Items where Division is "Statistics" and Year is 2003

Article

Barrieu, Pauline ORCID: 0000-0001-9473-263X and Chesney, Marc (2003) Optimal timing to adopt an environmental policy in a strategic framework. Environmental Modeling and Assessment, 8 (3). pp. 149-163. ISSN 1420-2026

Barrieu, Pauline ORCID: 0000-0001-9473-263X and El Karoui, Nicole (2003) Structuration optimale de produits dérivés et diversification en présence de sources de risque non-négociables. Comptes Rendus Mathematiques, 336 (6). pp. 493-498. ISSN 1631-073X

Bates, Ron A., Giglio, Beatrice and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (2003) A global selection procedure for polynomial interpolators. Technometrics, 45 (3). pp. 246-255. ISSN 0040-1706

Berger, Yves G. and Skinner, Chris J. (2003) Variance estimation for a low income proportion. Journal of the Royal Statistical Society. Series C: Applied Statistics, 52 (4). pp. 457-468. ISSN 0035-9254

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Jang, Jiwook (2003) Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity. Finance and Stochastics, 7 (1). pp. 73-95. ISSN 1432-1122

Eberhard-Gran, Malin, Tambs, Kristian, Opjordsmoen, Stein, Skrondal, Anders and Eskild, Anne (2003) A comparison of anxiety and depressive symptomatology in postpartum and non-postpartum women. Social Psychiatry and Psychiatric Epidemiology, 38 (10). pp. 551-556. ISSN 0933-7954

Fan, Jianqing, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Cai, Zongwu (2003) Adaptive varying co-efficient linear models. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 65 (1). pp. 57-80. ISSN 1369-7412

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X, van Bellegem, Sébastien and von Sachs, Rainer (2003) Forecasting non-stationary time series by wavelet process modelling. Annals of the Institute of Statistical Mathematics, 55 (4). pp. 737-764. ISSN 0020-3157

Guerrero, A. and Smith, Leonard A. (2003) Towards coherent estimation of the correlation dimension. Physics Letters A, 318 (4-5). pp. 373-379. ISSN 0375-9601

Hall, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2003) Date tilting for time series. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 65 (2). pp. 425-442. ISSN 1369-7412

Hall, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2003) Inference in ARCH and GARCH models with heavy-tailed errors. Econometrica, 71 (1). pp. 285-317. ISSN 0012-9682

Hall, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2003) Inference in components of variance models with low replication. Annals of Statistics, 31 (2). pp. 414-441. ISSN 0090-5364

Kuha, Jouni ORCID: 0000-0002-1156-8465 and Temple, Jonathan (2003) Covariate measurement error in quadratic regression. International Statistical Review, 71 (1). pp. 131-150. ISSN 0306-7734

McSharry, P. E., Clifford, G. D., Tarassenko, L. and Smith, Leonard A. (2003) A dynamical model for generating synthetic electrocardiogram signals. IEEE Transactions on Biomedical Engineering, 50 (3). pp. 289-294. ISSN 0018-9294

McSharry, P.E., Smith, Leonard A. and Tarassenko, L. (2003) Comparison of predictability of epileptic seizures by a linear and a nonlinear method. IEEE Transactions on Biomedical Engineering, 50 (5). pp. 628-633. ISSN 0018-9294

McSharry, Patrick E., Smith, Leonard A. and Tarassenko, Lionel (2003) Prediction of epileptic seizures: are nonlinear methods relevant? Nature Medicine, 9 (3). pp. 241-242. ISSN 1078-8956

Moustaki, Irini ORCID: 0000-0001-8371-1251 (2003) A general class of latent variable models for ordinal manifest variables with covariate effects on the manifest and latent variables. British Journal of Mathematical and Statistical Psychology, 56 (2). pp. 337-357. ISSN 0007-1102

Norberg, Ragnar (2003) The Markov chain market. Astin Bulletin, 33 (2). pp. 265-287. ISSN 0515-0361

Norberg, Ragnar and Kalashnikov, Vladimir (2003) On the sensitivity of premiums and reserves to changes in valuation elements. Scandinavian Actuarial Journal (3). pp. 238-256. ISSN 0346-1238

Oftedal, Bente, Nafstad, Per, Magnus, Per, Bjørkly, Sonja and Skrondal, Anders (2003) Traffic related air pollution and acute hospital admission for respiratory diseases in Drammen, Norway 1995-2000. European Journal of Epidemiology, 18 (7). pp. 671-675. ISSN 0393-2990

Orrell, David and Smith, Leonard A. (2003) Visualising bifurcations in high dimensional systems: the spectral bifurcation diagram. International Journal of Bifurcation and Chaos, 13 (10). pp. 3015-3027. ISSN 0218-1274

Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2003) Least absolute deviations estimation for ARCH and GARCH models. Biometrika, 90 (4). pp. 967-975. ISSN 0006-3444

Rabe-Hesketh, Sophia, Pickles, Andrew and Skrondal, Anders (2003) Correcting for covariate measurement error in logistic regression using nonparametric maximum likelihood estimation. Statistical Modelling, 3 (3). pp. 215-232. ISSN 1471-082X

Rabe-Hesketh, Sophia, Skrondal, Anders and Pickles, Andrew (2003) Maximum likelihood estimation of generalized linear models with covariate measurement error. Stata Journal, 3 (4). pp. 386-411. ISSN 1536-867X

Roulston, M.S., Kaplan, D.T., Hardenberg, J. and Smith, Leonard A. (2003) Using medium-range weather forecasts to improve the value of wind energy production. Renewable Energy, 28 (4). pp. 585-602. ISSN 0960-1481

