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Number of items: 103.

2017

Garthwaite, Paul H.; Elfadaly, Fadlalla G. and Crawford, John R. (2017). Modified confidence intervals for the Mahalanobis distance. Statistics & Probability Letters, 127 pp. 131–137. restricted access item, not available for direct download

Elfadaly, Fadlalla G. and Garthwaite, Paul H. (2017). Eliciting Dirichlet and Gaussian copula prior distributions for multinomial models. Statistics and Computing, 27(2) pp. 449–467. file

2016

Elfadaly, Fadlalla G.; Garthwaite, Paul H. and Crawford, John R. (2016). On point estimation of the abnormality of a Mahalanobis index. Computational Statistics & Data Analysis, 99 pp. 115–130. file

Collins, Tom; Laney, Robin; Willis, Alistair and Garthwaite, Paul H. (2016). Developing and evaluating computational models of musical style. Artificial Intelligence for Engineering Design, Analysis and Manufacturing, 30(01) pp. 16–43. file

2015

Oyebamiji, Oluwole K.; Edwards, Neil R.; Holden, Philip B.; Garthwaite, Paul H.; Schaphoff, Sibyll and Gerten, Dieter (2015). Emulating global climate change impacts on crop yields. Statistical Modelling, 15(6) pp. 499–525. file

Elfadaly, Fadlalla G. and Garthwaite, Paul H. (2015). Eliciting prior distributions for extra parameters in some generalized linear models. Statistical Modelling, 15(4) pp. 345–365.

Noufaily, Angela; Ghebremichael-Weldeselassie, Yonas; Enki, Doyo; Garthwaite, Paul; Andrews, Nick; Charlett, André and Farrington, Paddy (2015). Modelling reporting delays for outbreak detection in infectious disease data. Journal of the Royal Statistical Society: Series A (Statistics in Society), 178(1) pp. 205–222.

Holden, Philip B.; Edwards, Neil R.; Garthwaite, Paul H. and Wilkinson, Richard D. (2015). Emulation and interpretation of high-dimensional climate model outputs. Journal of Applied Statistics, 42(9) pp. 2038–2055. file

2014

Holden, P. B.; Edwards, N. R,; Garthwaite, P. H.; Fraedrich, K.; Lunkeit, F.; Kirk, E.; Labriet, M.; Kanudia, A. and Babonneau, F. (2014). PLASIM-ENTSem v1.0: a spatio-temporal emulator of future climate change for impacts assessment. Geoscientific Model Development, 7 pp. 433–451. file

2013

Elfadaly, Fadlalla G. and Garthwaite, Paul H. (2013). Eliciting Dirichlet and Connor–Mosimann prior distributions for multinomial models. TEST, 22(4) pp. 628–646.

Enki, Doyo G.; Noufaily, Angela; Garthwaite, Paul H.; Andrews, Nick J.; Charlett, André; Lane, Chris and Farrington, C. Paddy (2013). Automated biosurveillance data from England and Wales, 1991-2011. Emerging Infectious Diseases, 19(1) pp. 35–42.

Garthwaite, Paul H.; Al-Awadhi, Shafeeqah A.; Elfadaly, Fadlalla G. and Jenkinson, David J. (2013). Prior distribution elicitation for generalized linear and piecewise-linear models. Journal of Applied Statistics, 40(1) pp. 59–75.

Noufaily, Angela; Enki, Doyo G.; Farrington, Paddy; Garthwaite, Paul; Andrews, Nick and Charlett, André (2013). An improved algorithm for outbreak detection in multiple surveillance systems. Statistics in Medicine, 32(7) pp. 1206–1222.

2012

Garthwaite, Paul H.; Critchley, Frank; Anaya Izquierdo, Karim and Mubwandarikwa, Emmanuel (2012). Orthogonalization of vectors with minimal adjustment. Biometrika, 99(4) pp. 787–798.

Crawford, John R.; Garthwaite, Paul H.; Longman, R. Stewart and Batty, Abigail M. (2012). Some supplementary methods for the analysis of WAIS-IV index scores in neuropsychological assessment. Journal of Neuropsychology, 6(2) pp. 192–211.

Crawford, John R.; Garthwaite, Paul H.; Morrice, Nicola and Duff, Kevin (2012). Some supplementary methods for the analysis of RBANS. Psychological Assessment, 24(2) pp. 365–374.

