Library Header Image
LSE Research Online LSE Library Services

Items where Division is "Statistics" and Year is 2007

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Item Type | No Grouping
Jump to: A | B | C | F | J | K | L | M | P | R | S | T | Z
Number of items: 47.


Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2007) Generalized dynamic factor model + GARCH: exploiting multivariant information for univariate prediction. LEM working paper series (2006/13). Laboratory of Economics and Management (LEM), Pisa, Italy.

Ali Ghazali, Syed Shakir, Skinner, Chris J. and Tahir, M. H. (2007) Three-way stratification sampling design when one of the stratifying variables is time. Australian and New Zealand Journal of Statistics, 49 (4). pp. 385-395. ISSN 1369-1473


Barrieu, Pauline and Bellamy, N. (2007) Optimal hitting time and perpetual option in a non-Lévy model: application to real options. Advances in Applied Probability, 39 (2). pp. 510-530. ISSN 0001-8678

Baurdoux, Erik J. (2007) Examples of optimal stopping via measure transformation for processes with one-sided jumps. Stochastics: an International Journal of Probability and Stochastic Processes, 79 (3 & 4). pp. 303-307. ISSN 1744-2508

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683 (2007) Fluctuation theory and stochastic games for spectrally negative Lévy processes. Doctoral thesis, Universiteit Utrecht.

Bock, R. Darrell and Moustaki, Irini (2007) Item response theory in a general framework. In: Rao, C. R. and Sinharay, Sandip, (eds.) Handbook of Statistics, Volume 26: Psychometrics. North-Holland, Amsterdam, The Netherlands, pp. 469-514. ISBN 9780444521033

Bröcker, Jochen and Smith, Leonard A. (2007) Increasing the reliability of reliability diagrams. Weather and Forecasting, 22 (3). pp. 651-661. ISSN 0882-8156

Bröcker, Jochen and Smith, Leonard A. (2007) Scoring probabilistic forecasts: the importance of being proper. Weather and Forecasting, 22 (2). pp. 382-388. ISSN 0882-8156


Campi, Luciano and Çetin, Umut ORCID: 0000-0001-8905-853X (2007) Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling. Finance and Stochastics, 11 (4). pp. 591-602. ISSN 0949-2984

Cetin, Umut ORCID: 0000-0001-8905-853X and Rogers, L.C.G. (2007) Modeling liquidity effects in discrete time. Mathematical Finance, 17 (1). pp. 15-29. ISSN 0960-1627

Cetin, Umut ORCID: 0000-0001-8905-853X and Verschuere, Michel (2007) Hedging under incomplete information: applications to emmissions markets. In: Vanmaele, Michèle, Deelstra, Griselda, De Schepper, Ann, Dhaene, Jan, Reynaerts, Huguette, Schoutens, Wim and Van Goethem, Paul, (eds.) Proceedings of the 5th Actuarial and Financial Mathematics Day: Contactforum [Proceedings of the 5th Actuarial and Financial Mat. Koninklijke Vlaamse Academie van Belgie voor Wetenschappen en Kunsten, Brussels, Belgium, pp. 33-42.


Fan, Jianqing, Hall, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2007) To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied. Journal of the American Statistical Association, 102 (480). pp. 1282-1288. ISSN 0162-1459

Fryzlewicz, Piotr (2007) Bivariate hard thresholding in wavelet function estimation. Statistica Sinica, 17 (4). pp. 1457-1481. ISSN 1017-0405

Fryzlewicz, Piotr (2007) Unbalanced Haar technique for nonparametric function estimation. Journal of the American Statistical Association, 102 (480). pp. 1318-1327. ISSN 0162-1459

Fryzlewicz, Piotr, Delouille, V´eronique and Nason, Guy P. (2007) GOES-8 X-ray sensor variance stabilization using the multiscale data-driven Haar-Fisz transform. Journal of the Royal Statistical Society. Series C: Applied Statistics, 56 (1). pp. 99-116. ISSN 0035-9254


