Items where Division is "Statistics" and Year is 2006

Aamodt, Geir, Samuelsen, Sven O and Skrondal, Anders (2006) A simulation study of three methods for affecting disease clusters. International Journal of Health Geographics, 5 (15). p. 15. ISSN 1476-072X

Antoniadis, Anestis and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2006) Parametric modelling of thresholds across scales in wavelet regression. Biometrika, 93 (2). pp. 465-471. ISSN 0006-3444

Barrieu, Pauline ORCID: 0000-0001-9473-263X and Schoutens, Wim (2006) Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process. Journal of Computational and Applied Mathematics, 186 (1). pp. 300-323. ISSN 0377-0427

Barrieu, Pauline ORCID: 0000-0001-9473-263X and Sinclair-Desgagne, Bernard (2006) On precautionary policies. Management Science, 52 (8). pp. 1145-1154. ISSN 0025-1909

Cetin, Umut ORCID: 0000-0001-8905-853X, Jarrow, P., Protter, M. and Warachka, M. (2006) Pricing options in an extended black-scholes economy with illiquidity: theory and empirical evidence. Review of Financial Studies, 19 (2). pp. 493-529. ISSN 0893-9454

Chan, K.S, Ho, L-H and Tong, Howell (2006) A note on time-reversibility of multivariate linear processes. Biometrika, 93 (1). pp. 221-227. ISSN 0006-3444

Chan, W., Ng, M. W. and Tong, Howell (2006) On a simple graphical approach to modelling economic fluctuations with an application to United Kingdom price inflation, 1265-2005. Annals of Actuarial Science, 1 (1). pp. 103-128. ISSN 1748-4995

Dassios, Angelos ORCID: 0000-0002-3968-2366 (2006) Quantiles of Lévy processes and applications in finance. . Department of Statistics, London School of Economics and Political Science, London, UK.

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Nagaradjasarma, Jayalaxshmi (2006) The square-root process and Asian options. Quantitative Finance, 6 (4). pp. 337-347. ISSN 1469-7688

Dominicus, Annica, Skrondal, Anders, Håkon, Gjessing, Pedersen, Nancy L and Palmgren, Juni (2006) Likelihood ratio tests in behavioral genetics: problems and solutions. Behavior Genetics, 36 (2). pp. 331-340. ISSN 0001-8244

Durrant, Gabriele B. and Skinner, Chris J. (2006) Using data augmentation to correct for non-ignorable non-response when surrogate data are available: an application to the distribution of hourly pay. Journal of the Royal Statistical Society. Series A: Statistics in Society, 169 (3). pp. 605-623. ISSN 0964-1998

Durrant, Gabriele B. and Skinner, Chris J. (2006) Using missing data methods to correct for measurement error in a distribution function. Survey Methodology, 32 (1). pp. 25-36. ISSN 0714-0045

Elamir, Elsayed A.H. and Skinner, Chris J. (2006) Record level measures of disclosure risk for survey microdata. Journal of Official Statistics, 22 (3). pp. 525-539. ISSN 0282-423X

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and Delouille, V (2006) A data-driven HAAR-FISZ transform for multiscale variance stabilization. In: Proceedings of the 13th IEEE/Sp Workshop on Statistical Signal Processing. IEEE, California, USA, pp. 539-544. ISBN 0780394038

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and Nason, Guy P. (2006) Haar-Fisz estimation of evolutionary wavelet spectra. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 68 (4). pp. 611-634. ISSN 1369-7412

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X, Sapatinas, Theofanis and Subba Rao, Suhasini (2006) A Haar-Fisz technique for locally stationary volatility estimation. Biometrika, 93 (3). pp. 687-704. ISSN 0006-3444

Knott, Martin and Smith, Cyril (2006) Choosing joint distributions so that the variance of the sum is small. Journal of Multivariate Analysis, 97 (8). pp. 1757-1765. ISSN 0047-259X

Koukounari, Artemis, Fenwick, Alan, Whawell, S., Kabatereine, Narcis B., Kazibwe, Francis, Tukahebwa, Edridah, Stothard, J. Russell, Donnelly, Christl A. and Webster, Joanne P. (2006) Morbidity indicators of Schistosoma mansoni: relationship between infection and anemia in Ugandan schoolchildren before and after praziquantel and albendazole chemotherapy. American Journal of Tropical Medicine and Hygiene, 75 (2). pp. 278-286. ISSN 0002-9637

Koukounari, Artemis, Sacko, Moussa, Keita, Adama D., Gabrielli, Albis F., Landouré, Aly, Dembelé, Robert, Clements, A. C. A., Whawell, S., Donnelly, Christl A., Fenwick, Alan, Traoré, Mamadou and Webster, Joanne P. (2006) Assessment of ultrasound morbidity indicators of schistosomiasis in the context of large-scale programs illustrated with experiences from Malian children. American Journal of Tropical Medicine and Hygiene, 75 (6). pp. 1042-1052. ISSN 0002-9637

Kuha, Jouni ORCID: 0000-0002-1156-8465, Akritas, Michael G and Antoniou, Efi S (2006) Nonparametric analysis of factorial designs with random missingness: Bivariate data. Journal of the American Statistical Association, 101 (476). pp. 1513-1526. ISSN 0162-1459

