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Research project

Marie Curie CIG - ANLSDA - Z. Lu

Research groups:

Statistics
Research funder:

European Union
Status:

Not active

Collaborating research institutes, centres and groups

Statistics

Our research is focussed on three themes: design and analysis of experiments, statistical modelling, and biostatistics. As part of the Southampton Statistical Sciences Research Institute (S3RI), we have close links with statisticians and stochastic modellers across the University, especially those in the Division of Social Statistics and Demography.
Statistical Sciences Research Institute (S3RI)

We use statistics and demography methodologies to improve the way data is used.

Research outputs

Semiparametric ultra-high dimensional model averaging of nonlinear dynamic time series

2018, Journal of the American Statistical Association, 113(522), 919-932

DOI: 10.1080/01621459.2017.1302339

Type: article

The optimal portfolios based on a modified safety-first rule with risk-free saving

2016, Journal of Industrial and Management Optimization, 12(1), 83-102

DOI: 10.3934/jimo.2016.12.83

Type: article

A flexible semiparametric forecasting model for time series

2015, Journal of Econometrics, 187(1), 345-357

DOI: 10.1016/j.jeconom.2015.02.025

Type: article

Nonparametric estimation of probability density functions for irregularly observed spatial data

2014, Journal of the American Statistical Association, 109(508), 1546-1564

DOI: 10.1080/01621459.2014.947376

Type: article