Publication list of Jens Ledet Jensen
Arranged in reverse chronological order.
Books
-
Saddlepoint Approximations.
Clarendon Press, Oxford, 1995.
Publications in journals and proceedings
-
Light, atoms, and singularities. Co-authors: O.E. Barndorff-Nielsen
and F.E.
Benth.
Progress in Probability, 52, 1-18, 2002.
-
A dependent rates model and MCMC based methodology
for the maximum likelihood analysis of sequences with overlapping
reading frames. Co-author: A-M.K. Pedersen.
Mol Biol Evol, 18, 763-776, 2001
-
A class of risk neutral densities with heavy tails.
Co-authors: N.V. Hartvig and J. Pedersen
Finance and Stochastics, 5, 115-128, 2001.
-
Markov jump processes with a singularity. Co-authors: O.E. Barndorff-Nielsen
and F.E.
Benth.
Adv. Appl. Probab, 32, 779-799, 2000.
-
Spatial mixture modelling of fMRI data.
Co-author: N.V. Hartvig.
Human Brain Mapping, 11, 233-248, 2000.
-
Probabilistic models of DNA sequence evolution with
context dependent rates of substitution.
Co-author: A-M.K. Pedersen.
Adv. Appl. Probab. 32, 499-517, 2000.
-
Asymptotic normality of the maximum likelihood
estimator in state space models.
Co-author: N.V. Petersen.
Ann. Statist. 27, 514-535, 1999.
-
Ornstein-Uhlenbeck type
processes with non-normal distribution.
Co-author: J. Pedersen.
J. Appl. Probab. 36, 389-402, 1999.
-
Large deviation and other results for minimum contrast estimators.
Co-author: A.T.A. Wood.
Ann. Institute Math. Statist. 50, 673-695, 1998.
-
Some stationary processes in discrete and continuous time. With O.E.
Barndorff-Nielsen and M. S{\o}rensen. {\em Adv. Appl. Prob.
}{\bf 30}, 1998, 989-1007
-
Efficiency of the pseudo-likelihood estimate in a
one-dimensional lattice gas. {\em Selected Proceedings of the Symposium on
Estimating Functions}. Eds. I. Basawa, V.P. Godambe and R.L.
Taylor, 1997, 369-379.
-
A saddlepoint approximation for the number of uniform spacings
exceeding a given level. {\em Proceedings of the IV Symposium
on Probability and Stochastic Processes, Gunanjuato, 1996}.
-
Contribution to the discussion of ``Overview of nonlinear time
series
analysis from a chaos perspective" by Howell Tong.
{\em Scand. J. Statist. }{\bf 22},
1995, 426-428.
-
On asymptotic normality of pseudo likelihood estimates for
pairwise
interaction processes. With H.R. K\"unsch. {\em Ann. Inst. Statist. Math. }
{\bf 46},
1994, 475-486.
-
Asymptotic expansions at work. (Contribution to the Cramer
Symposium,
Stockholm, 1993). {\em Scand. Actuarial J.}, 1995, 143-152.
-
A statistical model for the streamwise component of a turbulent
velocity
field. With O.E. Barndorff-Nielsen and M. S{\o}rensen.
{\em Ann. Geophysicae }{\bf 11},
1993, 99-103.
-
Comments on nonparametric predictions of sunspot numbers.
{\em The Astronomical
Journal }{\bf 105}, 1993, 350-352.
-
Chaotic dynamical systems with a view towards statistics - a
review.
In O.E. Barndorff-Nielsen, J.L. Jensen and W.S. Kendall (eds.):
{\em Networks
and Chaos - Statistical and Probabilistic Aspects}, Chapman and Hall,
London, 1993.
-
A note on asymptotic expansions for sums over a weakly dependent random
field. {\em Ann. Inst. Statist. Math. }{\bf 45}, 1993, 353-360.
-
A historical sketch and some new results on the improved log
likelihood
ratio statistic. {\em Scand. J. Statist. }{\bf 20}, 1993, 1-15.
-
Asymptotic normality of estimates in spatial point processes.
{\em Scand. J.
Statist. }{\bf 20}, 1993, 97-109.
-
A note on a conjecture of H.E. Daniels. {\em REBRAPE }{\bf 6},
1992, 85-95.
-
The modified signed likelihood statistic and saddlepoint approximations.
{\em Biometrika }{\bf 79}, 1992, 693-703.
-
Saddlepoint approximations to the distribution of the total
claim amount
in some recent risk models. {\em Scand. Actuarial J.}, 1991, 154-168.
-
Saddlepoint approximations to exact tests and improved
likelihood ratio
tests for the gamma distribution. With L.B. Kristensen. {\em Commun.
Statist. - Theory Meth. }{\bf 20}, 1991, 1515-1532.
-
Pseudolikelihood for exponential family models of spatial
processes.
With J. M{\o}ller. {\em Ann. Appl. Prob. }{\bf 1}, 1991, 445-461.