Unkel, Steffen; Farrington, Paddy; Garthwaite, Paul; Robertson, Chris and Andrews, Nick (2012). Statistical methods for the prospective detection of infectious disease outbreaks: a review. Journal of the Royal Statistical Society: Series A (Statistics in Society), 175(1) pp. 49–82.

Crawford, John R.; Cullum, C.Munroe; Garthwaite, Paul H.; Lycett, Emma and Allsopp, Kate J. (2012). Point and interval estimates of percentile ranks for scores on the Texas Functional Living Scale. Clinical Neuropsychologist, 26(7) pp. 1154–1165.

Crawford, John R. and Garthwaite, Paul H. (2012). Single case research in neuropsychology: a comparison of five forms of t-test for comparing a case to controls. Cortex, 48(8) pp. 1009–1016.

2011

Crawford, John R. ; Garthwaite, Paul H. and Ryan, Kevin (2011). Comparing a single case to a control sample: testing for neuropsychological deficits and dissociations in the presence of covariates. Cortex, 47(10) pp. 1166–1178.

Crawford, John R.; Garthwaite, Paul H.; Sutherland, David and Borland, Nicola (2011). Some supplementary methods for the analysis of the Delis-Kaplan executive function system. Psychological Assessment, 23(4) pp. 888–898.

Garthwaite, Paul H. and Crawford, John R. (2011). Inferences for a binomial proportion in the presence of ties. Journal of Applied Statistics, 38(9) pp. 1915–1934.

Collins, Tom; Laney, Robin; Willis, Alistair and Garthwaite, Paul (2011). Modeling pattern importance in Chopin's mazurkas. Music Perception: An Interdisciplinary Journal, 28(4) pp. 387–414.

2010

Garthwaite, Paul H. and Mubwandarikwa, Emmanuel (2010). Selection of weights for weighted model averaging. Australian & New Zealand Journal of Statistics, 52(4) pp. 363–382.

Crawford, John R.; Garthwaite, Paul H. and Porter, Sara (2010). Point and interval estimates of effect sizes for the case-controls design in neuropsychology: rationale, methods, implementations, and proposed reporting standards. Cognitive Neuropsychology, 27(3) pp. 245–260.

Collins, Tom; Laney, Robin; Willis, Alistair and Garthwaite, Paul (2010). Using discovered, polyphonic patterns to filter computer-generated music. In: Proceedings of the International Conference on Computational Creativity, 7-9 January 2010, Lisbon Portugal. file

Collins, Tom; Thurlow, Jeremy; Laney, Robin; Willis, Alistair and Garthwaite, Paul (2010). A comparative evaluation of algorithms for discovering translational patterns in Baroque keyboard works. In: Proceedings of the International Symposium on Music Information Retrieval, 9-13 Aug 2010, Utrecht, The Netherlands. file

Garthwaite, Paul H. and Mubwandarikwa, Emmanuel (2010). Selection of weights for weighted model averaging. Australian & New Zealand Journal of Statistics, 52(4) pp. 363–382.

Elfadaly, Fadlalla and Garthwaite, Paul H. (2010). On eliciting expert opinion in generalized linear models. In: Tenth Islamic Countries Conference on Statistical Sciences (ICCS-X), 20-23 Dec 2009, Cairo, Egypt.

Crawford, John R.; Garthwaite, Paul H. and Wood, Liam T. (2010). Inferential methods for comparing two single cases. Cognitive Neuropsychology, 27(5) pp. 377–400.

2009

Crawford, John R.; Garthwaite, Paul H. and Howell, David C. (2009). On comparing a single case with a control sample: an alternative perspective. Neuropsychologia, 47(13) pp. 2690–2695.

Crawford, John R.; Garthwaite, Paul H. and Slick, Daniel J. (2009). On percentile norms in neuropsychology: proposed reporting standards and methods for quantifying the uncertainty over the percentile ranks of test scores. The Clinical Neuropsychologist, 23(7) pp. 1173–1195.

Crawford, John R.; Garthwaite, Paul H.; Lawrie, Caroline J.; Henry, Julie D.; MacDonald, Marie A.; Sutherland, Jane and Sinha, Priyanka (2009). A convenient method of obtaining percentile norms and accompanying interval estimates for self-report mood scales (DASS, DASS-21, HADS, PANAS, and sAD). British Journal of Clinical Psychology, 48(2) pp. 163–180.

