skinner, Chris J.
  • Misclassification error. Skinner, Chris J.
  • Méthodes pour protéger la confidentialité des données d’enquêtes. Skinner, Chris J.
  • Probability proportional to size (PPS) sampling. Skinner, Chris J. picture_as_pdf
  • Rejoinder. Skinner, Chris J.
  • Statistical disclosure control for survey data. Skinner, Chris J.
  • Statistical disclosure risk: separating potential and harm. Skinner, Chris J.
  • The probability of identification: applying ideas from forensic statistics to disclosure risk assessment. Skinner, Chris J.
  • Estimation of a measure of disclosure risk for survey microdata under unequal probability sampling. Skinner, Chris J. and Carter, Randy
  • Regression analysis of complex survey data with missing values of a covariate. Skinner, Chris J. and Coker, O.
  • Inverse probability weighting for clustered nonresponse. Skinner, Chris J. and D'Arrigo, Julia
  • A measure of disclosure risk for microdata. Skinner, Chris J. and Elliot, M. J.
  • Random effects models for longitudinal survey data. Skinner, Chris J. and Holmes, D. J.
  • Multiple frame sampling for multivariate stratification. Skinner, Chris J. and Holmes, D. J. and Holt, D.
  • Instrumental variable estimation of gross flows in the presence of measurement error. Skinner, Chris J. and Humphreys, K.
  • Weibull regression for lifetimes measured with error. Skinner, Chris J. and Humphreys, K.
  • Disclosure control for census microdata. Skinner, Chris J. and Marsh, Catherine and Openshaw, Stan and Wymer, Colin
  • Estimation in dual frame surveys with complex designs. Skinner, Chris J. and Rao, J. N. K.
  • Estimating frequencies of frequencies in finite populations. Skinner, Chris J. and Shlomo, N.
  • Assessing identification risk in survey microdata using log-linear models. Skinner, Chris J. and Shlomo, Natalie
  • The measurement of low pay in the UK labour force survey. Skinner, Chris J. and Stuttard, Nigel and Beissel-Durrant, Gabriele and Jenkins, James
  • Fitting log-linear models to contingency tables from surveys with complex sampling designs: an investigation of the Clogg-Eliason approach. Skinner, Chris J. and Vallet, L.-A.
  • Introduction to the design and analysis of complex survey data. Skinner, Chris J. and Wakefield, Jon
  • Variance estimation in the analysis of clustered longitudinal survey data. Skinner, Chris J. and de Toledo Vieira, Marcel
  • Analysis of categorical data for complex surveys. Skinner, Chris J.
  • Estimation of dyadic characteristics of family networks using sample survey data. Skinner, Chris J. and Steele, Fiona picture_as_pdf
  • Interaction as departure from additivity in case-control studies: a cautionary note. Skrondal, Anders
  • Improved regression calibration. Skrondal, Anders and Kuha, Jouni
  • Regression among factor scores. Skrondal, Anders and Laake, Petter
  • Clustered binary data. Skrondal, Anders and Rabe-Hesketh, S.
  • Generalized estimating equations. Skrondal, Anders and Rabe-Hesketh, S.
  • Generalized linear latent and mixed models with composite links and exploded likelihoods. Skrondal, Anders and Rabe-Hesketh, S.
  • Random effects models for discrete longitudinal data. Skrondal, Anders and Rabe-Hesketh, S.
  • SEM: categorical observed variables. Skrondal, Anders and Rabe-Hesketh, S.
  • State dependence. Skrondal, Anders and Rabe-Hesketh, S.
  • Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects. Skrondal, Anders and Rabe-Hesketh, S. and Pickles, A.
  • Generalized latent variable modeling: multilevel, longitudinal and structural equation models. Skrondal, Anders and Rabe-Hesketh, Sophia
  • Latent variable modelling: a survey. Skrondal, Anders and Rabe-Hesketh, Sophia
  • Multilevel logistic regression for polytomous data and rankings. Skrondal, Anders and Rabe-Hesketh, Sophia
  • Redundant overdispersion parameters in multilevel models for categorical responses. Skrondal, Anders and Rabe-Hesketh, Sophia
  • Some applications of generalized linear latent and mixed models in epidemiology: repeated measures, measurement error and multilevel modeling. Skrondal, Anders and Rabe-Hesketh, Sophia
  • Structural equation modeling: categorical variables. Skrondal, Anders and Rabe-Hesketh, Sophia
  • Accountability and error in ensemble prediction of baroclinic flows. Smith, Leonard A.
  • Applied chaos: quantifying complex systems. Smith, Leonard A.
  • Chaos: a very short introduction. Smith, Leonard A.
  • Comments on the paper of R Smith, estimating dimension in noisy chaotic time series. Smith, Leonard A.
  • Disentangling uncertainty and error: on the predictability of nonlinear systems. Smith, Leonard A.
  • Does a meeting in Santa Fe imply chaos? Smith, Leonard A.
  • Feeding frenzy is short of juice. Smith, Leonard A.
  • Identification and prediction of low dimensional dynamics. Smith, Leonard A.
  • Intrinsic limits on dimension calculations. Smith, Leonard A.
  • Letters to the editor: unproven theories have value. Smith, Leonard A.
  • Limits to Predictability in 2000 and 2100. Smith, Leonard A.
  • Local optimal prediction: exploiting strangeness and the variation of sensitivity to initial condition. Smith, Leonard A.
  • Locally optimized prediction of nonlinear systems: stochastic and deterministic. Smith, Leonard A.
  • Predictability and chaos. Smith, Leonard A.
  • Predictability past predictability present. Smith, Leonard A.
  • Predictability past predictability present. Smith, Leonard A.
  • Quantifying chaos through predicitve flows and maps: computing unstable periodic orbits. Smith, Leonard A.
  • Rough survey of how ticks all add up. Smith, Leonard A.
  • Turbulence in the River Severn: a dynamic systems approach. Smith, Leonard A.
  • Visualizing predictability with chaotic ensembles. Smith, Leonard A.
  • What might we learn from climate forecasts? Smith, Leonard A.
  • The maintenance of uncertainty. Smith, Leonard A.
  • A personal overview of nonlinear time-series analysis from a chaos perspective - comments. Smith, Leonard A.
  • Exploiting dynamical coherence: A geometric approach to parameter estimation in nonlinear models. Smith, Leonard A. and Cuellar, Milena C. and Du, Hailiang and Judd, Kevin
  • Designing multi-model applications with surrogate forecast systems. Smith, Leonard A. and Du, Hailiang and Higgins, Sarah picture_as_pdf
  • Probabilistic skill in ensemble seasonal forecasts. Smith, Leonard A. and Du, Hailiang and Suckling, Emma B. and Niehörster, Falk
  • Lacunarity and intermittency in fluid turbulence. Smith, Leonard A. and Fournier, J. D. and Spiegel, E. A.
