Items where Division is "Statistics" and Year is 2013

A

Abdey, James (2013) Discussion paper: P-value likelihood ratios for evidence evaluation. Law, Probability and Risk, 12 (2). pp. 135-146. ISSN 1470-8396

Acciaio, B., Beigelböck, M., Penkner, F., Schachermayer, W. and Temme, J. (2013) A trajectorial interpretation of Doob's martingale inequalities. Annals of Applied Probability, 23 (4). pp. 1494-1505. ISSN 1050-5164

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2013) The common component of firm growth. Structural Change and Economic Dynamics, 26. pp. 73-82. ISSN 0954-349X

Alvaredo, Facundo, Atkinson, Anthony B., Piketty, Thomas and Saez, Emmanuel (2013) The top 1 percent in international and historical perspective. Journal of Economic Perspectives, 27 (3). pp. 3-20. ISSN 0895-3309

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, 22 (8). pp. 1973-1986. ISSN 0962-9343

Aïd, René, Campi, Luciano and Langrené, Nicolas (2013) A structural risk-neutral model for pricing and hedging electricity derivatives. Mathematical Finance, 23 (3). pp. 387-438. ISSN 0960-1627

B

Barigozzi, Matteo, Conti, Antonio M. and Luciani, Matteo (2013) Do Euro area countries respond asymmetrically to the common monetary policy? Oxford Bulletin of Economics and Statistics, 76 (5). pp. 693-714. ISSN 0305-9049

Barrieu, Pauline and El Karoui, Nicole (2013) Monotone stability of quadratic semimartingales with applications to general quadratic BSDEs. Annals of Probability, 41 (3B). pp. 1831-1863. ISSN 0091-1798

Barrieu, Pauline and Louberge, Henri (2013) Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints. Insurance: Mathematics and Economics, 52 (2). pp. 135-144. ISSN 0167-6687 (Submitted)

Bartholomew, David J., Allerhand, Michael and Deary, Ian J. (2013) Measuring mental capacity: Thomson's bonds model and Spearman's g-model compared. Intelligence and National Security, 41 (4). pp. 222-233. ISSN 0268-4527

Benedetti, Giuseppe, Campi, Luciano, Kallsen, Jan and Muhle-Karbe, Johannes (2013) On the existence of shadow prices. Finance and Stochastics, 17 (4). pp. 801-818. ISSN 0949-2984

Bergsma, W. P., Aris, E. M. D. and Tibaldi, F. S. (2013) Linear Categorical Marginal Modeling of solicited symptoms in vaccine clinical trials. Statistics in Biopharmaceutical Research, 5 (1). pp. 27-37. ISSN 1946-6315

Bergsma, Wicher (2013) A bias-correction for Cramér’s and Tschuprow’s. Journal of the Korean Statistical Society, 42 (3). pp. 323-328. ISSN 1226-3192

Bergsma, Wicher P., Croon, M. A. and Hagenaars, J. A. (2013) Advancements in marginal modeling for categorical data. Sociological Methodology, 43 (1). pp. 1-41. ISSN 0081-1750

Beskos, Alexandros, Kalogeropoulos, Konstantinos ORCID: 0000-0002-0330-9105 and Pazos, Erik (2013) Advanced MCMC methods for sampling on diffusion pathspace. Stochastic Processes and Their Applications, 123 (4). pp. 1415-1453. ISSN 0304-4149

C

Campi, Luciano, Cetin, Umut ORCID: 0000-0001-8905-853X and Danilova, Albina (2013) Equilibrium model with default and dynamic insider information. Finance and Stochastics, 17 (347). pp. 565-585. ISSN 0949-2984

Campi, Luciano, Cetin, Umut ORCID: 0000-0001-8905-853X and Danilova, Albina (2013) Explicit construction of a dynamic Bessel bridge of dimension 3. Electronic Journal of Probability, 18 (20). pp. 1-25. ISSN 1083-6489

Cetin, Umut ORCID: 0000-0001-8905-853X 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

Che, Xiaonan and Dassios, Angelos (2013) Stochastic boundary crossing probabilities for the Brownian motion. Journal of Applied Probability, 50 (2). pp. 419-429. ISSN 0021-9002

Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2013) Errata on 'Multiscale and multilevel technique for consistent segmentation of nonstationary time series', Statistica Sinica (2012), vol. 22, no. 1, pp. 207-229. Statistical Science, 23 (4). p. 1793. ISSN 0883-4237

Cho, Haeran, Goude, Yannig, Brossat, Xavier and Yao, Qiwei ORCID: 0000-0003-2065-8486 (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

