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 | 111 | 1994 |
Karl Pearson and the correlation curve S Blyth International Statistical Review/Revue Internationale de Statistique, 393-403, 1994 | 70 | 1994 |
Local divergence and association S Blyth Biometrika 81 (3), 579-584, 1994 | 36 | 1994 |
Flexible indeterminate factor-based asset allocation SJ Blyth, MC Szigety, J Xia The Journal of Portfolio Management, 2016 | 26 | 2016 |
Measuring local association: an introduction to the correlation curve SJ Blyth Sociological Methodology, 171-197, 1994 | 25 | 1994 |
The dead of the Gulag: an experiment in statistical investigation S Blyth Journal of the Royal Statistical Society: Series C (Applied Statistics) 44 …, 1995 | 17 | 1995 |
An introduction to quantitative finance S Blyth Oxford University Press, 2014 | 16 | 2014 |
Optimal kernel weights under a power criterion S Blyth Journal of the American Statistical Association 88 (424), 1284-1286, 1993 | 9 | 1993 |
A note on correlation curves and Chernoff's inequality S Blyth Scandinavian journal of statistics, 375-377, 1993 | 6 | 1993 |
Rates of skew S Blyth, J Uglum Risk 12, 61-3, 1999 | 5 | 1999 |
The Quant Delusion: Financial Engineering in the Post-Lehman Dodd–Frank Landscape S Blyth CFA Institute Conference Proceedings Quarterly 29 (1), 1-8, 2012 | 3 | 2012 |
Bayesian meta-analysis of frequentist p-values S Blyth, AFM Smith Communications in Statistics-Theory and Methods 27 (11), 2707-2724, 1998 | 3 | 1998 |
Science strikes back S Blyth Risk 25 (11), 71, 2012 | 2 | 2012 |
Correlation, Swaptions and Bermudans S Blyth, M Sawicki RISK-LONDON-RISK MAGAZINE 17 (9), 117, 2004 | 2 | 2004 |
Practical relative value volatility trading S Blyth Risk 17 (5), 91-6, 2004 | 2 | 2004 |
Opinion: Age of reason or age of procedure? S Blyth RISK-LONDON-RISK MAGAZINE LIMITED- 17, 116-116, 2004 | 2 | 2004 |
Of Wranglers and Bankers: Reflections on applied statistics from a career in finance S Blyth Chance 26 (2), 4-7, 2013 | 1 | 2013 |
The quant delusion S Blyth Risk 24 (1), 116, 2011 | 1 | 2011 |
Pearson, Karl and the Correlation Curve S Blyth INTERNATIONAL STATISTICAL REVIEW 62 (3), 393-403, 1994 | 1 | 1994 |
Challenging the doom-mongers S Blyth Risk 25 (2), 61, 2012 | | 2012 |