  • Accountability and internal consistency in ensemble formation. Smith, Leonard A. and Gilmour, Isla
  • Enlightenment in shadows. Smith, Leonard A. and Gilmour, Isla
  • A new technique for fault detection in multi-sensor probes. Smith, Leonard A. and Godfrey, K. and Fox, P. and Warwick, K.
  • Extending the limits of ensemble forecast verification with the minimum spanning tree. Smith, Leonard A. and Hansen, James A.
  • Just do it: reductionism, modelling and black-box forecasting. Smith, Leonard A. and McSharry, Patrick E.
  • Variations on reliability: connecting climate predictions to climate policy. Smith, Leonard A. and Petersen, Arthur
  • End to end ensemble forecasting: towards evaluating the economic value of an ensemble prediction system. Smith, Leonard A. and Roulston, Mark S and von Hardenberg, Jost
  • Weather and seasonal forecasting. Smith, Leonard A. and Roulston, Mark S.
  • Pattern formation by particles settling in viscous flows. Smith, Leonard A. and Spiegel, E. A.
  • Strange accumulators. Smith, Leonard A. and Spiegel, E. A.
  • Uncertainty in science and its role in climate policy. Smith, Leonard A. and Stern, Nicholas
  • Towards improving the framework for probabilistic forecast evaluation. Smith, Leonard A. and Suckling, Emma B. and Thompson, Erica L. and Maynard, Trevor and Du, Hailiang
  • Uncertainty dynamics and predictability in chaotic systems. Smith, Leonard A. and Ziehmann, C. and Fraedrich, K.
  • Allowing for non-ignorable non-response in the analysis of voting intention data. Smith, P. W. F. and Skinner, Chris J. and Clarke, P. S.
  • The predictive power of health system environments:a novel approach for explaining inequalities in access to maternal healthcare. Sochas, Laura picture_as_pdf
  • A note on tests for threshold-type nonlinearity in open loop systems. Sorour, A E and Tong, Howell
  • Note on the weak convergence of hyperplane α-quantile functionals and their continuity in the Skorokhod J1 topology. Sparago, Pietro picture_as_pdf
  • Recurrent risk of anal sphincter laceration among women with vaginal deliveries. Spydslaug, A. and Eskild, A. and Trogstad, L. I. S. and Nesheim, B. I. and Skrondal, Anders
  • Recurrence risk of anal sphincter laceration among women with vaginal deliveries. Spydslaug, Anny and Trogstad, Lill I. S. and Skrondal, Anders and Eskild, Anne
  • Uncertainty in predictions of the climate response to rising levels of greenhouse gases. Stainforth, David A. and Aina, T. and Christensen, C. and Collins, M. and Faull, N. and Frame, D. J. and Kettleborough, J. A. and Knight, S. and Martin, A. and Murphy, J. M. and Piani, C. and Sexton, D. and Smith, Leonard A. and Spicer, R. A. and Thorpe, A. J. and Allen, M. R.
  • Confidence, uncertainty and decision-support relevance in climate predictions. Stainforth, David A. and Allen, M. R. and Tredger, Edward and Smith, Leonard A.
  • Policy: clarify the limits of climate models. Stainforth, David A. and Smith, Leonard A.
  • A donor imputation system to create a census database fully adjusted for underenumeration. Steele, F. and Brown, J. and Chambers, R.
  • Book review: Skrondal A. and Rabe-Hesketh S. (2004) Generalized latent variable modelling: multilevel, longitudinal and structural equation models. Steele, Fiona
  • Event history analysis. Steele, Fiona
  • Multilevel discrete-time event history analysis with applications to the analysis of recurrent employment transitions. Steele, Fiona
  • Multilevel models for longitudinal data. Steele, Fiona
  • Selection effects in an analysis of contraceptive discontinuation in Morocco: an application of a multiprocess multilevel model. Steele, Fiona
  • Selection effects of source of contraceptive supply in an analysis of discontinuation of contraception: multilevel modelling when random effects are correlated with an explanatory variable. Steele, Fiona
  • Structural equation modeling: multilevel. Steele, Fiona
  • A discrete-time multilevel mixture model for event history data with long-term survivors, with an application to an analysis of contraceptive sterilization in Bangladesh. Steele, Fiona
  • Savings/credit group formation and change in contraception. Steele, Fiona and Amin, Sajeda and Naved, Ruchira T.
  • A controlled donor imputation system for a one-number census. Steele, Fiona and Brown, James and Chambers, Ray
  • Modeling household decisions using longitudinal data from household panel surveys, with applications to residential mobility. Steele, Fiona and Clarke, P. and Washbrook, E.
  • Modeling within-household associations in household panel studies. Steele, Fiona and Clarke, Paul and Kuha, Jouni
  • Multilevel structural equation models for longitudinal data where predictors are measured more frequently than outcomes:an application to the effects of stress on the cognitive function of nurses. Steele, Fiona and Clarke, Paul and Leckie, George and Allan, Julia and Johnston, Derek
  • Appropriate methods for analyzing the effect of method choice on contraceptive discontinuation. Steele, Fiona and Curtis, Siân
  • Alternative approaches to multilevel modelling of survey non-contact and refusal. Steele, Fiona and Durrant, Gabriele B.
  • Adjusting for selection bias in longitudinal analyses using simultaneous equations modeling: the relationship between employment transitions and mental health. Steele, Fiona and French, Robert and Bartley, Mel
  • A multilevel factor model for mixed binary and ordinal indicators of women's status. Steele, Fiona and Goldestein, Harvey
  • Multilevel models in psychometrics. Steele, Fiona and Goldstein, Harvey
  • A general multilevel multistate competing risks model for event history data, with an application to a study of contraceptive use dynamics. Steele, Fiona and Goldstein, Harvey and Browne, William
  • Random effects dynamic panel models for unequally-spaced multivariate categorical repeated measures:an application to child-parent exchanges of support. Steele, Fiona and Grundy, Emily picture_as_pdf
  • Changing compatibility of cohabitation and childbearing between young British women born in 1958 and 1970. Steele, Fiona and Joshi, Heather and Kallis, Constantinos and Goldstein, Harvey
  • The relationship between childbearing and transitions from marriage and cohabitation in Britain. Steele, Fiona and Kallis, Constantinos and Goldstein, Harvey and Joshi, Heather
  • The formation and outcomes of cohabiting and marital partnerships in early adulthood: the role of previous partnership experience. Steele, Fiona and Kallis, Constantinos and Joshi, Heather
  • A multilevel simultaneous equations model for within-cluster dynamic effects, with an application to reciprocal parent–child and sibling effects. Steele, Fiona and Rasbash, Jon and Jenkins, Jennifer
  • Regression analysis. Steele, Fiona and Wang, Duolao
  • A longitudinal mixed logit model for estimation of push and pull effects in residential location choice. Steele, Fiona and Washbrook, Elizabeth and Charlton, Christopher and Browne, William J.