Crawford, John R.; Garthwaite, Paul H. and Betkowska, Karolina (2009). Bayes' theorem and diagnostic tests in neuropsychology: interval estimates for post-test probabilities. The Clinical Neuropsychologist, 23(4) pp. 624–644.

Garthwaite, Paul H. and Jones, M. C. (2009). A stochastic approximation method and its application to confidence intervals. Journal of Computational and Graphical Statistics, 18(1) pp. 184–200.

Crawford, John R. and Garthwaite, Paul H. (2009). Percentiles please: The case for expressing neuropsychological test scores and accompanying confidence limits as percentile ranks. The Clinical Neuropsychologist, 23(2) pp. 193–204.

2008

Crawford, John R. and Garthwaite, Paul H. (2008). On the "optimal" size for normative samples in neuropsychology: Capturing the uncertainty when normative data are used to quantify the standing of a neuropsychological test score. Child Neuropsychology, 14(2) pp. 99–117.

Crawford, John R.; Sutherland, David and Garthwaite, Paul H. (2008). On the reliability and standard errors of measurement of contrast measures from the D-KEFS. Journal of the International Neuropsychological Society, 14(6) pp. 1069–1073.

Garthwaite, Paul H.; Chilcott, James B.; Jenkinson, David J. and Tappenden, Paul (2008). Use of expert knowledge in evaluating costs and benefits of alternative service provisions: A case study. International Journal of Technology Assessment in Health Care, 24(3) pp. 350–357. file

2007

Crawford, J. R.; Garthwaite, P. H. and Gault, C. B. (2007). Estimating the percentage of the population with abnormally low scores (or abnormally large score differences) on standardized neuropsychological test batteries: A generic method with applications. Neuropsychology, 21(4) pp. 419–430.

De Roeck, Anne; Sarkar, Avik and Garthwaite, Paul (2007). Even very frequent function words do not distribute homogeneously. In: Nicolov, Nicolas; Bontcheva, Kalina; Angelova, Galia and Mitkov, Ruslan eds. Recent Advances in Natural Language Processing IV. Current Issues in Linguistic Theory (292). Amsterdam: John Benjamins, pp. 267–276.

Crawford, J. R. and Garthwaite, P. H. (2007). Comparison of a single case to a control or normative sample in neuropsychology: Development of a Bayesian approach. Cognitive Neuropsychology, 24(4) pp. 343–372.

Crawford, J. R. and Garthwaite, P. H. (2007). Using regression equations built from summary data in the neuropsychological assessment of the individual case. Neuropsychology, 21(5) pp. 611–620.

2006

Banks, C. J.; Brandon, M. A. and Garthwaite, P. H. (2006). Measurement of sea-ice draft using upward-looking ADCP on an autonomous underwater vehicle. Annals of Glaciology, 44(1) pp. 211–216.

Crawford, John R. and Garthwaite, Paul H. (2006). Methods of testing for a deficit in single-case studies: Evaluation of statistical power by Monte Carlo simulation. Cognitive Neuropsychology, 23(6) pp. 877–904.

Crawford, John R. and Garthwaite, Paul (2006). Comparing patients' predicted test scores from a regression equation with their obtained scores: A significance test and point estimate of abnormality with accompanying confidence limits. Neuropsychology, 20(3) pp. 259–271.

Al-Awadhi, Shafiqah A. and Garthwaite, Paul H. (2006). Quantifying expert opinion for modelling fauna habitat distributions. Computational Statistics, 21(1) pp. 121–140.

Crawford, John R.; Garthwaite, Paul H.; Azzalini, Adelchi; Howell, David C. and Laws, Keith R. (2006). Testing for a deficit in single-case studies: Effects of departures from normality. Neuropsychologia, 44(4) pp. 666–677.

O'Hagan, A.; Buck, C. E.; Daneshkhah, A.; Eiser, J. R.; Garthwaite, P. H.; Jenkinson, D. J.; Oakley, J. E. and Rakow, T. (2006). Uncertain Judgements: Eliciting Expert Probabilities. Chichester: John Wiley.