-
Saddlepoint expansions for sums of Markov dependent variables on
a
continuous state space. Probab. {\em Th. Rel. Fields }{\bf 89}, 1991,
181-199.
-
A large deviation type approximation for the 'box-class' of
likelihood
ratio criteria. {\em J. Amer. Statist. Assoc. }{\bf 86}, 1991, 437-440.
-
Uniform saddlepoint approximations and log-concave densities.
{\em J. Roy.
Statist. Soc. B }{\bf 53}, 1991, 157-172.
-
A note on asymptotic normality in the thermodynamic limit at low
densities. {\em Adv. Appl. Math. }{\bf 12}, 1991, 387-399.
-
Two examples of statistics sufficiently smooth to admit an
Edgeworth
expansion. In Diana, G., Pace, L., Pesarin, F. and Salvan, A. (eds.):
{\em Small Sample Asymptotics and Related Problems}, University of Padua,
1990, 1-24.
-
Parametric modelling of turbulence. With O.E. Barndorff-Nielsen
and
M. S{\o}rensen. {\em Phil. Trans. R. Soc. Lond. A }{\bf 332}, 1990, 439-455.
-
The extremal family generated by the Yule process. With B.
Johansson.
{\em Stochastic Processes and Their Applications }{\bf 36}, 1990, 59-76.
-
Is the "Improved likelihood ratio statistic" really improved in
the
discrete case? With M. Frydenberg. {\em Biometrika }{\bf 76}, 1989,
655-661.
-
Wind shear and hyperbolic distributions. With O.E.
Barndorff-Nielsen and
M. S{\o}rensen. {\em Boundary-Layer Meteorology }{\bf 49}, 1989, 417-431.
-
Validity of the formal Edgeworth expansion when the underlying
distribution
is partly discrete. {\em Probability Theory and Related Fields }{\bf 81},
1989,
507-519.
-
Local and tail approximations near the Poisson limit.
With A.D. Barbour.
{\em Scand. J. Statist. }{\bf 16}, 1989, 75-87.
-
A note on the work of Goetze and Hipp concerning asymptotic
expansions for
sums of weakly dependent random vectors. In Mandel, P. and Huskova, M.
(eds.): {\em Proceedings of The Fourth Prague Symposium on Asymptotic
Statistics}, Charles University, Prague, 1989, 295-303.
-
Asymptotic expansions for strongly mixing Harris recurrent Markov chains.
{\em Scand. J. Statist. }{\bf 16}, 1989, 47-63.
-
Maximum likelihood estimation of the hyperbolic parameters from
grouped
observations. {\em Computers and Geosciences }{\bf 14}, 1988, 389-408.
-
On the incubation time distribution and the Danish AIDS data.
With
J. Boldsen, J. S{\o}gaard and M. S{\o}rensen. {\em J. R. Statist. Soc. A }
{\bf 151}, 1988,
42-43.
-
Uniform saddlepoint approximations. {\em Adv. Appl. Prob. }
{\bf 20}, 1988, 622-634.
-
On asymptotic expansions in non-ergodic models.
{\em Scand. J. Statist. }{\bf 14},
1987, 305-318.
-
Standardized log likelihood ratio statistics for mixtures of discrete and
continuous observations. {\em Ann. Statist. }{\bf 15}, 1987, 314-324.
-
A note on asymptotic expansions for Markov chains using operator
theory.
{\em Adv. Appl. Math. }{\bf 8}, 1987, 377-392.
-
Similar tests and the standardized log likelihood ratio statistics.
{\em Biometrika }{\bf 73}, 1986, 567-572.
-
Inference for the mean of a Gamma distribution with unknown shape
parameter. {\em Scand. J. Statist. }{\bf 13}, 1986, 135-151.
-
Estimation of some aeolian saltation parameters: a
re-analysis of Williams' data. {\em Sedimentology} {\bf 33}, 1986, 547-558.
-
Approximations for compound Poisson and Polya processes.
With P. Embrechts,
M. Maejima and J. Teugels. {\em Adv. Appl. Prob. }{\bf 17}, 1985, 623-637.
-
Saddlepoint formulas for reproductive exponential models. With P. Blaesild.
{\em Scand. J. Statist. }{\bf 12}, 1985, 193-202.
-
A methodological study of the sieving of small sand samples. With
K. Dalsgaard. {\em Proceedings of the International Workshop on the Physics of
Blown Sand}. Memoirs No. {\bf 8}, 1985, Department of Theoretical
Statistics,
University of Aarhus. A revised version is published as one half of a
chapter in the book Principles, Methods and Application of Particle Size
Analysis, edited by J.P.M. Syvitski, Cambridge University Press.
-
The fascination of sand. With O.E. Barndorff-Nielsen, P. Blaesild
and
M. S{\o}rensen. In A.C. Atkinson and S.E. Fienberg (eds.):
{\em A Celebration of
Statistics}, Springer-Verlag, New York, 1985, 57-87.
