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Martin Sköld
Mathematical
Statistics |
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Markov
chain Monte Carlo.
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J.
Knape, N. Jonzén, M. Sköld and L. Sokolov (2007). Stochasticity and seasonality in
bird population dynamics. (Submitted). M. Sköld
(2006). Improving density estimators of discretely observed processes by
interpolation. (Submitted). [abstract] J. Knape, M. Sköld, N. Jonzén, M. Ĺkesson, S. Bensch, B. Hansson and D.
Hasselquist (2006). Disentangling sources of variation in hatching success using
Bayesian GLMMs. (Submitted) [abstract] S.
Stjernqvist, T. Rydén, M. Sköld and J. Staaf (2006). Continuous-index hidden
Markov modelling of array CGH copy number data. (To appear in
Bioinformatics) [abstract] M. Sköld,
T. Rydén, V. Samuelsson, C. Bratt, L. Ekblad, H. Olsson and B. Baldetorp (2006).
Regression analysis and modelling of data acquisition for SELDI-TOF mass
spectrometry. (To appear in Bioinformatics) [abstract] O. Papaspiliopoulos, G.O. Roberts and M. Sköld (2005).
A general framework for parametrisation of hierarchical models. Preprint
2005:10, Centre for Mathematical Sciences, Lund University. (To appear in
Statistical Science) [abstract] P. Pal, J.
Erlandsson and M. Sköld (2006). Size-assortative mating and non-reciprocal
copulation in a hermaphroditic intertidal limphet: test of the mate availability
hypothesis. Marine Biology 148, 1273-1282. O.F.
Christensen, G.O. Roberts and M. Sköld (2006). Robust MCMC methods for
spatial GLMM.s. Journal of Computational and Graphical Statistics. 15,
1-17.[abstract] O. Papaspiliopoulos, G.O. Roberts and M. Sköld
(2003). Non-centered parameterisations for hierarchical models and data
augmentation (with discussion). In: Bayesian Statistics 7 (eds.
Bernardo et al.), 307-326, Oxford University Press. [abstract] M. Sköld
and G.O. Roberts (2003). Density estimation for the Metropolis-Hastings
algorithm. Scandinavian Journal of Statistics 30, 699-718. [abstract] M. Sköld
(2001). A bias-correction for cross-validation bandwidth selection when a
kernel estimate is based on dependent data. Journal of Time Series
Analysis 22, 493-503. [abstract] M. Sköld
(2001). The asymptotic variance of the continuous-time kernel density
estimator with applications to bandwidth selection. Statistical Inference
for Stochastic Processes 4, 99-117. [abstract] M. Sköld (1999).
Density estimation from noisy observations of a stochastic process. Preprint
1999:18, Centre for Mathematical Sciences, Lund University. [abstract] M. Sköld
and O. Hössjer (1999). On the asymptotic variance of the continuous-time
kernel density estimator. Statistics and Probability Letters 44,
97-106. [abstract] M. Sköld
(1999). Kernel regression in the presence of size-bias. Journal of
Nonparametric Statistics 12, 41-51. [abstract] M. Sköld
(1999). Continuous-time models in kernel smoothing. Doctoral Theses in
Mathematical Sciences 1999:5, Centre for Mathematical Sciences, Lund
University. [abstract] M. Sköld
(1996). Kernel intensity estimation for marks and crossings of differentiable
stochastic processes. Theory of Stochastic Processes, 2(18), 273-284. [abstract]
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Martin
Sköld |
Room: MH:317 e-mail: martins@maths.lth.se |
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