Crawford, John R. and Garthwaite, Paul (2006). Detecting dissociations in single-case studies: Type I errors, statistical power and the classical versus strong distinction. Neuropsychologia, 44(12) pp. 2249–2258.

2005

Crawford, John R, and Garthwaite, Paul H. (2005). Evaluation of criteria for classical dissociations in single-case studies by Monte Carlo simulation. Neuropsychology, 19(5) pp. 664–678.

Sarkar, Avik; De Roeck, Anne and Garthwaite, Paul (2005). Team re-occurrence measures for analyzing style. In: Proceedings of the SIGIR 2005 Workshop on Stylistic Analysis of Text for Information Access. (Argamon, S.; Karlgren, J. and Shanahan, J.G. eds.), ACM Press, pp. 28–36.

Sarkar, Avik; Garthwaite, Paul and De Roeck, Anne (2005). A Bayesian mixture model for term re-occurrence and burstiness. In: Ninth Conference on Computational Language Learning (CoNLL), 29-30 June 2005, Ann Arbor, Michigan, USA. file

Garthwaite, Paul H.; Kadane, Joseph B. and O'Hagan, Anthony (2005). Statistical methods for eliciting probability distributions. Journal of the American Statistical Association, 100(470) pp. 680–701.

Crawford, J. R. and Garthwaite, P. H. (2005). Testing for suspected impairments and dissociations in single-case studies in neuropsychology: Evaluation of alternatives using Monte Carlo simulations and revised tests for dissociations. Neuropsychology, 19(3) pp. 318–331.

Garthwaite, Paul (2005). Confidence intervals: nonparametric. In: Everitt, B.S. and Howell, D.C. eds. Encyclopedia of Statistics in Behavioral Science, Volume 1. Chichester: Wiley, pp. 3475–381.

Prescott, Gordon J. and Garthwaite, Paul H. (2005). Bayesian analysis of misclassified binary data from a matched case-control study with a validation sub-study. Statistics in Medicine, 24(3) pp. 379–401.

Prescott, G. J. and Garthwaite, P. H. (2005). A Bayesian approach to prospective binary outcome studies with misclassification in a binary risk factor. Statistics in Medicine, 24(22) pp. 3463–3477. restricted access item, not available for direct download

2004

Garthwaite, Paul H. and Crawford, John R. (2004). The distribution of the difference between two t-variates and application to a test for dissociations. Biometrika, 91(4) pp. 987–994.

Crawford, John R.; Garthwaite, Paul; Howell, David C. and Gray, Colin D. (2004). Inferential methods for comparing a single case with a control sample: modified t-tests versus mycroft et al.'s (2002) modified anova. Cognitive Neuropsychology, 21(7) pp. 750–755.

De Roeck, Anne; Sarkar, Avik and Garthwaite, Paul H. (2004). Defeating the homogeneity assumption. In: Seventh International Conference on the Statistical Analysis of Textual Data (JADT) (Purnelle, G.; Fairo, C and Dister, A eds.), UCL Presses Universitaries, Louvain, pp. 282–294.

Crawford, John R. and Garthwaite, Paul H. (2004). Statistical methods for single-case studies in neuropsychology: comparing the slope of a patient's regression line with those of a control sample. Cortex, 40(3) pp. 533–548.

De Roeck, Anne; Sarkar, Avik and Garthwaite, Paul H. (2004). Frequent term distribution measures for dataset profiling. In: Proceedings of the Fourth International Conference on Language Resources and Evaluation (Lino, M. T.; Xavier, M. F.; Ferreira, F.; Costa, R. and Silva, R. eds.), ELRA, Paris, pp. 1647–1650.

2003

Crawford, John R.; Garthwaite, Paul H.; Howell, David C. and Venerri, Annalena (2003). Intra-individual measures of association in neuropsychology: inferential methods for comparing a single case with a control or normative sample. Journal of the International Neuropsychological Society, 9(7) pp. 989–1000.

In-Sun, Nam; Mengersen, Kerrie and Garthwaite, Paul (2003). Multivariate meta-analysis. Statistics in Medicine, 22(14) pp. 2309–2333. restricted access item, not available for direct download

Crawford, Joh R.; Garthwaite, Paul H. and Gray, Colin D. (2003). Wanted: fully operational definitions of dissociations in single case studies. Cortex, 39(2) pp. 357–370.

