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Items where Division is "Statistics" and Year is 2004

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Number of items: 56.

A

Altalo, Mary G. and Smith, Leonard A. (2004) Using ensemble weather forecasts to manage utilities risk. Environmental Finance, Octobe (Supple). pp. 48-49. ISSN 1468-8573

B

Barrieu, Pauline and El Karoui, Nicole (2004) Optimal derivatives design under dynamic risk measures. In: Yin, George and Zhang, Qing, (eds.) Mathematics of Finance. Contemporary mathematics (351). American Mathematical Society, Providence, USA, pp. 13-26. ISBN 9780821834121

Barrieu, Pauline and El Karoui, Nicole (2004) Optimal risk transfer. Finance, 25. pp. 31-47. ISSN 0752-6180

Barrieu, Pauline, Rouault, A. and Yor, M. (2004) A study of the Hartmann-Watson distribution motivated by numerical problems related to the pricing of Asian options. Journal of Applied Probability, 41 (4). pp. 1049-1058. ISSN 0021-9002

Bartholomew, David J. (2004) Measuring intelligence: facts and fallacies. Cambridge University Press, Cambridge, UK. ISBN 9780521544788

Baurdoux, Erik J. and Kyprianou, Andreas E. (2004) Further calculations for Israeli options. Stochastics and Stochastic Reports, 76 (6). pp. 546-569. ISSN 1744-2508

C

Cetin, Umut, Jarrow, R., Protter, P. and Yildirim, Y. (2004) Modeling credit risk with partial information. Annals of Applied Probability, 14 (3). pp. 1167-1178. ISSN 1050-5164

Cetin, Umut, Jarrow, Robert A. and Protter, Philip (2004) Liquidity risk and arbitrage pricing theory. Finance and Stochastics, 8 (3). pp. 311-341. ISSN 1432-1122

Chan, K.S, Tong, Howell and Stenseth, Nils C (2004) Testing for common structures in a panel of threshold models. Biometrics, 60 (1). pp. 225-232. ISSN 1541-0420

Chan, Wai-Sum, Wong, Albert C S and Tong, Howell (2004) Some nonlinear threshold autoregressive time series models for actuarial use. North American Actuarial Journal, 8 (4). pp. 37-61. ISSN 1092-0277

E

Eberhard-Gran, M, Tambs, K, Opjordsmoen, S, Skrondal, Anders and Eskild, A (2004) The risk of depression in the postpartum period as compared to the pregnancy period and the first postnatal year. Journal of Psychosomatic Obstetrics and Gynecology, 25 (1). pp. 15-21. ISSN 1743-8942

F

Fryzlewicz, Piotr and Nason, Guy P. (2004) A Haar-Fisz algorithm for poisson intensity estimation. Journal of Computational and Graphical Statistics, 13 (3). pp. 621-638. ISSN 1061-8600

Fryzlewicz, Piotr and Nason, Guy P. (2004) Smoothing the wavelet periodogram using the Haar-Fisz transform. Technical report (03:08). Department of Mathematics, University of Bristol, Bristol, UK. (Submitted)

G

Galindo-Garre, Francisca, Vermunt, Jeroen K. and Bergsma, Wicher P. (2004) Bayesian posterior estimation of logit parameters with small samples. Sociological Methods and Research, 33 (1). pp. 88-117. ISSN 0049-1241

Gao, Jiti and Tong, Howell (2004) Semiparametric non-linear time series model selection. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 66 (2). pp. 321-336. ISSN 1369-7412

Giglio, Beatrice and Wynn, Henry (2004) Monomial ideals and the scarf complex for coherent systems in reliability theory. Annals of Statistics, 32 (3). pp. 1289-1311. ISSN 0090-5364

Golobic, I., Pavlovic, E., von Hardenberg, J., Berry, M., Nelson, R.A., Kenning, D.B.R. and Smith, Leonard A. (2004) Comparison of a mechanistic model for nucleate boiling with experimental spatio-temporal data. Chemical Engineering Research and Design, 82 (4). pp. 435-444. ISSN 0263-8762

J

Judd, Kevin, Smith, Leonard A. and Weisheimer, Antje (2004) Gradient free descent: shadowing, and state estimation using limited derivative informations. Physica D: Nonlinear Phenomena, 190 (3-4). pp. 153-166. ISSN 0167-2789

K

Kilminster, Devin, Clark, Liam, Roulston, Mark, Ziehmann, Christine, Bröcker, Jochen and Smith, Leonard (2004) From MOS to eMOS: generalising model output statistics for full ensemble forecasts. Centre for the Analysis of Time Series. London School of Economics and Political Science, London, UK.