Roulston, M.S. and Smith, Leonard A. (2003) Combining dynamical and statistical ensembles. Tellus Series A: Dynamic Meteorology and Oceanography, 55 (1). pp. 16-30. ISSN 0280-6495

Skinner, Chris J. and Carter, Randy (2003) Estimation of a measure of disclosure risk for survey microdata under unequal probability sampling. Survey Methodology, 29 (2). pp. 177-180. ISSN 0714-0045

Skrondal, Anders (2003) Interaction as departure from additivity in case-control studies: a cautionary note. American Journal of Epidemiology, 158 (3). pp. 251-258. ISSN 0002-9262

Skrondal, Anders and Rabe-Hesketh, Sophia (2003) Multilevel logistic regression for polytomous data and rankings. Psychometrika, 68 (2). pp. 267-287. ISSN 0033-3123

Skrondal, Anders and Rabe-Hesketh, Sophia (2003) Some applications of generalized linear latent and mixed models in epidemiology: repeated measures, measurement error and multilevel modeling. Norwegian Journal of Epidemiology, 13 (2). pp. 265-278. ISSN 0803-2491

Steele, Fiona ORCID: 0000-0001-6417-7444 (2003) 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. Journal of the Royal Statistical Society. Series A: Statistics in Society, 166 (3). pp. 407-423. ISSN 0964-1998

Steele, Fiona ORCID: 0000-0001-6417-7444 (2003) 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. Lifetime Data Analysis, 9 (2). pp. 155-174. ISSN 1380-7870

Steele, Fiona ORCID: 0000-0001-6417-7444 and Curtis, Siân (2003) Appropriate methods for analyzing the effect of method choice on contraceptive discontinuation. Demography, 40 (1). 1 - 22. ISSN 0070-3370

Vangen, Siri, Stray-Pedersen, Babil, Skrondal, Anders, Magnus, Per and Stoltenberg, Camilla (2003) High risk of caesarean section among ethnic Filipinos: an effect of the paternal contribution to birthweight? Acta Obstetrica et Gynecologica Scandinavica, 82 (2). pp. 192-193. ISSN 0001-6349

Zhang, Wenyang, Yao, Qiwei ORCID: 0000-0003-2065-8486, Tong, Howell and Stenseth, Nils Chr (2003) Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Biometrics, 59 (4). pp. 813-821. ISSN 1541-0420

Book Section

Moustaki, Irini ORCID: 0000-0001-8371-1251 (2003) Latent variable models with covariates. In: Kevork, Kōnst Ēl, Tzōrtzopoulos, P and Panaretos, John, (eds.) Stochastic Musings : Perspectives From the Pioneers of the Late 20th Century: a Volume in Celebration of the 13 Years of the Dep. Lawrence Erlbaum Associates, Mahwah, U.S., pp. 117-128. ISBN 9780805846140

Skinner, Chris J. and Holmes, D. J. (2003) Random effects models for longitudinal survey data. In: Chambers, R. L. and Skinner, Chris J., (eds.) Analysis of Survey Data. John Wiley & Sons, Chichester, UK, pp. 205-219. ISBN 9780471899877

Smith, Leonard A. (2003) Predictability and chaos. In: Holton, James R., Pyle, John and Curry, Judith A., (eds.) Encyclopedia of Atmospheric Sciences. Academic Press, Amsterdam, London, pp. 1777-1785. ISBN 9780122270901

Yao, Qiwei ORCID: 0000-0003-2065-8486 (2003) Exponential inequalities for spatial processes and uniform convergence rates for density estimation. In: Zhang, Heping and Huang, Jiang, (eds.) Development of Modern Statistics and Related Topics: in Celebration of Prof. Yaoting Zhang's 70th Birthday. Series in biostatistics (1). World Scientific (Firm), Singapore, pp. 118-128. ISBN 9789812383952

van Bellegem, Sébastien, Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and von Sachs, Rainer (2003) A wavelet-based model for forecasting non-stationary processes. In: Gazeau, J-P, Kerner, R, Antoine, J-P and Metens, S, (eds.) Group 24: Physical and Mathematical Aspects of Symmetries: Proceedings of the 24th International Colloquium on Group Theoretical. Institute of Physics conference series (173). Institute of Physics Publishing, Bristol, UK, pp. 955-958. ISBN 9780750309334

Conference or Workshop Item

Smith, Leonard A. (2003) Predictability past predictability present. In: ECMWF Seminar on Predictability, 2002-01-01, Reading, United Kingdom, GBR. (Submitted)

Wolff, Rodney C., Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell (2003) Statistical tests for Lyapunov exponents of deterministic systems. In: Cofin 2000 Final Workshop, 2003-06-06 - 2003-06-07, Bressanone, Italy, ITA. (Submitted)

Book

Chambers, R. L. and Skinner, Chris J., eds. (2003) Analysis of survey data. John Wiley & Sons, Chichester, UK. ISBN 9780471899877

Marcoulides, George A. and Moustaki, Irini, eds. (2003) Latent variable and latent structure models. Quantitative methodology series. Lawrence Erlbaum Associates, Mahwah, U.S.. ISBN 080584046X

Fan, Jianqing and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2003) Nonlinear time series: nonparametric and parametric methods. Springer series in statistics. Springer Berlin / Heidelberg, New York, USA. ISBN 9780387261423

Thesis

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2003) Wavelet techniques for time series and poisson data. Doctoral thesis, University of Bristol.