2002

Zuur, Grietje; Garthwaite, Paul H. and Fryer, Rob J. (2002). Practical use of MCMC methods: lessons from a case study. Biometrical Journal, 44(4) pp. 433–455.

Prescott, Gordon J. and Garthwaite, Paul H. (2002). A Simple Bayesian analysis of misclassified binary data with a validation substudy. Biometrics, 58(2) pp. 454–458.

Crawford, J.R. and Garthwaite, Paul H. (2002). Investigation of the single case in neuropsychology: confidence limits on the abnormality of test scores and test score differences. Neuropsychologia, 40(8) pp. 1196–1208.

Ramsay, Craig R.; Wallace, Sheila A.; Garthwaite, Paul H.; Monk, Andrew F.; Russell, Ian T. and Grant, Adrian M. (2002). Assessing the learning curve effect in health technologies: Lessons from the non-clinical literature. International Journal of Technology Assessment in Health Care, 18(1) pp. 1–10. file

Garthwaite, Paul; Jolliffe, Ian and Jones, Byron (2002). Statistical Inference. UK: Oxford University Press.

2001

Garthwaite, P. H. and Al-Awadhi, S. A. (2001). Prior distribution assessment for a multivariate normal distribution: an experimental study. Journal of Applied Statistics, 28(1) pp. 5–23.

Garthwaite, Paul H. and Al-Awadhi, Shafeeqah A. (2001). Non-conjugate prior distribution assessment for multivariate normal sampling. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 63(1) pp. 95–110. file

Ramsay, C.R.; Grant, A.M.; Wallace, S.A.; Garthwaite, P.H.; Monk, A.F. and Russell, I.T. (2001). Statistical assessment of the learning curves of health technologies. Health Technology Assessment, 5(12) pp. 1–79.

2000

Aucott, Lorna S.; Garthwaite, Paul H. and Curral, James (2000). Regression methods for high-dimensional multicollinear data. Communications in Statistics: Simulation and Computation, 29(4) pp. 1021–1037.

Ramsay, Craig R.; Grant, Adrian M.; Wallace, Sheila A.; Garthwaite, Paul H.; Monk, Andrew F. and Russell, Ian T. (2000). Assessment of the learning curve in health technologies: a systematic review. International Journal of Technology Assessment in Health Care, 16(4) pp. 1095–1108. file

Garthwaite, Paul H. and O'Hagan, Anthony (2000). Quantifying expert opinion in the UK water industry: An experimental study. Journal of the Royal Statistical Society: Series D (The Statistician), 49(4) pp. 455–477.

1998

Al-Awadhi, Shafeeqah A. and Garthwaite, Paul H. (1998). An elicitation method for multivariate normal distributions. Communications in Statistics - Theory and Methods, 27(5) pp. 1123–1142.

1996

Garthwaite, Paul H. (1996). Confidence intervals from randomization tests. Biometrics, 52 pp. 1387–1393.

1994

Garthwaite, P. H. (1994). An interpretation of partial least squares. Journal of the American Statistical Association, 89(425) pp. 122–127.

Lee, H. S.; Cross, S. J.; Garthwaite, P. H.; Dickie, A.; Ross, I.; Walton, S. and Jennings, K. (1994). Comparison of the value of novel rapid measurement of myoglobin, creatine kinase, and creatine kinase-MB with the electrocardiogram for the diagnosis of acute myocardial infarction. British Heart Journal, 71(4) pp. 311–315.

1993

Fuller, Malcolm F. and Garthwaite, Paul (1993). The form of response of body protein accretion to dietary amino acid supply. Journal of Nutrition, 123(5) pp. 957–963.

1992

Garthwaite, P. H. (1992). Preposterior expected loss as a scoring rule for prior distributions. Communications in Statistics - Theory and Methods, 21(12) pp. 3601–3619.

Garthwaite, P. H. and Buckland, S. T. (1992). Generating Monte Carlo confidence intervals by the Robbins-Monro Process. Journal of the Royal Statistical Society: Series C (Applied Statistics), 41(1) pp. 159–171.

Garthwaite, Paul H. and Dickey, James M. (1992). Elicitation of prior distributions of variable-selection problems in regression. Annals of Statistics, 20(4) pp. 1697–1719. file

Aucott, L. S. and Garthwaite, P. H. (1992). Combining information from sets of near-infrared reflectance data: A Bayesian approach. In: Murray, I. and Cowe, I. A. eds. Making Light Work: Advances in Near Infrared Spectroscopy. New York: VCH Publishers, pp. 160–169.

