Items where Division is "Statistics" and Year is 2002

Article

Akritas, Michael G., Kuha, Jouni ORCID: 0000-0002-1156-8465 and Osgood, D. Wayne (2002) A nonparametric approach to matched pairs with missing data. Sociological Methods and Research, 30 (3). pp. 425-454. ISSN 0049-1241

Barrieu, Pauline ORCID: 0000-0001-9473-263X and El Karoui, Nicole (2002) Optimal design of derivatives in illiquid markets. Quantitative Finance, 2 (3). pp. 181-188. ISSN 1469-7688

Barrieu, Pauline ORCID: 0000-0001-9473-263X and El Karoui, Nicole (2002) Optimal design of weather derivatives. Algo research quarterly, 5. pp. 79-92. ISSN 1488-0539

Barrieu, Pauline ORCID: 0000-0001-9473-263X and El Karoui, Nicole (2002) Reinsuring climatic risk using optimally designed weather bonds. The Geneva Papers on Risk and Insurance Theory, 27 (2). pp. 87-113. ISSN 0926-4957

Basu, Sankarshan and Dassios, Angelos ORCID: 0000-0002-3968-2366 (2002) A Cox process with log-normal intensity. Insurance: Mathematics and Economics, 31 (2). pp. 297-302. ISSN 0167-6687

Bergsma, Wicher P. ORCID: 0000-0002-2422-2359 and Rudas, Tamas (2002) Marginal models for categorical data. Annals of Statistics, 30 (1). pp. 140-159. ISSN 0090-5364

Delbaen, Freddy, Grandits, Peter, Rheinlander, Thorsten, Samperi, Domenick, Schweizer, Martin and Stricker, Christophe (2002) Exponential hedging and entropic penalties. Mathematical Finance, 12 (2). pp. 99-123. ISSN 0960-1627

Gao, J, Tong, Howell and Wolff, Rodney C (2002) Adaptive orthogonal series estimation in additive stochastic regression models. Statistica Sinica, 12 (2). pp. 409-428. ISSN 1017-0405

Gao, J, Wolff, R C L and Tong, Howell (2002) Model specification tests in nonparametric stochastic regression models. Journal of Multivariate Analysis, 83 (2). pp. 324-359. ISSN 0047-259X

Grandits, Peter and Rheinlander, Thorsten (2002) On the minimal entropy martingale measure. Annals of Probability, 30 (3). pp. 1003-1038. ISSN 0091-1798

Hall, Peter, Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2002) Moving-maximum models for extrema of time series. Journal of Statistical Planning and Inference, 103 (1-2). pp. 51-63. ISSN 0378-3758

Hall, Peter, Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2002) Prediction and nonparametric estimation for time series with heavy tails. Journal of Time Series Analysis, 23 (3). pp. 313-331. ISSN 0143-9782

Kalashnikov, Vladimir and Norberg, Ragnar (2002) Power tailed ruin probabilities in the presence of risky investments. Stochastic Processes and Their Applications, 98 (2). pp. 211-228. ISSN 0304-4149

McSharry, P. E., He, T., Smith, Leonard A. and Tarassenko, L. (2002) Linear and non-linear methods for automatic seizure detection in scalp electro-encephalogram recordings. Medical and Biological Engineering and Computing, 40 (4). pp. 447-461. ISSN 0140-0118

McSharry, Patrick E., Clifford, G. D., Tarassenko, L. and Smith, Leonard A. (2002) A method for generating an artificial RR tachogram of a typical healthy human over 24-hours. Computers in Cardiology, 29. pp. 225-228. ISSN 0276-6574

McSharry, Patrick E., Ellepola, Jerome H., von Hardenberg, Jost, Smith, Leonard A., Kenning, David B. R. and Judd, Kevin (2002) Spatio-temporal analysis of nucleate pool boiling: identification of nucleation sites using non-orthogonal empirical functions. International Journal of Heat and Mass Transfer, 45 (2). pp. 237-253. ISSN 0017-9310

Moustaki, Irini ORCID: 0000-0001-8371-1251 (2002) 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]. Journal of the Royal Statistical Society. Series A: Statistics in Society, 165 (2). pp. 258-259. ISSN 0964-1998

Roulston, Mark S. and Smith, Leonard A. (2002) Evaluating probabilistic forecasts using information theory. Monthly Weather Review, 130 (6). pp. 1653-1660. ISSN 0027-0644

Skinner, Chris J. (2002) Discussion. Journal of Official Statistics, 18 (2). pp. 155-156. ISSN 0282-423X

Skinner, Chris J. (2002) Jackknife variance estimation for multivariate statistics under hot-deck imputation from common donors. Journal of Statistical Planning and Inference, 102 (1). pp. 149-167. ISSN 0378-3758

