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Abbott, Tom E.F., Cron, Nicholas J. ORCID: 0000-0001-9591-2210, 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). 137 - 169. ISSN 1569-1721
Bakk, Zsuzsa and Kuha, Jouni ORCID: 0000-0002-1156-8465 (2018) Two-step estimation of models between latent classes and external variables. Psychometrika, 83 (4). pp. 871-892. ISSN 0033-3123
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 ORCID: 0000-0002-9676-902X (2018) Simultaneous multiple change-point and factor analysis for high-dimensional time series. Journal of Econometrics, 206 (1). pp. 187-225. ISSN 0304-4076
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
Cerioli, Andrea, Riani, Marco, Atkinson, Anthony C. and Corbellini, Aldo (2018) Rejoinder to the discussion of “The power of monitoring how to make the most of a contaminated multivariate sample”. Statistical Methods and Applications, 27 (4). pp. 661-666. ISSN 1618-2510
Cetin, Umut ORCID: 0000-0001-8905-853X (2018) Diffusion transformations, Black-Scholes equation and optimal stopping. Annals of Applied Probability, 28 (5). pp. 3102-3151. ISSN 1050-5164
Cetin, Umut ORCID: 0000-0001-8905-853X (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, Guo, Bin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2018) Principal component analysis for second-order stationary vector time series. Annals of Statistics, 46 (5). pp. 2094-2124. ISSN 0090-5364
Chang, Jinyuan, Qiu, Yumou, Yao, Qiwei ORCID: 0000-0003-2065-8486 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 ORCID: 0000-0002-7215-2324, Li, Xiaoou, Liu, Jingchen and Ying, Zhiliang (2018) Robust measurement via a fused latent and graphical item response theory model. Psychometrika, 83 (3). 538 – 562. 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 ORCID: 0000-0002-3968-2366 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 ORCID: 0000-0002-3968-2366, 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 ORCID: 0000-0001-6456-7258 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 ORCID: 0000-0002-9676-902X (2018) Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal. Statistica Sinica, 28. pp. 2885-2901. ISSN 1017-0405
Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2018) Tail-greedy bottom-up data decompositions and fast mulitple change-point detection. Annals of Statistics, 46 (6B). pp. 3390-3421. ISSN 0090-5364
Gao, Zhaoxing, Ling, Shiqing and Tong, Howell (2018) Tests for tar models VS. star models-a separate family of hypotheses approach. Statistica Sinica, 28 (4). pp. 2857-2883. ISSN 1017-0405
Hamilton, Jean, Nunes, Matthew A., Knight, Marina I. and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2018) Complex-valued wavelet lifting and applications. Technometrics, 60 (1). pp. 48-60. ISSN 0040-1706
Huang, Na and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2018) NOVELIST estimator of large correlation and covariance matrices and their inverses. TEST. ISSN 1133-0686
Jabbour, Liza, Tao, Zhigang, Vanino, Enrico ORCID: 0000-0002-4740-1501 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 ORCID: 0000-0002-3968-2366 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 ORCID: 0000-0002-1156-8465 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 ORCID: 0000-0001-8371-1251 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 ORCID: 0000-0001-6417-7444 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 ORCID: 0000-0002-9676-902X, 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 ORCID: 0000-0003-2065-8486 (2018) Nonlinear regression estimation using subset-based kernel principal components. Statistica Sinica, 28 (4). pp. 2771-2794. ISSN 1017-0405
Kuha, Jouni ORCID: 0000-0002-1156-8465, Butt, Sarah, Katsikatsou, Myrsini and Skinner, Chris J. (2018) The effect of probing "don't know" responses on measurement quality and nonresponse in surveys. Journal of the American Statistical Association, 113 (521). 26 - 40. ISSN 0162-1459
Kuha, Jouni ORCID: 0000-0002-1156-8465, Katsikatsou, Myrsini and Moustaki, Irini ORCID: 0000-0001-8371-1251 (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 ORCID: 0000-0001-8972-9129 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
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. ORCID: 0000-0002-6448-1080 (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, 19 (5). pp. 733-761. ISSN 1469-7688
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
Shi, Chengchun, Fan, Ailin, Song, Rui and Lu, Wenbin (2018) High-dimensional A-learning for optimal dynamic treatment regimes. Annals of Statistics, 46 (3). 925 - 957. ISSN 0090-5364
Shi, Chengchun, Lu, Wenbin and Song, Rui (2018) A massive data framework for M-estimators with cubic-rate. Journal of the American Statistical Association, 113 (524). 1698 - 1709. ISSN 0162-1459
Shi, Chengchun ORCID: 0000-0001-7773-2099, Song, Rui, Lu, Wenbin and Fu, Bo (2018) Maximin projection learning for optimal treatment decision with heterogeneous individualized treatment effects. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 80 (4). 681 - 702. ISSN 1369-7412
Skinner, Chris J. (2018) Analysis of categorical data for complex surveys. International Statistical Review. ISSN 0306-7734
Sturgis, Patrick ORCID: 0000-0003-1180-3493 and Kuha, Jouni ORCID: 0000-0002-1156-8465 (2018) New poll suggests…: how to tell when public opinion has really changed. Democratic Audit Blog (06 Jul 2018). Blog Entry.
Turner, Malgorzata, Sturgis, Patrick ORCID: 0000-0003-1180-3493, Martin, David and Skinner, Chris J. (2018) Can interviewer personality, attitudes and experience explain the design effect in face-to-face surveys? In: Engel, Uwe, Jann, Ben, Lynn, Peter, Scherpenzeel, Annette and Stirgis, Patrick, (eds.) Improving Survey Methods: Lessons from Recent Research. European Association of Methodology Series. Routledge, New York, US, 72 - 85. ISBN 9780415817622
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 ORCID: 0000-0003-1697-1920, 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
Zeng, Xianli, Xia, Yingcun and Tong, Howell (2018) Jackknife approach to the estimation of mutual information. Proceedings of the National Academy of Sciences of the United States of America, 115 (40). pp. 9956-9961. ISSN 0027-8424
Zhang, Siliang, Chen, Yunxiao ORCID: 0000-0002-7215-2324 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 ORCID: 0000-0001-8905-853X (2018) Financial equilibrium with asymmetric information and random horizon. Finance and Stochastics, 22 (1). pp. 97-126. ISSN 0949-2984