George R. Brown School of Engineering


Rice University

Katherine Bennett Ensor -- PUBLICATIONS

Papers

2010
Estimating the Term Structure with a Semiparametric Bayes Population Model: An Applicagtion to Corporate Bonds
Dr. Ensor, Alejandro Cruz Marcelo, and Gary Rosner
The Journal of the American Statistical Association
Simple Method for Time Scaling Value-at-Risk: Let the Data Speak for Themselves
Katherine B. Ensor and Kamal Hamidieh
Journal of Risk Management in Financial Institutions
A Model-based Approach for Clustering Air Quality Monitoring Networks in Houston, Texas
Katherine B. Ensor, Sarah Thomas, and Bonnie Ray
Technical Report
Multivariate Zero Inflated Poisson Regression with Application to Systemic Risk in the Bond Market
Katherine B. Ensor, Sarah Thomas, and Bonnie Ray
Technical Report
Heart Attack Incidence and Air Quality Levels for Houston
Katherine B. Ensor and Loren Raun
Technical Report
2009
Detecting Improvement in Ambient Air Toxics: An Application to Ambient Benzene Measurements in Houston, Texas
Katherine B. Ensor, Lauren H. Raun, and Elena M. Marks
Technical Report
Covariance Estimation in Dynamic Portfolio Optimization: A Realized Single Factor Model
Katherine B. Ensor, Lada Kyj, and Barbara Ostdiek
Technical Report
2008
Multivariate Time Series Analysis with Categorical and Continuous Variables in an LSTR Model
Katherine B. Ensor and G.M. Davis
Journal of Time Series Analysis Vol. 28, Pages 867-885
Real-Time Estimation of Rainfall: A Dynamic Spatio-Temporal Model
Katherine B. Ensor
Technical Report #TR2008-07, Department of Statistics, Rice University
Economic Value of Optimally Sub-Sampled Realized Covariance of Asynchronous and Noisy High-Frequency Data
Katherine B. Ensor and Lada Kyj
Technical Report #TR2008-01, Department of Statistics, Rice University
Ozone Forecasting in Houston: A Spatial-Temporal Real-Time Forecasting Tool for Ozone in Houston, TX
Katherine B. Ensor
Developed for the City of Houston under purchase order PC88 00038001591
2007
Evolving Structure in Multivariate Time Series with Application to Financial Systems
Katherine B. Ensor and G.M. Davis
Technical Report #TR2007-20, Department of Statistics, Rice University
2006
Outlier Detection in Environmental Monitoring Network Data; An Application to Ambient Ozone Measurements for Houston, Texas
Katherine B. Ensor and G.M. Davis
Journal of Statistical Computation and Simulation Vol. 76, Pages 407-422
2005
Estimation of Marginal Survival Functions in the Presence of Dependent and Independent Censoring
Katherine B. Ensor, G. A. Fix, and H. Xuelin
Technical Report #TR2005-14, Department of Statistics, Rice University
Estimation of the Distribution of Time from Incorporation to Dividend Initiation Accounting for Dependent and Independent Censoring
Katherine B. Ensor, G. A. Fix, and H. Xuelin
Technical Report #TR2005-13, Department of Statistics, Rice University
Inspection Models for Homeland Security: Thinking Outside the Box
Katherine B. Ensor, R. Carletonn and J. Thompson
National Defense University White Paper (In Press)
2004
Dynkin Martingale Estimators for Discretely Observed Continuous-Time, Time-Inhomogeneous Markov Chains
Katherine B. Ensor, R.D. Cramer, and P.W. Glynn
Proceedings od the 2004 NSF/NBER Time Series Conference; distributed in electronic format
2003
The Impact of Need Frequency on Service Marketing Strategy
Katherine B. Ensor, Eileen Bridges, and Kalyan Raman
The Service Industries Journal
2002
Statistical Analysis of Primary and Secondary Atmospheric Formaldehyde. Atmospheric Environment
Katherine B. Ensor, S. Friedfeld, M. Fraser, S. Tribble, D. Rehle, and F. Tittel
Atmospheric Environment Vol. 36, Pages 4767-4775
Review of Time Series Analysis and Its Applications
Katherine B. Ensor
Journal of the American Statistical Association Vol. 97, Pages 656-657
Authors: Robert H. Shumway and David S. Stoffer
2001
Determination of Low-Flow Characteristics for Texas Streams
Katherine B. Ensor, H.S. Rifai, S.M. Brock, and P.B. Bedient
Journal of Water Resources Planning and Management Vol. 126, Pages 310-319
2000
Statistical Estimation and Visualization of Ground-Water Contamination Data
Katherine B. Ensor, R.K. Boeckenhauer, D.D. Cox, P.B. Bedient, and A.W. Holder
United States EPA, Office of Research and Development, EPA/600/R-00/034, Page 49
Simulating the Maximum of a Random Walk
Katherine B. Ensor and P.W. Glynn
