Dimitrios Stasinopoulos

London Metropolitan University

24Publications

12H-index

1,459Citations

Publications 24

Newest

A new continuous distribution on the unit interval applied to modelling the points ratio of football teams

#1Luiz Ricardo Nakamura (UFSC: Universidade Federal de Santa Catarina)H-Index: 1

#2Pedro H. R. Cerqueira (ESALQ: Escola Superior de Agricultura Luiz de Queiroz)

Last.Dimitrios Stasinopoulos (London Metropolitan University)H-Index: 12

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We introduce a new flexible distribution to deal with variables on the unit interval based on a transformation of the sinh–arcsinh distribution, which accommodates different degrees of skewness and kurtosis and becomes an interesting alternative to model this type of data. We also include this new distribution into the generalised additive models for location, scale and shape (GAMLSS) framework in order to develop and fit its regression model. For different parameter settings, some simulations a...

Reference values for the incremental shuttle walk test in patients with cardiovascular disease entering exercise-based cardiac rehabilitation

#1Fernando Cardoso (University of Essex)H-Index: 4

#2Meshal Almodhy (University of Essex)H-Index: 4

Last.Gavin Sandercock (University of Essex)H-Index: 28

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ABSTRACTThe incremental shuttle walk test (ISWT) is used to assess functional capacity of patients entering cardiac rehabilitation. Factors such as age and sex account for a proportion of the variance in test performance in healthy individuals but there are no reference values for patients with cardiovascular disease. The aim of this study was to produce reference values for the ISWT. Participants were n = 548 patients referred to outpatient cardiac rehabilitation who underwent a clinical examin...

#1Graciela Muniz-TerreraH-Index: 9

#2Ardo van den Hout (UCL: University College London)H-Index: 14

Last.Dimitrios Stasinopoulos (London Metropolitan University)H-Index: 12

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An important assumption in many linear mixed models is that the conditional distribution of the response variable is normal. This assumption is violated when the models are fitted to an outcome variable that counts the number of correctly answered questions in a questionnaire. Examples include investigations of cognitive decline where models are fitted to Mini Mental State Examination scores, the most widely used test to measure global cognition. Mini Mental State Examination scores take integer...

#1Robert RigbyH-Index: 2

#2Dimitrios StasinopoulosH-Index: 12

Last.Vlasios Voudouris (ESCP Europe)H-Index: 9

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Statistical models usually rely on the assumption that the shape of the distribution is fixed and that it is only the mean and volatility that varies. Although the fitting of heavy tail distributions has become easier due to computational advances, the fitting of the appropriate heavy tail distribution requires knowledge of the properties of the different theoretical distributions. The selection of the appropriate theoretical distribution is not trivial. Therefore, this paper provides methods fo...

Beyond Location and Dispersion Models: The Generalized Structural Time Series Model with Applications

#1Abdelmajid DjennadH-Index: 1

#2Robert RigbyH-Index: 2

Last.Paul H. C. EilersH-Index: 23

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In many settings of empirical interest, time variation in the distribution parameters is important for capturing the dynamic behaviour of time series processes. Although the fitting of heavy tail distributions has become easier due to computational advances, the joint and explicit modelling of time-varying conditional skewness and kurtosis is a challenging task. We propose a class of parameter-driven time series models referred to as the generalized structural time series (GEST) model. The GEST ...

#1Robert A. Rigby (London Metropolitan University)H-Index: 16

#2Dimitrios Stasinopoulos (London Metropolitan University)H-Index: 12

A method for automatic selection of the smoothing parameters in a generalised additive model for location, scale and shape (GAMLSS) model is introduced. The method uses a P-spline representation of the smoothing terms to express them as random effect terms with an internal (or local) maximum likelihood estimation on the predictor scale of each distribution parameter to estimate its smoothing parameters. This provides a fast method for estimating multiple smoothing parameters. The method is appli...

#1Vlasios Voudouris (ESCP Europe)H-Index: 9

#2Ken'ichi Matsumoto (University of Shiga Prefecture)H-Index: 10

Last.Michael Jefferson (ESCP Europe)H-Index: 3

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Due to the increasing importance of natural gas for modern economic activity, and gas's non-renewable nature, it is extremely important to try to estimate possible trajectories of future natural gas production while considering uncertainties in resource estimates, demand growth, production growth and other factors that might limit production. In this study, we develop future scenarios for natural gas supply using the ACEGES computational laboratory. Conditionally on the currently estimated ultim...

#1Robert A. Rigby (London Metropolitan University)H-Index: 16

#2Dimitrios Stasinopoulos (London Metropolitan University)H-Index: 12

Last.Vlasios Voudouris (ESCP Europe)H-Index: 9

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A discussion on the relative merits of quantile, expectile and GAMLSS regression models is given. We contrast the ‘complete distribution models’ provided by GAMLSS to the ‘distribution free models’ provided by quantile (and expectile) regression. We argue that in general, a flexibility parametric distribution assumption has several advantages allowing possible focusing on specific aspects of the data, model comparison and model diagnostics. A new method for concentrating only on the tail of the ...

#1Paul H. C. Eilers (EUR: Erasmus University Rotterdam)H-Index: 23

#2Vlasios Voudouris (ABM Industries)H-Index: 9

Last.Dimitrios Stasinopoulos (London Metropolitan University)H-Index: 12

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Information on observable economic and financial variables is sometimes limited to summary form. Therefore, in many practical situations, it is desirable to restrict the flexibility of nonparametric density estimators to accommodate information about the summary data as well as any prior information about the nature of the problem. Our nonparametric estimator is easy to implement and has an explicit algebraic structure. The motivation for this letter is the generation of non-parametric densities...

#1Ken'ichi Matsumoto (London Metropolitan University)H-Index: 10

#2Vlasios Voudouris (London Metropolitan University)H-Index: 9

Last.Carlo Di Maio (Deutsche Bank)H-Index: 2

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As the world economy highly depends on crude oil, it is important to understand the dynamics of crude oil production and export capacity of major oil-exporting countries. Since crude oil resources are predominately located in the OPEC Middle East, these countries are expected to have significant leverage in the world crude oil markets by taking into account a range of uncertainties. In this study, we develop a scenario for crude oil export and production using the ACEGES model considering uncert...

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