Items where Division is "Statistics" and Year is 2010

A

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2010) Improved penalization for determining the number of factors in approximate factor models. Statistics and Probability Letters, 80 (23-24). pp. 1806-1813. ISSN 0167-7152

Antoniadis, Anestis, Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X 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, 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

B

Barigozzi, Matteo (2010) Dynamic factor models for forecasting and structural identification. In: Mini-workshop: semiparametric modelling of multivariate economic time series with chaning dynamics, 2010-01-17 - 2010-01-23.

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 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 2470-0045

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.

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 Berlin / Heidelberg, pp. 155-176. ISBN 9781441911285

Bathia, Neil, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Ziegelmann, Flavio (2010) Identifying the finite dimensionality of curve time series. Annals of Statistics, 38 (6). pp. 3352-3386. ISSN 0090-5364

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 (2010) Pricing Asian options for jump diffusion. Mathematical Finance, 21 (1). pp. 117-143. ISSN 0960-1627

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, 2010-05-26, London School of Economics and Political Science, London, United Kingdom. (Submitted)

C

Cetin, Umut ORCID: 0000-0001-8905-853X (2010) Stochastic integration. In: Cont, Rama, (ed.) Encyclopedia of Quantitative Finance. John Wiley & Sons, Chichester, UK. ISBN 9780470057568

Cetin, Umut ORCID: 0000-0001-8905-853X, 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 Berlin / Heidelberg, New York, USA. ISBN 9780387771168

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

Clarke, Paul, Crawford, Claire, Steele, Fiona and Vignoles, Anna (2010) The choice between fixed and random effects models: some considerations For educational research. Working papers (10/240). Centre for Market and Public Organisation, University of Bristol, Bristol, UK.

D

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 0714-0045

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 Zhao, Hongbiao (2010) Point processes with contagion and an application to credit risk. In: LSE PhD posters, 0001-01-03. (Submitted)

Durrant, Gabriele B., Groves, Robert M., Staetsky, Laura and Steele, Fiona (2010) Effects of interviewer attitudes and behaviors on refusal in household surveys. Public Opinion Quarterly, 74 (1). pp. 1-36. ISSN 0033-362X

F

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

Fisher, Stephen D., Kuha, Jouni ORCID: 0000-0002-1156-8465 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

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2010) Wavelet methods. Wiley Interdisciplinary Reviews: Computational Statistics, 2 (6). pp. 654-667. ISSN 1939-5108

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and Oh, Hee-Seok (2010) On the thick-pen transformation for time series. Oberwolfach Reports, 7 (1). pp. 179-216. ISSN 1660-8933

G

Ghil, Michael, Read, Peter and Smith, Leonard A. (2010) Geophysical flows as dynamical systems: the influence of Hide's experiments. Astronomy and Geophysics, 51 (4). 4.28-4.35. ISSN 1366-8781

H

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

K

Kalogeropoulos, Konstantinos ORCID: 0000-0002-0330-9105, 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 ORCID: 0000-0001-6903-4506 (2010) Arbitrage strategy. In: Cont, Rama, (ed.) Encyclopedia of Quantitative Finance. John Wiley & Sons, Chichester, UK. ISBN 9780470057568

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2010) Finitely additive probabilities and the fundamental theorem of asset pricing. In: Chiarella, Carl and Novikov, Alexander, (eds.) Contemporary Quantitative Finance. Springer Berlin / Heidelberg, Berlin, Germany, pp. 19-34. ISBN 9783642034787

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2010) Free Lunch. In: Cont, Rama, (ed.) Encyclopedia of Quantitative Finance. John Wiley & Sons, Chichester, UK. ISBN 9780470057568

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2010) Numéraire-invariant preferences in financial modeling. Annals of Applied Probability, 20 (5). pp. 1697-1728. ISSN 1050-5164

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2010) Stochastic discount factors. In: Encyclopedia of Quantitative Finance. John Wiley & Sons, Chichester, UK. ISBN 9780470057568

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2010) The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints. Stochastic Processes and Their Applications, 120 (3). pp. 331-347. ISSN 0304-4149

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Platen, Eckhard (2010) Minimizing the expected market time to reach a certain wealth level. SIAM Journal on Financial Mathematics, 1 (1). pp. 16-29. ISSN 1945-497X

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 ORCID: 0000-0001-9211-5988 (2010) Enhancing teaching and learning through effective feedback and assessment. In: LSE Teaching Day, 2010-05-18, London School of Economics and Political Science, London, United Kingdom. (Submitted)

Kotecha, Meena ORCID: 0000-0001-9211-5988 (2010) Promoting mathematics in Mumbai. Mathematics Today, 46 (2). p. 62.

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

Kuha, Jouni ORCID: 0000-0002-1156-8465 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: Statistics in Society, 173 (2). pp. 351-369. ISSN 0964-1998

L

Liu, Jun M., Chen, Rong and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2010) Nonparametric transfer function models. Journal of Econometrics, 157 (1). pp. 151-164. ISSN 0304-4076

N

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

O

Oldfield, Matthew J., Atherton, Mark A., Bates, Ron A., Perry, Mark A. and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (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. ORCID: 0000-0001-6476-733X and Smith, Leonard A. (2010) Adaptation to global warming: do climate models tell us what we need to know? Philosophy of Science, 77 (5). pp. 1012-1028. ISSN 0031-8248

R

Rheinlander, Thorsten and Steiger, Gallus (2010) Utility indifference hedging with exponential additive processes. Asia-Pacific Financial Markets, 17 (2). p. 151. ISSN 1387-2834

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

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

S

Saenz-de-Cabezon, Eduardo and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (2010) Mincut ideals of two-terminal networks. Applicable Algebra in Engineering, Communication and Computing, 21 (6). pp. 443-457. ISSN 0938-1279

Sanderson, Jean, Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X 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

Shlomo, Natalie and Skinner, Chris J. (2010) Assessing the protection provided by misclassification-based disclosure limitation methods for survey microdata. Annals of Applied Statistics, 4 (3). pp. 1291-1310. ISSN 1932-6157

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 and Research, 39 (1). pp. 83-108. ISSN 0049-1241

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

Z

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