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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
Barrieu, Pauline ORCID: 0000-0001-9473-263X 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 ORCID: 0000-0001-9473-263X and El Karoui, Nicole (2004) Optimal risk transfer. Finance, 25. pp. 31-47. ISSN 0752-6180
Barrieu, Pauline ORCID: 0000-0001-9473-263X, 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. ORCID: 0000-0002-5407-0683 and Kyprianou, Andreas E. (2004) Further calculations for Israeli options. Stochastics and Stochastic Reports, 76 (6). pp. 546-569. ISSN 1045-1129
Cetin, Umut ORCID: 0000-0001-8905-853X, 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 ORCID: 0000-0001-8905-853X, 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
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
Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X 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 ORCID: 0000-0002-9676-902X 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)
Galindo-Garre, Francisca, Vermunt, Jeroen K. and Bergsma, Wicher P. ORCID: 0000-0002-2422-2359 (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 ORCID: 0000-0002-6448-1080 (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
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
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 ORCID: 0000-0002-1156-8465 (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
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
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 ORCID: 0000-0001-8371-1251, 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 ORCID: 0000-0001-8371-1251 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
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
Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2004) Nonparametric regression under dependent errors with infinite variance. Annals of the Institute of Statistical Mathematics, 56 (1). pp. 73-86. ISSN 0020-3157
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 ORCID: 0000-0002-2422-2359 (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
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 0714-0045
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 and 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 ORCID: 0000-0001-6417-7444, 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
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
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
Wolff, Rodney C., Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell (2004) Statistical tests for Lyapunov exponents of deterministic systems. Studies in Nonlinear Dynamics and Econometrics, 8 (2). 174 - 193. ISSN 1081-1826
Zhang, Wenyang and Steele, Fiona ORCID: 0000-0001-6417-7444 (2004) A semiparametric multilevel survival model. Journal of the Royal Statistical Society. Series C: Applied Statistics, 53 (2). ISSN 0035-9254