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Items where Division is "Statistics" and Year is 2002

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Number of items: 38.

Akritas, Michael G., Kuha, Jouni ORCID: 0000-0002-1156-8465 and Osgood, D. Wayne (2002) A nonparametric approach to matched pairs with missing data. Sociological Methods and Research, 30 (3). pp. 425-454. ISSN 0049-1241

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 (2002) Optimal design of weather derivatives. Algo research quarterly, 5. pp. 79-92. ISSN 1488-0539

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

Basu, Sankarshan and Dassios, Angelos ORCID: 0000-0002-3968-2366 (2002) A Cox process with log-normal intensity. Insurance: Mathematics and Economics, 31 (2). pp. 297-302. ISSN 0167-6687

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. and Rudas, Tamas (2002) Marginal models for categorical data. Annals of Statistics, 30 (1). pp. 140-159. ISSN 0090-5364

Chan, K S and Tong, Howell (2002) Dynamic model. In: El-Shaarawi, Abdel H and Piegorsch, Walter W, (eds.) Encyclopaedia of Environmetrics. John Wiley & Sons, pp. 574-578. ISBN 0471899976

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

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

Galbraith, J. I., Bartholomew, David J., Moustaki, Irini and Steele, Fiona (2002) The analysis and interpretation of multivariate data for social scientists. Chapman & Hall/CRC Statistics in the Social and Behavioral Sciences. CRC Press, London. ISBN 9781584882954

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

Grandits, Peter and Rheinlander, Thorsten (2002) On the minimal entropy martingale measure. Annals of Probability, 30 (3). pp. 1003-1038. ISSN 0091-1798

Hall, Peter, Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (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 ORCID: 0000-0003-2065-8486 (2002) Prediction and nonparametric estimation for time series with heavy tails. Journal of Time Series Analysis, 23 (3). pp. 313-331. ISSN 0143-9782

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

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 and Biological Engineering and Computing, 40 (4). pp. 447-461. ISSN 0140-0118

McSharry, P.E., Clifford, G. D., Tarassenko, L. and Smith, Leonard A. (2002) Method for generating an artificial RR tachogram of a typical healthy human over 24-hours. In: Computers in Cardiology, 2002-09-22 - 2002-09-25, Memphis, United States, USA.

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

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: Statistics in Society, 165 (2). pp. 258-259. 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

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

Skinner, Chris J. (2002) Discussion. Journal of Official Statistics, 18 (2). pp. 155-156. 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. 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., 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

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. 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

Steele, Fiona, Brown, James and Chambers, Ray (2002) A controlled donor imputation system for a one-number census. Journal of the Royal Statistical Society. Series A: Statistics in Society, 165 (3). pp. 495-522. ISSN 0964-1998

Tong, Howell (2002) Nonlinear time series analysis since 1990: some personal reflections. Acta Mathematicae Applicatae Sinica, English Series, 18 (2). pp. 177-184. ISSN 0168-9673

Tong, Howell and Chan, K.S (2002) A note on the equivalence of two approaches for specifying a Markov process. Bernoulli, 8 (1). pp. 117-122. ISSN 1350-7265

Tong, Howell, Stenseth, Nils Chr and Yao, Qiwei ORCID: 0000-0003-2065-8486 (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. (Submitted)

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: Statistical Methodology, 64 (3). pp. 363-410. 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

Yao, Qiwei ORCID: 0000-0003-2065-8486 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 ORCID: 0000-0003-2065-8486 and Polonik, Wolfgang (2002) Set-indexed conditional empirical and quantile processes based on dependent data. Journal of Multivariate Analysis, 80 (2). pp. 234-255. ISSN 0047-259X

This list was generated on Thu Jun 20 20:24:54 2024 BST.