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Abbott, Tom E.F., Cron, Nicholas J., Vaid, Nidhi, Ip, Dorothy, Torrance, Hew D.T. and Emmanuel, Julian (2018) Pre-hospital National Early Warning Score (NEWS) is associated with in-hospital mortality and critical care unit admission: a cohort study. Annals of Medicine and Surgery, 27. pp. 17-21. ISSN 2049-0801
Atkinson, Anthony B. (2018) Wealth and inheritance in Britain from 1896 to the present. Journal of Economic Inequality, 16 (2). pp. 137-169. ISSN 1569-1721
Aïd, René, Basei, Matteo, Callegaro, Giorgia, Campi, Luciano and Vargiolu, Tiziano (2018) Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. Mathematics of Operations Research. ISSN 0364-765X (In Press)
Baranowski, Rafal, Chen, Yining and Fryzlewicz, Piotr (2018) Ranking-based variable selection for high-dimensional data. Statistica Sinica. ISSN 1017-0405 (In Press)
Barigozzi, Matteo (2018) On the stability of euro area money demand and its implications for monetary policy. Oxford Bulletin of Economics and Statistics, 80 (4). pp. 755-787. ISSN 0305-9049
Barigozzi, Matteo, Brownlees, Christian and Lugosi, Gabor (2018) On the consequences of power-law behavior in partial correlation network models. Electronic Journal of Statistics, 12 (2). pp. 2905-2929. ISSN 1935-7524
Barigozzi, Matteo and Brownlees, Christian T. (2018) Nets: network estimation for time series. Journal of Applied Econometrics. ISSN 1099-1255
Barigozzi, Matteo, Cho, Haeran and Fryzlewicz, Piotr (2018) Simultaneous multiple change-point and factor analysis for high-dimensional time series. Journal of Econometrics, 206 (1). pp. 187-225. ISSN 0304-4076
Barigozzi, Matteo, Hallin, Marc and Soccorsi, Stefano (2018) Identification of global and local shocks in international financial markets via general dynamic factor models. Journal of Financial Econometrics. ISSN 1479-8409
Berger, J. and Smith, Leonard A. (2018) Uncertainty quantification. Annual Review of Statistics and Its Application. ISSN 2326-8298
Campi, Luciano and Fischer, Markus (2018) N-player games and mean-field games with absorption. Annals of Applied Probability, 28 (4). pp. 2188-2242. ISSN 1050-5164
Campi, Mercedes, Dueñas, Marco, Barigozzi, Matteo and Fagiolo, Giorgio (2018) Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions. Journal of International Trade and Economic Development, 28 (2). pp. 230-256. ISSN 0963-8199
Cetin, Umut (2018) Diffusion transformations, Black-Scholes equation and optimal stopping. Annals of Applied Probability, 28 (5). pp. 3102-3151. ISSN 1050-5164
Cetin, Umut (2018) Path transformations for local times of one-dimensional diffusions. Stochastic Processes and Their Applications, 128 (10). pp. 3439-3465. ISSN 0304-4149
Chang, Jinyuan, Qiu, Yumou, Yao, Qiwei and Zou, Tao (2018) Confidence regions for entries of a large precision matrix. Journal of Econometrics, 206 (1). pp. 57-82. ISSN 0304-4076
Chen, Yunxiao, Li, Xiaoou and Zhang, Siliang (2018) Joint maximum likelihood estimation for high-dimensional exploratory item factor analysis. Psychometrika. ISSN 0033-3123
Cvitanić, Jakŝa and Xing, Hao (2018) Asset pricing under optimal contracts. Journal of Economic Theory, 173. pp. 142-180. ISSN 1095-7235
Dassios, Angelos and Lim, Jia Wei (2018) Recursive formula for the double barrier Parisian stopping time. Journal of Applied Probability, 55 (1). pp. 282-301. ISSN 0021-9002
Dassios, Angelos and Lim, Jia Wei (2018) A variation of the Azéma martingale and drawdown options. Mathematical Finance. ISSN 0960-1627 (In Press)
Dassios, Angelos, Qu, Yan and Zhao, Hongbiao (2018) Exact simulation for a class of tempered stable. ACM Transactions on Modeling and Computer Simulation, 28 (3). ISSN 1049-3301
Doretti, Marco, Geneletti, Sara and Stanghellini, Elena (2018) Missing data: a unified taxonomy guided by conditional independence. International Statistical Review, 86 (2). pp. 189-204. ISSN 0306-7734
Fryzlewicz, Piotr (2018) Tail-greedy bottom-up data decompositions and fast mulitple change-point detection. Annals of Statistics, 46 (6B). pp. 3390-3421. ISSN 0090-5364
Hamilton, Jean, Nunes, Matthew A., Knight, Marina I. and Fryzlewicz, Piotr (2018) Complex-valued wavelet lifting and applications. Technometrics, 60 (1). pp. 48-60. ISSN 0040-1706
Huang, Na and Fryzlewicz, Piotr (2018) NOVELIST estimator of large correlation and covariance matrices and their inverses. TEST. ISSN 1133-0686
Jabbour, Liza, Tao, Zhigang, Vanino, Enrico and Zhang, Yan (2018) The good, the bad and the ugly: Chinese imports, European Union anti-dumping measures and firm performance. Journal of International Economics, 117. pp. 1-20. ISSN 0022-1996
Jang, Jiwook, Dassios, Angelos and Zhao, Hongbiao (2018) Moments of renewal shot-noise processes and their applications. Scandinavian Actuarial Journal (8). pp. 727-752. ISSN 0346-1238