Judd, Kevin, Smith, Leonard A. and Weisheimer, Antje (2007) How good is an ensemble at capturing truth?: using bounding boxes for forecast evaluation. Quarterly Journal of the Royal Meteorological Society, 133 (626). pp. 1309-1325. ISSN 0035-9009


Kabatereine, Narcis B., Brooker, Simon, Koukounari, Artemis, Kazibwe, Francis, Tukahebwa, Edridah, Fleming, Fiona, Zhang, Yaobi, Webster, Joanne P., Stothard, J. Russell and Fenwick, Alan (2007) Impact of a national helminth control programme on infection and morbidity in Ugandan schoolchildren. Bulletin of the World Health Organization, 85 (2). pp. 85-160. ISSN 0042-9686

Kalogeropoulos, Konstantinos ORCID: 0000-0002-0330-9105 (2007) Likelihood-based inference for a class of multivariate diffusions with unobserved paths. Journal of Statistical Planning and Inference, 137 (10). pp. 3092-3102. ISSN 0378-3758

Karatzas, Ioannis and Kardaras, Constantinos (2007) The numéraire portfolio in semimartingale financial models. Finance and Stochastics, 11 (4). pp. 447-493. ISSN 0949-2984

Koukounari, Artemis, Gabrielli, Albis F., Toure, Seydou, Bosqué‐Oliva, Elisa, Zhang, Yaobi, Sellin, Bertrand, Donnelly, Christl A., Fenwick, Alan and Webster, Joanne P. (2007) Schistosoma haematobiumInfection and morbidity before and after large-scale administration of Praziquantel in Burkina Faso. Journal of Infectious Diseases, 196 (5). pp. 659-669. ISSN 0022-1899

Kuha, Jouni ORCID: 0000-0002-1156-8465 and Skrondal, Anders (2007) Discussion of the paper by Handcock, Rafferty and Tantrum. Journal of the Royal Statistical Society. Series A: Statistics in Society, 170 (2). pp. 341-342. ISSN 0964-1998


Lu, Zudi, Lundervold, Arvid, Tjøstheim, Dag and Yao, Qiwei (2007) Exploring spatial nonlinearity using additive approximation. Bernoulli, 13 (2). pp. 447-472. ISSN 1350-7265

Lu, Zudi, Tjøstheim, Dag and Yao, Qiwei (2007) Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory. Statistica Sinica, 17 (1). pp. 177-198. ISSN 1017-0405


Mavridis, D, Moustaki, Irini and Knott, Martin (2007) Goodness-of-fit measures for latent variable models for binary data. In: Lee, Sik-Yum, (ed.) Handbook for Latent Variable and Related Models. Handbook of computing and statistics with applications (Vol. 1). Elsevier, Amsterdam, The Netherlands, pp. 135-162. ISBN 9780444520449

Moustaki, Irini (2007) Factor analysis and latent structure of categorical and metric data. In: Cudeck, R and MacCallum, R. C., (eds.) Factor Analysis at 100: Historical Developments and Future Directions. Erlbaum, Philadelphia, USA, pp. 293-314. ISBN 9780805862126


Pan, Jiazhu, Wang, Hui and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2007) Weighted least absolute deviations estimation for ARMA models with infinite variance. Econometric Theory, 23 (5). pp. 852-879. ISSN 1469-4360


Rabe-Hesketh, Sophia and Skrondal, Anders (2007) Multilevel and latent variable modeling with composite links and exploded likelihoods. Psychometrika, 72 (2). pp. 123-140. ISSN 0033-3123

Rabe-Hesketh, Sophia, Skrondal, Anders and Zheng, X. (2007) Multilevel structural equation modeling. In: Lee, Sik-Yum, (ed.) Handbook of Latent Variable and Related Models. Elsevier, Amsterdam, pp. 209-227. ISBN 0444520449


Samuelsen, S.O., Aanestad, H. and Skrondal, Anders (2007) Stratified case-cohort analysis of general cohort sampling designs. Scandinavian Journal of Statistics, 34 (1). pp. 103-119. ISSN 0303-6898

