|
 | Up a level |
Aamodt, G., Samuelsen, S.O. and Skrondal, Anders (2006) A simulation study of three methods for affecting disease clusters. International journal of health geographics, 5 . p. 15. ISSN 1476-072X
Aamodt, Geir, Samuelsen, Sven O and Skrondal, Anders (2006) A simulation study of three methods for detecting disease clusters. International journal of health geographics, 5 (15). ISSN 1476-072X
Akritas, Michael G., Kuha, Jouni and Osgood, D. Wayne (2002) A nonparametric approach to matched pairs with missing data. Sociological methods & research, 30 (3). pp. 425-454. ISSN 0049-1241
Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2009) Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors. European Central Bank working paper series, European Central Bank, Frankfurt, Germany.
Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2007) Generalized dynamic factor model + GARCH: exploiting multivariant information for univariate prediction. LEM working paper series, 2006/13. Laboratory of Economics and Management (LEM), Pisa, Italy.
Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2010) Improved penalization for determining the number of factors in approximate factor models. Statistics & probability letters, 80 (23-24). pp. 1806-1813. ISSN 0167-7152
Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2011) Nonfundamentalness in structural econometric models: a review. International statistical review, 79 (1). pp. 16-47. ISSN 0306-7734
Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2013) The common component of firm growth. Structural change and economic dynamics . ISSN 0954-349X (In Press)
Ali Ghazali, Syed Shakir, Skinner, Chris J. and Tahir, M. H. (2007) Three-way stratification sampling design when one of the stratifying variables is time. Australian & New Zealand journal of statistics, 49 (4). pp. 385-395. ISSN 1369-1473
Allen, Myles R., Read, Peter L. and Smith, Leonard A. (1992) Temperature oscillations. Nature, 359 (6397). p. 679. ISSN 0028-0836
Allen, Myles R., Read, Peter L. and Smith, Leonard A. (1992) Temperature time-series? Nature, 355 (6362). p. 686. ISSN 0028-0836
Allen, Myles R. and Smith, Leonard A. (1994) Investigating the origins and significance of low-frequency modes of climate variability. Geophysical research letters, 21 (10). pp. 883-886. ISSN 0094-8276
Allen, Myles R. and Smith, Leonard A. (1997) Optimal filtering in singular spectrum analysis. Physics letters A, 234 (6). pp. 419-428. ISSN 0375-9601
Alpern, Steven and Howard, John V. (2000) Alternating search at two locations. Dynamics and control, 10 (4). pp. 319-339. ISSN 0925-4668
Altalo, Mary G. and Smith, Leonard A. (2004) Using ensemble weather forecasts to manage utilities risk. Environmental finance, Octobe (Supple). pp. 48-49. ISSN 1468-8573
Anagnostopoulos, Fotios, Yfantopoulos, John, Moustaki, Irini and Niakas, Dimitris (2013) Psychometric and factor analytic evaluation of the 15D health-related quality of life instrument: the case of Greece. Quality of life research . pp. 1-14. ISSN 0962-9343 (In Press)
Antoniadis, Anestis and Fryzlewicz, Piotr (2006) Parametric modelling of thresholds across scales in wavelet regression. Biometrika, 93 (2). pp. 465-471. ISSN 0006-3444
Antoniadis, Anestis, Fryzlewicz, Piotr and Letué, Frédérique (2010) The Dantzig selector in Cox's proportional hazards model. Scandinavian journal of statistics, 37 (4). pp. 531-552. ISSN 0303-6898
Ark, L. Andries and Bergsma, Wicher P. (2010) A note on stochastic ordering of the latent trait using the sum of polytomous item scores. Psychometrika, 75 (2). pp. 272-279. ISSN 0033-3123
Atkinson, A. C., Fedorov, Valerii V., Herzberg, Agnes M. and Zhang, Rongmei (2012) Elemental information matrices and optimal experimental design for generalized regression models. Journal of statistical planning and inference, Online . ISSN 0378-3758 (In Press)
Atkinson, Anthony (2001) Author's reply [to the letter to the editor by Taves about 1999 paper in "statistics in medicine"]. Statistics in medicine, 20 (5). pp. 816-818. ISSN 0277-6715
Atkinson, Anthony and Fedorov, V. V (2001) Some history leading to design criteria for Bayesian prediction. In: Atkinson, Anthony, Bogacka, Barbara and Zhigljavsky, Anatoly. A, (eds.) Optimum Design 2000. Kluwer Academic Publishers, Dordrecht, pp. 3-14. ISBN 9780792367987
Atkinson, Anthony, Glennerster, Howard and Stern, Nicholas (2000) Putting economics to work: volume in honour of Michio Morishima. Occasional Paper No.22 (ISBN: 0753013991). STICERD, London School of Economics and Political Science, London, UK.
Atkinson, Anthony and Riani, Marco (2000) Robust diagnostic regression analysis. Springer series in statistics . Springer-Verlag, New York. ISBN 9780387950174
Atkinson, Anthony B. (2012) Public economics after the idea of justice. Journal of human development and capabilities, 13 (4). pp. 521-536. ISSN 1945-2829
Atkinson, Anthony C. (2012) Bias and loss: the two sides of a biased coin. Statistics in medicine, Online . ISSN 0277-6715
Atkinson, Anthony C. (2009) Commentary on 'Designs for dose-escalation trials with quantitative responses'. Statistics in medicine, 28 (30). pp. 3739-3741. ISSN 0277-6715
Atkinson, Anthony C. (2009) Econometric applications of the forward search in regression: robustness, diagnostics, and graphics. Econometric reviews, 28 (1). pp. 21-39. ISSN 0747-4938
Atkinson, Anthony C. (2012) Optimum experimental designs for choosing between competitive and non competitive models of enzyme inhibition. Communications in statistics: theory and methods, 41 (13-14). pp. 2283-2296. ISSN 0361-0926
Atkinson, Anthony C. and Bailey, R. A. (2001) One hundred years of the design of experiments on and off the pages of "Biometrika". Biometrika, 88 (1). pp. 53-97. ISSN 0006-3444
Atkinson, Anthony C. and Bogacka, Barbara (2012) Optimum designs for the equality of parameters in enzyme inhibition kinetic models. Journal of statistical planning and inference, Online . ISSN 0378-3758 (In Press)
Atkinson, Anthony C. and Cheng, Tsung-Chi (2000) On robust linear regression with incomplete data. Computational statistics & data analysis, 33 (4). pp. 361-380. ISSN 0167-9473
Atkinson, Anthony C. and Riani, Marco (2001) Regression diagnostics for binomial data from the forward search. Journal of the royal statistical society: series D (the statistician), 50 (1). pp. 63-78. ISSN 0039-0526
Atkinson, Anthony C., Riani, Marco and Cerioli, Andrea (2010) Reply to discussion of “the forward search: theory and data analysis”. Journal of the Korean Statistical Society, 39 (2). pp. 161-163. ISSN 1226-3192
Atkinson, Anthony C., Riani, Marco and Cerioli, Andrea (2010) The forward search: theory and data analysis. Journal of the Korean Statistical Society, 39 (2). pp. 117-134. ISSN 1226-3192
Barigozzi, Matteo (2010) Dynamic factor models for forecasting and structural identification. In: Mini-workshop: semiparametric modelling of multivariate economic time series with chaning dynamics, January 17th-January 23rd, 2010 .
Barigozzi, Matteo, Alessi, Lucia, Capasso, Marco and Fagiolo, Giorgio (2009) The distribution of consumption-expenditure budget shares: evidence from Italian households. European Central Bank working paper series, 1061. European Central Bank, Frankfurt, Germany.
Barigozzi, Matteo, Brownlees, Christian T., Gallo, Giampiero M. and Veredas, David (2010) Disentangling systematic and idiosyncratic risk for large panels of assets. ECARES working paper, 2010‐019. Université Libre de Bruxelles, Brussels, Belgium.
Barigozzi, Matteo and Conti, Antonio (2012) Understanding Euro area money demand. The Authors. (Unpublished)
Barigozzi, Matteo, Conti, Antonio and Luciani, Matteo (2012) Do Euro area countries respond asymmetrically to the common monetary policy? The Authors. (Unpublished)
Barigozzi, Matteo and Conti, Antonio M. (2010) On the sources of Euro area money demand stability: a time-varying cointegration analysis. ECARES working paper, 2010‐022. Université Libre de Bruxelles, Brussels, Belgium.
Barigozzi, Matteo, Fagiolo, Giorgio and Garlaschelli, Diego (2010) Multinetwork of international trade: a commodity-specific analysis. Physical Review E, 81 (4). pp. 1-23. ISSN 1539-3755
Barigozzi, Matteo, Fagiolo, Giorgio and Mangioni, Giuseppe (2010) Identifying the community structure of the international-trade multi network. LEM working paper series , 2010/15. Sant'Anna School of Advanced Studies, Pisa, Italy.
Barigozzi, Matteo, Fagiolo, Giorgio and Mangioni, Giuseppe (2011) Identifying the community structure of the international-trade multi-network. Physica A: statistical mechanics and its applications, 390 (11). pp. 2051-2066. ISSN 0378-4371
Barigozzi, Matteo, Halbleib-Chiriac, Roxana and Veredas, David (2012) Which model to match? The Authors. (Unpublished)
Barigozzi, Matteo and Moneta, Alessio (2011) The rank of a system of Engel curves: how many common factors? Papers on economics and evolution, 1101. Max Planck Institute of Economics, Jena, Germany.
Barigozzi, Matteo and Speciale, Biagio (2011) Immigrants' legal status, permanence in the destination country and the distribution of consumption expenditure. Applied economics letters, 18 (14). pp. 1341-1347. ISSN 1350-4851
Barnett, Liz, Galbraith, Jane, Gee, Paul, Jennings, Fran and Riley, Ron (2001) On-line student feedback: a pilot study. ALT-J, 9 (3). pp. 17-25. ISSN 0968-7769
Barrieu, P. and El Karoui, N. (2008) Dynamic financial risk management. In: Yor, Marc, (ed.) Aspects of mathematical finance. Springer-Verlag, Paris, France, pp. 23-36. ISBN 9783540752585
Barrieu, Pauline and Bellamy, N. (2005) Impact of a market crisis on real options. In: Kyprianou, Andreas E., Schoutens, Wim and Wilmott, Paul, (eds.) Exotic option pricing and advanced Lévy models. Wiley Finance, London, UK. ISBN 9780470016848
Barrieu, Pauline and Bellamy, N. (2007) Optimal hitting time and perpetual option in a non-Lévy model: application to real options. Advances in applied probability, 39 (2). pp. 510-530. ISSN 0001-8678
Barrieu, Pauline, Bellamy, Nadine and Sahut, Jean-Michel (2012) Assessing the costs of protection in a context of switching stochastic regimes. Applied mathematical finance, 19 (6). pp. 495-511. ISSN 1350-486X
Barrieu, Pauline, Bensusan, Harry, El Karoui, Nicole, Hillairet, Caroline, Loisel, Stephane, Ravanelli, Claudia and Salhi, Yahia (2012) Understanding, modelling and managing longevity risk: key issues and main challenges. Scandinavian actuarial journal, 3 . pp. 203-231. ISSN 0346-1238
Barrieu, Pauline, Cazanave, Nicolas and El Karoui, Nicole (2008) Closedness results for BMO semi-martingales and application to quadratic BSDE's. Comptes Rendus de l'Academie des Sciences, 346 (15-16). pp. 881-886. ISSN 1631-073X
Barrieu, Pauline and Chesney, Marc (2003) Optimal timing to adopt an environmental policy in a strategic framework. Environmental modeling and assessment, 8 (3). pp. 149-163. ISSN 1420-2026
Barrieu, Pauline and Desgagne, Bernard Sinclair (2009) Economic policy when models disagree. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, 4. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.
Barrieu, Pauline and El Karoui, Nicole (2005) Dynamic financial risk management. In: Aspects des mathématiques financières. Tec & Doc Lavoisier. ISBN 2743008873
Barrieu, Pauline and El Karoui, Nicole (2005) Inf-convolution of risk measures and optimal risk transfer. Finance and stochastics, 9 (2). pp. 269-298. ISSN 0949-2984
Barrieu, Pauline and El Karoui, Nicole (2012) Monotone stability of quadratic semimartingales with applications to general quadratic BSDEs and unbound existence result. Annals of probability . ISSN 0091-1798 (Submitted)
Barrieu, Pauline and El Karoui, Nicole (2002) Optimal design of derivatives in illiquid markets. Quantitative finance, 2 (3). pp. 181-188. ISSN 1469-7688
Barrieu, Pauline and El Karoui, Nicole (2008) Pricing, hedging and optimally designing derivatives via minimization of risk measures. In: Carmona, René, (ed.) Indifference pricing: theory and applications. Princeton University Press, Princeton, USA.
Barrieu, Pauline and El Karoui, Nicole (2002) Reinsuring climatic risk using optimally designed weather bonds. The Geneva papers on risk and insurance - theory, 27 (2). pp. 87-113. ISSN 0926-4957
Barrieu, Pauline and El Karoui, Nicole (2003) Structuration optimale de produits dérivés et diversification en présence de sources de risque non-négociables. Comptes rendus series mathematiques, 336 (6). pp. 493-498. ISSN 1631-073X
Barrieu, Pauline and Fehr, Max (2011) Integrated EUA and CER price modeling and application for spread option pricing. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment working papers, 40. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.
Barrieu, Pauline and Jongejan, Ruben (2008) Insuring large-scale floods in the Netherlands. Geneva papers on risk and insurance, 33 . pp. 250-268. ISSN 1018-5895
Barrieu, Pauline and Louberge, Henri (2009) Hybrid cat bonds. Journal of risk and insurance, 76 (3). pp. 547-578. ISSN 0022-4367
Barrieu, Pauline and Louberge, Henri (2012) Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints. Insurance: mathematics and economics . ISSN 0167-6687 (In Press)
Barrieu, Pauline, Rouault, A. and Yor, M. (2004) A study of the Hartmann-Watson distribution motivated by numerical problems related to the pricing of Asian options. Journal of applied probability, 41 (4). pp. 1049-1058. ISSN 0021-9002
Barrieu, Pauline and Scaillet, Olivier (2010) A primer on weather derivatives. In: Filar, Jerzy A. and Haurie, Alain, (eds.) Uncertainty and environmental decision making: a handbook of research and best practice. International series in operations research & management science (138). Springer, pp. 155-176. ISBN 9781441911285
Barrieu, Pauline and Scandolo, Giacomo (2008) General pareto optimal allocations and applications to multi-period risks. Forthcoming in: ASTIN Bulletin, 38 (1). pp. 105-136. ISSN 0515-0361
Barrieu, Pauline and Schoutens, Wim (2006) Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process. Journal of computational and applied mathematics, 186 (1). pp. 300-323. ISSN 0377-0427
Barrieu, Pauline and Schoutens, Wim (2006) Iterates of the infinitesimal generators and generalized Stirling numbers associated with certain subordinators. Journal of computational and applied mathematics, 186 (1). pp. 300-323. ISSN 0377-0427
Barrieu, Pauline and Sinclair-Desgagne, Bernard (2006) On precautionary policies. Management science, 52 (8). pp. 1145-1154. ISSN 0025-1909
Bartholomew, David (2000) God and risk. In: Beetham, P. A., (ed.) Risk: life is a risky business. Christ and the Cosmos Publication (13). Christ and the Cosmos Initiative and Westminster College, pp. 109-131. ISBN 9780953036035
Bartholomew, David (2000) God or chance. In: Stannard, Russell, (ed.) God for the 21st century. Templeton foundation press, pp. 147-149. ISBN 9781890151393
Bartholomew, David, Steele, Fiona, Galbraith, J and Moustaki, Irini (2008) Analysis of multivariate social science data. Chapman & Hall/CRC Statistics in the Social and Behavioral Scie .2nd, Routledge, U.K.. ISBN 9781584889601
Bartholomew, David J. (2004) Measuring intelligence: facts and fallacies. Cambridge University Press, Cambridge, UK. ISBN 9780521544788
Bartholomew, David J., Knott, Martin and Moustaki, Irini (2011) Latent variable models and factor analysis: a unified approach. 3rd ed., John Wiley & Sons, London, UK. ISBN 9780470971925
Bartholomew, David. J, Steele, Fiona, Moustaki, Irini and Galbraith, J. I (2002) The analysis and interpretation of multivariate data for social scientists. Texts in Statistical Science . Chapman & Hall/CRC, U.S.. ISBN 9781584882954
Basu, Sankarshan and Dassios, Angelos (2002) A Cox process with log-normal intensity. Insurance: mathematics and economics, 31 (2). pp. 297-302. ISSN 0167-6687
Bates, Ron A., Giglio, Beatrice and Wynn, Henry P. (2003) A global selection procedure for polynomial interpolators. Technometrics, 45 (3). pp. 246-255. ISSN 0040-1706
Bathia, Neil, Yao, Qiwei and Ziegelmann, Flavio (2010) Identifying the finite dimensionality of curve time series. The annals of statistics, 38 (6). pp. 3352-3386. ISSN 0090-5364
Baurdoux, Erik J. (2007) Examples of optimal stopping via measure transformation for processes with one-sided jumps. Stochastics: an international journal of probability and stochastic processes, 79 (3 & 4). pp. 303-307. ISSN 1744-2508
Baurdoux, Erik J. (2007) Fluctuation theory and stochastic games for spectrally negative Lévy processes. PhD thesis, Universiteit Utrecht.
Baurdoux, Erik J. (2009) Last exit before an exponential time for spectrally negative Lévy processes. Journal of applied probability, 46 (2). pp. 542-588. ISSN 0021-9002
Baurdoux, Erik J. (2009) Some excursion calculations for reflected Lévy processes. ALEA: Latin American journal of probability and mathematical statistics, 6 . pp. 149-162. ISSN 1980-0436
Baurdoux, Erik J. and Kyprianou, Andreas E. (2004) Further calculations for Israeli options. Stochastics and stochastics reports, 76 (6). pp. 546-569. ISSN 1045-1129
Baurdoux, Erik J. and Kyprianou, Andreas E. (2008) The McKean stochastic game driven by a spectrally negative Lévy process. Electronic journal of probability, 13 . pp. 173-197. ISSN 1083-6489
Baurdoux, Erik J. and Kyprianou, Andreas E. (2009) The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Theory of probability and its applications, 53 (3). pp. 481-499. ISSN 0040-585X
Baurdoux, Erik J. and Kyprianou, Andreas E. (2008) The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Teoriya Veroyatnostei i ee Primeneniya, 53 (3). pp. 588-609. ISSN 0040-361X
Baurdoux, Erik J., Kyprianou, Andreas E. and Pardo, J.C. (2011) The Gapeev-Kuhn stochastic game driven by a spectrally positive Levy process. Stochastic processes and their applications, 121 (6). pp. 1266-1289. ISSN 0304-4149
Baurdoux, Erik J. and Van Schaik, K. (2011) Further calculations for the McKean stochastic game for a spectrally negative levy process: from a point to an interval. Journal of applied probability, 48 (1). pp. 200-216. ISSN 0021-9002
Bayraktar, Erhan, Kardaras, Constantinos and Xing, Hao (2011) Strict local martingale deflators and valuing American call-type options. Finance and stochastics, 16 (2). pp. 275-291. ISSN 0949-2984
Bayraktar, Erhan, Kardaras, Constantinos and Xing, Hao (2012) Valuation equations for stochastic volatility models. SIAM journal on financial mathematics, 3 (1). pp. 351-373. ISSN 1945-497X
Bayraktar, Erhan and Xing, Hao (2009) Analysis of the optimal exercise boundary of American options for jump diffusions. SIAM Journal on Mathematical Analysi, 41 (2). pp. 825-860. ISSN 0036-1410
Bayraktar, Erhan and Xing, Hao (2010) On the uniqueness of classical solutions of Cauchy problems. Proceedings of the American Mathematical Society, 138 (06). pp. 2061-2064. ISSN 0002-9939
Bayraktar, Erhan and Xing, Hao (2009) Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. Mathematical methods of operations research, 70 (3). pp. 505-525. ISSN 1432-2994
Bayraktar, Erhan and Xing, Hao (2010) Pricing Asian options for jump diffusion. Mathematical finance, 21 (1). pp. 117-143. ISSN 0960-1627
Bayraktar, Erhan and Xing, Hao (2012) Regularity of the optimal stopping problem for jump diffusions. SIAM journal on control and optimization, 50 (3). pp. 1337-1357. ISSN 0363-0129
Berger, Yves G. and Skinner, Chris J. (2003) Variance estimation for a low income proportion. Journal of the Royal Statistical Society: series C (applied statistics), 52 (4). pp. 457-468. ISSN 0035-9254
Berger, Yves G. and Skinner, Chris J. (2005) A jackknife variance estimator for unequal probability sampling. Journal of the Royal Statistical Society: series B (statistical methodology), 67 (1). pp. 79-89. ISSN 1369-7412
Bergsma, Wicher and Croon, Marcel (2005) Analyzing categorical data by marginal models. In: van der Ark, L.A, (ed.) New developments in categorical data analysis for the social and behavioral sciences. Quantitative methodology series . Psychology Press, New Jersey, USA, pp. 83-101. ISBN 9780805847284
Bergsma, Wicher, Croon, Marcel and van der Ark, L. Andries (2012) The empty set and zero likelihood problems in maximum empirical likelihood estimation. Electronic journal of statistics, 6 . pp. 2356-2361. ISSN 1935-7524
Bergsma, Wicher and Rudas, Tamas (2002) Variation independent parameterizations of multivariate categorical distributions. In: Cuadras, Carles, Fortiana, Josep and Rodriguez-Lallena, Jose, (eds.) Distributions with given marginals and statistical modelling. Kluwer Academic Publishers, Dordrecht, Netherlands, pp. 21-28. ISBN 140200943
Bergsma, Wicher P, Croon, Marcel and Hagenaars, Jacques A. (2009) Marginal models for dependent, clustered, and longitudinal categorical data. Statistics for social and behavioral sciences . Springer, New York, USA. ISBN 9780387096094
Bergsma, Wicher P and Rapcsak, Tamás (2005) An exact penalty method for smooth equality constrained optimization with application to maximum likelihood estimation. 2005-001. EURANDOM, Eindhoven, Netherlands.