Janssen, Jeroen H. M., van Laar, Saskia, de Rooij, Mark J., Kuha, Jouni and Bakk, Zsuzsa (2018) The detection and modeling of direct effects in latent class analysis. Structural Equation Modeling. ISSN 1070-5511
Jarman, Alexander and Smith, Leonard A. (2018) Quantifying the predictability of a predictand: demonstrating the diverse roles of serial dependence in the estimation of forecast skill. Quarterly Journal of the Royal Meteorological Society. ISSN 0035-9009
Jin, Shaobo, Moustaki, Irini and Yang-Wallentin, Fan (2018) Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case. Psychometrika, 83 (3). pp. 628-649. ISSN 0033-3123
Jones, Martyn C., Smith, Karen, Herber, Oliver, White, Myra, Steele, Fiona and Johnston, Derek W. (2018) Intention, beliefs and mood assessed using electronic diaries predicts attendance at cardiac rehabilitation: an observational study. International Journal of Nursing Studies, 88. pp. 143-152. ISSN 0020-7489
Kang, Xinyu, Fryzlewicz, Piotr, Chu, Catherine, Kramer, Mark and Kolaczyk, Eric D. (2018) Multiscale network analysis through tail-greedy bottom-up approximation, with applications in neuroscience. 2017 51st Asilomar Conference on Signals, Systems, and Computers. pp. 1549-1554. ISSN 2576-2303
Ke, Yuan, Li, Degui and Yao, Qiwei (2018) Nonlinear regression estimation using subset-based kernel principal components. Statistica Sinica, 28 (4). pp. 2771-2794. ISSN 1017-0405
Kuha, Jouni, Katsikatsou, Myrsini and Moustaki, Irini (2018) Latent variable modelling with non-ignorable item nonresponse: multigroup response propensity models for cross-national analysis. Journal of the Royal Statistical Society. Series A: Statistics in Society, 181 (4). pp. 1169-1192. ISSN 0964-1998
Lam, Clifford and Feng, Phoenix (2018) A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data. Journal of Econometrics, 206 (1). pp. 226-257. ISSN 0304-4076
Li, Zeng, Lam, Clifford, Yao, Jianfeng and Yao, Qiwei (2018) On testing for high-dimensional white noise. Annals of Statistics. ISSN 0090-5364 (In Press)
Matoussi, Anis and Xing, Hao (2018) Convex duality for Epstein-Zin stochastic differential utility. Mathematical Finance, 28 (4). pp. 991-1019. ISSN 0960-1627
Mohammadi, Fatemeh, Saenz-de-Cabezon, Eduardo and Wynn, Henry P. (2018) Efficient multicut enumeration of k -out-of- n:F and consecutive k -out-of- n:F systems. Pattern Recognition Letters, 102. pp. 82-88. ISSN 0167-8655
Oomen, Roel (2018) Price signatures. Quantitative Finance. ISSN 1469-7688 (In Press)
Papageorgiou, Ioulia and Moustaki, Irini (2018) Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables. Statistics and Computing. ISSN 0960-3174
Qiao, Xinghao, Guo, Shaojun and James, Gareth M. (2018) Functional graphical models. Journal of the American Statistical Association. ISSN 0162-1459
Riani, Marco, Corbellini, Aldo and Atkinson, Anthony C. (2018) The use of prior information in very robust regression for fraud detection. International Statistical Review, 86 (2). pp. 205-218. ISSN 0306-7734
Rinott, Yosef, O’Keefe, Christine M., Shlomo, Natalie and Skinner, Chris J. (2018) Confidentiality and differential privacy in the dissemination of frequency tables. Statistical Science, 33 (3). pp. 358-385. ISSN 0883-4237
Skinner, Chris J. (2018) Analysis of categorical data for complex surveys. International Statistical Review. ISSN 0306-7734
Steele, Fiona, Clarke, Paul and Kuha, Jouni (2018) Modeling within-household associations in household panel studies. Annals of Applied Statistics. ISSN 1932-6157 (In Press)
Tzougas, George, Vrontos, Spyridon and Frangos, Nicholas (2018) Bonus-Malus systems with two component mixture models arising from different parametric families. North American Actuarial Journal. ISSN 1092-0277
Xing, Hao and Žitković, Gordan (2018) A class of globally solvable Markovian quadratic BSDE systems and applications. Annals of Probability, 46 (1). pp. 491-550. ISSN 0091-1798
Yagi, Daisuke, Chen, Yining, Johnson, Andrew L. and Kuosmanen, Timo (2018) Shape constrained kernel-weighted least squares: Estimating production functions for Chilean manufacturing industries. Journal of Business and Economic Statistics. 0-0. ISSN 0735-0015
Yao, Qiwei, Zhang, Rongmao and Robinson, Peter (2018) Identifying cointegration by eigenanalysis. Journal of the American Statistical Association. ISSN 0162-1459
Zhang, Siliang, Chen, Yunxiao and Liu, Yang (2018) An improved stochastic EM algorithm for large-scale full-information item factor analysis. British Journal of Mathematical and Statistical Psychology. ISSN 0007-1102
Çetin, Umut (2018) Financial equilibrium with asymmetric information and random horizon. Finance and Stochastics, 22 (1). pp. 97-126. ISSN 0949-2984
