Publications of Axel Gandy

Preprints

[1] Axel Gandy and Luitgard A. M. Veraart. A Bayesian methodology for systemic risk assessment in financial networks. 2015. Available at SSRN. [ bib | DOI | R-package | http ]
[2] Axel Gandy and F. Din-Houn Lau. The chopthin algorithm for resampling. arXiv:1502.07532 [stat.CO], 2015. [ bib | python | R-package | http ]
Implementations for C++, R, Python and MATLAB are available, see software.html
[3] Axel Gandy and Georg Hahn. QuickMMCTest - higher accuracy for multiple testing corrections. arXiv:1402.2706 [stat.AP], 2015. [ bib | http ]
[4] Axel Gandy and Georg Hahn. A framework for Monte-Carlo based multiple testing. arXiv:1402.3019 [stat.ME], 2014. [ bib | http ]
[5] Axel Gandy and Nils Lid Hjort. Focussed information criteria for semiparametric linear hazard regression. 2009. [ bib ]

Peer Reviewed Publications

[1] Ragnhild C. Noven, Almut E. D. Veraart, and Axel Gandy. A Lévy-driven rainfall model with applications to futures pricing. AStA - Advances in Statistical Analysis, 2015. Available online. [ bib | DOI | http ]
[2] F. Din-Houn Lau and Axel Gandy. RMCMC: A system for updating Bayesian models. Computational Statistics and Data Analysis, 80:99-110, 2014. [ bib | DOI | http ]
[3] Axel Gandy and Georg Hahn. MMCTest - a safe algorithm for implementing multiple Monte Carlo tests. Scandinavian Journal of Statistics, 41(4):1083-1101, 2014. [ bib | DOI | R-package ]
[4] F. Din-Houn Lau and Axel Gandy. Optimality of non-restarting cusum charts. Sequential Analysis, 32(4):458-468, 2013. [ bib | DOI ]
[5] Ioannis Phinikettos and Axel Gandy. An omnibus cusum chart for monitoring time to event data. Lifetime Data Analysis, pages 1-14, 2013. [ bib | DOI ]
[6] Marc Henrion, David J. Hand, Axel Gandy, and Daniel J. Mortlock. CASOS: a subspace method for anomaly detection in high dimensional astronomical databases. Statistical Analysis and Data Mining, 6(1):53-72, 2013. [ bib | DOI ]
[7] Axel Gandy and Patrick Rubin-Delanchy. An algorithm to compute the power of Monte Carlo tests with guaranteed precision. Annals of Statistics, 41(1):125-142, 2013. [ bib | DOI | R-package ]
[8] Axel Gandy and F. Din-Houn Lau. Non-restarting CUSUM charts and control of the false discovery rate. Biometrika, 100, 2013. [ bib | DOI ]
[9] Axel Gandy and Jan Terje Kvaløy. Guaranteed conditional performance of control charts via bootstrap methods. Scandinavian Journal of Statistics, 40:647-668, 2013. [ bib | DOI | R-package ]
[10] Axel Gandy. Performance monitoring of credit portfolios using survival analysis. International Journal of Forecasting, 28:139-144, 2012. [ bib | DOI ]
[11] Axel Gandy and Luitgard A. M. Veraart. The effect of estimation in high-dimensional portfolios. Mathematical Finance, 2012. [ bib | DOI ]
[12] Marc Henrion, Daniel J. Mortlock, David J. Hand, and Axel Gandy. A Bayesian approach to star-galaxy classification. Monthly Notices of the Royal Astronomical Society, 412(4):2286-2302, 2011. [ bib | DOI ]
[13] Ioannis Phinikettos and Axel Gandy. Fast computation of high-dimensional multivariate normal probabilities. Computational Statistics & Data Analysis, 55(4):1521 - 1529, 2011. [ bib | DOI ]
[14] A. Gandy, J. T. Kvaloy, A. Bottle, and F. Zhou. Risk-adjusted monitoring of time to event. Biometrika, 97(2):375-388, 2010. [ bib | DOI ]
[15] Axel Gandy. Sequential implementation of Monte Carlo tests with uniformly bounded resampling risk. Journal of the American Statistical Association, 104(488):1504-1511, 2009. [ bib | DOI | R-package ]
[16] Axel Gandy and Uwe Jensen. Model checks for Cox-type regression models based on optimally weighted martingale residuals. Lifetime Data Analysis, 15(4):534-557, 2009. [ bib | DOI ]
[17] Axel Gandy, Terry M. Therneau, and Odd O. Aalen. Global tests in the additive hazards regression model. Statistics in Medicine, 27:831-844, 2008. [ bib | DOI ]
[18] Axel Gandy, Patrick Jäger, Bernd Bertsche, and Uwe Jensen. Decision support in early development phases - a case study from machine engineering. Reliability Engineering & System Safety, 92(7):921-929, 2007. [ bib | DOI ]
[19] Axel Gandy and Uwe Jensen. On goodness of fit tests for Aalen's additive risk model. Scand. J. Statist., 32:425-445, 2005. [ bib | DOI | .pdf ]
This is an electronic version of an article published in Scandinavian Journal of Statistics complete citation information for the final version of the paper, as published in the print edition of Scandinavian Journal of Statistics is available on the Blackwell Synergy online delivery service, accessible via the journal's website at http://www.blackwellpublishing.com or http://www.blackwell-synergy.com
[20] Axel Gandy and Uwe Jensen. Checking a semiparametric additive risk model. Lifetime Data Anal., 11(4):451-472, 2005. [ bib | DOI ]
[21] Axel Gandy, Uwe Jensen, and Constanze Lütkebohmert. A Cox model with a change-point applied to an actuarial problem. Brazilian Journal of Probability and Statistics, 19(2):93-109, 2005. [ bib | .pdf ]
[22] Axel Gandy. Effects of uncertainties in components on the survival of complex systems with given dependencies. In Alyson Wilson, Sallie Keller-McNulty, Nikolaos Limnios, and Yvonne Armijo, editors, Mathematical and Statistical Methods in Reliability. World Scientific, Singapore, 2005. Proceedings of the Conference “Mathematical Models in Reliability” in Santa Fe, NM, USA, 2004. [ bib ]
[23] Axel Gandy and Uwe Jensen. A nonparametric approach to software reliability. Appl. Stoch. Models Bus. Ind., 20:3-15, 2004. [ bib | DOI ]