Krokstad, Steinar, Magnus, Per, Skrondal, Anders and Westin, Steinar (2004) The importance of social characteristics of communities for the medically based disability pension. European Journal of Public Health, 14. pp. 406-412. ISSN 1101-1262

Kuha, Jouni (2004) AIC and BIC: Comparisons of assumptions and performance. Sociological Methods and Research, 33 (2). pp. 188-229. ISSN 0049-1241

Kwasniok, Frank and Smith, Leonard A. (2004) Real-time construction of optimized predictions from data streams. Physical Review Letters, 92 (16). pp. 116-120. ISSN 0031-9007

L

Li, W K, Tong, Howell, Xia, Y and Zhang, D (2004) A goodness-of-fit test for single-index models. Statistica Sinica, 14 (1). pp. 1-28. ISSN 1017-0405

M

McSharry, Patrick E. and Smith, Leonard A. (2004) Consistent nonlinear dynamics: identifying model inadequacy. Physica D: Nonlinear Phenomena, 192 (1-2). pp. 1-22. ISSN 0167-2789

Moustaki, Irini, Joreskog, K and Mavridis, D (2004) Factor models for ordinal variables with covariate effects on the manifest and latent variables: a comparison of LISREL and IRT approaches. Structural Equation Modeling, 11 (4). pp. 487-513. ISSN 1070-5511

Moustaki, Irini and Papageorgiou, Ioulia (2004) Latent class models for mixed outcomes with applications in archaeometry. Computational Statistics and Data Analysis, 48 (3). pp. 659-675. ISSN 0167-9473

N

Norberg, Ragnar (2004) Credibility theory. In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of Actuarial Science. Wiley-Blackwell, Chichester, pp. 398-406. ISBN 9780470012505

Norberg, Ragnar (2004) Life insurance mathematics. In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of Actuarial Science. Wiley-Blackwell, Chichester, pp. 979-997. ISBN 978-0470846766

Norberg, Ragnar (2004) Non-life reserves : continuous time micro models. In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of Actuarial Science. Wiley-Blackwell, Chichester, pp. 1180-1181. ISBN 978-0470846766

Norberg, Ragnar (2004) Thiele, Thorvald Nicolai (1838-1910). In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of Actuarial Science. Wiley-Blackwell, Chichester, pp. 1671-1672. ISBN 978-0470846766

Norberg, Ragnar (2004) Vasicek beyond the normal. Mathematical Finance, 14 (4). pp. 585-604. ISSN 0960-1627

P

Peng, Liang and Yao, Qiwei (2004) Nonparametric regression under dependent errors with infinite variance. Annals of the Institute of Statistical Mathematics, 56 (1). pp. 73-86. ISSN 0020-3157

R

Rabe-Hesketh, Sophia, Skrondal, Anders and Pickles, Andrew (2004) GLLAMM manual. U.C. Berkeley Division of Biostatistics working paper series (160). Division of Biostatistics, University of California at Berkeley, California, USA.

Rabe-Hesketh, Sophia, Skrondal, Anders and Pickles, Andrew (2004) Generalized multilevel structural equation modelling. Psychometrika, 69 (2). pp. 167-190. ISSN 0033-3123

Roulston, M.S. and Smith, Leonard A. (2004) The boy who cried wolf revisited: the impact of false alarm intolerance on cost-loss scenarios. Weather and Forecasting, 19 (2). pp. 391-397. ISSN 0882-8156

Rudas, Tamas and Bergsma, Wicher (2004) Reconsidering the odds ratio as a measure of 2 x 2 association in a population. Statistics in Medicine, 22. pp. 3445-3447. ISSN 0277-6715

S

Skinner, Chris J. (2004) Comment on: A. Demnati and J.N.K. Rao, 'linearization variance estimators for model parameters from complex survey data'. Survey Methodology, 30 (1). pp. 17-18. ISSN 1492-0921

