Martin Sköld

Mathematical Statistics
Centre for Mathematical Sciences
Lund University

 

 


Now at Örebro University, this page is no longer maintained.
 


Research interests:
 

Markov chain Monte Carlo. 
Statistical inference for stochastic processes. 
Curve estimation.
Statistics in Ecology

 

 
Selected work:
 

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]
 

 


 

Martin Sköld
Centre for Mathematical Sciences
Lund University
Box 118, 221 00 LUND

Room: MH:317
Phone: +46 46 22 285 52
Fax: +46 46 22 246 23 

e-mail: martins@maths.lth.se