Further Publications

[1] Mei-Ling Ting Lee, Mitchell Gail, Ruth Pfeiffer, Glen Satten, Tianxi Cai, and Axel Gandy, editors. Risk Assessment and Evaluation of Predictions. Lecture Notes in Statistics 210. Springer, 2013. [ bib ]
[2] Axel Gandy and Roberto Trotta. Special issue on astrostatistics - editorial. Statistical Analysis and Data Mining, 6(1):1-2, 2013. [ bib | DOI ]
[3] Axel Gandy and Jan Terje Kvaløy. Contribution to the discussion on the article “Statistical methods for healthcare regulation: rating, screening and surveillance” by D. Spiegelhalter, C. Sherlaw-Johnson, M. Bardsley, I. Blunt, C. Wood and O. Grigg. Journal of the Royal Statistical Society, Series A, 175:Early View, 2012. [ bib ]
[4] Axel Gandy. Contribution to the discussion on the article “Stability selection” by N. Meinshausen and P. Bühlmann. Journal of the Royal Statistical Society, Series B, 72:458-459, 2010. [ bib ]
[5] Axel Gandy and Ian W McKeague. Aalen's additive risk model. Encyclopedia of Statistical Sciences, 2008. [ bib ]
[6] Axel Gandy. Contribution to the discussion on the article “Semiparametric analysis of case series data” by C. P. Farrington and H. J. Whitaker. Journal of the Royal Statistical Society, Series C, 55:589-590, 2006. [ bib ]
[7] Axel Gandy. Directed Model Checks for Regression Models from Survival Analysis. Logos Verlag, Berlin, 2006. Dissertation, Universität Ulm. [ bib | .pdf ]
Copyright Logos Verlag Berlin, http://www.logos-verlag.de/cgi-bin/engbuchmid?isbn=1144&lng=deu&id=
Promotionspreis der Universitätsgesellchaft Ulm, siehe http://vts.uni-ulm.de/docs/2006/5683/vts_5683_7512.pdf, S. 4,7.
[8] Axel Gandy and Uwe Jensen. Checking a semi-parametric additive risk model. Technical Report. University of Hohenheim, 2005. [http://www.uni-hohenheim.de/ jensen/veroeffent.html]. [ bib ]
[9] Axel Gandy, Thilo Köder, Uwe Jensen, and Wolfgang Schinköthe. Ausfallverhalten bürstenbehafteter Kleinantriebe. Mechatronik F&M, 11-12:14-17, 2005. [ bib ]
[10] Patrick Jäger, Michael Wedel, Axel Gandy, Bernd Bertsche, Peter Göhner, and Uwe Jensen. Zuverlässigkeitsbewertung softwareintensiver mechatronischer Systeme in frühen Entwicklungsphasen. In Mechatronik 2005 - Innovative Produktentwicklung, number 1892 in VDI-Berichte, pages 873-898. VDI Verlag, 2005. Contribution to the VDI Konferenz 01./02. Juni 2005, Wiesloch bei Heidelberg. [ bib ]
[11] Axel Gandy. A nonparametric additive risk model with applications in software reliability. Diplomarbeit, Universität Ulm, 2002. [ bib ]

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