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D-Index & Metrics

Mathematics

D-Index
55
Citations
29290
World Ranking
762
National Ranking
56

Overview

M. C. Jones is affiliated with The Open University in the United Kingdom and contributes research primarily in the field of Mathematics with a focus on Statistics and Probability. Their publication record spans topics including Statistical Distribution Estimation and Applications, Bayesian Methods and Mixture Models, Probability and Risk Models, Financial Risk and Volatility Modeling, and Statistical Methods and Inference.

Their recent published papers illustrate a focus on statistical distributions and mixtures, including:

  • "A (non-central) chi-squared mixture of non-central chi-squareds is (non-central) chi-squared and related results, corollaries and applications," 2021, published in Stat
  • "Simple functions of independent beta random variables that follow beta distributions," 2020, published in Statistics & Probability Letters
  • "A slew of mixture relationships involving discrete and continuous generalized hypergeometric distributions and their special cases," 2023, published in Stat

Additional papers co-authored by Jones involve collaborative work on survival analysis and optimal tuning parameters in density power divergence.

  • "On the 'optimal' density power divergence tuning parameter," 2020, published in Journal of Applied Statistics
  • "A Flexible Parametric Modelling Framework for Survival Analysis," 2020, published in Journal of the Royal Statistical Society Series C (Applied Statistics)

Jones's publication history features frequent appearances in several statistical journals, notably:

  • Statistics & Probability Letters
  • Stat
  • Journal of the Royal Statistical Society Series C (Applied Statistics)
  • Journal of Applied Statistics
  • Test

Their collaborative network includes multiple coauthors working in related fields, with the most frequent coauthors being:

  • N. Balakrishnan
  • Arthur Pewsey
  • Sancharee Basak
  • Ayanendranath Basu
  • Éric Marchand

The research topics Jones has engaged with encompass an array of areas within mathematical statistics, such as Statistical Distribution Estimation and Applications, Bayesian Methods and Mixture Models, Probability and Risk Models, Financial Risk and Volatility Modeling, Advanced Statistical Methods and Models, and Probabilistic and Robust Engineering Design.

Best Publications

  • A reliable data-based bandwidth selection method for kernel density estimation

    S. J. Sheather;M. C. Jones

  • A Brief Survey of Bandwidth Selection for Density Estimation

    M. C. Jones;J. S. Marron;S. J. Sheather

  • Spline Smoothing and Nonparametric Regression.

    Unknown

  • Robust and efficient estimation by minimising a density power divergence

    Ayanendranath Basu;Ian R. Harris;Nils Lid Hjort;M.C. Jones

  • Local Linear Quantile Regression

    Keming Yu;M. C. Jones

  • Simple boundary correction for kernel density estimation

    M. C. Jones

  • Kumaraswamy’s distribution: A beta-type distribution with some tractability advantages

    M.C. Jones

  • Families of distributions arising from distributions of order statistics

    M. C. Jones

  • Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation

    M. P. Wand;M. C. Jones

  • A skew extension of the t -distribution, with applications

    M. C. Jones;M. J. Faddy

  • Locally parametric nonparametric density estimation

    Nils Lid Hjort;M.C. Jones

  • On optimal data-based bandwidth selection in kernel density estimation

    Peter Hall;Simon J. Sheather;M. C. Jones;J. S. Marron

  • A smoothed EM approach to indirect estimation problems, with particular reference to stereology and emission tomography

    B. W. Silverman;M. C. Jones;J. D. Wilson;D. W. Nychka

  • Sinh-arcsinh distributions

    M. C. Jones;Arthur Pewsey

  • E. Fix and J.L. Hodges (1951): An Important Contribution to Nonparametric Discriminant Analysis and Density Estimation: Commentary on Fix and Hodges (1951)

    Unknown

  • Displaying the important features of large collections of similar curves

    M. C. Jones;John A. Rice

  • Using non stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives

    M.C. Jones;S.J. Sheather

  • Expectiles and M-quantiles are quantiles

    M.C. Jones

  • A simple bias reduction method for density estimation

    M C Jones;Oliver Linton;J P Nielsen

  • Choosing a robustness tuning parameter

    Jane Warwick;M. C. Jones

  • A simple root n bandwidth selector

    M. C. Jones;J. S. Marron;B. U. Park

  • Kernel density estimation for length biased data

    M. C. Jones

Frequent Co-Authors

Byeong U. Park
Byeong U. Park Seoul National University
Nils Lid Hjort
Nils Lid Hjort University of Oslo
Simon J. Sheather
Simon J. Sheather University of Kentucky
James Stephen Marron
James Stephen Marron University of North Carolina at Chapel Hill
Matt P. Wand
Matt P. Wand University of Technology Sydney
David J. Hand
David J. Hand Imperial College London
Nicholas M. Holden
Nicholas M. Holden University College Dublin
Andrew G. Tindle
Andrew G. Tindle The Open University
Nektarios Chrysoulakis
Nektarios Chrysoulakis Foundation for Research and Technology Hellas
John A. Sweeney
John A. Sweeney University of Cincinnati

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