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Research Reports 2007

145 A. C. Atkinson
Examples of the Use of an Equivalence Theorem in Constructing Optimum Experimental Designs for Random-Effects Nonlinear Regression Models| (PDF)

144 J. Kuha and J. H. Goldthorpe
Path analysis for discrete variables: Education as mediator of social mobility in Britain| (PDF)
December 2007

143 T. Proietti and M. Riani
Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies| (PDF)
December 2007

142 A. C. Atkinson
Optimum and other response surface designs. Comments on "Response Surface Design Evaluation and Comparison" by Anderson-Cook, Borror and Montgomery| (PDF)
July 2007

141 A. C. Atkinson and M. Riani
A robust and diagnostic information criterion for selecting regression models| (PDF)
June 2007

140 A. C. Atkinson, M. Riani and A. Cerioli
Results in finding an unknown number of multivariate outliers in large data sets| (PDF)
April 2007

139 A. C. Atkinson, M. Riani and F. Laurini
Approximate envelopes for finding an unknown number of multivariate outliers in large data sets| (PDF)
March 2007

138 P. Barrieu and G. Scandolo
On Pareto optimal allocations for multi-period risks| (abstract)
January 2007

137 P. Barrieu and N. Bellamy
Optimal hitting time and perpetual option in a non-Lévy model. Application to Real options| (abstract)
January 2007

136 P. Barrieu, N. Cazanave and El Karoui
Closedness Results for BMO-semi-martingales with quadratic growth and Application to Stochastic Control in Finance| (abstract)
January 2007

135 P. Barrieu and C. Ravanelli
Some remarks on capital requirement using robust statistics| (abstract)
January 2007

134 P. Barrieu, N. Bellamy and B. Sinclair Desgagné
A Real Options Approach to Brownfields and Contaminated Sites Remediation| (abstract)
January 2007

133 P. Barrieu and H. Loubergé
Hybrid Cat-bonds| (abstract)
January 2007

132 A. C. Atkinson
Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics and Graphics| (PDF)
January 2007

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