Skinner, Chris J. and Elliot, M. J. (2002) A measure of disclosure risk for microdata. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 64 (4). pp. 855-867. ISSN 1369-7412

Skinner, Chris J., Stuttard, Nigel, Beissel-Durrant, Gabriele and Jenkins, James (2002) The measurement of low pay in the UK labour force survey. Oxford Bulletin of Economics and Statistics, 64 (supple). pp. 653-676. ISSN 0305-9049

Smith, Leonard A. (2002) What might we learn from climate forecasts? Proceedings of the National Academy of Sciences of the United States of America, 99 (Suppl.). pp. 2487-2492. ISSN 0027-8424

Steele, Fiona ORCID: 0000-0001-6417-7444, Brown, James and Chambers, Ray (2002) A controlled donor imputation system for a one-number census. Journal of the Royal Statistical Society. Series A: Statistics in Society, 165 (3). pp. 495-522. ISSN 0964-1998

Tong, Howell (2002) Nonlinear time series analysis since 1990: some personal reflections. Acta Mathematicae Applicatae Sinica, English Series, 18 (2). pp. 177-184. ISSN 0168-9673

Tong, Howell and Chan, K.S (2002) A note on the equivalence of two approaches for specifying a Markov process. Bernoulli, 8 (1). pp. 117-122. ISSN 1350-7265

Tong, Howell, Xia, Y and Zhu, L (2002) An adaptive estimation of dimension reduction space, with discussion. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 64 (3). pp. 363-410. ISSN 1369-7412

Xia, Yingcun, Tong, Howell and Li, W. K. (2002) Single-index volatility models and estimation. Statistica Sinica, 12 (3). pp. 785-799. ISSN 1017-0405

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Hyndman, Rob J. (2002) Nonparametric estimation and symmetry tests for conditional density functions. Journal of Nonparametric Statistics, 14 (3). pp. 259-278. ISSN 1048-5252

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Polonik, Wolfgang (2002) Set-indexed conditional empirical and quantile processes based on dependent data. Journal of Multivariate Analysis, 80 (2). pp. 234-255. ISSN 0047-259X

Book Section

Bergsma, Wicher ORCID: 0000-0002-2422-2359 and Rudas, Tamas (2002) Variation independent parameterizations of multivariate categorical distributions. In: Cuadras, Carles, Fortiana, Josep and Rodriguez-Lallena, Jose, (eds.) Distributions With Given Marginals and Statistical Modelling. Kluwer Academic Publishers, Dordrecht, Netherlands, pp. 21-28. ISBN 140200943

Chan, K S and Tong, Howell (2002) Dynamic model. In: El-Shaarawi, Abdel H and Piegorsch, Walter W, (eds.) Encyclopaedia of Environmetrics. John Wiley & Sons, pp. 574-578. ISBN 0471899976

Dischel, Robert S. and Barrieu, Pauline ORCID: 0000-0001-9473-263X (2002) Financial weather contracts and their application in risk management. In: Dischel, Robert S., (ed.) Climate Risk and the Weather Market: Financial Risk Management With Weather Hedges. Risk Books, London, UK, pp. 25-42. ISBN 9781899332526

Moustaki, Irini ORCID: 0000-0001-8371-1251 and Marcoulides, George. A (2002) Locating "don't know", "no answer" and middle alternatives on an attitude scale: a latent variable approach. In: Marcoulides, G and Moustaki, Irini, (eds.) Latent Variable and Latent Structure Models. Lawrence Erlbaum Associates, U.S., pp. 15-41. ISBN 9780805840469

Smith, Leonard A. and Roulston, Mark S. (2002) Weather and seasonal forecasting. In: Dischel, Robert, (ed.) Climate Risk and the Weather Market. Risk Books, London, pp. 115-126. ISBN 9781899332526

Monograph

Tong, Howell, Stenseth, Nils Chr and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2002) Nonlinear time series modelling of highly fluctuating biological population over space - main results. . Department of Statistics, London School of Economics and Political Science, London, UK. (Submitted)

Conference or Workshop Item

McSharry, P.E., Clifford, G. D., Tarassenko, L. and Smith, Leonard A. (2002) Method for generating an artificial RR tachogram of a typical healthy human over 24-hours. In: Computers in Cardiology, 2002-09-22 - 2002-09-25, Memphis, United States, USA.

Book

Galbraith, J. I., Bartholomew, David J., Moustaki, Irini ORCID: 0000-0001-8371-1251 and Steele, Fiona ORCID: 0000-0001-6417-7444 (2002) The analysis and interpretation of multivariate data for social scientists. Chapman & Hall/CRC Statistics in the Social and Behavioral Sciences. CRC Press, London. ISBN 9781584882954