Items where Division is "Statistics" and Year is 2008

An, Hongzhi, Huang, Da, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Cun-Hui (2008) Stepwise searching for feature variables in high-dimensional linear regression. . London School of Economics and Political Science, London, UK.

Barrieu, P. and El Karoui, N. (2008) Dynamic financial risk management. In: Yor, Marc, (ed.) Aspects of Mathematical Finance. Springer Berlin / Heidelberg, Paris, France, pp. 23-36. ISBN 9783540752585

Barrieu, Pauline (2008) Micro-assurance et derives climatiques. In: L'Art du Management. Les Echos, Paris, France. ISBN 9782842111816

Barrieu, Pauline, Cazanave, Nicolas and El Karoui, Nicole (2008) Closedness results for BMO semi-martingales and application to quadratic BSDE's. Comptes Rendus de L'academie des Sciences, 346 (15-16). pp. 881-886. ISSN 1631-073X

Barrieu, Pauline and El Karoui, Nicole (2008) Pricing, hedging and optimally designing derivatives via minimization of risk measures. In: Carmona, René, (ed.) Indifference Pricing: Theory and Applications. Princeton University Press, Princeton, USA.

Barrieu, Pauline and Jongejan, Ruben (2008) Insuring large-scale floods in the Netherlands. Geneva Papers on Risk and Insurance: Issues and Practice, 33. pp. 250-268. ISSN 1018-5895

Barrieu, Pauline and Scandolo, Giacomo (2008) General pareto optimal allocations and applications to multi-period risks. Astin Bulletin, 38 (1). pp. 105-136. ISSN 0515-0361

Bartholomew, David J., Steele, Fiona, Galbraith, J and Moustaki, Irini (2008) Analysis of multivariate social science data. Chapman & Hall/CRC Statistics in the Social and Behavioral Scie. (2nd). CRC Press, London. ISBN 9781584889601

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683 and Kyprianou, Andreas E. (2008) The McKean stochastic game driven by a spectrally negative Lévy process. Electronic Journal of Probability, 13. pp. 173-197. ISSN 1083-6489

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683 and Kyprianou, Andreas E. (2008) The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Teoriya Veroyatnostei I Ee Primeneniya, 53 (3). pp. 588-609. ISSN 0040-361X

Bröcker, Jochen and Smith, Leonard A. (2008) From ensemble forecasts to predictive distribution functions. Tellus Series A: Dynamic Meteorology and Oceanography, 60 (4). pp. 663-678. ISSN 0280-6495

Cheng, Bing and Tong, Howell (2008) Asset pricing: a structural theory and its applications. World Scientific (Firm), London, UK. ISBN 9789812704559

Dassios, Angelos and Jang, Jiwook (2008) The distribution of the interval between events of a Cox process with shot noise intensity. Journal of Applied Mathematics and Stochastic Analysis, 2008. pp. 1-14. ISSN 1048-9533

Dassios, Angelos and Wu, Shanle (2008) Parisian ruin with exponential claims. . Department of Statistics, London School of Economics and Political Science, London, UK. (Submitted)

Dassios, Angelos and Wu, Shanle (2008) Ruin probabilities of the Parisian type for small claims. . Department of Statistics, London School of Economics and Political Science, London, UK. (Submitted)

Ekholm, Anders and Skinner, Chris J. (2008) The Muscatine children’s obesity data reanalysed using pattern mixture models. Journal of the Royal Statistical Society. Series C: Applied Statistics, 47 (2). pp. 251-263. ISSN 0035-9254

Fan, Jianqing, Wang, Mingjin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Modelling multivariate volatilities via conditionally uncorrelated components. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 70 (4). pp. 679-702. ISSN 1369-7412

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2008) Data-driven wavelet-Fisz methodology for nonparametric function estimation. Electronic Journal of Statistics, 2. pp. 863-896. ISSN 1935-7524

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X, Nason, Guy P. and von Sachs, Rainer (2008) A wavelet-Fisz approach to spectrum estimation. Journal of Time Series Analysis, 29 (5). pp. 868-880. ISSN 0143-9782

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X, Sapatinas, Theofanis and Subba Rao, Suhasini (2008) Normalized least-squares estimation in time-varying ARCH models. Annals of Statistics, 36 (2). pp. 742-786. ISSN 0090-5364

Geneletti, Sara, Richardson, Sylvia and Best, Nicky (2008) Adjusting for selection bias in retrospective, case-control studies. Biostatistics, 10 (1). pp. 17-31. ISSN 1465-4644

Huang, Da, Wang, Hansheng and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Estimating GARCH models: when to use what? Econometrics Journal, 11 (1). pp. 27-38. ISSN 1368-4221

