Items where Division is "Statistics" and Year is 2015

Article

Atkinson, Anthony C. and Bogacka, Barbara (2015) A conversation with Professor Tadeusz Caliński. Statistical Science, 30 (3). pp. 423-442. ISSN 0883-4237

Barigozzi, Matteo and Hallin, Mark (2015) Generalized dynamic factor models and volatilities: recovering the market volatility shocks. Econometrics Journal, 19 (1). C33-C60. ISSN 1368-4221

Goldstein, Harvey, Lynn, Peter, Muniz-Terrera, Graciela, Hardy, Rebecca, O’Muircheartaigh, Colm, Skinner, Chris J. and Lehtonen, Risto (2015) Population sampling in longitudinal surveys. Longitudinal and Life Course Studies, 6 (4). pp. 447-475. ISSN 1757-9597

Li, Cheng and Xing, Hao (2015) Asymptotic Glosten-Milgrom equilibrium. SIAM Journal on Financial Mathematics, 6 (1). pp. 242-280. ISSN 1945-497X

Robertson, Scott and Xing, Hao (2015) Large time behavior of solutions to semi-linear equations with quadratic growth in the gradient. SIAM Journal on Control and Optimization, 53 (1). pp. 185-212. ISSN 0363-0129

Skinner, C. J. (2015) Cross-classified sampling: some estimation theory. Statistics and Probability Letters, 104. pp. 163-168. ISSN 0167-7152

Smith, Leonard A., Du, Hailiang, Suckling, Emma B. and Niehörster, Falk (2015) Probabilistic skill in ensemble seasonal forecasts. Quarterly Journal of the Royal Meteorological Society, 141 (689). pp. 1085-1100. ISSN 0035-9009

Smith, Leonard A., Suckling, Emma B., Thompson, Erica L., Maynard, Trevor and Du, Hailiang (2015) Towards improving the framework for probabilistic forecast evaluation. Climatic Change, 132 (1). pp. 31-45. ISSN 0165-0009

Tzougas, George, Vrontos, Spyridon D. and Frangos, Nickolaos E. (2015) Risk classification for claim counts and losses using regression models for location, scale and shape. Variance, 9 (1). pp. 140-157. ISSN 1940-6444

Book Section

Atkinson, Anthony C., Cerioli, Andrea, Morelli, Gianluca and Riani, Marco (2015) Finding the number of disparate clusters with background contamination. In: Lausen, Berthold, Krolak-Schwerdt, Sabine and Böhmer, Matthias, (eds.) Data Science, Learning by Latent Structures, and Knowledge Discovery. Studies in Classification, Data Analysis, and Knowledge Organization. Springer Berlin / Heidelberg, Berlin, pp. 29-42. ISBN 9783662449820

Conference or Workshop Item

Habibnia, Ali (2015) Nonlinear forecasting with many predictors by neural network factor models. In: LSE Research Festival 2015, 2015-05-21, London, United Kingdom, GBR.