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Research project

Marie Curie CIG - ANLSDA - Z. Lu

  • Research groups:
  • 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