  • Longitudinal analysis of exchanges of support between parents and children in the UK. Steele, Fiona and Zhang, Siliang and Grundy, Emily and Burchardt, Tania picture_as_pdf
  • Common dynamic structure of Canadian lynx populations within three geoclimate regions. Stenseth, N.C and Chan, K.S and Boonstra, S and Boutin, S and Krebs, C.J and Post, E and O'Donoghue, M and Yoccoz, N.G and Forchhammer, M.C and Hurrell, J.W and Tong, Howell
  • No evidence for persistent natural plague reservoirs in historical and modern Europe. Stenseth, Nils Chr and Tao, Yuxin and Zhang, Chutian and Bramanti, Barbara and Büntgen, Ulf and Cong, Xianbin and Cui, Yujun and Zhou, Hu and Dawson, Lorna A. and Mooney, Sacha J. and Li, Dong and Fell, Henry G. and Cohn, Samuel and Sebbane, Florent and Slavin, Philip and Liang, Wannian and Tong, Howell and Yang, Ruifu and Xu, Lei picture_as_pdf
  • Building a Bayesian decision support system for evaluating COVID-19 countermeasure strategies. Strong, Peter and Shenvi, Aditi and Yu, Xuewen and Papamichail, K. Nadia and Wynn, Henry P. and Smith, Jim Q. picture_as_pdf
  • Report of the inquiry into the 2015 British general election opinion polls. Sturgis, Patrick and Baker, Nick and Callegaro, Mario and Fisher, Stephen and Green, Jane and Jennings, Will and Kuha, Jouni and Lauderdale, Benjamin E. and Smith, Patten
  • Ethnic diversity, segregation and the social cohesion of neighbourhoods in London. Sturgis, Patrick and Brunton-Smith, Ian and Kuha, Jouni and Jackson, Jonathan
  • Residents of more ethnically diverse neighbourhoods actually reported higher levels of social cohesion. Sturgis, Patrick and Brunton-Smith, Ian and Kuha, Jouni and Jackson, Jonathan
  • Lockdown scepticism is part of the Brexit divide. Sturgis, Patrick and Jackson, Jonathan and Kuha, Jouni picture_as_pdf
  • Lockdown scepticism is part of the Brexit divide. Sturgis, Patrick and Jackson, Jonathan and Kuha, Jouni picture_as_pdf
  • Estimating how many Britons have already had COVID-19 using self-reported data. Sturgis, Patrick and Kuha, Jouni picture_as_pdf
  • 'New poll suggests...': how to tell when public opinion has really changed. Sturgis, Patrick and Kuha, Jouni picture_as_pdf
  • New poll suggests…:how to tell when public opinion has really changed. Sturgis, Patrick and Kuha, Jouni picture_as_pdf
  • Patrick Sturgis & Jouni Kuha:over 5 million people in Britain think they have been infected with COVID-19. Sturgis, Patrick and Kuha, Jouni picture_as_pdf
  • Identification of the covariance structure of state space models. Subba Rao, T and Tong, Howell
  • On some tests for time-dependence of a transfer function. Subba Rao, T and Tong, Howell
  • On time-dependent linear stochastic control systems. Subba Rao, T and Tong, Howell
  • A test for time-dependence of linear open loop systems. Subba Rao, T and Tong, Howell
  • An evaluation of decadal probability forecasts from state-of-the-art climate models. Suckling, Emma B. and Smith, Leonard A.
  • Young British adults’ homeownership circumstances and the role of intergenerational transfers. Suh, Ellie picture_as_pdf
  • The social, cultural and economic influences on retirement saving for young adults in the UK. Suh, Ellie and James, H. picture_as_pdf
  • Pre-test estimate of the parameters in seemingly unrelated regression system. Sun, Y. and Yao, Qiwei
  • Tracking the national and regional COVID-19 epidemic status in the UK using weighted principal component analysis. Swallow, Ben and Xiang, Wen and Panovska-Griffiths, Jasmina picture_as_pdf
  • Step-free railway station access in the UK:the value of inclusive design. Swift, Antony and Cheng, Long and Loo, Becky P.Y. and Cao, Mengqiu and Witlox, Frank picture_as_pdf
  • Subject specific and population average models for binary longitudinal data: a tutorial. Szmaragd, Camille and Clarke, Paul and Steele, Fiona
  • Large volatility matrix inference via combining low-frequency and high-frequency approaches. Tao, Minjing and Wang, Yahzen and Yao, Qiwei and Zou, Jian
  • Anomalous convergence of Lyapunov exponent estimates. Theiler, James and Smith, Leonard A.
  • The dimensions of cosmic fractals. Thieberger, R. and Spiegel, E. A. and Smith, Leonard A.
