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

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.

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, GBR. (Submitted)

C

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

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

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

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

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

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

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

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

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

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