Items where Division is "Statistics" and Year is 2016

A

Acciaio, Beatrice, Beiglböck, M., Penkner, F. and Schachermayer, W. (2016) A model-free version of the fundamental theorem of asset pricing and the super-replication theorem. Mathematical Finance, 26 (2). 233 - 251. ISSN 0960-1627

Acciaio, Beatrice and Penner, I. (2016) Characterization of max-continuous local martingales vanishing at infinity. Electronic Communications in Probability, 21 (71). pp. 1-10. ISSN 1083-589X

Atkinson, Anthony C., Cerioli, Andrea and Riani, Marco (2016) Discussion of “asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen. Scandinavian Journal of Statistics, 43 (2). pp. 349-352. ISSN 0303-6898

B

Barigozzi, Matteo and Moneta, Alessio (2016) Identifying the independent sources of consumption variation. Journal of Applied Economics, 31 (2). pp. 420-449. ISSN 1514-0326

Benedetti, Giuseppe and Campi, Luciano (2016) Utility indifference valuation for non-smooth payoffs with an application to power derivatives. Applied Mathematics and Optimization, 73 (2). pp. 349-389. ISSN 0095-4616

Berg, Emily, Kim, J. K. and Skinner, Chris (2016) Imputation under informative sampling. Journal of Survey Statistics and Methodology, 4 (4). pp. 436-462. ISSN 2325-0984

D

Da Silva, Damião Nóbrega, Skinner, Chris J. and Kim, Jae Kwang (2016) Using binary paradata to correct for measurement error in survey data analysis. Journal of the American Statistical Association, 111 (514). 526 - 537. ISSN 0162-1459

L

Li, Dong and Tong, Howell (2016) Nested sub-sample search algorithm for estimation of threshold models. Statistica Sinica, 26 (4). pp. 1543-1554. ISSN 1017-0405

M

Mohammadi, Fatemeh, Saenz-de-Cabezon, Eduardo and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (2016) Types of signature analysis in reliability based on Hilbert series. Journal of Symbolic Computation, 79 (1). pp. 140-155. ISSN 0747-7171

Mohammadi, Fatemeh, Saenz-de-Cabezon, Eduardo and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (2016) The algebraic method in tree percolation. SIAM Journal on Discrete Mathematics, 30 (2). pp. 1193-1212. ISSN 0895-4801

S

Skinner, Chris J. (2016) Probability proportional to size (PPS) sampling. In: Balakrishnan, N., Colton, Theodore, Everitt, Brian, Piegorsch, Walter, Ruggeri, Fabrizio, Teugels, Jef, Davidian, Marie, Kenett, Ron S. and Molenberghs, Geert, (eds.) Wiley StatsRef: Statistics Reference Online. John Wiley & Sons, pp. 1-5. ISBN 9781118445112