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Pairwise local Fisher and naive Bayes : improving two standard discriminants

Otneim, Håkon; Jullum, Martin; Tjostheim, Dag - In: Journal of econometrics 216 (2020) 1, pp. 284-304

Persistent link: https://www.econbiz.de/10012439695

Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations

Sleire, Anders D.; Støve, Bård; Otneim, Håkon; … - In: Finance research letters 46 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013342680

Recognizing and visualizing copulas : an approach using local Gaussian approximation

Berentsen, Geir Drage; Støve, Bård; Tjostheim, Dag; … - In: Insurance / Mathematics & economics 57 (2014), pp. 90-103

Persistent link: https://www.econbiz.de/10010402717

Hidden semi-Markov models for rainfall-related insurance claims

Shi, Yue; Punzo, Antonio; Otneim, Håkon; Maruotti, … - 2023

Persistent link: https://www.econbiz.de/10014431361

A Convolution Estimator for the Density of Nonlinear Regression Observations

Stove, Bard; Tjostheim, Dag - 2007

The problem of estimating an unknown density function has been widely studied. In this paper we present a convolution estimator for the density of the responses in a nonlinear regression model. The rate of convergence for the variance of the convolution estimator is of order 1/n. This is faster...

Persistent link: https://www.econbiz.de/10014222002

Measuring financial contagion by local Gaussian correlation

Støve, Bård; Tjøstheim, Dag; Hufthammer, Karl Ove - 2010

Persistent link: https://www.econbiz.de/10008659752

A convolution estimator for the density of nonlinear regression observations

Støve, Bård (contributor); Tjøstheim, Dag (contributor) - 2007

Persistent link: https://www.econbiz.de/10003586238