Bergsma, Wicher P. (1997) Marginal models for categorical data. Tilburg University Press, Tilburg, Netherlands. ISBN 9036198373
Bergsma, Wicher P. and Rudas, Tamas (2002) Marginal models for categorical data. Annals of statistics, 30 (1). pp. 140-159. ISSN 0090-5364
Beskos, Alexandros, Kalogeropoulos, Konstantinos and Pazos, Erik (2013) Advanced MCMC methods for sampling on diffusion pathspace. Stochastics processes and their applications, 123 (4). pp. 1415-1453. ISSN 0304-4149
Beven, Keith, Buytaert, Wouter and Smith, Leonard A. (2012) On virtual observatories and modelled realities (or why discharge must be treated as a virtual variable). Hydrological processes, 26 (12). pp. 1905-1908. ISSN 0885-6087
Bock, R. Darrell and Moustaki, Irini (2007) Item response theory in a general framework. In: Rao, C. R. and Sinharay, Sandip, (eds.) Handbook of statistics, volume 26: Psychometrics. North-Holland, Amsterdam, The Netherlands, pp. 469-514. ISBN 9780444521033
Bogacka, Barbara, Patan, Maciej, Johnson, Patrick, J, Youdim, K and Atkinson, Anthony C. (2011) Optimum design of experiments for enzyme inhibition kinetic models. Journal of biopharmaceutical statistics, 21 (3). pp. 555-572. ISSN 1054-3406
Brett, Caroline Elizabeth, Lawn, Martin, Bartholomew, David J. and Dreary, Ian John (2010) Help will be welcomed from every quarter: the work of William Boyd and the Educational Institute of Scotland's Research Committee in the 1920s. History of education, 39 (5). pp. 589-611. ISSN 0046-760X
Bruynooghe, Daniel (2010) A copula based differential measure of local correlation. In: Relating research to reality: interdisciplinary ideas for a changing world. LSE PhD student poster exhibition, 26 May 2010, London School of Economics and Political Science, London, UK. (Unpublished)
Bröcker, Jochen and Smith, Leonard A. (2008) From ensemble forecasts to predictive distribution functions. Tellus series A: dynamic meteorology and oceanography, 60 (4). pp. 663-678. ISSN 0280-6495
Bröcker, Jochen and Smith, Leonard A. (2007) Increasing the reliability of reliability diagrams. Weather and forecasting, 22 (3). pp. 651-661. ISSN 0882-8156
Bröcker, Jochen and Smith, Leonard A. (2007) Scoring probabilistic forecasts: the importance of being proper. Weather and forecasting, 22 (2). pp. 382-388. ISSN 0882-8156
Cagnone, Silvia, Moustaki, Irini and Vasdekis, Vassilis (2009) Latent variable models for multivariate longitudinal ordinal responses. British journal of mathematical and statistical psychology, 62 (2). pp. 401-415. ISSN 0007-1102
Cai, Zongwu, Fan, Jianqing and Yao, Qiwei (2000) Functional-coefficient regression models for nonlinear time series. Journal of the American Statistical Association, 95 (451). pp. 941-956. ISSN 0162-1459
Cai, Zongwu, Yao, Qiwei and Zhang, Wenyang (2001) Smoothing for discrete-valued time series. Journal of the Royal Statistical Society: series B (statistical methodology), 63 (2). pp. 357-375. ISSN 1369-7412
Campi, Luciano, Cetin, Umut and Danilova, Albina (2011) Dynamic Markov bridges motivated by models of insider trading. Stochastic processes and their applications, 121 (3). pp. 534-567. ISSN 0304-4149
Campi, Luciano, Cetin, Umut and Danilova, Albina (2012) Equilibrium model with default and insider's dynamic information. Finance and stochastics, online . ISSN 0949-2984 (In Press)
Campi, Luciano, Cetin, Umut and Danilova, Albina (2013) Explicit construction of a dynamic Bessel bridge of dimension 3. Electronic journal of probability, 18 . p. 30. ISSN 1083-6489
Campi, Luciano and Çetin, Umut (2007) Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling. Finance and stochastics, 11 (4). pp. 591-602. ISSN 0949-2984
Capasso, Marco, Alessi, Lucia, Barigozzi, Matteo and Fagiolo, Giorgio (2009) On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: the case of unknown parameters. Advances in complex systems, 12 (2). pp. 157-167. ISSN 0219-5259
Cerioli, Andrea, Riani, Marco and Atkinson, Anthony C. (2009) Controlling the size of multivariate outlier tests with the MCD estimator of scatter. Statistics and computing, 19 (3). pp. 341-353. ISSN 0960-3174
Cetin, Umut (2012) On absolutely continuous compensators and nonlinear filtering in default risk models. Stochastic processes and their applications, 122 (11). pp. 3619-3647. ISSN 0304-4149
Cetin, Umut (2010) Stochastic integration. In: Cont, Rama, (ed.) Encyclopedia of quantitative finance. Wiley, Chichester, UK. ISBN 9780470057568
Cetin, Umut, Jarrow, P., Protter, M. and Warachka, M. (2006) Pricing options in an extended black-scholes economy with illiquidity: theory and empirical evidence. Review of financial studies, 19 (2). pp. 493-529. ISSN 1465-7368
Cetin, Umut, Jarrow, R. and Protter, P. (2010) Liquidity risk and arbitrage pricing theory. In: Lee, Cheng-Few, Lee, Alice C. and Lee, John, (eds.) Handbook of quantitative finance and risk management. Springer, New York, USA. ISBN 9780387771168
Cetin, Umut, Jarrow, R., Protter, P. and Yildirim, Y. (2004) Modeling credit risk with partial information. Annals of applied probability, 14 (3). pp. 1167-1178. ISSN 1050-5164
Cetin, Umut, Jarrow, Robert A. and Protter, Philip (2004) Liquidity risk and arbitrage pricing theory. Finance and stochastics, 8 (3). pp. 311-341. ISSN 1432-1122
Cetin, Umut and Rogers, L.C.G. (2007) Modeling liquidity effects in discrete time. Mathematical finance, 17 (1). pp. 15-29. ISSN 0960-1627
Cetin, Umut and Verschuere, Michel (2007) Hedging under incomplete information: applications to emmissions markets. In: Vanmaele, Michèle, Deelstra, Griselda, De Schepper, Ann, Dhaene, Jan, Reynaerts, Huguette, Schoutens, Wim and Van Goethem, Paul, (eds.) Proceedings of the 5th Actuarial and Financial Mathematics Day: contactforum [Proceedings of the 5th Actuarial and Financial Mathematics Day]. Koninklijke Vlaamse Academie van Belgie voor Wetenschappen en Kunsten, Brussels, Belgium, pp. 33-42.
Cetin, Umut and Verschuere, Michel (2009) Pricing and hedging in carbon emissions markets. International journal of theoretical and applied finance, 12 (7). pp. 949-967. ISSN 0219-0249
Cetin, Umut and Xing, Hao (2013) Point process bridges and weak convergence of insider trading models. Electronic journal of probability, 18 (26). pp. 1-24. ISSN 1083-6489
Chan, K S, Moeanaddin, R and Tong, Howell (1992) Likelihood plots, influential data and reparametrization in nonlinear time series modelling. In: Chao, Min-Te and Cheng, Philip E, (eds.) Proceedings of 1990 Taipei Symposium in Statistics. Institute of Statistical Science, Academia Sinica, Tapei, Taiwan, pp. 37-62. ISBN 9576710162
Chan, K S, Pham, D T and Tong, Howell (1989) Strong consistency of the least squares estimator for a non-stationary threshold autoregressive model. Bulletin of the International Statistical Institute, 47th s (2). pp. 202-203. ISSN 0074-8609
Chan, K S and Tong, Howell (2002) Dynamic model. In: El-Shaarawi, Abdel H and Piegorsch, Walter W, (eds.) Encyclopaedia of environmetrics. John Wiley and Sons Ltd, pp. 574-578. ISBN 0471899976
Chan, K S and Tong, Howell (1990) On likelihood ratio tests for threshold autoregression. Journal of the Royal Statistical Society, Series B, 52 (3). pp. 469-476. ISSN 1369-7412
Chan, K S and Tong, Howell (1986) On tests for non-linearity in time series analysis. Journal of forecasting, 5 (4). pp. 217-228. ISSN 0277-6693
Chan, K S and Tong, Howell (1987) A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Journal of time series analysis, 8 (3). pp. 277-281. ISSN 0143-9782
Chan, K S and Tong, Howell (1994) A note on noisy chaos. Journal of the Royal Statistical Society, Series B, 56 (2). pp. 301-311. ISSN 1369-7412
Chan, K.S, Ho, L-H and Tong, Howell (2006) A note on time-reversibility of multivariate linear processes. Biometrika, 93 (1). pp. 221-227. ISSN 0006-3444
Chan, K.S, Petruccelli, J.D, Woolford, S.W and Tong, Howell (1985) A multiple threshold AR(1)model. Journal of applied probability, 22 (2). pp. 267-279. ISSN 0021-9002
Chan, K.S and Tong, Howell (1986) On estimating thresholds in autoregressive models. Journal of time series analysis, 7 (3). pp. 179-190. ISSN 0143-9782
Chan, K.S and Tong, Howell (1985) On the use of the deterministic Lyapunov function for the erogdicity of stochastic difference equations. Advances in applied probability, 17 (3). pp. 666-678. ISSN 0001-8678
Chan, K.S and Tong, Howell (1986) A note on certain integral equations associated with non-linear time series analysis. Probability theory and related fields, 73 (1). pp. 153-158. ISSN 0178-8051
Chan, K.S and Tong, Howell (1984) A note on sub-system and system stability. Journal of engineering mathematics, 1 (2). pp. 43-51. ISSN 0022-0833
Chan, K.S and Tong, Howell (1989) A survey of the statistical analysis of univariate threshold autoregressive models. In: Mariano, R, (ed.) Advances in Statistical Analysis and statistical computing: advances in statistical analysis & statistical computing. JAI Press Inc, USA, pp. 1-42. ISBN 9780892328260
Chan, K.S, Tong, Howell and Pham, D.T (1991) Strong consistency of least-squares estimator for a non-ergodic threshold autoregressive model. Statistica Sinica, 1 (2). pp. 361-369. ISSN 1017-0405
Chan, K.S, Tong, Howell and Stenseth, Nils C (2004) Testing for common structures in a panel of threshold models. Biometrics, 60 (1). pp. 225-232. ISSN 1541-0420
Chan, Kung-Sik and Tong, Howell (2010) A note on the invertibility of nonlinear ARMA models. Journal of statistical planning and inference, 140 (12). pp. 3709-3714. ISSN 0378-3758
Chan, W., Ng, M. W. and Tong, Howell (2006) On a simple graphical approach to modelling economic fluctuations with an application to United Kingdom price inflation, 1265-2005. Annals of actuarial science, 1 (1). pp. 103-128. ISSN 1748-4995
Chan, Wai-Sum, Wong, Albert C S and Tong, Howell (2004) Some nonlinear threshold autoregressive time series models for actuarial use. North American actuarial journal, 8 (4). pp. 37-61. ISSN 1092-0277
Chandarana, Keval, Drew, Megan E., Emmanuel, Julian, Karra, Efthimia, Gelegen, Cigdem, Chan, Philip, Cron, Nicholas J. and Batterham, Rachel L. (2009) Subject standardization, acclimatization, and sample processing affect gut hormone levels and appetite in humans. Gastroenterology, 136 (7). pp. 2115-2126. ISSN 0016-5085
Cheng, B and Tong, Howell (1992) Consistent nonparametric order determination and chaos, with discussion. Journal of the Royal Statistical Society, Series B, 54 (2). pp. 427-449. ISSN 1369-7412
Cheng, B and Tong, Howell (2000) Interval prediction of financial time series. In: Chan, K.S, Li, W.K and Tong, Howell, (eds.) Statistics and finance: an interface. Imperial College Press, London, UK, pp. 245-260. ISBN 9781860942372
Cheng, B and Tong, Howell (1993) Nonparametric function estimation in noisy chaos. In: Rao, T.Subba, (ed.) Developments in Time Series Analysis: In Honour of Maurice B.Priestley. Chapman and Hall Press, London, UK, pp. 183-206. ISBN 9780412492600
Cheng, B and Tong, Howell (1996) On delay co-ordinates in stochastic dynamical systems. In: van Strien, S.J and Verduyn Lunel, S.M, (eds.) Stochastic and spatial structures of dynamical systems. North-Holland Publishing Co, Holland, pp. 29-37. ISBN 9780444858092
Cheng, B and Tong, Howell (1993) On residual sums of squares in non-parametric autoregression. Stochastic processes and their applications, 48 (1). pp. 157-174. ISSN 0304-4149
Cheng, B and Tong, Howell (1994) Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective. Philosophical transactions: physical sciences and engineering, 348 (1688). pp. 325-341. ISSN 1364-503X
Cheng, B and Tong, Howell (1992) A note on one-dimensional chaotic maps under time reversal. Advances in applied probability, 24 (1). pp. 219-220. ISSN 0001-8678
Cheng, B and Tong, Howell (1996) A theory of wavelet representation and decomposition for a general stochastic process. In: Robinson, P.M and Rosenblatt, M, (eds.) Athens conference on applied probability and time series: time series analysis in memory of E.J. Hannan. Springer-Verlag, New York, USA, pp. 115-129. ISBN 9780387947877
Cheng, Bing and Tong, Howell (2008) Asset pricing: a structural theory and its applications. World Scientific, London, UK. ISBN 9789812704559
Cheshire, Paul (1999) Economic indicators for European cities: why boundaries matter. In: Statistical Office of the European Communities, (corp. ed.) The quality of life in the cities and regions of the European Union: indicators. Statistical Office of the European Commission, Office for Official Publications of the European. ISBN 9789282865798
Cho, Haeran and Fryzlewicz, Piotr (2012) High dimensional variable selection via tilting. Journal of the Royal Statistical Society: series B (statistical methodology), 74 (3). pp. 593-622. ISSN 1369-7412
Cho, Haeran and Fryzlewicz, Piotr (2012) Multiscale and multilevel technique for consistent segmentation of nonstationary time series. Statistica Sinica, 22 (1). pp. 207-229. ISSN 1017-0405
Cho, Haeran and Fryzlewicz, Piotr (2011) Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets. Statistics and computing, 21 . pp. 671-681. ISSN 0960-3174
Cho, Haeran, Goude, Yannig, Brossat, Xavier and Yao, Qiwei (2013) Modeling and forecasting daily electricity load curves: a hybrid approach. Journal of the american statistical association, 108 (501). pp. 7-21. ISSN 0162-1459
Christodoulaki, Olga, Cho, Haeran and Fryzlewicz, Piotr (2011) A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. GreeSE, 50. Hellenic Observatory, London, UK.
Croon, Marcel, Bergsma, Wicher and Hagenaars, Jacques (2000) Analyzing change in categorical variables by generalized log-linear models. Sociological methods & research, 29 (2). pp. 195-229. ISSN 0049-1241
Curtice, John, Fisher, Stephen D. and Kuha, Jouni (2011) Confounding the commentators: how the 2010 exit poll got it (more or less) right. Journal of elections, public opinion & parties, 21 (2). pp. 211-235. ISSN 1745-7289
D'Arrigo, Julia and Skinner, Chris J. (2010) Linearization variance estimation for generalized raking estimators in the presence of nonresponse. Survey methodology, 36 (2). pp. 181-192. ISSN 1492-0921
Dabas, P and Tong, Howell (1990) Clusters of time series models: an example. Journal of applied statistics, 17 (2). pp. 187-198. ISSN 0266-4763
Dassios, Angelos (2005) On the quantiles of the Brownian motion and their hitting times. Bernoulli, 11 (1). pp. 29-36. ISSN 1350-7265
Dassios, Angelos (2006) Quantiles of Lévy processes and applications in finance. Department of Statistics, London School of Economics and Political Science, London, UK.
Dassios, Angelos and Jang, J.W. (2005) Kalman-Bucy filtering for linear systems driven by the Cox process with shot noise intensity and its application to the pricing of reinsurance contracts. Journal of applied probability, 42 (1). pp. 93-107. ISSN 0021-9002
Dassios, Angelos and Jang, Jiwook (2003) Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity. Finance and stochastics, 7 (1). pp. 73-95. ISSN 1432-1122
Dassios, Angelos and Jang, Jiwook (2008) The distribution of the interval between events of a Cox process with shot noise intensity. Journal of applied mathematics and stochastic analysis, 2008 . pp. 1-14. ISSN 1687-2177
Dassios, Angelos and Nagaradjasarma, Jayalaxshmi (2011) Pricing of Asian options on interest rates in the CIR model. Department of Statistics, London School of Economics and Political Science, London, UK.
Dassios, Angelos and Nagaradjasarma, Jayalaxshmi (2006) The square-root process and Asian options. Quantative finance, 6 (4). pp. 337-347. ISSN 1469-7696
Dassios, Angelos and Wu, Shanle (2011) Barrier strategies with Parisian delay. Department of Statistics, London School of Economics and Political Science , London, UK.
