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Number of items: 44.


Abbott, Tom E.F., Cron, Nicholas J., Vaid, Nidhi, Ip, Dorothy, Torrance, Hew D.T. and Emmanuel, Julian (2018) Pre-hospital National Early Warning Score (NEWS) is associated with in-hospital mortality and critical care unit admission: a cohort study. Annals of Medicine and Surgery, 27. pp. 17-21. ISSN 2049-0801

Atkinson, Anthony B. (2018) Wealth and inheritance in Britain from 1896 to the present. Journal of Economic Inequality, 16 (2). pp. 137-169. ISSN 1569-1721


Bakk, Zsuzsa and Kuha, Jouni ORCID: 0000-0002-1156-8465 (2018) Two-step estimation of models between latent classes and external variables. Psychometrika, 83 (4). pp. 871-892. ISSN 0033-3123

Barigozzi, Matteo (2018) On the stability of euro area money demand and its implications for monetary policy. Oxford Bulletin of Economics and Statistics, 80 (4). pp. 755-787. ISSN 0305-9049

Barigozzi, Matteo, Brownlees, Christian and Lugosi, Gabor (2018) On the consequences of power-law behavior in partial correlation network models. Electronic Journal of Statistics, 12 (2). pp. 2905-2929. ISSN 1935-7524

Barigozzi, Matteo and Brownlees, Christian T. (2018) Nets: network estimation for time series. Journal of Applied Econometrics. ISSN 1099-1255

Barigozzi, Matteo, Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2018) Simultaneous multiple change-point and factor analysis for high-dimensional time series. Journal of Econometrics, 206 (1). pp. 187-225. ISSN 0304-4076

Berger, J. and Smith, Leonard A. (2018) Uncertainty quantification. Annual Review of Statistics and Its Application. ISSN 2326-8298


Campi, Luciano and Fischer, Markus (2018) N-player games and mean-field games with absorption. Annals of Applied Probability, 28 (4). pp. 2188-2242. ISSN 1050-5164

Campi, Mercedes, Dueñas, Marco, Barigozzi, Matteo and Fagiolo, Giorgio (2018) Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions. Journal of International Trade and Economic Development, 28 (2). pp. 230-256. ISSN 0963-8199

Cetin, Umut ORCID: 0000-0001-8905-853X (2018) Diffusion transformations, Black-Scholes equation and optimal stopping. Annals of Applied Probability, 28 (5). pp. 3102-3151. ISSN 1050-5164

Cetin, Umut ORCID: 0000-0001-8905-853X (2018) Path transformations for local times of one-dimensional diffusions. Stochastic Processes and Their Applications, 128 (10). pp. 3439-3465. ISSN 0304-4149

Chang, Jinyuan, Guo, Bin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2018) Principal component analysis for second-order stationary vector time series. Annals of Statistics, 46 (5). pp. 2094-2124. ISSN 0090-5364

Chang, Jinyuan, Qiu, Yumou, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zou, Tao (2018) Confidence regions for entries of a large precision matrix. Journal of Econometrics, 206 (1). pp. 57-82. ISSN 0304-4076

Cvitanić, Jakŝa and Xing, Hao (2018) Asset pricing under optimal contracts. Journal of Economic Theory, 173. pp. 142-180. ISSN 1095-7235


Dassios, Angelos and Lim, Jia Wei (2018) Recursive formula for the double barrier Parisian stopping time. Journal of Applied Probability, 55 (1). pp. 282-301. ISSN 0021-9002

Dassios, Angelos, Qu, Yan and Zhao, Hongbiao (2018) Exact simulation for a class of tempered stable. ACM Transactions on Modeling and Computer Simulation, 28 (3). ISSN 1049-3301

Doretti, Marco, Geneletti, Sara and Stanghellini, Elena (2018) Missing data: a unified taxonomy guided by conditional independence. International Statistical Review, 86 (2). pp. 189-204. ISSN 0306-7734


Fryzlewicz, Piotr (2018) Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal. Statistica Sinica, 28. pp. 2885-2901. ISSN 1017-0405

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2018) Tail-greedy bottom-up data decompositions and fast mulitple change-point detection. Annals of Statistics, 46 (6B). pp. 3390-3421. ISSN 0090-5364


Hamilton, Jean, Nunes, Matthew A., Knight, Marina I. and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2018) Complex-valued wavelet lifting and applications. Technometrics, 60 (1). pp. 48-60. ISSN 0040-1706

Huang, Na and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2018) NOVELIST estimator of large correlation and covariance matrices and their inverses. TEST. ISSN 1133-0686


Jabbour, Liza, Tao, Zhigang, Vanino, Enrico and Zhang, Yan (2018) The good, the bad and the ugly: Chinese imports, European Union anti-dumping measures and firm performance. Journal of International Economics, 117. pp. 1-20. ISSN 0022-1996

Jang, Jiwook, Dassios, Angelos and Zhao, Hongbiao (2018) Moments of renewal shot-noise processes and their applications. Scandinavian Actuarial Journal (8). pp. 727-752. ISSN 0346-1238

