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Items where Division is "Statistics" and Year is 2019

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Number of items: 42.

Article

Acciaio, Beatrice, Backhoff-Veraguas, J. and Carmona, Rene (2019) Extended mean field control problems: stochastic maximum principle and transport perspective. SIAM Journal on Control and Optimization, 57 (6). 3666 - 3693. ISSN 0363-0129

Ayzenberg, Vladislav, Chen, Yunxiao ORCID: 0000-0002-7215-2324, Yousif, Sami R. and Lourenco, Stella F. (2019) Skeletal representations of shape in human vision: evidence for a pruned medial axis model. Journal of Vision, 19 (6). pp. 1-21. ISSN 1534-7362

Baranowski, Rafal, Chen, Yining ORCID: 0000-0003-1697-1920 and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2019) Narrowest-over-threshold detection of multiple change points and change-point-like features. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 81 (3). 649 - 672. ISSN 1369-7412

Barigozzi, Matteo, Hallin, Marc and Soccorsi, Stefano (2019) Identification of global and local shocks in international financial markets via general dynamic factor models. Journal of Financial Econometrics, 17 (3). 462–494. ISSN 1479-8409

Bennazoli, Chiara, Campi, Luciano and Di Persio, Luca (2019) ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps. Statistics and Probability Letters, 154. ISSN 0167-7152

Butz, M. and Oomen, R. (2019) Internalisation by electronic FX spot dealers. Quantitative Finance, 19 (1). pp. 35-56. ISSN 1469-7688

Campi, Luciano and Martini, Claude (2019) On the support of extremal martingale measures with given marginals: the countable case. Advances in Applied Probability, 51 (2). pp. 570-605. ISSN 0001-8678

Cetin, Umut ORCID: 0000-0001-8905-853X (2019) Linear inverse problems for Markov processes and their regularisation. Stochastic Processes and Their Applications. ISSN 0304-4149

Chen, Yunxiao ORCID: 0000-0002-7215-2324, Li, Xiaoou, Liu, Jingchen and Ying, Zhiliang (2019) Statistical analysis of complex problem-solving process data: an event history analysis approach. Frontiers in Psychology, 10. ISSN 1664-1078

Chen, Yunxiao ORCID: 0000-0002-7215-2324, Li, Xiaoou and Zhang, Siliang (2019) Joint maximum likelihood estimation for high-dimensional exploratory item factor analysis. Psychometrika, 84 (1). pp. 124-146. ISSN 0033-3123

Chen, Yunxiao ORCID: 0000-0002-7215-2324, Li, Xiaoou and Zhang, Siliang (2019) Structured latent factor analysis for large-scale data: identifiability, estimability, and their implications. Journal of the American Statistical Association, 115 (532). pp. 1756-1770. ISSN 0162-1459

Dassios, Angelos, Jang, Jiwook and Zhao, Hongbiao (2019) A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance. Risks, 7 (4). ISSN 2227-9091

Dassios, Angelos and Lim, Jia Wei (2019) A variation of the Azéma martingale and drawdown options. Mathematical Finance, 29 (4). pp. 1116-1130. ISSN 0960-1627

Dassios, Angelos, Lim, Jia Wei and Qu, Yan (2019) Exact simulation of generalised Vervaat perpetuities. Journal of Applied Probability, 56 (1). pp. 57-75. ISSN 0021-9002

Dassios, Angelos, Qu, Yan and Zhao, Hongbiao (2019) Efficient simulation of Lévy-driven point processes. Advances in Applied Probability, 51 (4). pp. 927-966. ISSN 0001-8678

Duarte, Belmiro P.M., Atkinson, Anthony C., Granjo, Jose F.O and Oliveira, Nuno M.C (2019) Optimal design of experiments for liquid–liquid equilibria characterization via semidefinite programming. Processes, 7 (11). ISSN 2227-9717

Gao, Zhaoxing, Ma, Yingying, Wang, Hansheng and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2019) Banded spatio-temporal autoregressions. Journal of Econometrics, 208 (1). pp. 211-230. ISSN 0304-4076

Geneletti, Sara, Baio, Gianluca, O'Keeffe, Aidan and Ricciardi, Federico (2019) Bayesian modelling for binary outcomes in the regression discontinuity design. Journal of the Royal Statistical Society. Series A: Statistics in Society, 182 (3). pp. 983-1002. ISSN 0964-1998

Hsu, Hsiang Ling, Ing, Ching Kang and Tong, Howell (2019) On model selection from a finite family of possibly misspecified time series models. Annals of Statistics, 47 (2). pp. 1061-1087. ISSN 0090-5364

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Ruf, Johannes (2019) Projections of scaled bessel processes. Electronic Communications in Probability, 24. ISSN 1083-589X

Kley, Tobias, Preuss, Philip and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2019) Predictive, finite-sample model choice for time series under stationarity and non-stationarity. Electronic Journal of Statistics, 13 (2). 3710 - 3774. ISSN 1935-7524

