Imperial College London

Professor Axel Gandy

Faculty of Natural SciencesDepartment of Mathematics

Chair in Statistics



+44 (0)20 7594 8518a.gandy Website




530Huxley BuildingSouth Kensington Campus






Axel Gandy is Chair in Statistics at Imperial College London.

His personal web page can be found at

Selected Publications

Journal Articles

Gandy A, Kvaloy JT, 2013, Guaranteed Conditional Performance of Control Charts via Bootstrap Methods, Scandinavian Journal of Statistics, Vol:40, ISSN:0303-6898, Pages:647-668

Gandy A, Veraart LAM, 2013, THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS, Mathematical Finance, Vol:23, ISSN:0960-1627, Pages:531-559

Gandy A, Lau FD-H, 2013, Non-restarting cumulative sum charts and control of the false discovery rate, Biometrika, Vol:100, ISSN:0006-3444, Pages:261-268

Gandy A, Rubin-Delanchy P, 2013, AN ALGORITHM TO COMPUTE THE POWER OF MONTE CARLO TESTS WITH GUARANTEED PRECISION, Annals of Statistics, Vol:41, ISSN:0090-5364, Pages:125-142

Gandy A, Kvaloy JT, Bottle A, et al., 2010, Risk-adjusted monitoring of time to event, Biometrika, Vol:97, ISSN:0006-3444, Pages:375-388

Gandy A, 2009, Sequential Implementation of Monte Carlo Tests With Uniformly Bounded Resampling Risk, Journal of the American Statistical Association, Vol:104, ISSN:0162-1459, Pages:1504-1511

More Publications