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Stephen Blyth
Stephen Blyth
Professor of the Practice of Statistics, Harvard University
Verified email at fas.harvard.edu
Title
Cited by
Cited by
Year
Correlation curves as local measures of variance explained by regression
K Doksum, S Blyth, E Bradlow, XL Meng, H Zhao
Journal of the American Statistical Association 89 (426), 571-582, 1994
1111994
Karl Pearson and the correlation curve
S Blyth
International Statistical Review/Revue Internationale de Statistique, 393-403, 1994
701994
Local divergence and association
S Blyth
Biometrika 81 (3), 579-584, 1994
361994
Flexible indeterminate factor-based asset allocation
SJ Blyth, MC Szigety, J Xia
The Journal of Portfolio Management, 2016
262016
Measuring local association: an introduction to the correlation curve
SJ Blyth
Sociological Methodology, 171-197, 1994
251994
The dead of the Gulag: an experiment in statistical investigation
S Blyth
Journal of the Royal Statistical Society: Series C (Applied Statistics) 44 …, 1995
171995
An introduction to quantitative finance
S Blyth
Oxford University Press, 2014
162014
Optimal kernel weights under a power criterion
S Blyth
Journal of the American Statistical Association 88 (424), 1284-1286, 1993
91993
A note on correlation curves and Chernoff's inequality
S Blyth
Scandinavian journal of statistics, 375-377, 1993
61993
Rates of skew
S Blyth, J Uglum
Risk 12, 61-3, 1999
51999
The Quant Delusion: Financial Engineering in the Post-Lehman Dodd–Frank Landscape
S Blyth
CFA Institute Conference Proceedings Quarterly 29 (1), 1-8, 2012
32012
Bayesian meta-analysis of frequentist p-values
S Blyth, AFM Smith
Communications in Statistics-Theory and Methods 27 (11), 2707-2724, 1998
31998
Science strikes back
S Blyth
Risk 25 (11), 71, 2012
22012
Correlation, Swaptions and Bermudans
S Blyth, M Sawicki
RISK-LONDON-RISK MAGAZINE 17 (9), 117, 2004
22004
Practical relative value volatility trading
S Blyth
Risk 17 (5), 91-6, 2004
22004
Opinion: Age of reason or age of procedure?
S Blyth
RISK-LONDON-RISK MAGAZINE LIMITED- 17, 116-116, 2004
22004
Of Wranglers and Bankers: Reflections on applied statistics from a career in finance
S Blyth
Chance 26 (2), 4-7, 2013
12013
The quant delusion
S Blyth
Risk 24 (1), 116, 2011
12011
Pearson, Karl and the Correlation Curve
S Blyth
INTERNATIONAL STATISTICAL REVIEW 62 (3), 393-403, 1994
11994
Challenging the doom-mongers
S Blyth
Risk 25 (2), 61, 2012
2012
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