Items where Division is "Statistics" and Year is 2018

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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

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

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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

Cerioli, Andrea, Riani, Marco, Atkinson, Anthony C. and Corbellini, Aldo (2018) Rejoinder to the discussion of “The power of monitoring how to make the most of a contaminated multivariate sample”. Statistical Methods and Applications, 27 (4). pp. 661-666. ISSN 1618-2510

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

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Gao, Zhaoxing, Ling, Shiqing and Tong, Howell (2018) Tests for tar models VS. star models-a separate family of hypotheses approach. Statistica Sinica, 28 (4). pp. 2857-2883. ISSN 1017-0405

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Jabbour, Liza, Tao, Zhigang, Vanino, Enrico ORCID: 0000-0002-4740-1501 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

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

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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

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

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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

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

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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

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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

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Zeng, Xianli, Xia, Yingcun and Tong, Howell (2018) Jackknife approach to the estimation of mutual information. Proceedings of the National Academy of Sciences of the United States of America, 115 (40). pp. 9956-9961. ISSN 0027-8424