Sanderson, Jean and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2007) Locally stationary wavelet coherence with application to neuroscience. In: Proceedings of the 56th session of the International Statistical Institute, 2007-08-22 - 2007-08-29. (Submitted)

Sanderson, Jean and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2007) Locally stationary wavelet coherence with application to neuroscience. In: Barber, S., Baxter, P. D. and Mardia, K. V., (eds.) Systems Biology and Statistical Bioinformatics. Leeds University Press, Leeds, UK, pp. 69-72. (Submitted)

Skinner, Chris J. (2007) Discussion of J.F.Bjørnstad, ‘Non-Bayesian multiple imputation’. Journal of Official Statistics, 23 (4). pp. 463-465. ISSN 0282-423X

Skinner, Chris J. (2007) The probability of identification: applying ideas from forensic statistics to disclosure risk assessment. Journal of the Royal Statistical Society. Series A: Statistics in Society, 170 (1). pp. 195-212. ISSN 0964-1998

Skinner, Chris J. and de Toledo Vieira, Marcel (2007) Variance estimation in the analysis of clustered longitudinal survey data. Survey Methodology, 33 (1). pp. 3-12. ISSN 1492-0921

Skrondal, Anders and Rabe-Hesketh, Sophia (2007) Latent variable modelling: a survey. Scandinavian Journal of Statistics, 34 (7). pp. 712-745. ISSN 0303-6898

Skrondal, Anders and Rabe-Hesketh, Sophia (2007) Redundant overdispersion parameters in multilevel models for categorical responses. Journal of Educational and Behavioral Statistics, 32 (4). pp. 419-430. ISSN 1076-9986

Smith, Leonard A. (2007) Chaos: a very short introduction. Very short introductions. , 159 Oxford University Press, Oxford, UK. ISBN 0192853783

Smith, Leonard A. (2007) Letters to the editor: unproven theories have value. Times (30 Nov 2007). Website.

Stainforth, David A. ORCID: 0000-0001-6476-733X, Allen, M. R., Tredger, Edward and Smith, Leonard A. (2007) Confidence, uncertainty and decision-support relevance in climate predictions. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 365 (1857). pp. 2145-2161. ISSN 1364-503X


Tong, Howell (2007) Birth of the threshold time series model. Statistica Sinica, 17 (1). pp. 8-14. ISSN 1017-0405

Tong, Howell (2007) Exploring volatility from a dynamical system perspective. In: 56th session of the International Statistical Institute, 2007-08-22 - 2007-08-29, Lisbon, Portugal. (Submitted)

Tong, Howell, Dong, Chaohua and Gao, Jiti (2007) Semiparametric penalty function method in partially linear model selection. Statistica Sinica, 17 (1). pp. 99-114. ISSN 1017-0405

Tong, Howell and Ling, S (2007) Ergodicity and invertibility of threshold MA models. Bernoulli, 13 (1). pp. 161-168. ISSN 1350-7265

Tong, Howell, Sun, Y and Zhang, W (2007) Estimation of the covariance matrix of random effects in longitudinal studies. Annals of Statistics, 35 (6). pp. 2795-2814. ISSN 0090-5364

Tong, Howell, Xia, Y and Li, W.K (2007) Threshold variable selection using nonparametric methods. Statistica Sinica, 17 (1). pp. 265-288. ISSN 1017-0405

Tsonaka, R and Moustaki, I (2007) Parameter constraints in generalized linear latent variable models. Computational Statistics and Data Analysis, 51 (9). pp. 4164-4177. ISSN 0167-9473


Zhang, Yaobi, Koukounari, Artemis, Kabatereine, Narcis, Fleming, Fiona, Kazibwe, Francis, Tukahebwa, Edridah, Stothard, J Russell, Webster, Joanne P. and Fenwick, Alan (2007) Parasitological impact of 2-year preventive chemotherapy on schistosomiasis and soil-transmitted helminthiasis in Uganda. BMC Medicine, 5 (1). p. 27. ISSN 1741-7015

This list was generated on Mon Mar 20 23:56:44 2023 GMT.