Luczak, Malwina J and McDiarmid, Colin (2006) On the maximum queue length in the supermarket model. Annals of Probability, 34 (2). pp. 493-527. ISSN 0091-1798

Motakis, E. S., Nason, Guy P., Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and Rutter, G. A (2006) Variance stabilization and normalization for one-color microarray data using a data-driven multiscale approach. Bioinformatics, 22 (20). pp. 2547-2553. ISSN 1367-4803

Moustaki, I ORCID: 0000-0001-8371-1251 and Victoria-Feser, M. P (2006) Bounded-influence robust estimation in generalized linear latent variable models. Journal of the American Statistical Association, 104 (474). pp. 644-653. ISSN 0162-1459

Norberg, Ragnar (2006) Dynamic Greeks. Insurance: Mathematics and Economics, 39 (1). pp. 123-133. ISSN 0167-6687

Penzer, Jeremy (2006) Diagnosing seasonal shifts in time series using state space models. Statistical Methodology, 3 (3). pp. 193-210. ISSN 1572-3127

Penzer, Jeremy and Jewson, Stephen (2006) Estimating trends in weather series: consequences for pricing derivatives. Studies in Nonlinear Dynamics and Econometrics, 10 (3). article 9. ISSN 1081-1826

Pistone, Giovanni and Wynn, Henry ORCID: 0000-0002-6448-1080 (2006) Cumulant varieties. Journal of Symbolic Computation, 41 (2). pp. 210-221. ISSN 0747-7171

Pronzato, Luc, Wynn, Henry ORCID: 0000-0002-6448-1080 and Zhigljavsky, Anatoly A (2006) Asymptotic behaviour of a family of gradient algorithms in Rd and Hilbert spaces. Mathematical Programming, 107 (3). pp. 409-438. ISSN 0025-5610

Rabe-Hesketh, Sophia and Skrondal, Anders (2006) Multilevel modelling of complex survey data. Journal of the Royal Statistical Society. Series A: Statistics in Society, 169 (32). pp. 805-827. ISSN 0964-1998

Rheinlander, Thorsten and Osterrieder, Jörg R (2006) Arbitrage opportunities in diverse markets via a non-equivalent measure change. Annals of Finance, 2 (3). pp. 287-301. ISSN 1614-2446

Rheinlander, Thorsten and Steiger, Gallus (2006) The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models. Annals of Applied Probability, 16 (3). pp. 1319-1351. ISSN 1050-5164

Samuelsen, S.O., Wisloff, T.F. and Skrondal, Anders (2006) A simple correction for ties when censoring times depend on covariates. Statistics in Medicine, 24 (20). pp. 3111-3121. ISSN 0277-6715

Siu, Tak Kien, Tong, Howell and Yang, Hailiang (2006) Option pricing under threshold autoregressive models by threshold Esscher transform. Journal of Industrial and Management Optimization, 2 (2). pp. 177-197. ISSN 1547-5816

Smith, Leonard A. (2006) Predictability past predictability present. In: Palmer, Tim and Hagedorn, Renate, (eds.) Predictability of Weather and Climate. Cambridge University Press, Cambridge, UK, pp. 217-250. ISBN 9780521848824

Steele, Fiona ORCID: 0000-0001-6417-7444 and Goldestein, Harvey (2006) A multilevel factor model for mixed binary and ordinal indicators of women's status. Sociological Methods and Research, 35 (1). pp. 137-153. ISSN 0049-1241

Steele, Fiona ORCID: 0000-0001-6417-7444 and Goldstein, Harvey (2006) Multilevel models in psychometrics. In: Rao, C. R. and Sinharay, S., (eds.) Handbook of Statistics. Elsevier North-Holland, Amsterdam; London, pp. 401-420. ISBN 9780444521033

Steele, Fiona ORCID: 0000-0001-6417-7444, Joshi, Heather, Kallis, Constantinos and Goldstein, Harvey (2006) Changing compatibility of cohabitation and childbearing between young British women born in 1958 and 1970. Population Studies, 60 (2). pp. 137-152. ISSN 0032-4728

Steele, Fiona ORCID: 0000-0001-6417-7444, Kallis, Constantinos and Joshi, Heather (2006) The formation and outcomes of cohabiting and marital partnerships in early adulthood: the role of previous partnership experience. Journal of the Royal Statistical Society. Series A: Statistics in Society, 169 (4). pp. 757-779. ISSN 0964-1998

Tong, Howell, Matsuda, Y and Yajima, Y (2006) Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion. Bernoulli, 12 (2). pp. 221-249. ISSN 1350-7265

Tong, Howell and Xia, Y (2006) Cumulative effects of air pollution on public health. Statistics in Medicine, 25 (20). pp. 3548-3559. ISSN 0277-6715

Tong, Howell and Xia, Y (2006) On efficiency of estimation for a single-index model. In: Fan, J and Koul, H, (eds.) Frontiers in Statistics. Imperial College Press, London, UK, pp. 63-85. ISBN 9781860946981

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Brockwell, Peter J (2006) Gaussian maximum likelihood estimation for ARMA models II: spatial processes. Bernoulli, 12 (4). pp. 403-429. ISSN 1350-7265

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Brockwell, Peter J (2006) Gaussian maximum likelihood estimation for ARMA models. I. Time series. Journal of Time Series Analysis, 27 (6). 857 - 875. ISSN 0143-9782