Lam, Clifford and Souza, Pedro C.L. (2019) Estimation and selection of spatial weight matrix in a spatial lag model. Journal of Business and Economic Statistics. ISSN 0735-0015

Lee, D, Kim, J K and Skinner, Chris J. (2019) Within-cluster resampling for multilevel models under informative cluster size. Biometrika, 106 (4). pp. 965-972. ISSN 0006-3444

Li, Zeng, Lam, Clifford, Yao, Jianfeng and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2019) On testing for high-dimensional white noise. Annals of Statistics, 47 (6). 3382 - 3412. ISSN 0090-5364

Lian, Heng, Qiao, Xinghao ORCID: 0000-0002-6546-6595 and Zhang, Wenyang (2019) Homogeneity pursuit in single index models based panel data analysis. Journal of Business and Economic Statistics. ISSN 0735-0015

Maeng, Hye Young and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2019) Regularised forecasting via smooth-rough partitioning of the regression coefficients. Electronic Journal of Statistics, 13 (1). pp. 2093-2120. ISSN 1935-7524

Mohammadi, Fatemeh, Pascual-Ortigosa, Patricia, Sáenz-de-Cabezón, Eduardo and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (2019) Polarization and depolarization of monomial ideals with application to multi-state system reliability. Journal of Algebraic Combinatorics. ISSN 0925-9899

Papageorgiou, Ioulia and Moustaki, Irini (2019) Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables. Statistics and Computing, 29 (2). pp. 351-365. ISSN 0960-3174

Qiao, Xinghao ORCID: 0000-0002-6546-6595, Guo, Shaojun and James, Gareth M. (2019) Functional graphical models. Journal of the American Statistical Association, 114 (525). 211 - 222. ISSN 0162-1459

Qu, Yan, Dassios, Angelos and Zhao, Hongbiao (2019) Exact simulation of gamma-driven Ornstein–Uhlenbeck processes with finite and infinite activity jumps. Journal of the Operational Research Society. ISSN 0160-5682

Riani, Marco, Atkinson, Anthony C., Cerioli, Andrea and Corbellini, Aldo (2019) Efficient robust methods via monitoring for clustering and multivariate data analysis. Pattern Recognition, 88. pp. 246-260. ISSN 0031-3203

Shi, Chengchun, Lu, Wenbin and Song, Rui (2019) Determining the number of latent factors in statistical multi-relational learning. Journal of Machine Learning Research, 20. 1 - 38. ISSN 1532-4435

Shi, Chengchun, Lu, Wenbin and Song, Rui (2019) A sparse random projection-based test for overall qualitative treatment effects. Journal of the American Statistical Association. ISSN 0162-1459

Shi, Chengchun, Song, Rui, Chen, Zhao and Li, Runze (2019) Linear hypothesis testing for high dimensional generalized linear models. Annals of Statistics, 47 (5). 2671 - 2703. ISSN 0090-5364

Shi, Chengchun, Song, Rui and Lu, Wenbin (2019) On testing conditional qualitative treatment effects. Annals of Statistics, 47 (4). 2348 - 2377. ISSN 0090-5364

Steele, Fiona, Clarke, Paul and Kuha, Jouni ORCID: 0000-0002-1156-8465 (2019) Modeling within-household associations in household panel studies. Annals of Applied Statistics, 13 (1). pp. 367-392. ISSN 1932-6157

Tzougas, George, Hoon, W. L. and Lim, J. M. (2019) The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking. European Actuarial Journal, 9 (1). 323 - 344. ISSN 2190-9733

Tzougas, George, Yik, Woo Hee and Mustaqeem, Muhammad Waqar (2019) Insurance ratemaking using the Exponential-Lognormal regression model. Annals of Actuarial Science. 1 - 30. ISSN 1748-4995

Youssef, Noha and Wynn, Henry ORCID: 0000-0002-6448-1080 (2019) A discussion on adaptive designs for computer experiments. Sequential Analysis, 38 (3). 400 - 410. ISSN 0747-4946

Zhang, Rongmao, Robinson, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2019) Identifying cointegration by eigenanalysis. Journal of the American Statistical Association, 114 (526). 916 - 927. ISSN 0162-1459

Book Section

Hagenaars, Jacques A., Bergsma, Wicher and Croon, Marcel (2019) Nonloglinear marginal latent class models. In: Hancock, Gregory R., Harring, Jeffrey R. and Macready, George B., (eds.) Advances in Latent Class Analysis: A Festschrift in Honor of C. Mitchell Dayton. CILVR Series on Latent Variable Methodology. Information Age Publishing, Charlotte, USA, 61 - 78. ISBN 9781641135627

Conference or Workshop Item

Sochas, Laura (2019) A decomposition analysis of inequalities in maternal healthcare access in Zambia using healthcare access barriers. In: British Society for the Philosophy of Science Annual Conference, 2019-09-09 - 2019-09-11, University Hall Cardiff University, Cardiff, United Kingdom.

This list was generated on Sun Dec 4 18:30:19 2022 GMT.