Aucott, L. S.; Buckland, S. T.; Garthwaite, P. H.; Nevison, I. M. and Murray, I. (1992). A windowing technique for determining composition of organic substances by near-infrared reflectance. Analyst, 117(6) pp. 947–952.

1991

Buckland, Stephen T. and Garthwaite, Paul H. (1991). Quantifying precision of mark-recapture estimates using the bootstrap and related methods. Biometrics, 47(1) pp. 225–268.

1990

Garthwaite, P. H. and Buckland, S. T. (1990). Analysis of a multiple-recapture census by computing conditional probabilities. Biometrics, 46(1) pp. 231–238.

Lean, M. E.; Powrie, J. K.; Anderson, A. S. and Garthwaite, P. H. (1990). Obesity, weight loss and prognosis in type 2 diabetes. Diabetic Medicine, 7(3) pp. 228–233.

1989

Garthwaite, P. H. (1989). Fractile assessments for a linear regression model: an experimental study. Organizational Behavior and Human Decision Processes, 43(2) pp. 188–206.

Partridge, G. G.; Garthwaite, P. H. and Findlay, M. (1989). Protein and energy retention by growing rabbits offered diets with increasing proportions of fibre. Journal of Agricultural Science, 112 pp. 171–178.

1988

Crawford, J. R.; Stewart, L. E.; Garthwaite, P. H.; Parker, D. M. and Besson, J. A. (1988). The relationship between demographic variables and NART performance in normal subjects. British Journal of Clinical Psychology, 27(2) pp. 181–182.

Avons, P.; Garthwaite, P. H.; Davies, H. L.; Murgatroyd, P. R. and James, W. P. (1988). Approaches to estimating physical activity in the community: calorimetric validation of actometers and heart rate monitoring. European Journal of Clinical Nutrition, 42(3) pp. 185–196.

Aucott, Lorna S.; Garthwaite, Paul H. and Buckland, Stephen T. (1988). Transformations to reduce the effect of particle size in near-infrared spectra. Analyst, 113 pp. 1849–1854.

Garthwaite, Paul H. and Dickey, James M. (1988). Quantifying expert opinion in linear regression problems. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 50(3) pp. 462–474.

Thomas, P. C.; Roberston, S.; Chamberlain, D. G.; Livngstone, R. M.; Garthwaite, P. H.; Dewey, P. J. S.; Smart, R. and Whyte, C. (1988). Predicting the metabolizable energy content of compounded feeds for ruminants. In: Haresign, W. and Cole, D. J. A. eds. Recent Advances in Animal Nutrition. London, UK: Butterworths, pp. 127–146.

Lean, M. E. J.; Garthwaite, P. and James, W. P. T. (1988). Dependence of energy expenditure on carbohydrate and not on fat intake in post-obese and control women. Proceedings of the Nutrition Society, 47 137A-137A.

Crawford, J. R.; Howell, David C. and Garthwaite, Paul H. (1988). Payne and Jones revisited: Estimating the abnormality of test score differences using a modified paired samples t-test. Journal of Clinical and Experimental Neuropsychology, 20(6) pp. 898–905.

1987

Bell, James and Garthwaite, Paul (1987). The psychological effects of service in British Antarctica: a study using the General Health Questionnaire. British Journal of Psychiatry, 150(2) pp. 213–218.

Williams, P. E. V.; Fallon, R. J.; Innes, G. M. and Garthwaite, P. (1987). Effects of food intake, rumen development and live weight of calves of replacing barley with sugar beet-citrus pulp in a starter diet. Animal Production, 44 pp. 65–73. file

Phillippo, M.; Humphries, W. R.; Aktinson, T.; Henderson, G. D. and Garthwaite, P. H. (1987). The effect of dietary molybdenum and iron on copper status, puberty, fertility and oestrous cycles in cattle. Journal of Agricultural Science, 109 pp. 321–336.

1985

Garthwaite, P. H. and Dickey, J. M. (1985). Double and single-bisection methods for subjective probability assessment in a location-scale family. Journal of Econometrics, 29(1-2) pp. 143–163.

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