Dassios, Angelos and Wu, Shanle (2011) Brownian excursions in a corridor and related Parisian options. Department of Statistics, London School of Economics and Political Science, London, UK. (Unpublished)
Dassios, Angelos and Wu, Shanle (2011) Brownian excursions outside a corridor and two-sided Parisian options. Department of Statistics, London School of Economics and Political Science, London, UK. (Unpublished)
Dassios, Angelos and Wu, Shanle (2011) Double-barrier Parisian options. Journal of applied probability, 48 (1). pp. 1-20. ISSN 0021-9002
Dassios, Angelos and Wu, Shanle (2009) On barrier strategy dividends with Parisian implementation delay for classical surplus processes. Insurance: mathematics and economics, 45 (2). pp. 195-202. ISSN 0167-6687
Dassios, Angelos and Wu, Shanle (2008) Parisian ruin with exponential claims. Department of Statistics, London School of Economics and Political Science, London, UK. (Unpublished)
Dassios, Angelos and Wu, Shanle (2010) Perturbed Brownian motion and its application to Parisian option pricing. Finance and stochastics, 14 (3). pp. 473-494. ISSN 0949-2984
Dassios, Angelos and Wu, Shanle (2008) Ruin probabilities of the Parisian type for small claims. Department of Statistics, London School of Economics and Political Science, London, UK. (Unpublished)
Dassios, Angelos and Zhao, Hongbiao (2010) Point processes with contagion and an application to credit risk. In: LSE PhD posters. (Unpublished)
Dassios, Angelos and Zhao, Hongbiao (2012) Ruin by dynamic contagion claims. Insurance: mathematics and economics, 51 (1). pp. 93-106. ISSN 0167-6687
Dassios, Angelos and Zhao, Hongbiao (2011) A dynamic contagion process and an application to credit risk. In: LSE Research Day 2011: The Early Career Researcher, 26 May 2011, London School of Economics and Political Science, London, UK. (Unpublished)
Dassios, Angelos and Zhao, Hongbiao (2011) A dynamic contagion process. Advances in applied probability, 43 (3). pp. 814-846. ISSN 0001-8678
Delbaen, Freddy, Grandits, Peter, Rheinlander, Thorsten, Samperi, Domenick, Schweizer, Martin and Stricker, Christophe (2002) Exponential hedging and entropic penalties. Mathematical finance, 12 (2). pp. 99-123. ISSN 0960-1627
Diks, C and Tong, Howell (1999) A test for symmetries of multivariate probability distributions. Biometrika, 86 (3). pp. 605-614. ISSN 0006-3444
Dischel, Robert S. and Barrieu, Pauline (2002) Financial weather contracts and their application in risk management. In: Dischel, Robert S., (ed.) Climate risk and the weather market: financial risk management with weather hedges. Risk Books, London, UK, pp. 25-42. ISBN 9781899332526
Dominicus, Annica, Skrondal, Anders, Håkon, Gjessing, Pedersen, Nancy L and Palmgren, Juni (2006) Likelihood ratio tests in behavioral genetics: problems and solutions. Behavior genetics, 36 (2). pp. 331-340. ISSN 0001-8244
Dureau, J., Kalogeropoulos, K., Vickerman, P., Pickles, M. and Boily, M. C. (2012) A Bayesian approach to estimate changes in condom use from limited HIV prevalence data. Journal of the Royal Statistical Society: series C (applied statistics) . ISSN 0035-9254 (Submitted)
Dureau, Joseph and Kalogeropoulos, Konstantinos (2011) Inference on epidemic models with time-varying parameters: methodology and preliminary applications. In: LSE Research Day 2011: The Early Career Researcher, 26 May 2011, London School of Economics and Political Science, London, UK. (Unpublished)
Dureau, Joseph, Kalogeropoulos, Konstantinos and Baguelin, Marc Capturing the time-varying drivers of an epidemic using stochastic dynamical systems. Biostatistics . ISSN 1465-4644 (In Press)
Durrant, Gabriele B. and Skinner, Chris J. (2006) Using data augmentation to correct for non-ignorable non-response when surrogate data are available: an application to the distribution of hourly pay. Journal of the Royal Statistical Society: series A (statistics in society), 169 (3). pp. 605-623. ISSN 0964-1998
Durrant, Gabriele B. and Skinner, Chris J. (2006) Using missing data methods to correct for measurement error in a distribution function. Survey methodology, 32 (1). pp. 25-36. ISSN 1492-0921
Eberhard-Gran, M, Tambs, K, Opjordsmoen, S, Skrondal, Anders and Eskild, A (2004) The risk of depression in the postpartum period as compared to the pregnancy period and the first postnatal year. Journal of psychosomatic obstetrics & gynecology, 25 (1). pp. 15-21. ISSN 1743-8942
Eberhard-Gran, Malin, Tambs, Kristian, Opjordsmoen, Stein, Skrondal, Anders and Eskild, Anne (2003) A comparison of anxiety and depressive symptomatology in postpartum and non-postpartum women. Social psychiatry and psychiatric epidemiology, 38 (10). pp. 551-556. ISSN 0933-7954
Ekholm, Anders and Skinner, Chris J. (2008) The Muscatine children’s obesity data reanalysed using pattern mixture models. Journal of the Royal Statistical Society: series C (applied statistics), 47 (2). pp. 251-263. ISSN 0035-9254
Elamir, Elsayed A.H. and Skinner, Chris J. (2006) Record level measures of disclosure risk for survey microdata. Journal of official statistics, 22 (3). pp. 525-539. ISSN 0282-423X
Elliot, M. J., Skinner, Chris J. and Dale, A. (1998) Special uniques, random uniques and sticky populations: some counterintuitive effects of geographical detail on disclosure risk. Research in official statistics, 1 . pp. 53-67. ISSN 1023-098X
Emery, Aidan, Ibironke, Olufunmilola, Koukounari, Artemis, Asaolu, Samuel, Moustaki, Irini and Shiff, Clive (2012) Validation of a new test for schistosoma haematobium based on detection of dra1 DNA fragments in urine: evaluation through latent class analysis. PLoS Neglected Tropical Diseases, 6 (1). e1464. ISSN 1935-2735
Espinoza, Miguel and Prada, J.D. (2012) Identities for homogeneous utility functions. DIW economics bulletin, 32 (3). pp. 2026-2034. ISSN 1545-2921
Fagiolo, Giorgio, Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2010) On distributional properties of household consumption expenditures: the case of Italy. Empirical economics, 38 (3). pp. 717-741. ISSN 0377-7332
Fan, Jian-qing, Peng, Liang, Yao, Qiwei and Zhang, Wenyang (2009) Approximating conditional density functions using dimension reduction. Acta mathematicae applicatae sinica (English series), 25 (3). pp. 445-456. ISSN 0168-9673
Fan, Jianqing, Hall, Peter and Yao, Qiwei (2007) To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied. Journal of the American Statistical Association, 102 (480). pp. 1282-1288. ISSN 0162-1459
Fan, Jianqing, Wang, Mingjin and Yao, Qiwei (2008) Modelling multivariate volatilities via conditionally uncorrelated components. Journal of the Royal Statistical Society: series B (statistical methodology), 70 (4). pp. 679-702. ISSN 1369-7412
Fan, Jianqing and Yao, Qiwei (1998) Efficient estimation of conditional variance functions in stochastic regression. Biometrika, 85 (3). pp. 645-660. ISSN 0006-3444
Fan, Jianqing and Yao, Qiwei (2003) Nonlinear time series: nonparametric and parametric methods. Springer series in statistics . Springer, New York, USA. ISBN 9780387261423
Fan, Jianqing, Yao, Qiwei and Cai, Zongwu (2003) Adaptive varying co-efficient linear models. Journal of the Royal Statistical Society: series B (statistical methodology), 65 (1). pp. 57-80. ISSN 1369-7412
Fan, Jianqing, Yao, Qiwei and Cai, Zongwu (2000) Adaptive varying-coefficient linear models. EM, 388. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.
Fan, Jianqing, Yao, Qiwei and Tong, Howell (1996) Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Biometrika, 83 (1). pp. 189-206. ISSN 0006-3444
Fenwick, Alan, Webster, Joanne P, Bosque-Oliva, Elisa, Blair, L., Fleming, F., Zhang, Y., Garba, A., Stothard, J. R., Gabrielli, Albis F, Clements, A. C. A., Kabatereine, N. B., Toure, Seydou, Dembelé, Robert, Nyandindi, U., Mwansa, James and Koukounari, Artemis (2009) The Schistosomiasis Control Initiative (SCI): rationale, development and implementation from 2002–2008. Parasitology, 136 (13). pp. 1719-1730. ISSN 0031-1820
Fisher, Stephen D., Kuha, Jouni and Payne, Clive (2010) Getting it right on the night, again- the 2010 UK general election exit poll. Journal of the Royal Statistical Society: series A (statistics in society), 173 (4). pp. 699-701. ISSN 0964-1998
Ford, R., Barnes, A., Davies, R., Chalmers, Colin, Hardy, P. and Muijen, M. (2001) Maintaining contact with people with severe mental illness: 5-year follow-up of assertive outreach. Social psychiatry and psychiatric epidemiology, 36 (9). pp. 444-447. ISSN 0933-7954
Frigg, Roman, Bradley, Seamus, Du, Hailiang and Smith, Leonard A. (2013) Laplace's demon and climate change. Grantham Research Institue on Climate Change and the Environment working paper, 103. Grantham Research Institue on Climate Change and the Environment, London, UK.
Frigg, Roman, Stainforth, David A. and Smith, Leonard A. (2013) The myopia of imperfect climate models: the case of UKCP09'. Philosophy of science . ISSN 0031-8248 (In Press)
Fryzlewicz, Piotr (2007) Bivariate hard thresholding in wavelet function estimation. Statistica Sinica, 17 (4). pp. 1457-1481. ISSN 1017-0405
Fryzlewicz, Piotr (2008) Data-driven wavelet-Fisz methodology for nonparametric function estimation. Electronic journal of statistics, 2 . pp. 863-896. ISSN 1935-7524
Fryzlewicz, Piotr (2005) Modelling and forecasting financial log-returns as locally stationary wavelet processes. Journal of applied statistics, 32 (5). pp. 503-528. ISSN 0266-4763
Fryzlewicz, Piotr (2012) Rejoinder: time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously. Journal of the Korean Statistical Society, 41 (2). pp. 173-175. ISSN 1226-3192
Fryzlewicz, Piotr (2012) Time–Threshold Maps: Using information from wavelet reconstructions with all threshold values simultaneously. Journal of the Korean Statistical Society, 41 (2). pp. 145-159. ISSN 1226-3192
Fryzlewicz, Piotr (2007) Unbalanced Haar technique for nonparametric function estimation. Journal of the American Statistical Association, 102 (480). pp. 1318-1327. ISSN 0162-1459
Fryzlewicz, Piotr (2010) Wavelet methods. Wiley interdisciplinary reviews: computational statistics, 2 (6). pp. 654-667. ISSN 1939-5108
Fryzlewicz, Piotr (2003) Wavelet techniques for time series and poisson data. PhD thesis, University of Bristol.
Fryzlewicz, Piotr (2000) The application of linear programming to American option valuation in the jump-diffusion model. Other thesis, Wroclaw University of Technology.
Fryzlewicz, Piotr and Delouille, V (2006) A data-driven HAAR-FISZ transform for multiscale variance stabilization. In: Proceedings of the 13th IEEE/SP Workshop on Statistical Signal Processing. IEEE, California, USA, pp. 539-544. ISBN 0780394038
Fryzlewicz, Piotr, Delouille, V´eronique and Nason, Guy P. (2007) GOES-8 X-ray sensor variance stabilization using the multiscale data-driven Haar-Fisz transform. Journal of the Royal Statistical Society: series C, 56 (1). pp. 99-116. ISSN 0035-9254
Fryzlewicz, Piotr and Nason, Guy P. (2004) A Haar-Fisz algorithm for poisson intensity estimation. Journal of computational and graphical statistics, 13 (3). pp. 621-638. ISSN 1061-8600
Fryzlewicz, Piotr and Nason, Guy P. (2006) Haar-Fisz estimation of evolutionary wavelet spectra. Journal of the Royal Statistical Society: series B, 68 (4). pp. 611-634. ISSN 1369-7412
Fryzlewicz, Piotr and Nason, Guy P. (2004) Smoothing the wavelet periodogram using the Haar-Fisz transform. Technical report, 03:08. Department of Mathematics, University of Bristol, Bristol, UK. (Unpublished)
Fryzlewicz, Piotr, Nason, Guy P. and von Sachs, Rainer (2008) A wavelet-Fisz approach to spectrum estimation. Journal of time series analysis, 29 (5). pp. 868-880. ISSN 0143-9782
Fryzlewicz, Piotr and Oh, H. S. (2011) Thick pen transformation for time series. Journal of the Royal Statistical Society, series B, 73 (4). pp. 499-529. ISSN 1369-7412
Fryzlewicz, Piotr and Oh, Hee-Seok (2010) On the thick-pen transformation for time series. Oberwolfach reports, 7 (1). pp. 179-216. ISSN 1660-8933
Fryzlewicz, Piotr and Ombao, Hernando (2009) Consistent classification of non-stationary time series using stochastic wavelet representations. Journal of the American Statistical Association, 104 (485). pp. 299-312. ISSN 0162-1459
Fryzlewicz, Piotr, Sapatinas, Theofanis and Subba Rao, Suhasini (2006) A Haar-Fisz technique for locally stationary volatility estimation. Biometrika, 93 (3). pp. 687-704. ISSN 0006-3444
Fryzlewicz, Piotr, Sapatinas, Theofanis and Subba Rao, Suhasini (2008) Normalized least-squares estimation in time-varying ARCH models. Annals of statistics, 36 (2). pp. 742-786. ISSN 0090-5364
Fryzlewicz, Piotr and Subba Rao, Suhasini (2011) Mixing properties of ARCH and time-varying ARCH processes. Bernoulli, 17 (1). pp. 320-346. ISSN 1350-7265
Fryzlewicz, Piotr, van Bellegem, Sébastien and von Sachs, Rainer (2003) Forecasting non-stationary time series by wavelet process modelling. Annals of the Institute of Statistical Mathematics, 55 (4). pp. 737-764. ISSN 0020-3157
Galindo-Garre, Francisca, Vermunt, Jeroen K. and Bergsma, Wicher P. (2004) Bayesian posterior estimation of logit parameters with small samples. Sociological methods and research, 33 (1). pp. 88-117. ISSN 0049-1241
Gao, J, Tong, Howell and Wolff, Rodney C (2002) Adaptive orthogonal series estimation in additive stochastic regression models. Statistica Sinica, 12 (2). pp. 409-428. ISSN 1017-0405
Gao, J, Wolff, R C L and Tong, Howell (2002) Model specification tests in nonparametric stochastic regression models. Journal of multivariate analysis, 83 (2). pp. 324-359. ISSN 0047-259X
Gao, Jiti and Tong, Howell (2004) Semiparametric non-linear time series model selection. Journal of the Royal Statistical Society, series B: statistical methodology, 66 (2). pp. 321-336. ISSN 1369-7412
Garba, A., Toure, Seydou, Dembelé, Robert, Boisier, P., Tohon, Z., Bosque-Oliva, Elisa, Koukounari, Artemis and Fenwick, Alan (2009) Present and future schistosomiasis control activities with support from the Schistosomiasis Control Initiative in West Africa. Parasitology, 136 (13). pp. 1731-1737. ISSN 0031-1820
Geneletti, Sara and Dawid, A. Philip (2011) Defining and identifying the effect of treatment on the treated. In: McKay Illari, Phyllis, Russo, Federica and Williamson, Jon, (eds.) Causality in the sciences. Oxford University Press, Oxford, UK, pp. 728-749. ISBN 9780199574131
Geneletti, Sara, Gallo, Valentina, Porta, Miquel, Khoury, Muin J. and Vineis, Paolo (2011) Assessing causal relationships in genomics: from Bradford-Hill criteria to complex gene-environment interactions and directed acyclic graphs. Emerging themes in epidemiology, 8 (5). ISSN 1742-7622
Geneletti, Sara, Mason, Alexina and Best, Nicky (2011) Adjusting for selection effects in epidemiologic studies: why sensitivity analysis is the only “solution”. Epidemiology, 22 (1). pp. 36-39. ISSN 1044-3983
Geneletti, Sara, Richardson, Sylvia and Best, Nicky (2008) Adjusting for selection bias in retrospective, case-control studies. Biostatistics, 10 (1). pp. 17-31. ISSN 1465-4644
Ghil, Michael, Read, Peter and Smith, Leonard A. (2010) Geophysical flows as dynamical systems: the influence of Hide's experiments. Astronomy & geophysics, 51 (4). 4.28-4.35. ISSN 1366-8781
Giammarino, Flavia and Barrieu, Pauline (2011) Indifference pricing with uncertainty averse preferences. In: LSE Research Day 2011: The Early Career Researcher, 26 May 2011, London School of Economics and Political Science, London, UK. (Unpublished)
Giammarino, Flavia and Barrieu, Pauline (2013) Indifference pricing with uncertainty averse preferences. Journal of mathematical economics, 49 (1). pp. 2-15. ISSN 0304-4068
Giammarino, Flavia and Barrieu, Pauline (2009) A semiparametric model for the systematic factors of portfolio credit risk premia. Journal of empirical finance, 16 (4). pp. 655-670. ISSN 0927-5398
Giglio, Beatrice and Wynn, Henry (2004) Monomial ideals and the scarf complex for coherent systems in reliability theory. Annals of statistics, 32 (3). pp. 1289-1311. ISSN 0090-5364
Gilmour, Isla, Smith, Leonard A. and Buizza, Roberto (2001) Linear regime duration: is 24 hours a long time in synoptic weather forecasting? Journal of the atmospheric sciences, 58 (22). pp. 3525-3539. ISSN 0022-4928
Glendinning, Paul and Smith, Leonard A. (2013) Lacunarity and period-doubling. Dynamical systems . pp. 1-11. ISSN 1468-9367
Golobic, I., Pavlovic, E., von Hardenberg, J., Berry, M., Nelson, R.A., Kenning, D.B.R. and Smith, Leonard A. (2004) Comparison of a mechanistic model for nucleate boiling with experimental spatio-temporal data. Chemical engineering research and design, 82 (4). pp. 435-444. ISSN 0263-8762
Grandits, Peter and Rheinlander, Thorsten (2002) On the minimal entropy martingale measure. Annals of probability, 30 (3). pp. 1003-1038. ISSN 0091-1798
Green, A. E. S., Cross, K. R. and Smith, Leonard A. (1980) Improved analytic characterization of ultraviolet skylight. Photochemistry and Photobiology, 31 (1). pp. 59-65. ISSN 0031-8655
Guerrero, A. and Smith, Leonard A. (2003) Towards coherent estimation of the correlation dimension. Physics letters A, 318 (4-5). pp. 373-379. ISSN 0375-9601
Guerrero, Alexandra and Smith, Leonard A. (2005) A maximum likelihood estimator for long-range persistence. Physica A: statistical mechanics and its applications, 355 (2-4). pp. 619-632. ISSN 0378-4371
Hagedorn, Renate and Smith, Leonard A. (2009) Communicating the value of probabilistic forecasts with Weather Roulette. Meteorological applications, 16 (2). pp. 143-155. ISSN 1350-4827
Hall, Peter, Peng, Liang and Yao, Qiwei (2002) Moving-maximum models for extrema of time series. Journal of statistical planning and inference, 103 (1-2). pp. 51-63. ISSN 0378-3758
Hall, Peter, Peng, Liang and Yao, Qiwei (2002) Prediction and nonparametric estimation for time series with heavy tails. Journal of time series analysis, 23 (3). pp. 251-375. ISSN 0143-9782
Hall, Peter, Wolff, Rodney C. L. and Yao, Qiwei (1999) Methods for estimating a conditional distribution function. Journal of the American Statistical Association, 94 (445). pp. 154-163. ISSN 0162-1459
Hall, Peter and Yao, Qiwei (2005) Approximating conditional distribution functions using dimension reduction. Annals of statistics, 33 (3). pp. 1404-1421. ISSN 0090-5364
Hall, Peter and Yao, Qiwei (2003) Date tilting for time series. Journal of the Royal Statistical Society. Series B, 65 (2). pp. 425-442. ISSN 1467-9868
Hall, Peter and Yao, Qiwei (2003) Inference in ARCH and GARCH models with heavy-tailed errors. Econometrica, 71 (1). pp. 285-317. ISSN 1468-0262
Hall, Peter and Yao, Qiwei (2003) Inference in components of variance models with low replication. Annals of statistics, 31 (2). pp. 414-441. ISSN 0090-5364
Hansen, James A. and Smith, Leonard A. (2001) Probabilistic noise reduction. Tellus series A: dynamic meteorology and oceanography, 53 (5). pp. 585-598. ISSN 0280-6495
Hansen, James A. and Smith, Leonard A. (2000) The role of operational constraints in selecting supplementary observations. Journal of the atmospheric sciences, 57 (17). pp. 2859-2871. ISSN 0022-4928
Hau, M C and Tong, Howell (1990) A practical method for outlier detection in autoregressive time series modelling. Stochastic hydrology and hydraulics, 3 (4). pp. 241-260. ISSN 0931-1955
Hejazi, T. H., Bashiri, Mahdi, Noghondarian, Kazem and Atkinson, Anthony C. (2010) Multiresponse optimization with consideration of probabilistic covariates. Quality and reliability engineering international, 27 (4). pp. 437-449. ISSN 0748-8017
Higgins, Sarah (2013) The impact of weather on maize yield. In: LSE Research Festival 2013: Exploring Research Stories Through Visual Images, 01 March 2013, London School of Economics and Political Science, London, UK. (Unpublished)
Hjellvik, Vidar, Yao, Qiwei and Tjostheim, Dag (1998) Linearity testing using local polynominal approximation. Journal of statistical planning and inference, 68 (2). pp. 295-321. ISSN 0378-3758
Holmes, D. J. and Skinner, Chris J. (1998) Estimating the re-identification risk per record in microdata. Journal of official statistics, 14 (4). pp. 361-372. ISSN 0282-423X
Howard, John V. and Gal, Shmuel (2005) Rendezvous-evasion search in two boxes. Operations research, 53 (4). pp. 689-697. ISSN 0030-364X
Huang, Da, Wang, Hansheng and Yao, Qiwei (2008) Estimating GARCH models: when to use what? Econometrics journal, 11 (1). pp. 27-38. ISSN 1368-423X
Hutchison, Dougal, Kendall, Lesley, Bartholomew, David, Knott, Martin, Galbraith, Jane and Piccoli, Maria (2000) Reliability of assessment of reading ability in three countries. Quality & quantity, 34 (4). pp. 353-366. ISSN 0033-5177
Jackson, Jonathan, Bradford, Ben, Hough, Mike, Kuha, Jouni, Stares, Sally, Widdop, S., Fitzgerald, R., Yordanova, M. and Galev, T. (2011) Developing European indicators of trust in justice. European journal of criminology, 8 (4). pp. 267-285. ISSN 1477-3708
Jackson, Jonathan, Hough, Mike, Bradford, Ben, Hohl, Katrin and Kuha, Jouni (2012) Policing by consent: understanding the dynamics of police power and legitimacy. ESS country specific topline results series, 1. European Commission.
