Imperial College London

Professor Axel Gandy

Faculty of Natural SciencesDepartment of Mathematics

Chair in Statistics
 
 
 
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Contact

 

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

 
 
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Location

 

530Huxley BuildingSouth Kensington Campus

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Summary

 

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

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

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

More Publications