  • 1984: the year when young Britons started to become more Europhile than their elders. Thomas, Will
  • Robust asset allocation under model risk. Tobelem-Foldvari, Sandrine and Barrieu, Pauline
  • Akaike's approach can yield constant order determination. Tong, Howell
  • Autoregressive model fitting with noisy data by Akaike's information criterion. Tong, Howell
  • Between chance and chaos. Tong, Howell
  • Birth of the threshold time series model. Tong, Howell
  • Comments on prediction by nonlinear least squares methods. Tong, Howell
  • Contrasting aspects of nonlinear time series analysis. Tong, Howell
  • Determination of the order of a Markov chain by Akaike's information criterion. Tong, Howell
  • Discontinuous decision processes and threshold autoregressive time series modelling. Tong, Howell
  • Discussion of 'An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas. Tong, Howell
  • Exploring volatility from a dynamical system perspective. Tong, Howell
  • Final prediction error and final interpolation error: a paradox? Tong, Howell
  • Fitting a smooth average to noisy data. Tong, Howell
  • Frequency-domain approach to regulation of linear stochastic systems. Tong, Howell
  • Is bilinear model an illusion? Tong, Howell
  • Letter to the editor. Tong, Howell
  • More on AR model fitting with noisy data by AIC. Tong, Howell
  • Non-linear time series analysis. Tong, Howell
  • Non-linear time series: a dynamical system approach. Tong, Howell
  • Nonlinear time series analysis since 1990: some personal reflections. Tong, Howell
  • Nonlinear time series models of regularly sampled data: a review. Tong, Howell
  • Note on the estimation of Pr{Y<X} in the negative exponential case. Tong, Howell
  • On the asymptotic joint distribution of the estimated autoregressive coefficients. Tong, Howell
  • On the estimation of Pr{Y < X} for exponential families. Tong, Howell
  • On time-dependent linear transformations of non-stationary stochastic processes. Tong, Howell
  • Rejoinder from Howell Tong to the discussions on 'threshold models in time series analysis - 30 years on'. Tong, Howell
  • Some comments on a bridge between nonlinear dynamicists and statisticians. Tong, Howell
  • Some comments on spectral representations of non-stationary stochastic processes. Tong, Howell
  • Some comments on the Canadian Lynx data with discussion. Tong, Howell
  • Some recent nonparametric tools for time series data analysis. Tong, Howell
  • Special issue on 'Statistical forecasting and decision-making'. Tong, Howell
  • Threshold models in non-linear time series analysis. Lecture notes in statistics, No.21. Tong, Howell
  • Threshold stability, non-linear forecasting and irregularly sampled data. Tong, Howell
  • A note on a Markov bilinear stochastic process in discrete time. Tong, Howell
  • A note on a local equivalence of two recent approaches to autoregressive order determination. Tong, Howell
  • A note on delayed autoregressive process in continuous time. Tong, Howell
  • A note on kernel estimation in integrated time series. Tong, Howell
  • A note on local parameter orthogonality and Levinson-Durbin algorithm. Tong, Howell
  • A note on using threshold autoregressive models for multi-step-ahead prediction of cyclical data. Tong, Howell
  • An overview on chaos. Tong, Howell
  • A personal journey through time series in Biometrika. Tong, Howell
  • Chaos: a statistical perspective. Tong, Howell and Chan, K.S
  • A note on testing for multi-modality with dependent data. Tong, Howell and Chan, K.S
  • A note on the equivalence of two approaches for specifying a Markov process. Tong, Howell and Chan, K.S
  • A simulation study of the estimation of evolutionary spectral functions. Tong, Howell and Chan, W-Y T
  • K-stationarity and wavelets. Tong, Howell and Cheng, Bing
  • Semiparametric penalty function method in partially linear model selection. Tong, Howell and Dong, Chaohua and Gao, Jiti
  • On Markov chain modelling to some weather data. Tong, Howell and Gates, P
  • Some personal experiences in popularising mathematical methods in the People's Republic of China. Tong, Howell and Hua, L K
  • Advanced methods. Tong, Howell and Li, W K
  • Threshold autoregression, limit cycles and cyclical data- with discussion. Tong, Howell and Lim, K S
  • Ergodicity and invertibility of threshold MA models. Tong, Howell and Ling, S
  • Testing for a linear MA model against threshold MA models. Tong, Howell and Ling, S
  • Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion. Tong, Howell and Matsuda, Y and Yajima, Y
  • Estimation and tests for power-transformed and threshold GARCH models. Tong, Howell and Pan, Jiazhu and Wang, Hui
  • On Bayesian value at risk: from linear to non-linear portfolios. Tong, Howell and Siu, T.K and Yang, H
  • On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. Tong, Howell and Siu, T.K and Yang, H
  • From patterns to processes: phase- and density-dependence in the Canadian lynx cycle. Tong, Howell and Stenseth, Nils C and Chan, K S and Falck, W and Bjornstad, O N and O'Donoghue, M and Boonstra, R and Krebs, C J and Yoccoz, N G
  • Phase and density-dependent population dynamics in Norwegian lemmings: interaction between deterministic and stochastic processes. Tong, Howell and Stenseth, Nils C and Chan, K.S and Framstad, E
  • Nonlinear time series modelling of highly fluctuating biological population over space - main results. Tong, Howell and Stenseth, Nils Chr and Yao, Qiwei
  • On the statistical inference of a machine generated autoregressive AR(1) model. Tong, Howell and Stockis, J-P
  • Linear time-dependent systems. Tong, Howell and Subba Rao, T
  • Estimation of the covariance matrix of random effects in longitudinal studies. Tong, Howell and Sun, Y and Zhang, W
  • Threshold time series modelling of two Icelandic riverflow systems. Tong, Howell and Thanoon, B and Gudmundsson, G
  • On the distribution of a simple stationary bilinear process. Tong, Howell and Wang, S.R and An, H.Z
  • Cumulative effects of air pollution on public health. Tong, Howell and Xia, Y
  • On efficiency of estimation for a single-index model. Tong, Howell and Xia, Y
  • Threshold variable selection using nonparametric methods. Tong, Howell and Xia, Y and Li, W.K
  • Efficient estimation for semivarying-coefficient models. Tong, Howell and Xia, Y and Zhang, W
  • An adaptive estimation of dimension reduction space, with discussion. Tong, Howell and Xia, Y and Zhu, L
  • Contribution to the discussion of paper read to the Royal Statistical Society: O. Barndorff-Nielsen, N. Shepperd. "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics". Tong, Howell and Yang, Hailiang
  • Cross-validatory bandwidth selection for regression estimation based on dependent data. Tong, Howell and Yao, Qiwei
  • Nonparametric estimation of ratios of noise to signal in stochastic regression. Tong, Howell and Yao, Qiwei
  • On prediction and chaos in stochastic systems. Tong, Howell and Yao, Qiwei
  • Threshold models. Tong, Howell and Yao, Qiwei