Skinner, Chris J. (2004) Méthodes pour protéger la confidentialité des données d’enquêtes. In: Ardilly, Pascal, (ed.) Échantillonnage et Méthodes D'enquêtes. Science Sup. Dunod, Paris, France, pp. 45-53. ISBN 9782100074778

Skrondal, Anders and Rabe-Hesketh, S. (2004) Clustered binary data. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic Companion to Medical Statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983

Skrondal, Anders and Rabe-Hesketh, S. (2004) Generalized estimating equations. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic Companion to Medical Statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983

Skrondal, Anders and Rabe-Hesketh, S. (2004) Generalized linear latent and mixed models with composite links and exploded likelihoods. In: Biggeri, Annibale, Dreassi, Emanuela, Lagazio, Corrado and Marchi, Marco, (eds.) Statistical Modelling: Proceedings of the 19th International Workshop on Statistical Modelling. Florence (Italy) 4-8 July, 2004. Firenze University Press, Firenze, Italy, pp. 27-39. ISBN 8884531934

Skrondal, Anders and Rabe-Hesketh, S. (2004) Random effects models for discrete longitudinal data. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic Companion to Medical Statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983

Skrondal, Anders and Rabe-Hesketh, S. (2004) SEM: categorical observed variables. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic Companion to Medical Statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983

Skrondal, Anders and Rabe-Hesketh, S. (2004) State dependence. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic Companion to Medical Statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983

Skrondal, Anders and Rabe-Hesketh, Sophia (2004) Generalized latent variable modeling: multilevel, longitudinal and structural equation models. Interdisciplinary statistics. (1st). Chapman & Hall, Boca Raton, Fla. ISBN 1584880007

Smith, Leonard A. and Hansen, James A. (2004) Extending the limits of ensemble forecast verification with the minimum spanning tree. Monthly Weather Review, 132 (6). pp. 1522-1528. ISSN 0027-0644

Steele, Fiona, Goldstein, Harvey and Browne, William (2004) A general multilevel multistate competing risks model for event history data, with an application to a study of contraceptive use dynamics. Statistical Modelling, 4 (2). pp. 145-159. ISSN 1471-082X

T

Tong, Howell and Chan, K.S (2004) A note on testing for multi-modality with dependent data. Biometrika, 91 (1). pp. 113-123. ISSN 0006-3444 (Submitted)

Tong, Howell, Siu, T.K and Yang, H (2004) On Bayesian value at risk: from linear to non-linear portfolios. Asian Pacific Financial Markets, 11 (2). pp. 161-184. ISSN 1387-2834

Tong, Howell, Siu, T.K and Yang, H (2004) On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. North American Actuarial Journal, 8. pp. 17-31. ISSN 1092-0277

Tong, Howell, Xia, Y and Zhang, W (2004) Efficient estimation for semivarying-coefficient models. Biometrika, 91 (3). pp. 661-681. ISSN 0006-3444

Tong, Howell and Zhang, Z (2004) A note on stochastic difference equations and its application to GARCH models. Chinese Journal of Applied Probability and Statistics, 20. pp. 259-269. ISSN 1001-4268

Trogstad, Lill, Skrondal, Anders, Stoltenberg, Camilla, Magnus, Per, Nesheim, Britt-Ingjerd and Eskild, Anne (2004) Recurrence risk of preeclampsia in twin and singleton pregnancies. American Journal of Medical Genetics Part A, 126A (1). pp. 41-45. ISSN 1552-4825

V

von Hardenberg, Jost, Kenning, David B. R., Xing, Huijuan and Smith, Leonard A. (2004) Identification of nucleation site interactions. International Journal of Heat and Fluid Flow, 25 (2). pp. 298-304. ISSN 0142-727X

W

Wolff, Rodney C., Yao, Qiwei and Tong, Howell (2004) Statistical tests for Lyapunov exponents of deterministic systems. Studies in Nonlinear Dynamics and Econometrics, 8 (2). pp. 174-193. ISSN 1081-1826

Z

Zhang, Wenyang and Steele, Fiona (2004) A semiparametric multilevel survival model. Journal of the Royal Statistical Society. Series C: Applied Statistics, 53 (2). ISSN 0035-9254

This list was generated on Fri Apr 19 21:03:01 2019 BST.