Jackson, Jonathan, Pooler, Tia, Hohl, Katrin, Kuha, Jouni, Bradford, Ben and Hough, Mike (2011) Trust in justice: topline results from round 5 of the European Social Survey. ESS topline results series, 1. European Commission.
Jarman, Alex (2013) Get the **** off the beach, your tan is done!: a guide to hurricane forecasting. In: LSE Research Festival 2013: Exploring Research Stories Through Visual Images, 01 March 2013, London School of Economics and Political Science, London, UK. (Unpublished)
Jena, Rudra P., Kim, Kyoung-Kuk and Xing, Hao (2012) Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions. Stochastics processes and their applications, 122 (8). pp. 2961-2993. ISSN 0304-4149
Judd, Kevin, Reynolds, Carolyn A., Rosmond, Thomas E. and Smith, Leonard A. (2008) The geometry of model error. Journal of the atmospheric sciences, 65 (6). pp. 1749-1772. ISSN 0022-4928
Judd, Kevin and Smith, Leonard A. (2001) Indistinguishable states I: perfect model scenario. Physica D: nonlinear phenomena, 151 (2-4). pp. 125-141. ISSN 0167-2789
Judd, Kevin, Smith, Leonard A. and Weisheimer, Antje (2004) Gradient free descent: shadowing, and state estimation using limited derivative informations. Physica D: nonlinear phenomena, 190 (3-4). pp. 153-166. ISSN 0167-2789
Judd, Kevin, Smith, Leonard A. and Weisheimer, Antje (2007) How good is an ensemble at capturing truth?: using bounding boxes for forecast evaluation. Quarterly journal of the Royal Meteorological Society, 133 (626). pp. 1309-1325. ISSN 0035-9009
Jöreskog, Karl G. and Moustaki, Irini (2001) Factor analysis of ordinal variables: a comparison of three approaches. Multivariate behavioral research, 36 (3). pp. 347-387. ISSN 0027-3171
Kabatereine, Narcis B., Brooker, Simon, Koukounari, Artemis, Kazibwe, Francis, Tukahebwa, Edridah, Fleming, Fiona, Zhang, Yaobi, Webster, Joanne P., Stothard, J. Russell and Fenwick, Alan (2007) Impact of a national helminth control programme on infection and morbidity in Ugandan schoolchildren. Bulletin of the World Health Organization, 85 (2). pp. 85-160. ISSN 0042-9686
Kalashnikov, Vladimir and Norberg, Ragnar (2002) Power tailed ruin probabilities in the presence of risky investments. Stochastic processes and their applications, 98 (2). pp. 211-228. ISSN 0304-4149
Kallsen, Jan and Rheinlander, Thorsten (2011) Asymptotic utility-based pricing and hedging for exponential utility. Statistics & decisions, 28 (1). pp. 17-36. ISSN 0721-2631
Kalogeropoulos, Konstantinos (2007) Likelihood-based inference for a class of multivariate diffusions with unobserved paths. Journal of statistical planning and inference, 137 (10). pp. 3092-3102. ISSN 0378-3758
Kalogeropoulos, Konstantinos, Dellaportas, Petros and Roberts, Gareth O. (2011) Likelihood based inference for correlated diffusions. Canadian journal of statistics, 39 (1). pp. 52-72. ISSN 0319-5724
Kalogeropoulos, Konstantinos, Roberts, Gareth O. and Dellaportas, Petros (2010) Inference for stochastic volatility models using time change transformations. Annals of statistics, 38 (2). pp. 784-807. ISSN 0090-5364
Kardaras, Constantinos (2012) Market viability via absence of arbitrage of the first kind. Finance and stochastics, Online . ISSN 0949-2984
Kardaras, Constantinos (2010) Numéraire-invariant preferences in financial modeling. The annals of applied probability, 20 (5). pp. 1697-1728. ISSN 1050-5164
Kardaras, Constantinos (2012) On the closure in the Emery topology of semimartingale wealth-process sets. The annals of applied probability, arXiv . ISSN 1050-5164 (In Press)
Kardaras, Constantinos and Robertson, Scott (2012) Robust maximization of asymptotic growth. The annals of applied probability, 22 (4). pp. 1576-1610. ISSN 1050-5164
Kardaras, Constantinos and Žitković, Gordan (2011) Stability of the utility maximization problem with random endowment in incomplete markets. Mathematical finance, 21 (2). pp. 313-333. ISSN 0960-1627
Katsikatsou, M., Moustaki, Irini, Yang-Wallentin, Fan and Jöreskog, Karl G. (2012) Pairwise likelihood estimation for factor analysis models with ordinal data. Computational statistics & data analysis, 56 (12). pp. 4243-4258. ISSN 0167-9473
Katsikatsou, Myrsini, Moustaki, Irini, Yang-Wallentin, Fan and Jöreskog, Karl G. (2012) Pair wise likelihood estimation for factor analysis models with ordinal data. Computational statistics and data analysis, 56 (12). pp. 4243-4258. ISSN 0167-9473
Khare, Shree and Smith, Leonard A. (2011) Data assimilation: a fully nonlinear approach to ensemble formation using indistinguishable states. Monthly weather review, 139 (7). pp. 2080-2097. ISSN 0027-0644
Kiesel, Rüdiger (2001) Nonparametric statistical methods and the pricing of derivative securities. Journal of applied mathematics and decision sciences, 6 (1). pp. 1-22. ISSN 1173-9126
Kiesel, Rüdiger and Stadtmüller, Ulrich (2000) A large deviation principle for weighted sums of independent identically distributed random variables. Journal of mathematical analysis and applications, 251 (2). pp. 929-939. ISSN 0022-247X
Kleffe, Jürgen and Norberg, Ragnar (2001) Minimum norm estimation of variance components for life insurance data. Communications in statistics: theory and methods, 30 (8/9). pp. 1591-1603. ISSN 0361-0926
Knott, Martin (2005) A measure of independence for a multivariate normal distribution and some connections with factor analysis. Journal of multivariate analysis, 96 (2). pp. 374-383. ISSN 0047-259X
Knott, Martin and Bartholomew, David J (1999) Latent variable models and factor analysis. Kendall's library of statistics (7).2nd Revised, Edward Arnold, London. ISBN 9780340692431
Knott, Martin and Smith, Cyril (2006) Choosing joint distributions so that the variance of the sum is small. Journal of multivariate analysis, 97 (8). pp. 1757-1765. ISSN 0047-259X
Komaki, Toru and Penzer, Jeremy (2005) Estimation of time-varying price elasticity in 1970-1997 Japanese raw milk supply by structural time-series model. Agricultural economics, 32 (1). pp. 1-14. ISSN 0169-5150
Kong, Efang, F, Tong, Howell and Xia, Yingcun (2010) Statistical modelling of nonlinear long-term cumulative effects. Statistica Sinica, 20 (3). pp. 1097-1123. ISSN 1017-0405
Kotecha, Meena (2011) Enhancing mathematics teaching in India. Mathematics today, 47 (2). p. 78.
Kotecha, Meena (2012) New patterns in learning and teaching in mathematics and statistics. In: The Higher Education Academy STEM Annual Conference 2012, 12th-13th April 2012, Imperial College London. (Unpublished)
Kotecha, Meena (2012) Promoting inclusive practice in mathematics and statistics. The journal of inclusive practice in further and higher education, 4 (1). pp. 5-15.
Kotecha, Meena (2010) Promoting mathematics in Mumbai. Mathematics today, 46 (2). p. 62.
Kotecha, Meena (2011) Promoting student led education. In: CETL-MSOR Conference 2011, 5-6 Sep 2011, Coventry University, UK. (Unpublished)
Kotecha, Meena (2012) Teaching mathematics and statistics: promoting students' engagement and interaction. University of Bristol, Bristol, UK.
Koukounari, Artemis, Donnelly, Christl A, Sacko, Moussa, Keita, Adama D, Landouré, Aly, Dembelé, Robert, Bosqué-Oliva, Elisa, Gabrielli, Albis F, Gouvras, Anouk, Traoré, Mamadou, Fenwick, Alan and Webster, Joanne P (2010) The impact of single versus mixed schistosome species infections on liver, spleen and bladder morbidity within Malian children pre- and post-praziquantel treatment. BMC infectious diseases, 10 (1). ISSN 1471-2334
Koukounari, Artemis, Estambale, Benson, Kiambo Njagi, J., Cundill, Bonnie, Ajanga, Anthony, Crudder, Christopher, Otido, Julius, Jukes, Matthew, Clarke, Siân E. and Brooker, Simon (2008) Relationships between anaemia and parasitic infections in Kenyan schoolchildren: a Bayesian hierarchical modelling approach. International journal for parasitology, 38 (14). pp. 1663-1671. ISSN 0020-7519
Koukounari, Artemis, Fenwick, Alan, Whawell, S., Kabatereine, Narcis B., Kazibwe, Francis, Tukahebwa, Edridah, Stothard, J. Russell, Donnelly, Christl A. and Webster, Joanne P. (2006) Morbidity indicators of Schistosoma mansoni: relationship between infection and anemia in Ugandan schoolchildren before and after praziquantel and albendazole chemotherapy. American journal of tropical medicine and hygiene, 75 (2). pp. 278-286. ISSN 0002-9637
Koukounari, Artemis, Gabrielli, Albis F., Toure, Seydou, Bosqué‐Oliva, Elisa, Zhang, Yaobi, Sellin, Bertrand, Donnelly, Christl A., Fenwick, Alan and Webster, Joanne P. (2007) Schistosoma haematobiumInfection and morbidity before and after large-scale administration of Praziquantel in Burkina Faso. The journal of infectious diseases, 196 (5). pp. 659-669. ISSN 0022-1899
Koukounari, Artemis, Sacko, Moussa, Keita, Adama D., Gabrielli, Albis F., Landouré, Aly, Dembelé, Robert, Clements, A. C. A., Whawell, S., Donnelly, Christl A., Fenwick, Alan, Traoré, Mamadou and Webster, Joanne P. (2006) Assessment of ultrasound morbidity indicators of schistosomiasis in the context of large-scale programs illustrated with experiences from Malian children. American journal of tropical medicine and hygiene, 75 (6). pp. 1042-1052. ISSN 0002-9637
Koukounari, Artemis, Toure, Seydou, Donnelly, Christl A, Ouedraogo, Amadou, Yoda, Bernadette, Ky, Cesaire, Kabore, Martin, Bosque-Oliva, Elisa, Basanez, Maria-Gloria, Fenwick, Alan and Webster, Joanne P (2011) Integrated monitoring and evaluation and environmental risk factors for urogenital schistosomiasis and active trachoma in Burkina Faso before preventative chemotherapy using sentinel sites. BMC infectious diseases, 11 (1). p. 191. ISSN 1471-2334
Koukounari, Artemis, Webster, Joanne P, Donnely, Christle A., Bray, Bethany C. , Naples, Jean, Bosompem, Kwabena and Shiff, Clive (2009) Sensitivities and specificities of diagnostic tests and infection prevalence of schistosoma haematobium estimated from data on adults in villages northwest of Accra, Ghana. The American journal of tropical medicine and hygeine, 80 (3). pp. 435-441. ISSN 0002-9637
Kreiss, Jens-Peter, Neumann, Michael H. and Yao, Qiwei (2008) Bootstrap tests for simple structures in nonparametric time series regression. Statistics and its interface, 1 (2). pp. 367-380. ISSN 1938-7997
Krokstad, Steinar, Magnus, Per, Skrondal, Anders and Westin, Steinar (2004) The importance of social characteristics of communities for the medically based disability pension. European journal of public health, 14 . pp. 406-412. ISSN 1101-1262
Kuha, Jouni (2004) AIC and BIC: Comparisons of assumptions and performance. Sociological methods and research, 33 (2). pp. 188-229. ISSN 0049-1241
Kuha, Jouni, Akritas, Michael G and Antoniou, Efi S (2006) Nonparametric analysis of factorial designs with random missingness: Bivariate data. Journal of the american statistical association, 101 (476). pp. 1513-1526. ISSN 0162-1459
Kuha, Jouni and Firth, David (2011) On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models. Computational statistics & data analysis, 55 (1). pp. 375-388. ISSN 0167-9473
Kuha, Jouni and Goldthorpe, John H. (2010) Path analysis for discrete variables: the role of education in social mobility. Journal of the Royal Statistical Society, series A, 173 (2). pp. 351-369. ISSN 0964-1998
Kuha, Jouni and Jackson, Jonathan (2013) The item count method for sensitive survey questions: modelling criminal behaviour. Journal of the Royal Statistical Society: series C (applied statistics) . ISSN 0035-9254 (In Press)
Kuha, Jouni and Skinner, Chris J. (1997) Categorical data analysis and misclassification. In: Lyberg, Lars, Biemer, Paul, Collins, Martin, De Leeuw, Edith D., Dippo, Cathryn, Schwarz, Norbert and Trewin, Dennis, (eds.) Survey measurement and process quality. John Wiley & Sons Ltd, pp. 633-370. ISBN 9780471165590
Kuha, Jouni and Skrondal, Anders (2007) Discussion of the paper by Handcock, Rafferty and Tantrum. Journal of the Royal Statistical Society, series A, 170 (2). pp. 341-342. ISSN 0964-1998
Kuha, Jouni and Temple, Jonathan (2003) Covariate measurement error in quadratic regression. International statistical review, 71 (1). pp. 131-150. ISSN 0306-7734
Kwasniok, Frank (2001) Low-dimensional models of the Ginzburg-Landau equation. SIAM journal on applied mathematics, 61 (6). pp. 2063-2079. ISSN 0036-1399
Kwasniok, Frank and Smith, Leonard A. (2004) Real-time construction of optimized predictions from data streams. Physical review letters, 92 (16). pp. 116-120. ISSN 0031-9007
Lam, Clifford (2008) Estimation of large precision matrices through block penalization. Cornell University , Ithaca, USA.
Lam, Clifford and Fan, Jianqing (2008) Profile-kernel likelihood inference with diverging number of parameters. The annals of statistics, 36 (5). pp. 2232-2260. ISSN 0090-5364
Lam, Clifford and Fan, Jianqing (2009) Sparsistency and rates of convergence in large covariance matrix estimation. The annals of statistics, 37 (6B). pp. 4254-4278. ISSN 0090-5364
Lam, Clifford and Yao, Qiwei (2012) Factor modeling for high-dimensional time series: inference for the number of factors. Annals of statistics, 40 (2). pp. 694-726. ISSN 0090-5364
Lam, Clifford and Yao, Qiwei (2012) Factor modelling for high dimensional time series: inference for the number of factors. Annals of statistics, 40 (2). pp. 694-726. ISSN 0090-5364
Lam, Clifford, Yao, Qiwei and Bathia, Neil (2011) Estimation of latent factors for high-dimensional time series. Biometrika, 98 (4). pp. 901-18. ISSN 0006-3444
Li, Qiaoling, Pan, Jiazhu and Yao, Qiwei (2009) On determination of cointegration ranks. Statistics and its interface, 2 (1). pp. 45-56. ISSN 1938-7997
Li, W K, Tong, Howell, Xia, Y and Zhang, D (2004) A goodness-of-fit test for single-index models. Statistica Sinica, 14 (1). pp. 1-28. ISSN 1017-0405
Li, W.K, Tong, Howell and Xia, Y (1999) On extended partially linear single-index models. Biometrika, 86 (4). pp. 831-842. ISSN 0006-3444
Lieberman, Offer, Rosemarin, Roy and Rousseau, Judith (2012) Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes. Econometric theory, 28 (02). pp. 457-470. ISSN 0266-4666
Ligtvoet, Rudy, Ark, L. Andries, Bergsma, Wicher P. and Sijtsma, Klaas (2011) Polytomous latent scales for the investigation of the ordering of items. Psychometrika, 76 (2). pp. 200-216. ISSN 0033-3123
Lim, K.S (1983) A statistical approach to difference-delay equation modelling in ecology- two case studies. Journal of time series analysis, 4 (4). pp. 239-267. ISSN 0143-9782
Ling, Shiqing and Tong, Howell (2011) Score based goodness-of-fit tests for time series. Statistica Sinica, 21 (4). pp. 1807-1829. ISSN 1017-0405
Linton, Oliver (2001) Symmetrizing and unitizing transformations for linear smoothing weights. Computational statistics, 16 (1). pp. 153-164. ISSN 0943-4062
Liu, Jun M., Chen, Rong and Yao, Qiwei (2010) Nonparametric transfer function models. Journal of econometrics, 157 (1). pp. 151-164. ISSN 0304-4076
Lu, Zudi, Lundervold, Arvid, Tjøstheim, Dag and Yao, Qiwei (2007) Exploring spatial nonlinearity using additive approximation. Bernoulli, 13 (2). pp. 447-472. ISSN 1350-7265
Lu, Zudi, Steinskog, Dag Johan, Tjøstheim, Dag and Yao, Qiwei (2009) Adaptively varying-coefficient spatiotemporal models. Journal of the Royal Statistical Society: series B (statistical methodology), 71 (4). pp. 859-880. ISSN 1369-7412
Lu, Zudi, Tjostheim, Dag and Yao, Qiwei (2008) Spatial smoothing, Nugget effect and infill asymptotics. Statistics & probability letters, 78 (18). pp. 3145-3151. ISSN 0167-7152
Lu, Zudi, Tjøstheim, Dag and Yao, Qiwei (2007) Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory. Statistica Sinica, 17 (1). pp. 177-198. ISSN 1017-0405
Luczak, Malwina J and McDiarmid, Colin (2006) On the maximum queue length in the supermarket model. Annals of probability, 34 (2). pp. 493-527. ISSN 0091-1798
Lupparelli, Monia, Marchetti, Giovanni M. and Bergsma, Wicher (2009) Parameterizations and fitting of bi-directed graph models to categorical data. Scandinavian journal of statistics, 36 (3). pp. 559-576. ISSN 0303-6898
Marsh, Catherine, Dale, A. and Skinner, Chris J. (1994) Safe data versus safe setting: access to microdata from the British Census. International statistical review, 62 (1). pp. 35-53. ISSN 0306-7734
Matei, Alina and Skinner, Chris J. (2009) Optimal sample coordination using controlled selection. Journal of statistical planning and inference, 139 (9). pp. 3112-3121. ISSN 0378-3758
Mavridis, D, Moustaki, Irini and Knott, Martin (2007) Goodness-of-fit measures for latent variable models for binary data. In: Lee, Sik-Yum, (ed.) Handbook for latent variable and related models. Handbook of computing and statistics with applications (Vol. 1). Elsevier BV, Amsterdam, The Netherlands, pp. 135-162. ISBN 9780444520449
Mavridis, Dimitris and Moustaki, Irini (2008) Detecting outliers in factor analysis using the forward search algorithm. Multivariate behavioral research, 43 (3). pp. 453-475. ISSN 1532-7906
Mavridis, Dimitris and Moustaki, Irini (2009) The forward search algorithm for detecting aberrant response patterns in factor analysis for binary data. Journal of computational and graphical statistics, 18 (4). pp. 1016-1034. ISSN 1061-8600
McSharry, P. E., Clifford, G. D., Tarassenko, L. and Smith, Leonard A. (2003) A dynamical model for generating synthetic electrocardiogram signals. IEEE transactions on biomedical engineering, 50 (3). pp. 289-294. ISSN 0018-9294
McSharry, P. E., He, T., Smith, Leonard A. and Tarassenko, L. (2002) Linear and non-linear methods for automatic seizure detection in scalp electro-encephalogram recordings. Medical & biological engineering & computing, 40 (4). pp. 447-461. ISSN 0140-0118
McSharry, P.E., Smith, Leonard A. and Tarassenko, L. (2003) Comparison of predictability of epileptic seizures by a linear and a nonlinear method. IEEE transactions on biomedical engineering, 50 (5). pp. 628-633. ISSN 0018-9294
McSharry, Patrick E., Clifford, G. D., Tarassenko, L. and Smith, Leonard A. (2002) A method for generating an artificial RR tachogram of a typical healthy human over 24-hours. Computers in cardiology, 29 . pp. 225-228. ISSN 0276-6574
McSharry, Patrick E., Ellepola, Jerome H., von Hardenberg, Jost, Smith, Leonard A., Kenning, David B. R. and Judd, Kevin (2002) Spatio-temporal analysis of nucleate pool boiling: identification of nucleation sites using non-orthogonal empirical functions. International journal of heat and mass transfer, 45 (2). pp. 237-253. ISSN 0017-9310
McSharry, Patrick E. and Smith, Leonard A. (1999) Better nonlinear models from noisy data: attractors with maximum likelihood. Physical review letters, 83 (21). pp. 4285-4288. ISSN 0031-9007
McSharry, Patrick E. and Smith, Leonard A. (2004) Consistent nonlinear dynamics: identifying model inadequacy. Physica D: nonlinear phenomena, 192 (1-2). pp. 1-22. ISSN 0167-2789
McSharry, Patrick E. and Smith, Leonard A. (2002) Consistent nonlinear dynamics: identifying model inadequacy. Physica D: nonlinear phenomena, 192 (1-2). pp. 1-22. ISSN 0167-2789 (Unpublished)
McSharry, Patrick E., Smith, Leonard A. and Tarassenko, Lionel (2003) Prediction of epileptic seizures: are nonlinear methods relevant? Nature medicine, 9 (3). pp. 241-242. ISSN 1078-8956
Mellor, Florence K. (1984) Particulate dispersal in a time dependent flow [in Dynamic differentiation, summer study program in Geophysical Fluid Dynamics, Woods Hole Oceanographic Institution]. WHOI technical report, 84-44. Woods Hole Oceanographic Institution, Woods Hole, USA.
