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Number of items: **51**.

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

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
(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, 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

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
(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, 19 (5).
pp. 733-761.
ISSN 1469-7688

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

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

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 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