  • On tests for self-exciting threshold autoregressive-type nonlinearity in partially observed time series. Tong, Howell and Yeung, I
  • On tests for threshold-type non-linearity in irregularly space time series. Tong, Howell and Yeung, I
  • Threshold autoregressive modelling in continuous time. Tong, Howell and Yeung, I
  • On time-reversibility of multivariate linear processes. Tong, Howell and Zhang, Z
  • A note on stochastic difference equations and its application to GARCH models. Tong, Howell and Zhang, Z
  • On some distributional properties of a first order non-negative bilinear time series model. Tong, Howell and Zhang, Zhiqiang
  • fsdaSAS:a package for robust regression for very large datasets including the batch forward search. Torti, Francesca and Corbellini, Aldo and Atkinson, Anthony C. picture_as_pdf
  • Benchmark testing of algorithms for very robust regression: FS, LMS and LTS. Torti, Francesca and Perrotta, Domenico and Atkinson, Anthony C. and Riani, Marco
  • Random Fourier signature features. Toth, Csaba and Oberhauser, Harald and Szabo, Zoltan picture_as_pdf
  • Two-year impact of single praziquantel treatment on infection in the national control programme on schistosomiasis in Burkina Faso. Toure, Seydou and Zhang, Y. and Bosque-Oliva, Elisa and Ky, Cesaire and Ouedraogo, Amadou and Koukounari, Artemis and Gabrielli, Albis F and Sellin, Bertrand and Webster, Joanne P. and Fenwick, Alan
  • Modelling time series with season-dependent autocorrelation structure. Tripodis, Yorghos and Penzer, Jeremy
  • Recurrence risk of preeclampsia in twin and singleton pregnancies. Trogstad, Lill and Skrondal, Anders and Stoltenberg, Camilla and Magnus, Per and Nesheim, Britt-Ingjerd and Eskild, Anne
  • Guideline assessment project II:statistical calibration informed the development of an AGREE II extension for surgical guidelines. Tsokani, Sofia and Antoniou, Stavros A. and Moustaki, Irini and López-Cano, Manuel and Antoniou, George A. and Flórez, Ivan D. and Silecchia, Gianfranco and Markar, Sheraz and Stefanidis, Dimitrios and Zanninotto, Giovanni and Francis, Nader K. and Hanna, George H. and Morales-Conde, Salvador and Bonjer, Hendrik Jaap and Brouwers, Melissa C. and Mavridis, Dimitrios picture_as_pdf
  • Parameter constraints in generalized linear latent variable models. Tsonaka, R and Moustaki, I
  • FENNEL: streaming graph partitioning for massive scale graphs. Tsourakakis, Charalampos and Gkantsidis, Christos and Radunovic, Bozidar and Vojnovic, Milan
  • Error-correction factor models for high-dimensional cointegrated time series. Tu, Yundong and Yao, Qiwei and Zhang, Rongmao picture_as_pdf
  • Can interviewer personality, attitudes and experience explain the design effect in face-to-face surveys? Turner, Malgorzata and Sturgis, Patrick and Martin, David and Skinner, Chris J.
  • EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion:an application to insurance ratemaking. Tzougas, George picture_as_pdf
  • The design of an optimal Bonus-Malus System based on the Sichel distribution. Tzougas, George and Frangos, Nicholas picture_as_pdf
  • Mixed poisson regression models with varying dispersion arising from non-conjugate mixing distributions. Tzougas, George and Hong, Natalia and Ho, Ryan picture_as_pdf
  • An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount. Tzougas, George and Jeong, Himchan picture_as_pdf
  • An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion. Tzougas, George and Karlis, Dimitris picture_as_pdf
  • Confidence intervals of the premiums of optimal Bonus Malus Systems. Tzougas, George and Karlis, Dimitris and Frangos, Nicholas
  • The multivariate Poisson-Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters. Tzougas, George and Makariou, Despoina picture_as_pdf
  • The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking. Tzougas, George and Pignatelli di Cerchiara, Alice
  • Bonus-Malus systems with two component mixture models arising from different parametric families. Tzougas, George and Vrontos, Spyridon and Frangos, Nicholas
  • Optimal Bonus-Malus Systems using finite mixture models. Tzougas, George and Vrontos, Spyridon and Frangos, Nicholas
  • Risk classification for claim counts and losses using regression models for location, scale and shape. Tzougas, George and Vrontos, Spyridon D. and Frangos, Nickolaos E.
  • Insurance ratemaking using the Exponential-Lognormal regression model. Tzougas, George and Yik, Woo Hee and Mustaqeem, Muhammad Waqar picture_as_pdf
  • Bivariate mixed Poisson regression models with varying dispersion. Tzougas, George and di Cerchiara, Alice Pignatelli picture_as_pdf
  • The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking. Tzougas, George and Hoon, W. L. and Lim, J. M. picture_as_pdf
  • Future-dependent value-based off-policy evaluation in POMDPs. Uehara, Masatoshi and Kiyohara, Haruka and Bennett, Andrew and Chernozhukov, Victor and Jiang, Nan and Kallus, Nathan and Shi, Chengchun and Sun, Wenguang picture_as_pdf
  • A review of off-policy evaluation in reinforcement learning. Uehara, Masatoshi and Shi, Chengchun and Kallus, Nathan picture_as_pdf
  • Knowledge of Greek adolescents on human papilloma virus (HPV) and vaccination: A national epidemiologic study. Vaidakis, Dennis and Moustaki, Irini and Zervas, Ioannis and Barbouni, Anastasia and Merakou, Kyriaki and Chrysi, Maria and Creatsa, George and Panoskaltsis, Theodoros
  • Relative liquidity and future volatility. Valenzuela, Marcela and Zer, Ilknur and Fryzlewicz, Piotr and Rheinlander, Thorsten
  • Assessment of generalised Bayesian structural equation models for continuous and binary data. Vamvourellis, Konstantinos and Kalogeropoulos, Konstantinos and Moustaki, Irini picture_as_pdf
  • High risk of caesarean section among ethnic Filipinos: an effect of the paternal contribution to birthweight? Vangen, Siri and Stray-Pedersen, Babil and Skrondal, Anders and Magnus, Per and Stoltenberg, Camilla
  • A composite likelihood inference in latent variable models for ordinal longitudinal responses. Vasdekis, Vassilis G. S. and Cagnone, Silvia and Moustaki, Irini
  • Weighted pairwise likelihood estimation for a general class of random effects models. Vasdekis, Vassilis G. S. and Rizopoulos, Dimitris and Moustaki, Irini
  • Estimating models for panel survey data under complex sampling. Vieira, Marcel D.T. and Skinner, Chris J.
  • Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions. Vitoratou, Silia and Ntzoufras, Ioannis and Moustaki, Irini
  • Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models. Vitoratou, Silia and Ntzoufras, Ioannis and Moustaki, Irini
  • Contest theory. Vojnovic, Milan
  • Parameter estimation for generalized thurstone choice models. Vojnovic, Milan and Yun, Seyoung
  • Accelerated MM algorithms for inference of ranking scores from comparison data. Vojnović, Milan and Yun, Se-young and Zhou, Kaifang
  • Propagating uncertainty in a network of energy models. Volodina, Victoria and Sonenberg, Nikki and Smith, Jim Q. and Challenor, Peter G. and Dent, Chris J. and Wynn, Henry P.