Micklewright, John, Schnepf, Sylke and Skinner, Chris J. (2012) Non-response biases in surveys of schoolchildren: the case of the English Programme for International Student Assessment (PISA) samples. Journal of the Royal Statistical Society: series A (statistics in society), 175 (4). pp. 915-338. ISSN 0964-1998
Moeanaddin, R and Tong, Howell (1990) Numerical evaluation of distributions in non-linear autoregression. Journal of time series analysis, 11 (1). pp. 33-48. ISSN 0143-9782
Moenaddin, R and Tong, Howell (1988) On multi-step non-linear least-squares predication. Royal Statistical Society journal, series D: the statistician, 37 (2). pp. 101-110. ISSN 0039-0526
Moenaddin, R and Tong, Howell (1988) A comparison of likelihood ratio test and CUSUM test for threshold autoregression. Royal Statistical Society journal, series D: the statistician, 37 (4/5). pp. 493-494. ISSN 0039-0526
Morettin, Pedro A. and Norberg, Ragnar (2011) Foreword: special issue on statistical modeling in insurance and finance. Applied stochastic models in business and industry, 27 (1). p. 1. ISSN 1524-1904
Moroz, Irene M., Smith, Leonard A. and Hide, Raymond (1998) Synchronized chaos in coupled double disk homopolar dynamos. International journal of bifurcation and chaos, 8 (11). pp. 2125-2133. ISSN 0218-1274
Motakis, E. S., Nason, Guy P., Fryzlewicz, Piotr and Rutter, G. A (2006) Variance stabilization and normalization for one-color microarray data using a data-driven multiscale approach. Bioinformatics, 22 (20). pp. 2547-2553. ISSN 1367-4803
Moustaki, I and Victoria-Feser, M. P (2006) Bounded-influence robust estimation in generalized linear latent variable models. Journal of the American Statistical Association, 104 (474). pp. 644-653. ISSN 0162-1459
Moustaki, Irini (2002) Discussion of the paper by Fayers and Hand [Fayers, P. M. and Hand, D. J., Causal variables, indicator variables and measurement scales: an example from quality of life, Journal of the Royal Statistical Society, Series A, 2002:165(2), 233-261]. Journal of the Royal Statistical Society, series A, 165 (2). pp. 258-259. ISSN 0964-1998
Moustaki, Irini (2007) Factor analysis and latent structure of categorical and metric data. In: Cudeck, R and MacCallum, R. C., (eds.) Factor analysis at 100: historical developments and future directions. Erlbaum, Philadelphia, USA, pp. 293-314. ISBN 9780805862126
Moustaki, Irini (2003) Latent variable models with covariates. In: Kevork, Kōnst Ēl, Tzōrtzopoulos, P and Panaretos, John, (eds.) Stochastic musings : perspectives from the pioneers of the late 20th century: a volume in celebration of the 13 years of the Department of Statistics of the Athens University of Economics & Business in honour of Professors C. Kevork & P. Tzortzopoulos. Lawrence Erlbaum Associates, Mahwah, U.S., pp. 117-128. ISBN 9780805846140
Moustaki, Irini (2003) A general class of latent variable models for ordinal manifest variables with covariate effects on the manifest and latent variables. British journal of mathematical and statistical psychology, 56 (2). pp. 337-357. ISSN 0007-1102
Moustaki, Irini (1996) A latent trait and a latent class model for mixed observed variables. British journal of mathematical and statistical psychology, 49 (2). pp. 313-334. ISSN 0007-1102
Moustaki, Irini (2000) A latent variable model for ordinal variables. Applied psychological measurement, 24 (3). pp. 211-223. ISSN 0146-6216
Moustaki, Irini (2000) A review of exploratory factor analysis for ordinal categorical data. In: Cudeck, Robert, Dunn, Stephen and Sorbom, Dag, (eds.) Structural equation models: present and future. Scientific software international, U.S., pp. 461-480. ISBN 9780894980497
Moustaki, Irini, Joreskog, K and Mavridis, D (2004) Factor models for ordinal variables with covariate effects on the manifest and latent variables: a comparison of LISREL and IRT approaches. Structural equation modelling, 11 (4). pp. 487-513. ISSN 1532-8007
Moustaki, Irini and Knott, Martin (2005) Computational aspects of the E-M and Bayesian estimation in latent variable models. In: Andries van der Ark, L, Croon, Marcel A and Sijtsma, Klaas, (eds.) New developments in categorical data analysis for the social and behavioral sciences. Quantitative methodology series . Lawrence Erlbaum, Mahwah, U.S., pp. 103-124. ISBN 0805847286
Moustaki, Irini and Knott, Martin (2000) Generalised latent trait models. Psychometrika, 65 (3). pp. 391-411. ISSN 0033-3123
Moustaki, Irini and Knott, Martin (2000) Weighting for item non-response in attitude scales by using latent variable models with covariates. Journal of the Royal Statistical Society: series A, 163 (3). pp. 445-459. ISSN 0964-1998
Moustaki, Irini and Marcoulides, George. A (2002) Locating "don't know", "no answer" and middle alternatives on an attitude scale: a latent variable approach. In: Marcoulides, G and Moustaki, Irini, (eds.) Latent Variable and Latent Structure Models. Lawrence Erlbaum Associates, U.S., pp. 15-41. ISBN 9780805840469
Moustaki, Irini and O'Muircheartaigh, C (1996) Item non-response in attitude scales: a latent variable approach. In: 51st Annual Conference of the American Association for Public Opinion Research, 16-19 May 1996, Salt Lake City, Utah, USA.
Moustaki, Irini and O'Muircheartaigh, C. (2000) A one dimension latent trait model to infer attitude from nonresponse for nominal data. Statistica, 60 (2). pp. 259-276. ISSN 0390-590X
Moustaki, Irini and Papageorgiou, Ioulia (2004) Latent class models for mixed outcomes with applications in archaeometry. Computational statistics and data analysis, 48 (3). pp. 659-675. ISSN 0167-9473
Moustaki, Irini and Steele, Fiona (2005) Latent variable models for mixed categorical and survival responses with an application to fertility preferences and family planning in Bangladesh. Statistical modelling, 5 (4). pp. 327-342. ISSN 1471-082X
Mupfasoni, Denise, Karibushi, Blaise, Koukounari, Artemis, Ruberanziza, Eugene, Kaberuka, Teddy, Kramer, Michael H., Mukabayire, Odette, Kabera, Michee, Nizeyimana, Vianney, Deville, Marie-Alice, Ruxin, Josh, Webster, Joanne P. and Fenwick, Alan (2009) Polyparasite Helminth infections and their association to anaemia and undernutrition in Northern Rwanda. PLoS neglected tropical diseases, 3 (9). ISSN 1935-2735
Mwanakasale, Victor, Siziya, Seter, Mwansa, James, Koukounari, Artemis and Fenwick, Alan (2009) Impact of iron supplementation on schistosomiasis control in Zambian school children in a highly endemic area. Malawi medical journal, 21 (1). pp. 12-18. ISSN 1995-7262
Nafstad, P, Jaakkola, J. K, Skrondal, Anders and Magnus, P (2005) Day-care Center Characteristics and Children's Respiratory Health. Indoor air, 15 (2). pp. 69-75. ISSN 0905-6947
Nafstad, P., Brunekreef, B., Skrondal, Anders and Nystad, W. (2005) Early respiratory infections, asthma, and allergy: 10-year follow-up of the Oslo Birth Cohort. Pediatrics, 116 (2). pp. 255-262. ISSN 0031-4005
Nafstad, P., Jaakola, J.J., Skrondal, Anders and Magnus, P. (2005) Day care center characteristics and children's respiratory health. Indoor air, 15 (2). pp. 69-75. ISSN 0905-6947
Nascimento, Silva and Skinner, Chris J. (1997) Variable selection for regression estimation in finite populations. Survey methodology, 23 (1). pp. 23-32. ISSN 1492-0921
Ng, K.W. and Tong, Howell (2011) Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence. Statistics and its interface, 4 (1). pp. 95-103. ISSN 1938-7997
Norberg, Ragnar (2005) Anomalous PDEs in Markov chains: Domains of validity and numerical solutions. Finance and stochastics, 9 (4). pp. 519-537. ISSN 0949-2984
Norberg, Ragnar (2004) Credibility theory. In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of actuarial science. Wiley-Blackwell, Chichester, pp. 398-406. ISBN 9780470012505
Norberg, Ragnar (2006) Dynamic Greeks. Insurance: mathematics and economics, 39 (1). pp. 123-133. ISSN 0167-6687
Norberg, Ragnar (2010) Forward mortality and other vital rates: are they the way forward? Insurance: mathematics and economics, 47 (2). pp. 105-112. ISSN 0167-6687
Norberg, Ragnar (2005) Interest guarantees in banking. Applied mathematical finance, 12 (4). pp. 351-370. ISSN 1350-486X
Norberg, Ragnar (2004) Life insurance mathematics. In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of actuarial science. Wiley-Blackwell, Chichester, pp. 979-997. ISBN 978-0470846766
Norberg, Ragnar (2003) The Markov chain market. ASTIN bulletin, 33 (2). pp. 265-287. ISSN 0515-0361
Norberg, Ragnar (2008) Multistate models for life insurance mathematics. In: Melnick, Edward and Everitt, Brian, (eds.) Encyclopedia of quantitative risk analysis and assessment. Wiley-Blackwell, Chichester. ISBN 978-0-470-03549-8
Norberg, Ragnar (2004) Non-life reserves : continuous time micro models. In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of actuarial science. Wiley-Blackwell, Chichester, pp. 1180-1181. ISBN 978-0470846766
Norberg, Ragnar (2001) On bonus and bonus prognoses in life insurance. Scandinavian actuarial journal, 2001 (2). pp. 126-147. ISSN 0346-1238
Norberg, Ragnar (2004) Thiele, Thorvald Nicolai (1838-1910). In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of actuarial science. Wiley-Blackwell, Chichester, pp. 1671-1672. ISBN 978-0470846766
Norberg, Ragnar (2001) Thorvald Nicolai Thiele. In: Heyde, Chris C and Seneta, Eugene, (eds.) Statisticians of the centuries. Springer Verlag, New York, pp. 212-215. ISBN 9780387952833
Norberg, Ragnar (2004) Vasicek beyond the normal. Mathematical finance, 14 (4). pp. 585-604. ISSN 0960-1627
Norberg, Ragnar and Kalashnikov, Vladimir (2003) On the sensitivity of premiums and reserves to changes in valuation elements. Scandinavian actuarial journal (3). pp. 238-256. ISSN 0346-1238
Norberg, Ragnar and Steffensen, Mogens (2005) What is the time value of a stream of investments? Journal of applied probability, 42 (3). pp. 861-866. ISSN 0021-9002
Oftedal, Bente, Nafstad, Per, Magnus, Per, Bjørkly, Sonja and Skrondal, Anders (2003) Traffic related air pollution and acute hospital admission for respiratory diseases in Drammen, Norway 1995-2000. European journal of epidemiology, 18 (7). pp. 671-675. ISSN 0393-2990
Oldfield, Matthew J., Atherton, Mark A., Bates, Ron A., Perry, Mark A. and Wynn, Henry P. (2010) Modal validation of a cantilever-plate bimorph actuator illustrating sensitivity to 3D characterisation. Journal of electroceramics, 25 (1). pp. 45-55. ISSN 1385-3449
Oreskes, Naomi, Stainforth, David A. and Smith, Leonard A. (2010) Adaptation to global warming: do climate models tell us what we need to know? Philosophy of science (proceedings), 77 (5). pp. 1012-1028. ISSN 0031-8248
Orrell, D., Smith, Leonard A., Barkmeijer, J. and Palmer, T. N. (2001) Model error in weather forecasting. Nonlinear processes in geophysics, 8 (6). pp. 357-371. ISSN 1023-5809
Orrell, David and Smith, Leonard A. (2003) Visualising bifurcations in high dimensional systems: the spectral bifurcation diagram. International journal of bifurcation and chaos, 13 (10). pp. 3015-3027. ISSN 0218-1274
Ozaki, T and Tong, Howell (1975) On fitting of non-stationary autoregressive models in time series analysis. In: Proceedings of the 8th Hawaii International Conference on System Science, 1975, Hawaii.
Pan, Jiazhu, Wang, Hui and Yao, Qiwei (2007) Weighted least absolute deviations estimation for ARMA models with infinite variance. Econometric theory, 23 (5). pp. 852-879. ISSN 1469-4360
Pan, Jiazhu and Yao, Qiwei (2008) Modelling multiple time series via common factors. Biometrika, 95 (2). pp. 365-379. ISSN 0006-3444
Paparella, F., Provenzale, A., Smith, Leonard A., Taricco, C. and Vio, R. (1997) Local random analogue prediction of nonlinear processes. Physics letters A, 235 (3). pp. 233-240. ISSN 0375-9601
Peiris, J. S. Malik, Van Kerkhove, Maria D., Vandemaele, Katelijn A. H., Shinde, Vivek, Jaramillo-Gutierrez, Giovanna, Koukounari, Artemis, Donnelly, Christl A., Carlino, Luis O., Owen, Rhonda, Paterson, Beverly, Pelletier, Louise, Vachon, Julie, Gonzalez, Claudia, Hongjie, Yu, Zijian, Feng, Chuang, Shuk Kwan, Au, Albert, Buda, Silke, Krause, Gerard, Haas, Walter, Bonmarin, Isabelle, Taniguichi, Kiyosu, Nakajima, Kensuke, Shobayashi, Tokuaki, Takayama, Yoshihiro, Sunagawa, Tomi, Heraud, Jean Michel, Orelle, Arnaud, Palacios, Ethel, van der Sande, Marianne A. B., Wielders, C. C. H. Lieke, Hunt, Darren, Cutter, Jeffrey, Lee, Vernon J., Thomas, Juno, Santa-Olalla, Patricia, Sierra-Moros, Maria J., Hanshaoworakul, Wanna, Ungchusak, Kumnuan, Pebody, Richard, Jain, Seema and Mounts, Anthony W. (2011) Risk factors for severe outcomes following 2009 influenza A (H1N1) infection: a global pooled analysis. PLoS medicine, 8 (7). ISSN 1549-1277
Pemberton, J and Tong, Howell (1983) Threshold autoregression and some frequency-domain characteristics. Handbook of statistics, 3 . pp. 249-273. ISSN 0169-7161
Pemberton, J and Tong, Howell (1981) A note on the distribution of non-linear autoregressive stochastic processes. Journal of time series analysis, 2 (1). pp. 49-52. ISSN 0143-9782
Peng, Liang and Yao, Qiwei (2003) Least absolute deviations estimation for ARCH and GARCH models. Biometrika, 90 (4). pp. 967-975. ISSN 0006-3444
Peng, Liang and Yao, Qiwei (2004) Nonparametric regression under dependent errors with infinite variance. Annals of the Institute of Statistical Mathematics, 56 (1). pp. 73-86. ISSN 0020-3157
Penzer, Jeremy (2006) Diagnosing seasonal shifts in time series using state space models. Statistical methodology, 3 (3). pp. 193-210. ISSN 1572-3127
Penzer, Jeremy and Jewson, Stephen (2006) Estimating trends in weather series: consequences for pricing derivatives. Studies in nonlinear dynamics & econometrics, 10 (3). article 9. ISSN 1558-3708
Penzer, Jeremy, Wang, Mingjin and Yao, Qiwei (2009) Approximating volatilities by asymmetric power GARCH functions. Australian & New Zealand journal of statistics, 51 (2). pp. 201-225. ISSN 1369-1473
Petrushkin, H., Barsam, A., Mavrakakis, Miltiadis C., Parfitt, A. and Jaye, P. (2011) Optic disc assessment in the emergency department: a comparative study between the PanOptic and direct ophthalmoscopes. Emergency medicine journal, Online . ISSN 1472-0205
Pfeffermann, Danny, Skinner, Chris J., Holmes, D. J., Goldstein, H. and Rasbash, J. (1998) Weighting for unequal selection probabilities in multilevel models. Journal of the Royal Statistical Society: series B (statistical methodology), 60 (1). pp. 23-40. ISSN 1369-7412
Pfeffermann, Danny, Skinner, Chris J. and Humphreys, Keith (1998) The estimation of gross flows in the presence of measurement error using auxiliary variables. Journal of the Royal Statistical Society: series A (statistics in society), 161 (1). pp. 13-32. ISSN 0964-1998
Phillips, Celia (2000) Alcopops: triumph or disaster? In: Phillips, Coretta, Pruyn, Ad and Kestemont, Marie P, (eds.) Understanding marketing: a European casebook. John Wiley and Sons, Chichester, pp. 149-160. ISBN 9780471860938
Pistone, Giovanni and Wynn, Henry (2006) Cumulant varieties. Journal of symbolic computation, 41 (2). pp. 210-221. ISSN 0747-7171
Polonik, Wolfgang and Yao, Qiwei (2000) Conditional minimum volume predictive regions for stochastic processes. Journal of the American Statistical Association, 95 (450). pp. 509-519. ISSN 0162-1459
Polonik, Wolfgang and Yao, Qiwei (2008) Testing for multivariate volatility functions using minimum volume sets and inverse regression. Journal of econometrics, 147 (1). pp. 151-162. ISSN 0304-4076
Priestley, Mark, Subba Rao, T and Tong, Howell (1974) Applications of principal component analysis and factor analysis in stochastic control systems. IEEE transactions on automatic control, AC-19 . pp. 730-734. ISSN 0018-9286
Priestley, Mark, Subba Rao, T and Tong, Howell (1973) Identification of the structure of multivariate stochastic systems. In: Krishnaiah, Paruchuri R, (ed.) Multivariate Analysis III. Academic Press Inc, New York, US. ISBN 9780124266537
Priestley, Mark and Tong, Howell (1973) On the analysis of bivariate non-stationary processes: with discussion. Journal of the royal statistical society, series B, 35 . pp. 153-166. ISSN 1369-7412
Pronzato, Luc, Wynn, Henry and Zhigljavsky, Anatoly A (2006) Asymptotic behaviour of a family of gradient algorithms in Rd and Hilbert spaces. Mathematical programming, 107 (3). pp. 409-438. ISSN 0025-5610
Provenzale, A., Smith, Leonard A., Vio, R. and Murante, G. (1992) Distinguishing between low-dimensional dynamics and randomness in measured time series. Physica D: nonlinear phenomena, 58 (1-4). pp. 31-49. ISSN 0167-2789
Rabe-Hesketh, S. and Skrondal, Anders (2001) Parameterization of multivariate random effects models for categorical data. Biometrics, 57 (4). pp. 1256-1264. ISSN 0006-341X
Rabe-Hesketh, Sophia, Pickles, Andrew and Skrondal, Anders (2003) Correcting for covariate measurement error in logistic regression using nonparametric maximum likelihood estimation. Statistical modelling, 3 (3). pp. 215-232. ISSN 1471-082X
Rabe-Hesketh, Sophia and Skrondal, Anders (2007) Multilevel and latent variable modeling with composite links and exploded likelihoods. Psychometrika, 72 (2). pp. 123-140. ISSN 0033-3123
Rabe-Hesketh, Sophia and Skrondal, Anders (2006) Multilevel modelling of complex survey data. Journal of the Royal Statistical Society: series A, 169 (32). pp. 805-827. ISSN 0964-1998
Rabe-Hesketh, Sophia and Skrondal, Anders (2005) Probit model. In: Everitt, B. and Palmer, Charles, (eds.) Encyclopaedic companion to medical statistics. Arnold, London. ISBN 0340809981
Rabe-Hesketh, Sophia, Skrondal, Anders and Pickles, Andrew (2004) GLLAMM manual. U.C. Berkeley Division of Biostatistics working paper series, 160. Division of Biostatistics, University of California at Berkeley, California, USA.