D

Dassios, Angelos and Lim, Jia Wei (2013) Parisian option pricing: a recursive solution for the density of the Parisian stopping time. SIAM Journal on Financial Mathematics, 4 (1). pp. 599-615. ISSN 1945-497X

Dassios, Angelos and Zhao, Hongbiao (2013) Exact simulation of Hawkes process with exponentially decaying intensity. Electronic Communications in Probability, 18 (62). ISSN 1083-589X

Dassios, Angelos and Zhao, Hongbiao (2013) A risk model with delayed claims. Journal of Applied Probability, 50 (3). pp. 686-702. ISSN 0021-9002

Dureau, Joseph, Kalogeropoulos, Konstantinos ORCID: 0000-0002-0330-9105 and Baguelin, Marc (2013) Capturing the time-varying drivers of an epidemic using stochastic dynamical systems. Biostatistics, 14 (3). pp. 541-555. ISSN 1465-4644

Durrant, Gabriele B., D'Arrigo, Julia and Steele, Fiona (2013) Analysing interviewer call record data by using a multilevel discrete time event history modelling approach. Journal of the Royal Statistical Society. Series A: Statistics in Society, 176 (1). pp. 254-269. ISSN 0964-1998

F

Frigg, Roman ORCID: 0000-0003-0812-0907, 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 ORCID: 0000-0003-0812-0907, Bradley, Seamus, Machete, Reason L. and Smith, Leonard A. (2013) Probabilistic forecasting: why model imperfection is a poison pill. In: Andersen, Hanne, Dieks, Dennis, Gonzalez, Wenceslao, Ubel, Thomas and Wheeler, Gregory, (eds.) New Challenges to Philosophy of Science. The philosophy of science in a European perspective (4). Springer Berlin / Heidelberg, Dordrecht, The Netherlands, pp. 479-492. ISBN 9789400758445

Frigg, Roman ORCID: 0000-0003-0812-0907, Smith, Leonard A. and Stainforth, David A. ORCID: 0000-0001-6476-733X (2013) The myopia of imperfect climate models: the case of UKCP09. Philosophy of Science, 80 (5). pp. 886-897. ISSN 0031-8248

Fryzlewicz, P. ORCID: 0000-0002-9676-902X (2013) High-dimensional volatility matrix estimation via waveletsand thresholding. Biometrika, 100 (4). pp. 921-938. ISSN 0006-3444 (Submitted)

G

Geneletti, Sara, Best, Nicky, Toledano, M. B., Elliott, Paul and Richardson, Sylvia (2013) Uncovering selection bias in case-control studies using Bayesian post-stratification. Statistics in Medicine, 32 (15). pp. 2555-2570. ISSN 0277-6715

Giammarino, Flavia and Barrieu, Pauline (2013) Indifference pricing with uncertainty averse preferences. Journal of Mathematical Economics, 49 (1). pp. 2-15. ISSN 0304-4068

Gibbs, Peter, Hanlon, Michael, Hardaker, Paul, Hawkins, Ed, MacDonald, Averil, Maskell, Kathy, Mayfield, Heather, Mclean, Angela, Morris, Elizabeth, Mylne, Ken, Naylor, Mark, Palmer, Tim, Rawlins, Michael, Royse, Katherine, Smith, Leonard, So, Emily, Spiegelhalter, David, Stainforth, David A. ORCID: 0000-0001-6476-733X, Stewart, Ian, Tyler, Chris, de Vocht, Frank, Brown, Tracey and Innocent, Tabitha (2013) Making sense of uncertainty: why uncertainty is part of science. . Sense About Science, London.

Glendinning, Paul and Smith, Leonard A. (2013) Lacunarity and period-doubling. Dynamical Systems. pp. 1-11. ISSN 1468-9367

H

Higgins, Sarah (2013) The impact of weather on maize yield. In: LSE Research Festival 2013: Exploring Research Stories Through Visual Images, 2013-03-01, London, United Kingdom. (Submitted)

J

Jackson, Jonathan ORCID: 0000-0003-2426-2219, Kuha, Jouni ORCID: 0000-0002-1156-8465, Hough, Mike, Bradford, Ben, Hohl, Katrin and Gerber, Monica (2013) Trust and legitimacy across Europe: a FIDUCIA report on comparative public attitudes towards legal authority. . FIDUCIA.