  • Majorization as a theory for uncertainty. Volodina, Victoria and Sonenberg, Nikki and Wheatcroft, Edward and Wynn, Henry
  • Comparing district heating options under uncertainty using stochastic ordering. Volodina, Victoria and Wheatcroft, Edward and Wynn, Henry picture_as_pdf
  • IRT modeling in the presence of zero-inflation with application to psychiatric disorderseverity. Wall, Melanie M and Park, Jung Yeon and Moustaki, Irini picture_as_pdf
  • DIF analysis with unknown groups and anchor items. Wallin, Gabriel and Chen, Yunxiao and Moustaki, Irini picture_as_pdf
  • Model misspecification and robustness of observed-score test equating using propensity scores. Wallin, Gabriel and Wiberg, Marie picture_as_pdf
  • A latent variable model with change points and its application to time pressure effects in educational assessment. Wallin, Gabriel and Chen, Yunxiao and Lee, Yi-Hsuan and Li, Xiaoou picture_as_pdf
  • A robust test for the stationarity assumption in sequential decision making. Wang, Jitao and Shi, Chengchun and Wu, Zhenke picture_as_pdf
  • Modelling multivariate volatilities: an ad hoc method. Wang, Mingjin and Yao, Qiwei
  • Sharp-SSL:selective high-dimensional axis-aligned random projections for semi-supervised learning. Wang, Tengyao and Dobriban, Edgar and Gataric, Milana and Samworth, Richard J. picture_as_pdf
  • Nonparametric statistical inference via metric distribution function in metric spaces. Wang, Xueqin and Zhu, Jin and Pan, Wenliang and Zhu, Junhao and Zhang, Heping picture_as_pdf
  • skscope:fast sparsity-constrained optimization in Python. Wang, Zezhi and Zhu, Junxian and Wang, Xueqin and Zhu, Jin and Peng, Huiyang and Chen, Peng and Wang, Anran and Zhang, Xiaoke picture_as_pdf
  • The inequalities of different dimensions of visible street urban green space provision:a machine learning approach. Wang, Ruoyu and Cao, Mengqiu and Yao, Yao and Wu, Wenjie picture_as_pdf
  • Investigating non-ignorable drop-out in panel studies of residential mobility. Washbrook, Elizabeth and Clarke, Paul S. and Steele, Fiona
  • Evaluation and application of potential schistosome-associated morbidity markers within large-scale mass chemotherapy programmes. Webster, Joanne P and Koukounari, Artemis and Lamberton, P. H. L. and Stothard, J. R. and Fenwick, Alan
  • A new view of forecast skill: bounding boxes from the DEMETER ensemble seasonal forecasts. Weisheimer, Antje and Smith, Leonard A. and Judd, Kevin
  • Residual permutation test for regression coefficient testing. Wen, Kaiyue and Wang, Tengyao and Wang, Yuhao picture_as_pdf
  • Decarbonization in New Zealand–where and how:a combination of input–output approach and structural decomposition analysis. Wen, Le and Guang, Fengtao and Wang, Yiqing and Sharp, Basil
  • Assessing the significance of model selection in ecology. Wheatcroft, Edward picture_as_pdf
  • The role of low temperature waste heat recovery in achieving 2050 goals:a policy positioning paper. Wheatcroft, Edward and Wynn, Henry P. and Lygnerud, Kristina and Bonvicini, Giorgio and Bonvicini, Giorgio and Lenote, Daniela picture_as_pdf
  • Calculations of extreme sea level rise scenarios are strongly dependent on ice sheet model resolution. Williams, C. Rosie and Thodoroff, Pierre and Arthern, Robert J. and Byrne, James and Hosking, J. Scott and Kaiser, Markus and Lawrence, Neil D. and Kazlauskaite, Ieva picture_as_pdf
  • Statistical tests for Lyapunov exponents of deterministic systems. Wolff, Rodney C. and Yao, Qiwei and Tong, Howell
  • Statistical tests for Lyapunov exponents of deterministic systems. Wolff, Rodney C. and Yao, Qiwei and Tong, Howell
  • A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Wong, Shiu Fung and Tong, Howell and Siu, Tak Kuen and Lu, Zudi
  • Sales revenues for new therapeutic agents approved by the United States Food and Drug Administration from 1995 to 2014:a retrospective study. Wouters, Olivier J. and Kesselheim, Aaron S. and Kuha, Jouni and Luyten, Jeroen picture_as_pdf
  • Low- and middle-income countries experienced delays accessing new essential medicines, 1982–2024. Wouters, Olivier J. and Kuha, Jouni picture_as_pdf
  • Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood. Wu, Billy and Yao, Qiwei and Zhu, Shiwu
  • DNet:distributional network for distributional individualized treatment effects. Wu, Guojun and Song, Ge and Lv, Xiaoxiang and Luo, Shikai and Shi, Chengchun and Zhu, Hongtu picture_as_pdf
  • Massively parallel characterization of CRISPR activator efficacy in human induced pluripotent stem cells and neurons. Wu, Qianxin and Wu, Junjing and Abdul Karim, Muhammad Kaiser and Chen, Xi and Wang, Tengyao and Iwama, Sho and Carobbio, Stefania and Keen, Peter and Vidal-Puig, Antonio and Kotter, Mark R. and Bassett, Andrew picture_as_pdf
  • Multi-step-ahead forecasting of cyclical data by threshold autoregression. Wu, Z.M and Tong, Howell
  • The changes of intergovernmental collaboration dynamic in post-disaster destination management:network analysis. Wu, Meiling and Gao, Xing and Cao, Mengqiu and Papa, Enrica and Zhu, Xiaoxian picture_as_pdf
  • An exterior algebra approach to generalised variances and cross-covariances. Wynn, Henry P. and Zhigljavsky, Anatoly picture_as_pdf
  • On the estimation of an instantaneous transformation for time series. Xia, Yingcun and Tong, Howell and Li, W K and Zhu, Li-Xing
  • Single-index volatility models and estimation. Xia, Yingcun and Tong, Howell and Li, W. K.