Journal of Statistical Planning and Inference 85(1-2) Pages 127-135
1999
Empirical Evaluation of Ambient Ozone Interpolation Procedures to Support Exposure Models
Katherine B. Ensor, L.P. Hopkins, and H.S. Rifai
Journal of Air and Waste Management Association Vol. 49, Pages 839-846
1998
Evaluation of the Use of Empirical Ambient Ozone Pollutant Modeling and Subject Activity Logs as an Indirect Measurement of Ozone Exposure
Katherine B. Ensor, L.P. Hopkins, and H.S. Rifai
Proceedings of the 91st Annual Meeting of the A&WMA, Paper # 98-MA12.021
A Test for Harmonic Components in Categorical Time Series
Katherine B. Ensor and M. McGee
Journal of Time Series Analysis Vol. 19, Pages 309-324
Deterministic and Stochastic Forecasting of Marketplace Competition
Katherine B. Ensor, E. Bridges, and John A. Norton
Advances in Business Management and Forecasting Vol. 2, Pages 219-243
Editors: Kenneth D. Lawrence and Michael D. Geurts
Greenwhich, CT: Jai Press, Inc
1997
Stochastic Optimization via Grid Search
Katherine B. Ensor and P.W. Glynn
Lectures in Applied Mathematics, Mathematics of Stochastic Manufacturing Systems Vol.33, Pages 89-100
Editors: George Yin and Qing Zhang
Spatial-Temporal Modeling and Visualization of Environmental Data
Katherine B. Ensor, M. Calizzi, R. Boeckenhauer, D. Andrews, and D.D. Cox
1996
Spatial Sampling for the Environment
Katherine B. Ensor, D.D. Cox, and L.H. Cox
Environmental and Ecological Statistics Vol. 4, Pages 219-233
Grid-based Simulation and the Method of Conditional Least Squares
Katherine B. Ensor and P.W. Glynn
Proceedings of the 1996 Winter Simulation Conference, Pages 325-331
Semi-rigid Instrumentation of Lumbar Spinal Conditions in Combination with Circumferential Fusion
Katherine B. Ensor and S. Gertzbein
SPINE, Vol. 21, Pages 1918-1925
Estimation of Contaminant Concentration in Ground Water Using a Stochastic Flow and Transport Model
Katherine B. Ensor, E. M. Hauschel, D. D. Cox, and H. S. Rifai
1995
Visualizing Ambient Ozone and Its Precursors
Katherine B. Ensor, D. D. Cox, A. Miller-Gonzalez, and T. Porter
Proceedings of the 88th Annual Meeting of the A&WMA, Pager # 95-FA113C.04
An Empirical Method for Prediction of Ambient Ozone Levels
Katherine B. Ensor and D. D. Cox
Proceedings of the 88th Annual Meeting of the A&WMA. Paper # 95-FA113C.05
Review of Time Series Models by Andrew C. Harvey
Katherine B. Ensor
Visualization of Groundwater Contamination Data
Katherine B. Ensor, R. K. Boeckenhaur, D. W. Scott, and P. B. Bedient
1994
Properties of Simulation Based Estimators of Stochastic Processes
Katherine B. Ensor
Proceedings of the 39th Conference on the Design of Experiments. ARO Report No. 94-2, 15-22
Forecasting the Number of Competing Products in High-Technology Markets
Katherine B. Ensor, E. Bridges, and John A. Norton
The International Journal of Forecasting Vol. 9, Pages 399-405
1993
Model Selection in Magnetic Resonance Imaging
Katherine B. Ensor and J.E. Ensor
Communications in Statistics: Theory and Methods Vol. 22, Pages 3419-34
Simulation Based Estimation for Birth and Death Processes
Katherine B. Ensor, E. Bridges, and M. Lawera
Proceedings of the 38th Conference on the Design of Experiments. ARO Report No. 93-2, 343-52
1992
Marketplace Competition in the Personal Computer Industry
Katherine B. Ensor, E. Bridges, and J. R. Thompson
Decision Sciences Vol. 23, Pages 467-477
Air Quality in Houston: 1980-1990
Katherine B. Ensor, S.R. Sain, and D.W. Scott
1991
Automatic Magnetic Resonance Imaging
Katherine B. Ensor, J. Ensor, and L. K. Misra
1990
A Recursive in Order Algorithm for Least Squares Estimation of an Autoregressive Process
Katherine B. Ensor and H. J. Newton
Journal of Statistical Computation and Simulation Vol. 37, Pages 115-126
SIMEST: A Technique for Model Aggregation with Considerations of Chaos
Katherine B. Ensor, J. R. Thompson, and D. N. Stivers
Population Dynamics Pages 483-510
Editors A. Axelrode and M. Kimmel
Marcel Dekker, New York
On Autoregressive Model Selection and Estimation
Katherine B. Ensor
Technical Report # TR90-8, Department of Statistics, Rice University
1988
The Effect of Order Estimation on Estimating the Peak Frequency of an Autoregressive Spectral Density
Katherine B. Ensor and H. J. Newton
Biometrika Vol. 75, Pages 587-589
A Recursive in Order Algorithm for Least Squres Estimation of an AR and VAR Process
Katherine B. Ensor and H.J. Newton