Rabe-Hesketh, Sophia, Skrondal, Anders and Pickles, Andrew (2004) Generalized multilevel structural equation modelling. Psychometrika, 69 (2). pp. 167-190. ISSN 0033-3123
Rabe-Hesketh, Sophia, Skrondal, Anders and Pickles, Andrew (2003) Maximum likelihood estimation of generalized linear models with covariate measurement error. The stata journal, 3 (4). pp. 386-411. ISSN 1536-867X
Rabe-Hesketh, Sophia, Skrondal, Anders and Zheng, X. (2007) Multilevel structural equation modeling. In: Lee, Sik-Yum, (ed.) Handbook of latent variable and related models. Elsevier, Amsterdam, pp. 209-227. ISBN 0444520449
Ramezani, Majid, Bashiri, Mahdi and Atkinson, Anthony C. (2011) A goal programming-TOPSIS approach to multiple response optimization using the concepts of non-dominated solutions and prediction intervals. Expert systems with applications, 38 (8). pp. 9557-9563. ISSN 0957-4174
Rao, J. N. K., Scott, A. J. and Skinner, Chris J. (1998) Quasi-score tests with survey data. Statistica Sinica, 8 (4). pp. 1059-1070. ISSN 1017-0405
Rheinlander, Thorsten (2005) An entropy approach to the Stein and Stein model with correlation. Finance and stochastics, 9 (3). pp. 399-413. ISSN 0949-2984
Rheinlander, Thorsten and Osterrieder, Jörg R (2006) Arbitrage opportunities in diverse markets via a non-equivalent measure change. Annals of finance, 2 (3). pp. 287-301. ISSN 1614-2446
Rheinlander, Thorsten and Sexton , Jenny (2011) Hedging derivatives. Advanced Series on Statistical Science and Applied Probability , 15 . World Scientific Publishing, London, UK. ISBN 9789814338790
Rheinlander, Thorsten and Steiger, Gallus (2010) Utility indifference hedging with exponential additive processes. Asia-Pacific financial markets, 17 (2). p. 151. ISSN 1387-2834
Rheinlander, Thorsten and Steiger, Gallus (2006) The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models. Annals of applied probability, 16 (3). pp. 1319-1351. ISSN 1050-5164
Rheinlander, Thorsten and Steinkamp, Marcus (2005) A stochastic version of Zeeman's market model. Studies in nonlinear dynamics & econometrics, 8 (4). article 4. ISSN 1081-1826
Riani, Marco, Atkinson, Anthony B., Fanti, Giulio and Crosilla, Fabio (2012) Carbon dating of the Shroud of Turin: partially labelled regressors and the design of experiments. Statistics and computing . ISSN 0960-3174
Riani, Marco and Atkinson, Anthony C. (2000) Robust diagnostic data analysis: transformations in regression. Technometrics, 42 (4). pp. 384-394. ISSN 0040-1706
Riani, Marco and Atkinson, Anthony C. (2010) Robust model selection with flexible trimming. Computational statistics and data analysis, 54 (12, Sp). pp. 3300-3312. ISSN 0167-9473
Riani, Marco and Atkinson, Anthony C. (2001) A unified approach to outliers, influence and transformations in discriminant analysis. Journal of computational and graphical statistics, 10 (3). pp. 513-544. ISSN 1061-8600
Riani, Marco, Atkinson, Anthony C. and Cerioli, Andrea (2009) Finding an unknown number of multivariate outliers. Journal of the Royal Statistical Society: series B (statistical methodology), 71 (2). pp. 447-466. ISSN 1369-7412
Rizopoulos, Dimitris and Moustaki, Irini (2008) Generalized latent variables models with non-linear effects. British journal of mathematical and statistical psychology, 61 (2). pp. 415-438. ISSN 0007-1102
Robinson, Peter M., Chen, Xu and Linton, Oliver (2001) The estimation of conditional densities. In: Puri, Madan L, (ed.) Asymptotics in statistics and probability - papers in honor of George Gregory Roussas. VSP international science publishers, Utrecht, The Netherlands, pp. 71-84. ISBN 9789067643337
Romaniuk, H., Skinner, Chris J. and Cooper, P. J. (1999) Modelling consumers' use of products. Journal of the Royal Statistical Society: series A (statistics in society), 162 (3). pp. 407-421. ISSN 0964-1998
Roulston, M.S., Kaplan, D.T., Hardenberg, J. and Smith, Leonard A. (2003) Using medium-range weather forecasts to improve the value of wind energy production. Renewable energy, 28 (4). pp. 585-602. ISSN 0960-1481
Roulston, M.S. and Smith, Leonard A. (2003) Combining dynamical and statistical ensembles. Tellus series A: dynamic meteorology and oceanography, 55 (1). pp. 16-30. ISSN 0280-6495
Roulston, M.S. and Smith, Leonard A. (2004) The boy who cried wolf revisited: the impact of false alarm intolerance on cost-loss scenarios. Weather and forecasting, 19 (2). pp. 391-397. ISSN 0882-8156
Roulston, Mark S, Ellepola, Jerome, von Hardenberg, Jost and Smith, Leonard A. (2005) Forecasting wave height probabilities with numerical weather prediction models. Ocean engineering, 32 (14-15). pp. 1841-1863. ISSN 0029-8018
Roulston, Mark S, Ziehmann, Christine and Smith, Leonard A. (2001) A forecast reliability index from ensembles: a comparison of methods. London School of Economics and Political Science, London.
Roulston, Mark S. and Smith, Leonard A. (2002) Evaluating probabilistic forecasts using information theory. Monthly weather review, 130 (6). pp. 1653-1660. ISSN 0027-0644
Rowlands, Daniel J., Frame, David J., Ackerley, Duncan, Aina, Tolu, Booth, Ben B. B., Christensen, Carl, Collins, Matthew, Faull, Nicholas, Forest, Chris E., Grandey, Benjamin S., Gryspeerdt, Edward, Highwood, Eleanor J., Ingram, William J., Knight, Sylvia, Lopez, Ana, Massey, Neil, McNamara, Frances, Meinshausen, Nicolai, Piani, Claudio, Rosier, Suzanne M., Sanderson, Benjamin M., Smith, Leonard A., Stone, Dáithí A., Thurston, Milo, Yamazaki, Kuniko, Hiro Yamazaki, Y. and Allen, Myles R. (2012) Broad range of 2050 warming from an observationally constrained large climate model ensemble. Nature geoscience, 5 (4). pp. 256-260. ISSN 1752-0894
Rudas, Tamas and Bergsma, Wicher (2005) On applications of marginal models for categorical data. Metron, LXII . pp. 1-25. ISSN 0026-1424
Rudas, Tamas and Bergsma, Wicher (2004) Reconsidering the odds ratio as a measure of 2 x 2 association in a population. Statistics in medicine, 22 . pp. 3445-3447. ISSN 0277-6715
Rudas, Tamas, Bergsma, Wicher and Nemeth, Renáta (2010) Marginal log-linear parameterization of conditional independence models. Biometrika, 97 (4). pp. 1006-1012. ISSN 0006-3444
Saenz-de-Cabezon, Eduardo and Wynn, Henry P. (2010) Mincut ideals of two-terminal networks. Applicable Algebra in Engineering, Communication & Computing, 21 (6). pp. 443-457. ISSN 0938-1279
Samuelsen, S.O., Aanestad, H. and Skrondal, Anders (2007) Stratified case-cohort analysis of general cohort sampling designs. Scandinavian journal of statistics, 34 (1). pp. 103-119. ISSN 0303-6898
Samuelsen, S.O., Wisloff, T.F. and Skrondal, Anders (2006) A simple correction for ties when censoring times depend on covariates. Statistics in medicine, 24 (20). pp. 3111-3121. ISSN 0277-6715
Sanderson, Jean and Fryzlewicz, Piotr (2007) Locally stationary wavelet coherence with application to neuroscience. In: Proceedings of the 56th session of the International Statistical Institute, 22-29 August 2007, Lisbon, Portugal.
Sanderson, Jean and Fryzlewicz, Piotr (2007) Locally stationary wavelet coherence with application to neuroscience. In: Barber, S., Baxter, P. D. and Mardia, K. V., (eds.) Systems biology and statistical bioinformatics. Leeds University Press, Leeds, UK, pp. 69-72.
Sanderson, Jean, Fryzlewicz, Piotr and Jones, M. W. (2010) Estimating linear dependence between nonstationary time series using the locally stationary wavelet model. Biometrika, 97 (2). pp. 435-446. ISSN 0006-3444
Schouten, Barry, Shlomo, Natalie and Skinner, Chris J. (2011) Indicators for monitoring and improving representativeness of response. Journal of official statistics, 27 (2). pp. 231-253. ISSN 0282-423X
Shlomo, Natalie and Skinner, Chris J. (2010) Assessing the protection provided by misclassification-based disclosure limitation methods for survey microdata. The annals of applied statistics, 4 (3). pp. 1291-1310. ISSN 1932-6157
Shlomo, Natalie, Skinner, Chris J. and Schouten, Barry (2012) Estimation of an indicator of the representativeness of survey response. Journal of statistical planning and inference, 142 (1). pp. 201-211. ISSN 0378-3758
Sholmo, Natalie and Skinner, Chris J. (2012) Privacy protection from sampling and perturbation in survey microdata. Journal of privacy and confidentiality, 4 (1). pp. 155-169.
Silva, Nascimento and Skinner, Chris J. (1995) Estimating distribution functions with auxiliary information using poststratification. Journal of official statistics, 11 (3). pp. 277-294. ISSN 0282-423X
Sitter, R. R. and Skinner, Chris J. (1994) Multi-way stratification by linear programming. Survey methodology, 20 (1). pp. 65-73. ISSN 1492-0921
Siu, Tak Kien, Tong, Howell and Yang, Hailiang (2006) Option pricing under threshold autoregressive models by threshold Esscher transform. Journal of industrial and management optimization, 2 (2). pp. 177-197. ISSN 1547-5816
Siu, Tak Kuen, Tong, Howell and Yang, Hailiang (2001) Bayesian risk measures for derivatives for random Esscher transform. North American actuarial journal, 5 (3). pp. 78-91. ISSN 1092-0277
Skinner, Chris and Mason, Ben (2012) Weighting in the regression analysis of survey data with a cross-national application. Canadian journal of statistics, 40 (4). pp. 697-711. ISSN 0319-5724
Skinner, Chris J. (2008) Assessing disclosure risk for record linkage. In: Domingo-Ferrer, Josep and Saygın, Yücel, (eds.) Privacy in statistical databases: UNESCO chair in data privacy international conference, PSD 2008 Istanbul, Turkey, September 24-26, 2008 proceedings. Lecture notes in computer science,5262 . Springer-Verlag, Berlin, Germany, pp. 166-176. ISBN 9783540874706
Skinner, Chris J. (2011) Book review: 'advances in sampling theory - ratio method of estimation’ by Cingi, H. and Kadilar, C. Journal of the American statistical association, 106 (493). pp. 375-382. ISSN 0162-1459
Skinner, Chris J. (1999) Calibration weighting and non-sampling errors. Research in official statistics, 2 . pp. 33-43. ISSN 1023-098X
Skinner, Chris J. (1996) Comment of J. Shao,'invited discussion paper resampling methods in sample surveys. Statistics, 27 (3-4). pp. 203-237. ISSN 0233-1888
Skinner, Chris J. (1994) Comment on X-L Meng, ‘multiple-imputation inferences with uncongenial sources of input’. Statistical science, 9 (4). pp. 561-563. ISSN 0883-4237
Skinner, Chris J. (2004) Comment on: A. Demnati and J.N.K. Rao, 'linearization variance estimators for model parameters from complex survey data'. Survey methodology, 30 (1). pp. 17-18. ISSN 1492-0921
Skinner, Chris J. (1997) Comments on G.M. Fitzmaurice, A.F. Heath and D.R. Cox, ‘detecting overdispersion in large scale surveys: application to a study of education and social class in Britain’. Journal of the Royal Statistical Society: series C (applied statistics), 46 (4). pp. 429-431. ISSN 0035-9254
Skinner, Chris J. (2005) Contribution to discussion of J. Copas and S. Eguchi, ‘local model uncertainty and incomplete-data bias’. Journal of the Royal Statistical Society: series B (statistical methodology), 67 (4). p. 500. ISSN 1369-7412
Skinner, Chris J. (2000) Dealing with measurement error in panel analysis. In: Rose, David, (ed.) Researching social and economic change: the uses of household panel studies. Social research today . Routledge, London, UK, pp. 113-125. ISBN 9781857285468
Skinner, Chris J. (2002) Discussion. Journal of official statistics, 18 (2). pp. 155-156. ISSN 0282-423X
Skinner, Chris J. (1997) Discussion of D. Steel, ‘producing monthly estimates of unemployment and employment according to the International Labour Office definition’. Journal of the Royal Statistical Society: series A (statistics in society), 160 (1). p. 39. ISSN 0964-1998
Skinner, Chris J. (1997) Discussion of J. B. Copas and H. G. Li, 'inference for non-random samples'. Journal of the Royal Statistical Society: series B (statistical methodology), 59 (1). pp. 77-78. ISSN 1369-7412
Skinner, Chris J. (2007) Discussion of J.F.Bjørnstad, ‘Non-Bayesian multiple imputation’. Journal of official statistics, 23 (4). pp. 463-465. ISSN 0282-423X
Skinner, Chris J. (2002) Jackknife variance estimation for multivariate statistics under hot-deck imputation from common donors. Journal of statistical planning and inference, 102 (1). pp. 149-167. ISSN 0378-3758
Skinner, Chris J. (1998) Logistic modelling of longitudinal survey data with measurement error. Statistica Sinica, 8 (4). pp. 1045-1058. ISSN 1017-0405
Skinner, Chris J. (1998) Misclassification error. In: Armitage, P. and Colton, T., (eds.) Encyclopaedia of biostatistics. John Wiley & Sons Ltd, pp. 2615-2621. ISBN 9780471975809
Skinner, Chris J. (2004) Méthodes pour protéger la confidentialité des données d’enquêtes. In: Ardilly, Pascal, (ed.) Échantillonnage et méthodes d'enquêtes. Science Sup . Dunod, Paris, France, pp. 45-53. ISBN 9782100074778
Skinner, Chris J. (2012) Rejoinder. International statistical review, 80 (3). pp. 379-381. ISSN 0306-7734
Skinner, Chris J. (2009) Statistical disclosure control for survey data. In: Pfeffermann, D. and Rao, C. R., (eds.) Handbook of statistics 29A: sample surveys: design, methods and applications. Elsevier, pp. 381-396. ISBN 9780444531247
Skinner, Chris J. (2012) Statistical disclosure risk: separating potential and harm. International statistical review, 80 (3). pp. 349-368. ISSN 0306-7734
Skinner, Chris J. (2012) Statistical disclosure risk: seperating potential and harm. International statistical review, 80 (3). pp. 349-368. ISSN 0306-7734
Skinner, Chris J. (2007) The probability of identification: applying ideas from forensic statistics to disclosure risk assessment. Journal of the Royal Statistical Society: series A (statistics in society), 170 (1). pp. 195-212. ISSN 0964-1998
Skinner, Chris J. and Carter, Randy (2003) Estimation of a measure of disclosure risk for survey microdata under unequal probability sampling. Survey methodology, 29 (2). pp. 177-180. ISSN 1492-0921
Skinner, Chris J. and Coker, O. (1996) Regression analysis of complex survey data with missing values of a covariate. Journal of the Royal Statistical Society: series A (statistics in society), 159 (2). pp. 265-274. ISSN 0964-1998
Skinner, Chris J. and D'Arrigo, Julia (2011) Inverse probability weighting for clustered nonresponse. Biometrika, 98 (4). pp. 953-966. ISSN 0006-3444
Skinner, Chris J. and Elliot, M. J. (2002) A measure of disclosure risk for microdata. Journal of the Royal Statistical Society: series B (statistical methodology), 64 (4). pp. 855-867. ISSN 1369-7412
Skinner, Chris J. and Holmes, D. J. (2003) Random effects models for longitudinal survey data. In: Chambers, R. L. and Skinner, Chris J., (eds.) Analysis of survey data. John Wiley & Sons, Chichester, UK, pp. 205-219. ISBN 9780471899877
Skinner, Chris J., Holmes, D. J. and Holt, D. (1994) Multiple frame sampling for multivariate stratification. International statistical review, 62 (3). pp. 333-347. ISSN 0306-7734
Skinner, Chris J. and Humphreys, K. (1997) Instrumental variable estimation of gross flows in the presence of measurement error. Survey methodology, 23 (1). pp. 53-60. ISSN 1492-0921
Skinner, Chris J. and Humphreys, K. (1999) Weibull regression for lifetimes measured with error. Lifetime data analysis, 5 (1). pp. 23-37. ISSN 1380-7870
Skinner, Chris J., Marsh, Catherine, Openshaw, Stan and Wymer, Colin (1994) Disclosure control for census microdata. Journal of official statistics, 10 (1). pp. 31-51. ISSN 0282-423X
Skinner, Chris J. and Rao, J. N. K. (1996) Estimation in dual frame surveys with complex designs. Journal of the American Statistical Association, 91 (433). pp. 349-356. ISSN 0162-1459
Skinner, Chris J. and Shlomo, N. (2012) Estimating frequencies of frequencies in finite populations. Statistics & probability letters, 82 (12). pp. 2206-2212. ISSN 0167-7152
Skinner, Chris J. and Shlomo, Natalie (2008) Assessing identification risk in survey microdata using log-linear models. Journal of the American Statistical Association, 103 (483). pp. 989-1001. ISSN 0162-1459
Skinner, Chris J., Stuttard, Nigel, Beissel-Durrant, Gabriele and Jenkins, James (2002) The measurement of low pay in the UK labour force survey. Oxford bulletin of economics and statistics, 64 (supple). pp. 653-676. ISSN 0305-9049
Skinner, Chris J. and Vallet, L.-A. (2010) Fitting log-linear models to contingency tables from surveys with complex sampling designs: an investigation of the Clogg-Eliason approach. Sociological methods & research, 39 (1). pp. 83-108. ISSN 0049-1241
Skinner, Chris J. and de Toledo Vieira, Marcel (2007) Variance estimation in the analysis of clustered longitudinal survey data. Survey methodology, 33 (1). pp. 3-12. ISSN 1492-0921
Skrondal, Anders (2003) Interaction as departure from additivity in case-control studies: a cautionary note. American journal of epidemiology, 158 (3). pp. 251-258. ISSN 0002-9262
Skrondal, Anders and Kuha, Jouni (2012) Improved regression calibration. Psychometrika, 77 (4). pp. 649-669. ISSN 0033-3123
Skrondal, Anders and Laake, Petter (2001) Regression among factor scores. Psychometrika, 66 (4). pp. 563-575. ISSN 0033-3123
Skrondal, Anders and Rabe-Hesketh, S. (2004) Clustered binary data. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic companion to medical statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983
Skrondal, Anders and Rabe-Hesketh, S. (2004) Generalized estimating equations. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic companion to medical statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983
Skrondal, Anders and Rabe-Hesketh, S. (2004) Generalized linear latent and mixed models with composite links and exploded likelihoods. In: Biggeri, Annibale, Dreassi, Emanuela, Lagazio, Corrado and Marchi, Marco, (eds.) Statistical modelling: proceedings of the 19th international workshop on statistical modelling. Florence (Italy) 4-8 July, 2004. Firenze University Press, Firenze, Italy, pp. 27-39. ISBN 8884531934
Skrondal, Anders and Rabe-Hesketh, S. (2004) Random effects models for discrete longitudinal data. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic companion to medical statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983
Skrondal, Anders and Rabe-Hesketh, S. (2004) SEM: categorical observed variables. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic companion to medical statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983
Skrondal, Anders and Rabe-Hesketh, S. (2004) State dependence. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic companion to medical statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983
Skrondal, Anders, Rabe-Hesketh, S. and Pickles, A. (2005) Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects. Journal of econometrics, 128 (2). pp. 301-323. ISSN 0304-4076
Skrondal, Anders and Rabe-Hesketh, Sophia (2004) Generalized latent variable modeling: multilevel, longitudinal and structural equation models. Interdisciplinary statistics .1st edition, Chapman & Hall, Boca Raton, Fla. ISBN 1584880007
Skrondal, Anders and Rabe-Hesketh, Sophia (2007) Latent variable modelling: a survey. Scandinavian journal of statistics, 34 (7). pp. 712-745. ISSN 0303-6898
Skrondal, Anders and Rabe-Hesketh, Sophia (2003) Multilevel logistic regression for polytomous data and rankings. Psychometrika, 68 (2). pp. 267-287. ISSN 0033-3123
Skrondal, Anders and Rabe-Hesketh, Sophia (2007) Redundant overdispersion parameters in multilevel models for categorical responses. Journal of educational and behavioral statistics, 32 (4). pp. 419-430. ISSN 1076-9986
Skrondal, Anders and Rabe-Hesketh, Sophia (2003) Some applications of generalized linear latent and mixed models in epidemiology: repeated measures, measurement error and multilevel modeling. Norwegian journal of epidemiology, 13 (2). pp. 265-278. ISSN 0803-2491
Skrondal, Anders and Rabe-Hesketh, Sophia (2005) Structural equation modeling: categorical variables. In: Everitt, B. and Howell, D., (eds.) Encyclopedia of statistics in behavioral science. John Wiley & Sons, London. ISBN 0470860804
Smith, Leonard A. (1995) Accountability and error in ensemble prediction of baroclinic flows. In: Seminar on predictability, 4-8 September 1995. ECMWF seminar proceedings,1 . European Centre for Medium-Range Weather Forecasts, Reading, UK, pp. 351-368.