Janssen, Jeroen H. M., van Laar, Saskia, de Rooij, Mark J., Kuha, Jouni ORCID: 0000-0002-1156-8465 and Bakk, Zsuzsa (2018) The detection and modeling of direct effects in latent class analysis. Structural Equation Modeling. ISSN 1070-5511

Jarman, Alexander and Smith, Leonard A. (2018) Quantifying the predictability of a predictand: demonstrating the diverse roles of serial dependence in the estimation of forecast skill. Quarterly Journal of the Royal Meteorological Society. ISSN 0035-9009

Jin, Shaobo, Moustaki, Irini and Yang-Wallentin, Fan (2018) Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case. Psychometrika, 83 (3). pp. 628-649. ISSN 0033-3123

Jones, Martyn C., Smith, Karen, Herber, Oliver, White, Myra, Steele, Fiona and Johnston, Derek W. (2018) Intention, beliefs and mood assessed using electronic diaries predicts attendance at cardiac rehabilitation: an observational study. International Journal of Nursing Studies, 88. pp. 143-152. ISSN 0020-7489


Kang, Xinyu, Fryzlewicz, Piotr, Chu, Catherine, Kramer, Mark and Kolaczyk, Eric D. (2018) Multiscale network analysis through tail-greedy bottom-up approximation, with applications in neuroscience. 2017 51st Asilomar Conference on Signals, Systems, and Computers. pp. 1549-1554. ISSN 2576-2303

Ke, Yuan, Li, Degui and Yao, Qiwei (2018) Nonlinear regression estimation using subset-based kernel principal components. Statistica Sinica, 28 (4). pp. 2771-2794. ISSN 1017-0405

Kuha, Jouni ORCID: 0000-0002-1156-8465, Butt, Sarah, Katsikatsou, Myrsini and Skinner, Chris J. (2018) The effect of probing "don't know" responses on measurement quality and nonresponse in surveys. Journal of the American Statistical Association, 113 (521). 26 - 40. ISSN 0162-1459

Kuha, Jouni ORCID: 0000-0002-1156-8465, Katsikatsou, Myrsini and Moustaki, Irini (2018) Latent variable modelling with non-ignorable item nonresponse: multigroup response propensity models for cross-national analysis. Journal of the Royal Statistical Society. Series A: Statistics in Society, 181 (4). pp. 1169-1192. ISSN 0964-1998


Lam, Clifford and Feng, Phoenix (2018) A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data. Journal of Econometrics, 206 (1). pp. 226-257. ISSN 0304-4076


Matoussi, Anis and Xing, Hao (2018) Convex duality for Epstein-Zin stochastic differential utility. Mathematical Finance, 28 (4). pp. 991-1019. ISSN 0960-1627

Mohammadi, Fatemeh, Saenz-de-Cabezon, Eduardo and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (2018) Efficient multicut enumeration of k -out-of- n:F and consecutive k -out-of- n:F systems. Pattern Recognition Letters, 102. pp. 82-88. ISSN 0167-8655


Oomen, Roel (2018) Price signatures. Quantitative Finance, 19 (5). pp. 733-761. ISSN 1469-7688


Riani, Marco, Corbellini, Aldo and Atkinson, Anthony C. (2018) The use of prior information in very robust regression for fraud detection. International Statistical Review, 86 (2). pp. 205-218. ISSN 0306-7734

Rinott, Yosef, O’Keefe, Christine M., Shlomo, Natalie and Skinner, Chris J. (2018) Confidentiality and differential privacy in the dissemination of frequency tables. Statistical Science, 33 (3). pp. 358-385. ISSN 0883-4237


Skinner, Chris J. (2018) Analysis of categorical data for complex surveys. International Statistical Review. ISSN 0306-7734


Tzougas, George, Vrontos, Spyridon and Frangos, Nicholas (2018) Bonus-Malus systems with two component mixture models arising from different parametric families. North American Actuarial Journal. ISSN 1092-0277


Xing, Hao and Žitković, Gordan (2018) A class of globally solvable Markovian quadratic BSDE systems and applications. Annals of Probability, 46 (1). pp. 491-550. ISSN 0091-1798


Yagi, Daisuke, Chen, Yining ORCID: 0000-0003-1697-1920, Johnson, Andrew L. and Kuosmanen, Timo (2018) Shape constrained kernel-weighted least squares: Estimating production functions for Chilean manufacturing industries. Journal of Business and Economic Statistics. 0-0. ISSN 0735-0015


Zhang, Siliang, Chen, Yunxiao ORCID: 0000-0002-7215-2324 and Liu, Yang (2018) An improved stochastic EM algorithm for large-scale full-information item factor analysis. British Journal of Mathematical and Statistical Psychology. ISSN 0007-1102


Çetin, Umut ORCID: 0000-0001-8905-853X (2018) Financial equilibrium with asymmetric information and random horizon. Finance and Stochastics, 22 (1). pp. 97-126. ISSN 0949-2984

This list was generated on Sat Oct 23 04:56:22 2021 BST.