  • Creating a low carbon economy through green supply chain management:investigation of willingness-to-pay for green products from a consumer’s perspective. Xia, Senmao and Ling, Yantao and de Main, Leanne and Lim, Ming K. and Li, Gendao and Zhang, Peter and Cao, Mengqiu picture_as_pdf
  • Variable selection in latent variable models via knockoffs:an application to international large-scale assessment in education. Xie, Zilong and Chen, Yunxiao and von Davier, Matthias and Weng, Haolei picture_as_pdf
  • Consumption investment optimization with Epstein-Zin utility in incomplete markets. Xing, Hao
  • On backward stochastic differential equations and strict local martingales. Xing, Hao
  • Stability of the exponential utility maximization problem with respect to preferences. Xing, Hao
  • A class of globally solvable Markovian quadratic BSDE systems and applications. Xing, Hao and Žitković, Gordan picture_as_pdf
  • An instrumental variable approach to confounded off-policy evaluation. Xu, Yang and Zhu, Jin and Shi, Chengchun and Luo, Shikai and Song, Rui picture_as_pdf
  • Day-ahead probabilistic forecasting for French half-hourly electricity loads and quantiles for curve-to-curve regression. Xu, Xiuqin and Chen, Ying and Goude, Yannig and Yao, Qiwei picture_as_pdf
  • Shape constrained kernel-weighted least squares: Estimating production functions for Chilean manufacturing industries. Yagi, Daisuke and Chen, Yining and Johnson, Andrew L. and Kuosmanen, Timo
  • Causal intersectionality and fair ranking. Yang, Ke and Loftus, Joshua R. and Stoyanovich, Julia picture_as_pdf
  • Evaluation of low traffic neighbourhood (LTN) impacts on NO2 and traffic. Yang, Xiuleng and McCoy, Emma and Hough, Katherine and de Nazelle, Audrey picture_as_pdf
  • Multiple-output composite quantile regression through an optimal transport lens. Yang, Xuzhi and Wang, Tengyao picture_as_pdf
  • Exploring the relationship between the COVID-19 pandemic and changes in travel behaviour:a qualitative study. Yang, Yilin and Cao, Mengqiu and Cheng, Long and Zhai, Keyu and Zhao, Xu and De Vos, Jonas picture_as_pdf
  • Asymptotically optimal ditiction of a change in a linear model. Yao, Qiwei
  • Boundary crossing probabilities of some random fields related to likelihood ratio test for epidemic alternatives. Yao, Qiwei
  • Chaos perspective of nonlinear time series: a selective review. Yao, Qiwei
  • Conditional boundary crossing probabilities and two-stage tests for a change-point. Yao, Qiwei
  • Counterparty credit risk management:estimating extreme quantiles for a bank. Yao, Qiwei picture_as_pdf
  • Discussion of "Feature matching in time series modeling" by Y. Xia and H. Tong. Yao, Qiwei
  • Exponential inequalities for spatial processes and uniform convergence rates for density estimation. Yao, Qiwei
  • Large deviations for boundary crossing probabilities of some random fields. Yao, Qiwei
  • The MVUE and the MINQE(I, U) of variance components. Yao, Qiwei
  • Tests for change-points with epidemic alternatives. Yao, Qiwei
  • Gaussian maximum likelihood estimation for ARMA models II: spatial processes. Yao, Qiwei and Brockwell, Peter J
  • Gaussian maximum likelihood estimation for ARMA models. I. Time series. Yao, Qiwei and Brockwell, Peter J
  • A conditional density approach to the order determination of time series. Yao, Qiwei and Finkenstädt, Bärbel F. and Tong, Howell
  • Nonparametric estimation and symmetry tests for conditional density functions. Yao, Qiwei and Hyndman, Rob J.
  • Empirical transform estimation for indexed stochastic models. Yao, Qiwei and Morgan, B J T
  • Set-indexed conditional empirical and quantile processes based on dependent data. Yao, Qiwei and Polonik, Wolfgang
  • Asymmetric least squares regression estimation: a nonparametric approach. Yao, Qiwei and Tong, Howell
  • On initial-condition sensitivity and prediction in nonlinear stochastic systems. Yao, Qiwei and Tong, Howell
  • On subset selection in non-parametric stochastic regression. Yao, Qiwei and Tong, Howell
  • Quantifying the influence of initial values on nonlinear prediction. Yao, Qiwei and Tong, Howell
  • A bootstrap detection for operational determinism. Yao, Qiwei and Tong, Howell
  • Common structure in panels of short time series. Yao, Qiwei and Tong, Howell and Finkenstädt, Bärbel and Stenseth, Nils Chr
  • Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters. Yao, Qiwei and Yang, Wengyan and Tong, Howell
  • Doubly adversarial federated bandits. Yi, Jialin and Vojnović, Milan picture_as_pdf
  • On regret-optimal cooperative nonstochastic multi-armed bandits. Yi, Jialin and Vojnović, Milan
  • Proposed treatment strategy for reactive hypoglycaemia. Younes, Younes R. and Cron, Nicholas and Field, Benjamin C.T. and Nayyar, Vidhu and Clark, James and Zachariah, Sunil and Lakshmipathy, Kavitha and Isuga, Jimboy O. and Maghsoodi, Negar and Emmanuel, Julian picture_as_pdf
  • Geographically intelligent disclosure control for flexible aggregation of census data. Young, Caroline and Martin, David and Skinner, Chris J.