Judd, Kevin, Reynolds, Carolyn A., Rosmond, Thomas E. and Smith, Leonard A. (2008) The geometry of model error. Journal of the Atmospheric Sciences, 65 (6). pp. 1749-1772. ISSN 0022-4928

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2008) Balance, growth and diversity of financial markets. Annals of Finance, 4 (3). pp. 369-397. ISSN 1614-2446

Koukounari, Artemis, Estambale, Benson, Kiambo Njagi, J., Cundill, Bonnie, Ajanga, Anthony, Crudder, Christopher, Otido, Julius, Jukes, Matthew, Clarke, Siân E. and Brooker, Simon (2008) Relationships between anaemia and parasitic infections in Kenyan schoolchildren: a Bayesian hierarchical modelling approach. International Journal for Parasitology, 38 (14). pp. 1663-1671. ISSN 0020-7519

Kreiss, Jens-Peter, Neumann, Michael H. and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Bootstrap tests for simple structures in nonparametric time series regression. Statistics and Its Interface, 1 (2). pp. 367-380. ISSN 1938-7997

Lam, Clifford (2008) Estimation of large precision matrices through block penalization. . Cornell University, Ithaca, USA.

Lam, Clifford and Fan, Jianqing (2008) Profile-kernel likelihood inference with diverging number of parameters. Annals of Statistics, 36 (5). pp. 2232-2260. ISSN 0090-5364

Lu, Zudi, Tjostheim, Dag and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Spatial smoothing, Nugget effect and infill asymptotics. Statistics and Probability Letters, 78 (18). pp. 3145-3151. ISSN 0167-7152

Mavridis, Dimitris and Moustaki, Irini (2008) Detecting outliers in factor analysis using the forward search algorithm. Multivariate Behavioral Research, 43 (3). pp. 453-475. ISSN 1532-7906

Norberg, Ragnar (2008) Multistate models for life insurance mathematics. In: Melnick, Edward and Everitt, Brian, (eds.) Encyclopedia of Quantitative Risk Analysis and Assessment. Wiley-Blackwell, Chichester. ISBN 978-0-470-03549-8

Pan, Jiazhu and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Modelling multiple time series via common factors. Biometrika, 95 (2). pp. 365-379. ISSN 0006-3444

Polonik, Wolfgang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Testing for multivariate volatility functions using minimum volume sets and inverse regression. Journal of Econometrics, 147 (1). pp. 151-162. ISSN 0304-4076 (Submitted)

Rizopoulos, Dimitris and Moustaki, Irini (2008) Generalized latent variables models with non-linear effects. British Journal of Mathematical and Statistical Psychology, 61 (2). pp. 415-438. ISSN 0007-1102

Skinner, Chris J. (2008) Assessing disclosure risk for record linkage. In: Domingo-Ferrer, Josep and Saygın, Yücel, (eds.) Privacy in Statistical Databases: Unesco Chair in Data Privacy International Conference, Psd 2008 Istanbul, Turkey, September 24. Lecture notes in computer science. Springer Berlin / Heidelberg, Berlin, Germany, pp. 166-176. ISBN 9783540874706

Skinner, Chris J. and Shlomo, Natalie (2008) Assessing identification risk in survey microdata using log-linear models. Journal of the American Statistical Association, 103 (483). pp. 989-1001. ISSN 0162-1459

Steele, Fiona (2008) Book review: Skrondal A. and Rabe-Hesketh S. (2004) Generalized latent variable modelling: multilevel, longitudinal and structural equation models. Statistical Methods in Medical Research, 17 (1). p. 119. ISSN 0962-2802

Steele, Fiona (2008) Multilevel models for longitudinal data. Journal of the Royal Statistical Society. Series A: Statistics in Society, 171 (1). pp. 5-19. ISSN 0964-1998

Tong, Howell, Pan, Jiazhu and Wang, Hui (2008) Estimation and tests for power-transformed and threshold GARCH models. Journal of Econometrics, 142 (1). pp. 352-378. ISSN 0304-4076

Toure, Seydou, Zhang, Y., Bosque-Oliva, Elisa, Ky, Cesaire, Ouedraogo, Amadou, Koukounari, Artemis, Gabrielli, Albis F, Sellin, Bertrand, Webster, Joanne P. and Fenwick, Alan (2008) Two-year impact of single praziquantel treatment on infection in the national control programme on schistosomiasis in Burkina Faso. Bulletin of the World Health Organization, 86 (10). pp. 737-816. ISSN 0042-9686

Vieira, Marcel D.T. and Skinner, Chris J. (2008) Estimating models for panel survey data under complex sampling. Journal of Official Statistics, 24 (3). pp. 343-364. ISSN 0282-423X