Smith, Leonard A. (1991) Applied chaos: quantifying complex systems. In: Atmanspacher, H., (ed.) Information dynamics. NATO ASI series B (256). Plenum Press, New York, USA, pp. 97-102.
Smith, Leonard A. (2007) Chaos: a very short introduction. Very short introductions , 159 . Oxford University Press, Oxford, UK. ISBN 0192853783
Smith, Leonard A. (1992) Comments on the paper of R Smith, estimating dimension in noisy chaotic time series. Journal of the Royal Statistical Society: series B (statistical methodology), 54 (2). pp. 329-352. ISSN 1369-7412
Smith, Leonard A. (2001) Disentangling uncertainty and error: on the predictability of nonlinear systems. In: Mees, Alistair I., (ed.) Nonlinear dynamics and statistics. Birkhauser, Boston, pp. 31-64. ISBN 9780817641634
Smith, Leonard A. (1993) Does a meeting in Santa Fe imply chaos? In: Weigend, Andreas S. and Gershenfeld, Neil A., (eds.) Time series prediction:forecasting the future and understanding the past: proceedings of the NATO advanced research workshop on comparative time series analysis, held in Santa Fe, New Mexico, May 14-17, 1992. Santa Fe Institute studies in the sciences of complexity . Addison-Wesley Publishing Co., Reading, USA, pp. 323-344. ISBN 9780201626018
Smith, Leonard A. (2000) Feeding frenzy is short of juice. Times higher education (18 Aug 2000)
Smith, Leonard A. (1992) Identification and prediction of low dimensional dynamics. Physica D: nonlinear phenomena, 58 (1-4). pp. 50-76. ISSN 0167-2789
Smith, Leonard A. (1988) Intrinsic limits on dimension calculations. Physics letters A, 133 (6). pp. 283-288. ISSN 0375-9601
Smith, Leonard A. (2007) Letters to the editor: unproven theories have value. The times (30 Nov 2007)
Smith, Leonard A. (2000) Limits to Predictability in 2000 and 2100. In: Proceedings of IEEE 2000 Adaptive Systems for Signal Processing, Communications, and Control Symposium, 01 Oct - 04 Oct 2000, Lake Louise, Alta. , Canada .
Smith, Leonard A. (1994) Local optimal prediction: exploiting strangeness and the variation of sensitivity to initial condition. Philosophical transactions of the Royal Society A: mathematical, physical and engineering sciences, 348 (1688). pp. 371-381. ISSN 1364-503X
Smith, Leonard A. (1995) Locally optimized prediction of nonlinear systems: stochastic and deterministic. In: Tong, Howell, (ed.) Chaos and forecasting. Nonlinear time series and chaos (2). World Scientific Publishing , Singapore. ISBN 9789810221263
Smith, Leonard A. (2003) Predictability and chaos. In: Holton, James R., Pyle, John and Curry, Judith A., (eds.) Encyclopedia of atmospheric sciences. Academic Press, Amsterdam, London, pp. 1777-1785. ISBN 9780122270901
Smith, Leonard A. (2003) Predictability past predictability present. In: ECMWF Seminar on Predictability, 2002, Reading, UK.
Smith, Leonard A. (1990) Quantifying chaos through predicitve flows and maps: computing unstable periodic orbits. In: Abraham, Neal B. and Albano, Alfonso, (eds.) Measures of complexity and chaos. NATO ASI series B (208). Plenum Press, New York, USA, pp. 359-366. ISBN 9780306433870
Smith, Leonard A. (2000) Rough survey of how ticks all add up. Times higher education (26 May 2000)
Smith, Leonard A. (1994) Turbulence in the River Severn: a dynamic systems approach. In: Beven, Keith J., Chatwin, Phillip C. and Millbank, John H., (eds.) Mixing and transport in the environment : a memorial volume for Catherine M. Allen (1954-1991). J. Wiley, Chichester, UK, pp. 383-399. ISBN 9780471941422
Smith, Leonard A. (1994) Visualizing predictability with chaotic ensembles. In: Luk, Franklin T., (ed.) Advanced signal processing: algorithms, architectures, and implementations V (proceedings volume). SPIE, Bellingham, USA, pp. 293-304. ISBN 9780819416209
Smith, Leonard A. (2002) What might we learn from climate forecasts? Proceedings of the National Academy of Sciences of the United States of America, 99 (Suppl.). pp. 2487-2492. ISSN 0027-8424
Smith, Leonard A. (1997) The maintenance of uncertainty. [Teaching Resource]
Smith, Leonard A. (1995) A personal overview of nonlinear time-series analysis from a chaos perspective - comments. Scandinavian journal of statistics, 22 (4). pp. 435-437. ISSN 0303-6898
Smith, Leonard A., Cuellar, Milena C., Du, Hailiang and Judd, Kevin (2010) Exploiting dynamical coherence: A geometric approach to parameter estimation in nonlinear models. Physics letters A, 374 (26). pp. 2618-2623. ISSN 0375-9601
Smith, Leonard A., Fournier, J. D. and Spiegel, E. A. (1986) Lacunarity and intermittency in fluid turbulence. Physics letters A, 114 (8-9). pp. 465-468. ISSN 0375-9601
Smith, Leonard A. and Gilmour, Isla (1997) Accountability and internal consistency in ensemble formation. In: Workshop on Predictability, 20 - 22 October 1997, Reading, UK.
Smith, Leonard A. and Gilmour, Isla (1998) Enlightenment in shadows. In: Kadtke, James B and Bulsara, Adi, (eds.) Nonlinear dynamics and stochastic systems near the millennium. AIP Conference Proceedings (411). American Institute of Physics, New York, United States, pp. 335-340. ISBN 9781563967368
Smith, Leonard A., Godfrey, K., Fox, P. and Warwick, K. (1991) A new technique for fault detection in multi-sensor probes. In: International Conference on Control '91, 25-28 March 1991. IEE conference publication . The Institution, London, UK, pp. 1062-1067. ISBN 9780852965092
Smith, Leonard A. and Hansen, James A. (2004) Extending the limits of ensemble forecast verification with the minimum spanning tree. Monthly weather review, 132 (6). pp. 1522-1528. ISSN 0027-0644
Smith, Leonard A. and McSharry, Patrick E. (1998) Just do it: reductionism, modelling and black-box forecasting. In: International Workshop on Advanced Black-Box Techniques for Nonlinear Modeling: Theory and Applications, 08 - 10 July 1998, Katholieke Universiteit Leuven, Belgium.
Smith, Leonard A., Roulston, Mark S and von Hardenberg, Jost (2001) End to end ensemble forecasting: towards evaluating the economic value of an ensemble prediction system. Technical memorandum, 336. European Centre for Medium-Range Weather Forecasts, Reading, UK.
Smith, Leonard A. and Roulston, Mark S. (2002) Weather and seasonal forecasting. In: Dischel, Robert, (ed.) Climate risk and the weather market. Risk Books, London, pp. 115-126. ISBN 9781899332526
Smith, Leonard A. and Spiegel, E. A. (1985) Pattern formation by particles settling in viscous flows. Lecture notes in physics, 230 . pp. 306-318. ISSN 1616-6361
Smith, Leonard A. and Spiegel, E. A. (1987) Strange accumulators. Annals of the New York Academy of Sciences, 497 (Chaoti). pp. 61-65. ISSN 0077-8923
Smith, Leonard A. and Stern, Nicholas (2011) Uncertainty in science and its role in climate policy. Philosophical transactions of the Royal Society A: mathematical, physical and engineering sciences, 369 (1956). pp. 4818-4841. ISSN 1364-503X
Smith, Leonard A., Ziehmann, C. and Fraedrich, K. (1999) Uncertainty dynamics and predictability in chaotic systems. Quarterly journal of the Royal Meteorological Society, 125 (560). pp. 2855-2886. ISSN 0035-9009
Smith, P. W. F., Skinner, Chris J. and Clarke, P. S. (1999) Allowing for non-ignorable non-response in the analysis of voting intention data. Journal of the Royal Statistical Society: series C (applied statistics), 48 (4). pp. 563-577. ISSN 0035-9254
Sorour, A E and Tong, Howell (1993) A note on tests for threshold-type nonlinearity in open loop systems. Journal of applied statistics, 42 (1). pp. 95-104. ISSN 0266-4763
Spydslaug, A., Eskild, A., Trogstad, L. I. S., Nesheim, B. I. and Skrondal, Anders (2005) Recurrent risk of anal sphincter laceration among women with vaginal deliveries. Obstetrics and gynecology, 105 . pp. 307-313. ISSN 0029-7844
Spydslaug, Anny, Trogstad, Lill I. S., Skrondal, Anders and Eskild, Anne (2005) Recurrence risk of anal sphincter laceration among women with vaginal deliveries. Obstetrics & gynecology, 105 (2). pp. 307-313. ISSN 0029-7844
Stainforth, D. A., Aina, T., Christensen, C., Collins, M., Faull, N., Frame, D. J., Kettleborough, J. A., Knight, S., Martin, A., Murphy, J. M., Piani, C., Sexton, D., Smith, Leonard A., Spicer, R. A., Thorpe, A. J. and Allen, M. R. (2005) Uncertainty in predictions of the climate response to rising levels of greenhouse gases. Nature, 433 (7024). pp. 403-406. ISSN 0028-0836
Stainforth, D. A., Allen, M. R., Tredger, Edward and Smith, Leonard A. (2007) Confidence, uncertainty and decision-support relevance in climate predictions. Philosophical transactions of the Royal Society A: mathematical, physical and engineering sciences, 365 (1857). pp. 2145-2161. ISSN 1364-503X
Stainforth, David A. and Smith, Leonard A. (2012) Policy: clarify the limits of climate models. Nature, 489 (7415). p. 208. ISSN 0028-0836
Stenseth, N.C, Chan, K.S, Boonstra, S, Boutin, S, Krebs, C.J, Post, E, O'Donoghue, M, Yoccoz, N.G, Forchhammer, M.C, Hurrell, J.W and Tong, Howell (1999) Common dynamic structure of Canadian lynx populations within three geoclimate regions. Science, 285 (5430). pp. 1071-1077. ISSN 0036-8075
Subba Rao, T and Tong, Howell (1974) Identification of the covariance structure of state space models. Bulletin of the Institute of Mathematics and its Applications, 11 (5/6). pp. 2001-203. ISSN 0950-5628
Subba Rao, T and Tong, Howell (1973) On some tests for time-dependence of a transfer function. Biometrika, 60 (3). pp. 589-597. ISSN 0006-3444
Subba Rao, T and Tong, Howell (1973) On time-dependent linear stochastic control systems. In: Bell, DJ, (ed.) Recent mathematical developments in control. Academic Press Inc, USA. ISBN 9780120850501
Subba Rao, T and Tong, Howell (1972) A test for time-dependence of linear open loop systems. Journal of the royal statistical society, series B, 34 . pp. 235-250. ISSN 1369-7412
Sun, Y. and Yao, Qiwei (1993) Pre-test estimate of the parameters in seemingly unrelated regression system. Chinese journal of applied probability and statistics, 9 (1). pp. 1-10. ISSN 1001-4268
Tao, Minjing, Wang, Yahzen, Yao, Qiwei and Zou, Jian (2011) Large volatility matrix inference via combining low-frequency and high-frequency approaches. Journal of the American Statistical Association, 106 (495). pp. 1025-1040. ISSN 0162-1459
Theiler, James and Smith, Leonard A. (1995) Anomalous convergence of Lyapunov exponent estimates. Physical review E, 51 (4). pp. 3738-3741. ISSN 1539-3755
Thieberger, R., Spiegel, E. A. and Smith, Leonard A. (1990) The dimensions of cosmic fractals. In: Krasner, Saul, (ed.) The ubiquity of chaos. American Association for the Advancement of Science, Washington, USA, 197-217.. ISBN 9780871683502
Tobelem-Foldvari, Sandrine and Barrieu, Pauline (2009) Robust asset allocation under model risk. Risk magazine, 76 . pp. 91-95. ISSN 0952-8776
Tong, Howell (1994) Akaike's approach can yield constant order determination. In: Bozdogan, H, (ed.) Frontiers of statistical modeling: an informational approach: 1st US/Japan conference: papers. Kluwer, London, UK, pp. 93-103. ISBN 9780792325994
Tong, Howell (1975) Autoregressive model fitting with noisy data by Akaike's information criterion. IEEE transactions on information theory, IT-21 . pp. 476-480. ISSN 0018-9448
Tong, Howell (1993) Between chance and chaos. Twenty-first century, 20 . pp. 90-98. ISSN 1017-5725
Tong, Howell (2007) Birth of the threshold time series model. Statistica Sinica, 17 (1). pp. 8-14. ISSN 1017-0405
Tong, Howell (1994) Comments on prediction by nonlinear least squares methods. In: Kelly, F P, (ed.) Probability, statistics and optimization: a tribute to Peter Whittle. Wiley Series in Probability and Statistics . Wiley, Chichester, UK. ISBN 9780471948292
Tong, Howell (1992) Contrasting aspects of nonlinear time series analysis. IMA volumes in mathematics and its applications, 45 . pp. 357-370. ISSN 0940-6573
Tong, Howell (1975) Determination of the order of a Markov chain by Akaike's information criterion. Journal of applied probability, 12 (3). pp. 488-497. ISSN 0021-9002
Tong, Howell (1982) Discontinuous decision processes and threshold autoregressive time series modelling. Biometrika, 69 (1). pp. 274-276. ISSN 0006-3444
Tong, Howell (2012) Discussion of 'An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas. Statistical methods & applications, 21 (3). pp. 335-339. ISSN 1618-2510
Tong, Howell (2007) Exploring volatility from a dynamical system perspective. In: 56th session of the International Statistical Institute, 22-29 August 2007, Lisbon, Portugal. (Unpublished)
Tong, Howell (1979) Final prediction error and final interpolation error: a paradox? I.E.E.E transactions on information theory, 25 (6). 758 -759. ISSN 0018-9448
Tong, Howell (1976) Fitting a smooth average to noisy data. I.E.E.E transactions on information theory, IT-22 . pp. 493-496. ISSN 0018-9448
Tong, Howell (1974) Frequency-domain approach to regulation of linear stochastic systems. Automatica, 10 (5). pp. 533-538. ISSN 1874-1029
Tong, Howell (1994) Is bilinear model an illusion? Statistique et analyse des donnees: bulletin de l'Association des Statisticiens Universitaires, 15 . pp. 57-60. ISSN 0750-7364
Tong, Howell (1975) Letter to the editor. Technometrics, 17 . p. 393. ISSN 0040-1706
Tong, Howell (1977) More on AR model fitting with noisy data by AIC. IEEE transactions on information theory, 23 (3). pp. 409-410. ISSN 0018-9448
Tong, Howell (2005) Non-linear time series analysis. In: Encyclopedia of biostatistics. John Wiley and Sons, pp. 3020-3040. ISBN 9780471975762
Tong, Howell (1990) Non-linear time series: a dynamical system approach. Oxford University Press, Oxford, UK. ISBN 019852224X
Tong, Howell (2002) Nonlinear time series analysis since 1990: some personal reflections. Acta Mathematicae applicatae Sinica, 18 (2). pp. 177-184. ISSN 0168-9673
Tong, Howell (1989) Nonlinear time series models of regularly sampled data: a review. Progress in mathematics, 18 . pp. 22-43.
