Summary
Axel Gandy is Chair in Statistics at Imperial College London.
His personal web page can be found at http://wwwf.imperial.ac.uk/~agandy/
Selected Publications
Journal Articles
Veraart LAM, Gandy A, 2019, Adjustable network reconstruction with applications to CDS exposures, Journal of Multivariate Analysis, Vol:172, ISSN:0047-259X, Pages:193-209
Gandy A, Veraart LAM, 2017, A Bayesian methodology for systemic risk assessment in financial networks, Management Science, Vol:63, ISSN:0025-1909, Pages:4428-4446
Gandy A, Lau F, 2016, The chopthin algorithm for resampling, Ieee Transactions on Signal Processing, Vol:64, ISSN:1941-0476, Pages:4273-4281
Gandy A, Hahn G, 2016, A framework for Monte Carlo based multiple testing, Scandinavian Journal of Statistics, Vol:43, ISSN:1467-9469, Pages:1046-1063
Gandy A, Kvaløy JT, 2013, Guaranteed Conditional Performance of Control Charts via Bootstrap Methods, Scandinavian Journal of Statistics, Vol:n/a, ISSN:0303-6898
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, 2011, An algorithm to compute the power of Monte Carlo tests with guaranteed precision
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