  • Discrimination between Gaussian process models:active learning and static constructions. Yousefi, Elham and Pronzato, Luc and Hainy, Markus and Müller, Werner G. and Wynn, Henry P. picture_as_pdf
  • A discussion on adaptive designs for computer experiments. Youssef, Noha and Wynn, Henry
  • Exploiting disagreement between high-dimensional variable selectors for uncertainty visualization. Yuen, Christine and Fryzlewicz, Piotr picture_as_pdf
  • Jackknife approach to the estimation of mutual information. Zeng, Xianli and Xia, Yingcun and Tong, Howell
  • Blind source separation over space:an eigenanalysis approach. Zhang, Bo and Hao, Sixing and Yao, Qiwei picture_as_pdf
  • Factor modelling for clustering high-dimensional time series. Zhang, Bo and Pan, Guangming and Yao, Qiwei and Wang, Jian-Zhou picture_as_pdf
  • A note on exploratory item factor analysis by singular value decomposition. Zhang, Haoran and Chen, Yunxiao and Li, Xiaoou picture_as_pdf
  • Posterior sampling from truncated Ferguson-Klass representation of normalised completely random measure mixtures. Zhang, Junyi and Dassios, Angelos picture_as_pdf
  • Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models. Zhang, Junyi and Dassios, Angelos picture_as_pdf
  • Truncated two-parameter Poisson-Dirichlet approximation for Pitman-Yor process hierarchical models. Zhang, Junyi and Dassios, Angelos picture_as_pdf
  • simplexreg:an R package for regression analysis of proportional data using the simplex distribution. Zhang, Peng and Qiu, Zhenguo and Shi, Chengchun picture_as_pdf
  • Multivariate zero-inflated INAR(1) model with an application in automobile insurance. Zhang, Pengcheng and Chen, Zezhun and Tzougas, George and Calderín–Ojeda, Enrique and Dassios, Angelos and Wu, Xueyuan picture_as_pdf
  • Computation for latent variable model estimation:a unified stochastic proximal framework. Zhang, Siliang and Chen, Yunxiao picture_as_pdf
  • A note on Ising network analysis with missing data. Zhang, Siliang and Chen, Yunxiao picture_as_pdf
  • Modelling correlation matrices in multivariate data, with application to reciprocity and complementarity of child-parent exchanges of support. Zhang, Siliang and Kuha, Jouni and Steele, Fiona picture_as_pdf
  • AI-powered decision-making in facilitating insurance claim dispute resolution. Zhang, Wen and Shi, Jingwen and Wang, Xiaojun and Wynn, Henry picture_as_pdf
  • A semiparametric multilevel survival model. Zhang, Wenyang and Steele, Fiona
  • Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Zhang, Wenyang and Yao, Qiwei and Tong, Howell and Stenseth, Nils Chr
  • Some maximal information and generalized maximal entropy priors. Zhang, Y. and Yao, Qiwei
  • Parasitological impact of 2-year preventive chemotherapy on schistosomiasis and soil-transmitted helminthiasis in Uganda. Zhang, Yaobi and Koukounari, Artemis and Kabatereine, Narcis and Fleming, Fiona and Kazibwe, Francis and Tukahebwa, Edridah and Stothard, J Russell and Webster, Joanne P. and Fenwick, Alan
  • Conformal off-policy prediction. Zhang, Yingying and Shi, Chengchun and Luo, Shikai picture_as_pdf
  • Identifying cointegration by eigenanalysis. Zhang, Rongmao and Robinson, Peter and Yao, Qiwei
  • An improved stochastic EM algorithm for large-scale full-information item factor analysis. Zhang, Siliang and Chen, Yunxiao and Liu, Yang picture_as_pdf
  • On the least squares estimation of multiple-threshold-variable autoregressive models. Zhang, Xinyu and Li, Dong and Tong, Howell picture_as_pdf
  • Asymptotic theory of principal component analysis for time series data with cautionary comments. Zhang, Xinyu and Tong, Howell picture_as_pdf
  • Exploring the temporal variations in accessibility to health services for older adults:a case study in Greater London. Zhang, Yuerong and Cao, Mengqiu and Cheng, Long and Gao, Xing and De Vos, Jonas picture_as_pdf
  • Discovering the evolution of urban structure using smart card data:the case of London. Zhang, Yuerong and Marshall, Stephen and Cao, Mengqiu and Manley, Ed and Chen, Huanfa picture_as_pdf
  • Portfolio credit risk of default and spread widening. Zhao, Hongbiao
  • DiGAN breakthrough:advancing diabetic data analysis with innovative GAN-based imbalance correction techniques. Zhao, Puyang and Liu, Xinhui and Yue, Zhiyi and Zhao, Qianyu and Liu, Xinzhi and Deng, Yuhui and Wu, Jingjin picture_as_pdf
  • Optimizing pessimism in dynamic treatment regimes:a Bayesian learning approach. Zhou, Yunzhe and Qi, Zhengling and Shi, Chengchun and Li, Lexin picture_as_pdf
  • Testing for the Markov property in time series via deep conditional generative learning. Zhou, Yunzhe and Shi, Chengchun and Li, Lexin and Yao, Qiwei picture_as_pdf
  • A general 3-step maximum likelihood approach to estimate the effects of multiple latent categorical variables on a distal outcome. Zhu, Yajing and Steele, Fiona and Moustaki, Irini
  • High-dimensional principal component analysis with heterogeneous missingness. Zhu, Ziwei and Wang, Tengyao and Samworth, Richard J. picture_as_pdf
  • Robust offline reinforcement learning with heavy-tailed rewards. Zhu, Jin and Wan, Runzhe and Qi, Zhengling and Luo, Shikai and Shi, Chengchun picture_as_pdf
  • A multilevel structural equation model for the interrelationships between multiple latent dimensions of childhood socio‐economic circumstances, partnership transitions and mid‐life health. Zhu, Yajing and Steele, Fiona and Moustaki, Irini picture_as_pdf
  • Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class. Ziegelmann, Flavio
  • Localized Lyapunov exponents and the prediction of predictability. Ziehmann, Christine and Smith, Leonard A. and Kurths, Jürgen
  • The bootstrap and Lyapunov exponents in deterministic chaos. Ziehmann, Christine and Smith, Leonard A. and Kurths, Jürgen
  • Ein internes Vorhersagbarkeitsexperiment im Lorenz-Modell. Ziehmann-Schlumbohm, C. and Fraedrich, K. and Smith, Leonard A.
  • Herding "small" streaming queries. Zong, Bo and Gkantsidis, Christos and Vojnovic, Milan
  • Main and moderated effects of multimorbidity and depressive symptoms on cognition. de Araujo, Jacyra Azevedo Paiva and Xavier, Érika Fialho Morais and Rodrigues, Elisângela da Silva and Machado, Daiane Borges and Barreto, Marcos E. and Kanaan, Richard A. and Barreto, Mauricio L. and Castro-De-araujo, Luis Fernando Silva picture_as_pdf
  • K-means DTW Barycenter Averaging:a clustering analysis of COVID-19 cases and deaths on the Brazilian federal units. do Espirito Santo, Jonatas Silva and da Conceição, Jackson Santos and da Costa, Lilia Carolina Carneiro and Fiaccone, Rosemeire Leovigildo and Barreto, Marcos and Ichihara, Maria Yury and Ara, Anderson picture_as_pdf
  • A wavelet-based model for forecasting non-stationary processes. van Bellegem, Sébastien and Fryzlewicz, Piotr and von Sachs, Rainer
  • Maximum augmented empirical likelihood estimation of categorical marginal models for large sparse contingency tables. van der Ark, L. Andries and Bergsma, Wicher P. and Koopman, Letty picture_as_pdf
  • Identification of nucleation site interactions. von Hardenberg, Jost and Kenning, David B. R. and Xing, Huijuan and Smith, Leonard A.
  • Financial equilibrium with asymmetric information and random horizon. Çetin, Umut
  • On certain integral functionals of squared Bessel processes. Çetin, Umut
  • Markov bridges:SDE representation. Çetin, Umut and Danilova, Albina
  • Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems. Çetin, Umut and Danilova, Albina
  • Uniqueness in cauchy problems for diffusive real-valued strict local martingales. Çetin, Umut and Larsen, Kasper picture_as_pdf
  • Power laws in market microstructure. Çetin, Umut and Waelbroeck, Henri picture_as_pdf
  • Power laws in market microstructure. Çetin, Umut and Waelbroeck, Henri