Jang, Jiwook and Dassios, Angelos (2013) A bivariate shot noise self-exciting process for insurance. Insurance: Mathematics and Economics, 53 (3). pp. 524-532. ISSN 0167-6687

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, 2013-03-01, London, United Kingdom. (Submitted)

K

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2013) On the closure in the Emery topology of semimartingale wealth-process sets. Annals of Applied Probability, 23 (4). pp. 1355-1376. ISSN 1050-5164

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Platen, Eckhard (2013) Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading. Mathematical Finance, 23 (3). pp. 579-590. ISSN 0960-1627

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Žitković, Gordan (2013) Forward-convex convergence in probability of sequences of nonnegative random variables. Proceedings of the American Mathematical Society, 141 (3). pp. 919-929. ISSN 0002-9939

Kim, Jae Kwang and Skinner, Chris J. (2013) Weighting in survey analysis under informative sampling. Biometrika, 100 (2). pp. 385-398. ISSN 0006-3444

Kotecha, Meena ORCID: 0000-0001-9211-5988 (2013) Addressing mathematics and statistics anxiety. Mathematics Today, 49 (6). p. 259. ISSN 1361-2042

Koukounari, Artemis, Donnelly, Christl A., Moustaki, Irini, Tukahebwa, Edridah M., Kabatereine, Narcis B., Wilson, Shona, Webster, Joanne P., Deelder, André M., Vennervald, Birgitte J. and van Dam, Govert J. (2013) A latent Markov modelling approach to the evaluation of circulating cathodic antigen strips for schistosomiasis diagnosis pre- and post-praziquantel treatment in Uganda. PLoS Computational Biology, 9 (12). e1003402. ISSN 1553-734X

Koukounari, Artemis, Moustaki, Irini, Grassly, Nicholas C., Blake, Isobel M., Basanez, Maria-Gloria, Gambhir, Manoj, Mabey, David, Bailey, Robin L., Burton, Matthew J., Solomon, Anthony W. and Donnelly, Christl A. (2013) Using a nonparametric multilevel latent Markov model to evaluate diagnostics for trachoma. American Journal of Epidemiology, 177 (9). pp. 913-922. ISSN 0002-9262

Kulu, Hill and Steele, Fiona (2013) Interrelationships between childbearing and housing transitions in the family life course. Demography, 50 (5). pp. 1687-1714. ISSN 0070-3370

R

Riani, Marco, Atkinson, Anthony C., Fanti, Giulio and Crosilla, Fabio (2013) Regression analysis with partially labelled regressors: carbon dating of the Shroud of Turin. Statistics and Computing, 23 (4). pp. 551-561. ISSN 0960-3174

S

Schroeder, Anna Louise and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2013) Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Statistics and Its Interface, 6 (4). pp. 449-461. ISSN 1938-7997

Sejdinovic, Dino, Gretton, Arthur and Bergsma, Wicher (2013) A kernel test for three-variable interactions. In: NIPS 2013, 2013-12-05 - 2013-12-08, Lake Tahoe, United States.

Sgouropoulos, Nikolaos, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Yastremiz, Claudia (2013) Matching quantiles estimation. . London School of Economics and Political Science, London, UK. (Submitted)

Steele, Fiona, Clarke, P. and Washbrook, E. (2013) Modeling household decisions using longitudinal data from household panel surveys, with applications to residential mobility. Sociological Methodology, 43 (1). pp. 220-271. ISSN 0081-1750

Steele, Fiona, French, Robert and Bartley, Mel (2013) Adjusting for selection bias in longitudinal analyses using simultaneous equations modeling: the relationship between employment transitions and mental health. Epidemiology, 24 (5). pp. 703-711. ISSN 1044-3983

Steele, Fiona, Rasbash, Jon and Jenkins, Jennifer (2013) A multilevel simultaneous equations model for within-cluster dynamic effects, with an application to reciprocal parent–child and sibling effects. Psychological Methods, 18 (1). pp. 87-100. ISSN 1082-989X

Sturgis, Patrick, Brunton-Smith, Ian, Kuha, Jouni ORCID: 0000-0002-1156-8465 and Jackson, Jonathan ORCID: 0000-0003-2426-2219 (2013) Residents of more ethnically diverse neighbourhoods actually reported higher levels of social cohesion. British Politics and Policy at LSE (25 Nov 2013). Website.

Suckling, Emma B. and Smith, Leonard A. (2013) An evaluation of decadal probability forecasts from state-of-the-art climate models. Journal of Climate, 26 (23). pp. 9334-9347. ISSN 0894-8755

Szmaragd, Camille, Clarke, Paul and Steele, Fiona (2013) Subject specific and population average models for binary longitudinal data: a tutorial. Longitudinal and Life Course Studies, 42 (2). pp. 147-165. ISSN 1757-9597

W

Wu, Billy, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhu, Shiwu (2013) Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood. Stochastic Processes and Their Applications, 123 (7). pp. 2877-2896. ISSN 0304-4149