-
On the mathematical modelling of aeolian saltation. With M.
S{\o}rensen.
In B. Sumer and A. Mueller (eds.): {\em Mechanics of Sediment Transport},
Balkema, Rotterdam, 1982, 55-72.
-
On the relation between size and distance travelled for
wind-driven sand
grains - results and discussion of a pilot experiment using coloured sand.
With O.E. Barndorff-Nielsen and M. S{\o}rensen. In B. Sumer and A. Mueller
(eds.): {\em Mechanics of Sediment Transport}, Balkema, Rotterdam, 1982,
55-64.
-
Exponential transformation models. With O.E. Barndorff-Nielsen, P.
Blaesild
and B. J{\o}rgensen. {\em Proc. R. Soc. Lond. A }{\bf 379}, 1982, 41-54.
-
Multivariate distributions of hyperbolic type. With P. Blaesild.
{\em Statistical Distributions in Scientific Work, Vol. }{\bf 4}, 1981,
45-66.
D. Reidel Publ. Co., Dordrecht.
-
On the hyperboloid distribution.
{\em Scand. J. Statist. }{\bf 8}, 193-206, 1981.
Submitted and non-published papers
-
Identifying distinct
classes of bladder cancer using microarray.
Co-authors: L.D. Andersen, T. Thykjær, M. Kruhøffer, N. Marcussen,
S.H. Dutoit, H. Wolf, and T.F. Ørntoft. 2002.
-
Recursions for statistical
multiple alignment.
Co-authors: J. Hein and C.N.S. Pedersen.
Research Report No. 425, 2002,
Department of Theoretical Statistics, University of Aarhus.
-
Poisson approximation to the distribution of rare
events in DNA evolution. Research Report No. 422, 2001,
Department of Theoretical Statistics, University of Aarhus.
-
Ridge type calibration.
Research Report No. 375), 1997,
Department of Theoretical Statistics, University of Aarhus.
-
Errors in maximum entropy charge density distributions. With
B.B. Iversen and J. Danielsen. {\em Acta Cryst.} {\bf A 53}, 1997,
376-387.
-
On the non-existence of a Bartlett correction for unit root test.
With Andrew T.A. Wood. {\em Statistics and Probability Letters}
{\bf 35}, 1997, 181-187.
-
A simple derivation of $r^*$ for a curved exponential
families. {\em Scand. J. Statist.} {\bf 24}, 1997, 33-46.
-
Methods for estimating the singular component of a distribution.
With Karl Broman, Peter Hall, and T.P. Speed. 1996.
-
Ensidet variansanalyse og line{\ae}r regression. Statistiske
Interna nr. 49
(1995), Department of Theoretical Statistics, University of Aarhus.
(Notes for a course for highschool teachers.)
-
CALQ: A new program to calculate the discharge of rivers.
With Bente Clausen. 1994.
-
{Saddlepoint approximations, Edgeworth expansions and normal
approximations
- from independence to dependence.} Memoirs No. {\bf 12}, 1993, Department of
Theoretical Statistics, University of Aarhus.
-
Sand transport studies in a wind tunnel using radioactive
grains. Report on a pilot experiment. With O.E. Barndorff-Nielsen, H.L.
Nielsen, K.R. Rasmussen and M. S{\o}rensen. Research Report 140 (1988),
Department of Theoretical Statistics, University of Aarhus.
-
A note on asymptotic expansions for the first order
autoregressive process.
Memoirs No. {\bf 10} (1986), Department of Theoretical Statistics,
University of
Aarhus.
-
Windtunnel tracer studies of grain progress. With O.E.
Barndorff-Nielsen,
H.L. Nielsen, K.R. Rasmussen and M. S{\o}rensen. {\em Proceedings of the
International Workshop on the Physics of Blown Sand}. Memoirs No. {\bf
8}, 1985,
Department of Theoretical Statistics, University of Aarhus.
-
The Hanstholm experiment 1982. Sand grain saltation on a beach.
With
K.R. Rasmussen, M. S{\o}rensen and B.B. Willetts. Research Report
No. 125 (1984), Department of Theoretical Statistics, University of Aarhus.
-
Similar tests and confidence regions for the group parameter
of an exponential transformation model. Research Report No. 82 (1982),
Department of Theoretical Statistics, University of Aarhus.
-
A note on the fiducial inference for the Fisher distribution on a
sphere.
Research Report No. 71 (1981), Department of Theoretical Statistics,
University of Aarhus.
Edited volumes
-
Chaos and Networks. Statistical and Probabilistic Aspects
.
Proceedings of the First Séminaire Européen de Statistique held at
Sandbjerg Manor and Department of Theoretical Statistics,
Aarhus University 25 April - 7 May, 1992. London: Chapman & Hall.
(1993). Jointly with O.E. Barndorff-Nielsen and W.S. Kendall.