Tong, Howell (1974) Note on the estimation of Pr{Y<X} in the negative exponential case. Technometrics, 16 . p. 625. ISSN 0040-1706
Tong, Howell (1978) On the asymptotic joint distribution of the estimated autoregressive coefficients. International journal of control, 27 . pp. 801-807. ISSN 0020-7179
Tong, Howell (1977) On the estimation of Pr{Y < X} for exponential families. IEEE transactions on reliability, R-26 . pp. 54-56. ISSN 0018-9529
Tong, Howell (1974) On time-dependent linear transformations of non-stationary stochastic processes. Journal of applied probability, 11 (1). pp. 53-62. ISSN 0021-9002
Tong, Howell (2011) Rejoinder from Howell Tong to the discussions on 'threshold models in time series analysis - 30 years on'. Statistics and its interface, 4 (2). pp. 135-136. ISSN 1938-7997
Tong, Howell (1992) Some comments on a bridge between nonlinear dynamicists and statisticians. Physica didactica, 58 . pp. 299-303. ISSN 0172-8393
Tong, Howell (1997) Some comments on nonlinear time series analysis. In: Voiculescu, Dan-Virgil, (ed.) Free probability theory. Fields Institute communications, ISSN 1069-5265,12 . American Mathematical Society, Providence, RI, pp. 17-27. ISBN 0821806750
Tong, Howell (1973) Some comments on spectral representations of non-stationary stochastic processes. Journal of applied probability, 10 . pp. 881-885. ISSN 0021-9002
Tong, Howell (1977) Some comments on the Canadian Lynx data with discussion. Journal of the royal statistical society, series B, 140 (4). pp. 432-436. ISSN 1369-7412
Tong, Howell (1999) Some recent nonparametric tools for time series data analysis. Bulletin of the International Statistical Institute, 53rd s (Tome 5). pp. 387-390. ISSN 0074-8609
Tong, Howell (1988) Special issue on 'Statistical forecasting and decision-making'. Royal Statistical Society journal, series D: the statistician, 37 (2). pp. 99-241. ISSN 0039-0526
Tong, Howell (1983) Threshold models in non-linear time series analysis. Lecture notes in statistics, No.21. Springer-Verlag, New York, USA. ISBN 9780387909189
Tong, Howell (1989) Threshold stability, non-linear forecasting and irregularly sampled data. In: Hackl, P, (ed.) Statistical analysis and forecasting of economic structural change. Springer, Berlin, pp. 279-296. ISBN 3540514546
Tong, Howell (1981) A note on a Markov bilinear stochastic process in discrete time. Journal of time series analysis, 2 (4). pp. 279-284. ISSN 0143-9782
Tong, Howell (1979) A note on a local equivalence of two recent approaches to autoregressive order determination. International journal of control, 29 (3). pp. 441-446. ISSN 0020-7179
Tong, Howell (1983) A note on delayed autoregressive process in continuous time. Biometrika, 70 (3). pp. 710-712. ISSN 0006-3444
Tong, Howell (2000) A note on kernel estimation in integrated time series. In: Chan, K.S, Li, W.K and Tong, Howell, (eds.) Statistics and finance: an interface. Imperial College Press, London, UK, pp. 86-96. ISBN 9781860942372
Tong, Howell (1988) A note on local parameter orthogonality and Levinson-Durbin algorithm. Biometrika, 75 (4). pp. 788-789. ISSN 0006-3444
Tong, Howell (1982) A note on using threshold autoregressive models for multi-step-ahead prediction of cyclical data. Journal of time series analysis, 3 (2). pp. 137-140. ISSN 0143-9782
Tong, Howell (1995) An overview on chaos. In: Titterington, D.M, (ed.) Complex stochastic systems and engineering: conference proceedings (Institute of Mathematics & Its Applications Conference Series). Clarendon Press, London, UK, pp. 3-11. ISBN 9780198534853
Tong, Howell (2001) A personal journey through time series in Biometrika. Biometrika, 88 (1). pp. 195-218. ISSN 0006-3444
Tong, Howell and Chan, K.S (2001) Chaos: a statistical perspective. Springer, New York, USA. ISBN 0387952802
Tong, Howell and Chan, K.S (2004) A note on testing for multi-modality with dependent data. Biometrika, 91 (1). pp. 113-123. ISSN 0006-3444
Tong, Howell and Chan, K.S (2002) A note on the equivalence of two approaches for specifying a Markov process. Journal of the Bernoulli Society, 8 (1). pp. 117-122. ISSN 1350-7265
Tong, Howell and Chan, W-Y T (1975) A simulation study of the estimation of evolutionary spectral functions. Journal of the Royal Statistical Society, series C, 24 (3). pp. 334-341. ISSN 0035-9254
Tong, Howell and Cheng, Bing (1998) K-stationarity and wavelets. Journal of statistical planning and inference, 68 (1). pp. 129-144. ISSN 0378-3758
Tong, Howell, Dong, Chaohua and Gao, Jiti (2007) Semiparametric penalty function method in partially linear model selection. Statistica Sinica, 17 (1). pp. 99-114. ISSN 1017-0405
Tong, Howell and Gates, P (1976) On Markov chain modelling to some weather data. Journal of applied meteorology, 15 (11). pp. 1145-1151. ISSN 1520-0450
Tong, Howell and Hua, L K (1982) Some personal experiences in popularising mathematical methods in the People's Republic of China. International journal of mathematical education in science and technology, 13 (4). pp. 371-386. ISSN 0020-739X
Tong, Howell and Li, W K (2001) Advanced methods. In: Baltes, Paul B and Smelser, Neil J, (eds.) International encyclopedia of the social & behavioral sciences. Elsevier, Amsterdam, NL, pp. 15699-15704. ISBN 0080430767
Tong, Howell and Lim, K S (1980) Threshold autoregression, limit cycles and cyclical data- with discussion. Journal of the Royal Statistical Society, series B, 42 (3). pp. 245-292. ISSN 1369-7412
Tong, Howell and Ling, S (2007) Ergodicity and invertibility of threshold MA models. Bernoulli, 13 (1). pp. 161-168. ISSN 1350-7265
Tong, Howell and Ling, S (2005) Testing for a linear MA model against threshold MA models. Annals of statistics, 33 (6). pp. 2529-2552. ISSN 0090-5364
Tong, Howell, Matsuda, Y and Yajima, Y (2006) Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion. Bernoulli, 12 (2). pp. 221-249. ISSN 1350-7265
Tong, Howell, Pan, Jiazhu and Wang, Hui (2008) Estimation and tests for power-transformed and threshold GARCH models. Journal of econometrics, 142 (1). pp. 352-378. ISSN 0304-4076
Tong, Howell, Siu, T.K and Yang, H (2004) On Bayesian value at risk: from linear to non-linear portfolios. Asian pacific financial markets, 11 (2). pp. 161-184. ISSN 1387-2834
Tong, Howell, Siu, T.K and Yang, H (2004) On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. North American actuarial journal, 8 . pp. 17-31. ISSN 1092-0277
Tong, Howell, Stenseth, Nils C, Chan, K S, Falck, W, Bjornstad, O N, O'Donoghue, M, Boonstra, R, Krebs, C J and Yoccoz, N G (1998) From patterns to processes: phase- and density-dependence in the Canadian lynx cycle. Proceedings of the National Academy of Sciences of the United States of America, 95 (26). pp. 15430-15435. ISSN 1091-6490
Tong, Howell, Stenseth, Nils C, Chan, K.S and Framstad, E (1998) Phase and density-dependent population dynamics in Norwegian lemmings: interaction between deterministic and stochastic processes. Proceedings of the Royal Society: B biological sciences, 265 (1409). pp. 1957-1968. ISSN 1471-2954
Tong, Howell, Stenseth, Nils Chr and Yao, Qiwei (2002) Nonlinear time series modelling of highly fluctuating biological population over space - main results. Department of Statistics, London School of Economics and Political Science, London, UK. (Unpublished)
Tong, Howell and Stockis, J-P (1998) On the statistical inference of a machine generated autoregressive AR(1) model. Journal of the Royal Statistical Society, Series B, 60 (4). pp. 781-796. ISSN 1369-7412
Tong, Howell and Subba Rao, T (1974) Linear time-dependent systems. IEEE Transactions on Automatic Control, 19 (6). pp. 730-734. ISSN 0018-9286
Tong, Howell, Sun, Y and Zhang, W (2007) Estimation of the covariance matrix of random effects in longitudinal studies. Annals of statistics, 35 (6). pp. 2795-2814. ISSN 0090-5364
Tong, Howell, Thanoon, B and Gudmundsson, G (1985) Threshold time series modelling of two Icelandic riverflow systems. Water Resources Bulletin, 21 (4). pp. 651-661. ISSN 0043-1370
Tong, Howell, Wang, S.R and An, H.Z (1983) On the distribution of a simple stationary bilinear process. Journal of time series analysis, 4 (3). pp. 209-216. ISSN 0143-9782
Tong, Howell and Xia, Y (2006) Cumulative effects of air pollution on public health. Statistics in medicine, 25 (20). pp. 3548-3559. ISSN 0277-6715
Tong, Howell and Xia, Y (2006) On efficiency of estimation for a single-index model. In: Fan, J and Koul, H, (eds.) Frontiers in statistics. Imperial College Press, London, UK, pp. 63-85. ISBN 9781860946981
Tong, Howell, Xia, Y and Li, W.K (2007) Threshold variable selection using nonparametric methods. Statistica Sinica, 17 (1). pp. 265-288. ISSN 1017-0405
Tong, Howell, Xia, Y and Zhang, W (2004) Efficient estimation for semivarying-coefficient models. Biometrika, 91 (3). pp. 661-681. ISSN 0006-3444
Tong, Howell, Xia, Y and Zhu, L (2002) An adaptive estimation of dimension reduction space, with discussion. Journal of the Royal Statistical Society, Series B, 64 (3). pp. 363-410. ISSN 1369-7412
Tong, Howell and Yang, Hailiang (2001) Contribution to the discussion of paper read to the Royal Statistical Society: O. Barndorff-Nielsen, N. Shepperd. "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics". Journal of the royal statistical society B, 63 (2). pp. 232-233. ISSN 1369-7412
Tong, Howell and Yao, Qiwei (1998) Cross-validatory bandwidth selection for regression estimation based on dependent data. Journal of statistical planning and inference, 68 (2). pp. 387-415. ISSN 0378-3758
Tong, Howell and Yao, Qiwei (2000) Nonparametric estimation of ratios of noise to signal in stochastic regression. Statistica Sinica, 10 (3). pp. 751-770. ISSN 1017-0405
Tong, Howell and Yao, Qiwei (1994) On prediction and chaos in stochastic systems. Philosophical transactions A: mathematical, physical and engineering sciences, 348 (1688). pp. 357-369. ISSN 1364-503X
Tong, Howell and Yao, Qiwei (1998) Threshold models. Encyclopaedia of statistical sciences, 2 . pp. 664-666. ISSN 0960-3174
Tong, Howell and Yeung, I (1991) On tests for self-exciting threshold autoregressive-type nonlinearity in partially observed time series. Journal of applied statistics, 40 (1). pp. 43-62. ISSN 0266-4763
Tong, Howell and Yeung, I (1990) On tests for threshold-type non-linearity in irregularly space time series. Journal of statistical computation and simulation, 34 (4). pp. 177-194. ISSN 0094-9655
Tong, Howell and Yeung, I (1991) Threshold autoregressive modelling in continuous time. Statistica Sinica, 1 (2). pp. 411-430. ISSN 1017-0405
Tong, Howell and Zhang, Z (2005) On time-reversibility of multivariate linear processes. Statistica Sinica, 15 (2). pp. 495-504. ISSN 1017-0405
Tong, Howell and Zhang, Z (2004) A note on stochastic difference equations and its application to GARCH models. Chinese journal of applied probability and statistics, 20 . pp. 259-269. ISSN 1001-4268
Tong, Howell and Zhang, Zhiqiang (2001) On some distributional properties of a first order non-negative bilinear time series model. Journal of applied probability, 38 (3). 659 -671. ISSN 0021-9002
Torti, Francesca, Perrotta, Domenico, Atkinson, Anthony C. and Riani, Marco (2012) Benchmark testing of algorithms for very robust regression: FS, LMS and LTS. Computational statistics & data analysis, 56 (8). pp. 2501-2512. ISSN 0167-9473
Toure, Seydou, Zhang, Y., Bosque-Oliva, Elisa, Ky, Cesaire, Ouedraogo, Amadou, Koukounari, Artemis, Gabrielli, Albis F, Sellin, Bertrand, Webster, Joanne P. and Fenwick, Alan (2008) Two-year impact of single praziquantel treatment on infection in the national control programme on schistosomiasis in Burkina Faso. Bulletin of the World Health Organization, 86 (10). pp. 737-816. ISSN 0042-9686
Tripodis, Yorghos and Penzer, Jeremy (2009) Modelling time series with season-dependent autocorrelation structure. Journal of forecasting, 28 (7). pp. 559-574. ISSN 0277-6693
Trogstad, Lill, Skrondal, Anders, Stoltenberg, Camilla, Magnus, Per, Nesheim, Britt-Ingjerd and Eskild, Anne (2004) Recurrence risk of preeclampsia in twin and singleton pregnancies. American journal of medical genetics part A, 126A (1). pp. 41-45. ISSN 1552-4825
Tsonaka, R and Moustaki, I (2007) Parameter constraints in generalized linear latent variable models. Computational statistics and data analysis, 51 (9). pp. 4164-4177. ISSN 0167-9473
Vangen, Siri, Stray-Pedersen, Babil, Skrondal, Anders, Magnus, Per and Stoltenberg, Camilla (2003) High risk of caesarean section among ethnic Filipinos: an effect of the paternal contribution to birthweight? Acta obstetrica et gynecologica scandinavica, 82 (2). pp. 192-193. ISSN 0001-6349
Vasdekis, Vassilis G. S., Cagnone, Silvia and Moustaki, Irini (2012) A composite likelihood inference in latent variable models for ordinal longitudinal responses. Psychometrika, 77 (3). pp. 425-441. ISSN 0033-3123
Vieira, Marcel D.T. and Skinner, Chris J. (2008) Estimating models for panel survey data under complex sampling. Journal of official statistics, 24 (3). pp. 343-364. ISSN 0282-423X
van Bellegem, Sébastien, Fryzlewicz, Piotr and von Sachs, Rainer (2003) A wavelet-based model for forecasting non-stationary processes. In: Gazeau, J-P, Kerner, R, Antoine, J-P and Metens, S, (eds.) GROUP 24: physical and mathematical aspects of symmetries: proceedings of the 24th international colloquium on group theoretical methods in physics, Paris, 15-20 July 2002. Institute of Physics conference series (173). Institute of Physics Publishing , Bristol, UK, pp. 955-958. ISBN 9780750309334
von Hardenberg, Jost, Kenning, David B. R., Xing, Huijuan and Smith, Leonard A. (2004) Identification of nucleation site interactions. International journal of heat and fluid flow, 25 (2). pp. 298-304. ISSN 0142-727X
Wang, Mingjin and Yao, Qiwei (2005) Modelling multivariate volatilities: an ad hoc method. In: Fan, Jianqing and Li, Gang, (eds.) Contemporary multivariate analysis and experimental designs: in celebration of professor Kai-Tai Fang's 65th birthday. World Scientific, Singapore, pp. 87-97. ISBN 9789812561206
Webster, Joanne P, Koukounari, Artemis, Lamberton, P. H. L., Stothard, J. R. and Fenwick, Alan (2009) Evaluation and application of potential schistosome-associated morbidity markers within large-scale mass chemotherapy programmes. Parasitology, 136 (13). pp. 1789-1799. ISSN 0031-1820
Weisheimer, Antje, Smith, Leonard A. and Judd, Kevin (2005) A new view of forecast skill: bounding boxes from the DEMETER ensemble seasonal forecasts. Tellus series A: dynamic meteorology and oceanography, 57 (3). pp. 265-279. ISSN 0280-6495
Wolff, Rodney C., Yao, Qiwei and Tong, Howell (2004) Statistical tests for Lyapunov exponents of deterministic systems. Studies in nonlinear dynamics & econometrics, 8 (2). pp. 174-193. ISSN 1081-1826
Wolff, Rodney C., Yao, Qiwei and Tong, Howell (2003) Statistical tests for Lyapunov exponents of deterministic systems. In: Cofin 2000 Final Workshop, 6-7 June 2003, Bressanone, Italy. (Unpublished)
Wu, Z.M and Tong, Howell (1982) Multi-step-ahead forecasting of cyclical data by threshold autoregression. In: Anderson, O.D, (ed.) Time Series Analysis: Theory and Practice Pt. 2, proceedings of the international conference held in Dublin, Ireland, March 1982. Elsevier B.V, North-Holland, pp. 733-753. ISBN 0444865365
Xia, Yingcun, Tong, Howell, Li, W K and Zhu, Li-Xing (2000) On the estimation of an instantaneous transformation for time series. Journal of the Royal Statistical Society, Series B, 62 (2). pp. 383-397. ISSN 1369-7412
Xia, Yingcun, Tong, Howell and Li, W. K. (2002) Single-index volatility models and estimation. Statistica Sinica, 12 (3). pp. 785-799. ISSN 1017-0405
Xing, Hao (2012) On backward stochastic differential equations and strict local martingales. Stochastic processes and their applications, 122 (6). pp. 2265-2291. ISSN 0304-4149
Yao, Qiwei (1993) Asymptotically optimal ditiction of a change in a linear model. Sequential analysis, 12 (3-4). pp. 201-210. ISSN 1532-4176
Yao, Qiwei (1993) Boundary crossing probabilities of some random fields related to likelihood ratio test for epidemic alternatives. Journal of applied probability, 30 (1). pp. 52-65. ISSN 0021-9002
Yao, Qiwei (2009) Chaos perspective of nonlinear time series: a selective review. In: Chan, Kung-Sik, (ed.) An exploration of a nonlinear world: an appreciation of Howell Tong’s contributions to statistics. World Scientific Publishing, Singapore, pp. 249-256. ISBN 9789812836274
Yao, Qiwei (1996) Conditional boundary crossing probabilities and two-stage tests for a change-point. Scandinavian journal of statistics, 23 (4). pp. 511-525. ISSN 0303-6898
Yao, Qiwei (2011) Discussion of "Feature matching in time series modeling" by Y. Xia and H. Tong. Statistical science, 26 (1). pp. 57-58. ISSN 0883-4237
Yao, Qiwei (2003) Exponential inequalities for spatial processes and uniform convergence rates for density estimation. In: Zhang, Heping and Huang, Jiang, (eds.) Development of modern statistics and related topics: in celebration of Prof. Yaoting Zhang's 70th birthday. Series in biostatistics (1). World Scientific, Singapore, pp. 118-128. ISBN 9789812383952
Yao, Qiwei (1989) Large deviations for boundary crossing probabilities of some random fields. Journal of mathematical research and exposition, 9 . pp. 181-192. ISSN 1000-341X
Yao, Qiwei (1987) The MVUE and the MINQE(I, U) of variance components. Journal of Nanjing Institute of Technology, 17 . pp. 111-122. ISSN 0254-4180
Yao, Qiwei (1993) Tests for change-points with epidemic alternatives. Biometrika, 80 (1). pp. 179-191. ISSN 0006-3444
Yao, Qiwei and Brockwell, Peter J (2006) Gaussian maximum likelihood estimation for ARMA models I: time series. Journal of time series analysis, 27 (6). pp. 857-875. ISSN 0143-9782
Yao, Qiwei and Brockwell, Peter J (2006) Gaussian maximum likelihood estimation for ARMA models II: spatial processes. Bernoulli, 12 (4). pp. 403-429. ISSN 1350-7265
Yao, Qiwei, Finkenstädt, Bärbel F. and Tong, Howell (2001) A conditional density approach to the order determination of time series. Statistics and computing, 11 (3). pp. 229-240. ISSN 0960-3174
Yao, Qiwei and Hyndman, Rob J. (2002) Nonparametric estimation and symmetry tests for conditional density functions. Journal of nonparametric statistics, 14 (3). pp. 259-278. ISSN 1048-5252
Yao, Qiwei and Morgan, B J T (1999) Empirical transform estimation for indexed stochastic models. Journal of the Royal Statistical Society: series B (statistical methodology), 61 (1). pp. 127-141. ISSN 1369-7412
Yao, Qiwei and Polonik, W. (2002) Set-indexed conditional empirical and quantile processes based on dependent data. Journal of multivariate analysis, 80 (2). pp. 234-255. ISSN 0047-259X
Yao, Qiwei and Tong, Howell (1996) Asymmetric least squares regression estimation: a nonparametric approach. Journal of nonparametric statistics, 6 (2-3). pp. 273-292. ISSN 1048-5252
Yao, Qiwei and Tong, Howell (1995) On initial-condition sensitivity and prediction in nonlinear stochastic systems. Bulletin of the International Statistical Institute, 50 (4). pp. 395-412. ISSN 0074-8609
Yao, Qiwei and Tong, Howell (1994) On subset selection in non-parametric stochastic regression. Statistica Sinica, 4 (1). pp. 51-70. ISSN 1017-0405
Yao, Qiwei and Tong, Howell (1994) Quantifying the influence of initial values on nonlinear prediction. Journal of the Royal Statistical Society: series B (statistical methodology), 56 (4). pp. 701-725. ISSN 1369-7412
Yao, Qiwei and Tong, Howell (1998) A bootstrap detection for operational determinism. Physica D: nonlinear phenomena, 115 (1/2). pp. 49-58. ISSN 0167-2789
Yao, Qiwei, Tong, Howell, Finkenstädt, Bärbel and Stenseth, Nils Chr (2000) Common structure in panels of short time series. Proceedings of the Royal Society: B biological sciences, 267 (1460). pp. 2459-2467. ISSN 1471-2954
Yao, Qiwei, Yang, Wengyan and Tong, Howell (2001) Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters. Statistics and computing, 11 (4). pp. 367-371. ISSN 0960-3174
Young, Caroline, Martin, David and Skinner, Chris J. (2009) Geographically intelligent disclosure control for flexible aggregation of census data. International journal of geographical information science, 23 (4). pp. 457-482. ISSN 1365-8816
Zhang, Wenyang, Yao, Qiwei, Tong, Howell and Stenseth, Nils Chr (2003) Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Biometrics, 59 (4). pp. 813-821. ISSN 1541-0420
Zhang, Y. and Yao, Qiwei (1991) Some maximal information and generalized maximal entropy priors. Chinese journal of applied probability and statistics, 7 . pp. 192-200. ISSN 1001-4268
Zhang, Yaobi, Koukounari, Artemis, Kabatereine, Narcis, Fleming, Fiona, Kazibwe, Francis, Tukahebwa, Edridah, Stothard, J Russell, Webster, Joanne P. and Fenwick, Alan (2007) Parasitological impact of 2-year preventive chemotherapy on schistosomiasis and soil-transmitted helminthiasis in Uganda. BMC medicine, 5 (1). p. 27. ISSN 1741-7015
Zhao, Hongbiao (2011) Portfolio credit risk of default and spread widening. The Author. (Unpublished)
Ziegelmann, Flavio (2010) Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class. Journal of statistical computation and simulation, 81 (6). pp. 707-728. ISSN 0094-9655
Ziehmann, Christine, Smith, Leonard A. and Kurths, Jürgen (2000) Localized Lyapunov exponents and the prediction of predictability. Physics letters A, 271 (4). pp. 237-251. ISSN 0375-9601
Ziehmann, Christine, Smith, Leonard A. and Kurths, Jürgen (1999) The bootstrap and Lyapunov exponents in deterministic chaos. Physica D: nonlinear phenomena, 126 (1-2). pp. 49-59. ISSN 0167-2789
Ziehmann-Schlumbohm, C., Fraedrich, K. and Smith, Leonard A. (1995) Ein internes Vorhersagbarkeitsexperiment im Lorenz-Modell. Meteorologische Zeitschrift, 4 (1). pp. 16-21. ISSN 0941-2948
