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University of Bergen
Bård Støve's picture

Bård Støve

Professor, of Statistics
Department of Mathematics
  • E-mailBard.Stove@uib.no
  • Phone+47 55 58 28 86
  • Visitor Address
    Realfagsbygget (4.etg.), Allègaten 41
    Bergen
    Room 
    4A16f
  • Postal Address
    Postboks 7803
    5020 Bergen

Statistics

Statistics and Insurance mathematics.

Courses: STAT100, STAT101, STAT211, STAT230, STAT231, STAT250, STAT621, STATRISK

Academic article
  • Show author(s) (2022). Statistical dependence: Beyond Pearson’s ρ. Statistical Science. 90-109.
  • Show author(s) (2021). The European Biological Variation Study (EuBIVAS): Biological Variation Data for Coagulation Markers Estimated by a Bayesian Model. Clinical Chemistry. 1259-1270.
  • Show author(s) (2021). Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations. Finance Research Letters. 1-9.
  • Show author(s) (2020). Multivariate count autoregression. Bernoulli. 471-499.
  • Show author(s) (2020). Assessing non-linearity in European temperature-sensitive tree-ring data. Dendrochronologia. 1-16.
  • Show author(s) (2019). A Bayesian Approach to Biological Variation Analysis. Clinical Chemistry. 995-1005.
  • Show author(s) (2017). Biological variation: Evaluation of methods for constructing confidence intervals for estimates of within-person biological variation for different distributions of the within-person effect. Clinica Chimica Acta. 166-173.
  • Show author(s) (2016). Biological variation: The effect of different distributions on estimated within-person variation and reference change values. Clinical Chemistry. 725-736.
  • Show author(s) (2014). Using local Gaussian correlation in a nonlinear re-examination of financial contagion. Journal of Empirical Finance. 62-82.
  • Show author(s) (2014). Recognizing and visualizing copulas: An approach using local Gaussian approximation. Insurance, Mathematics & Economics. 90-103.
  • Show author(s) (2014). Modellering av avhengigheter i finansmarkeder : lokal gaussisk korrelasjon. Magma - Tidsskrift for økonomi og ledelse. 103-113.
  • Show author(s) (2013). Hva vet vi om dem som skjuler inntekt og formue i skatteparadis? Magma - Tidsskrift for økonomi og ledelse. 29-35.
  • Show author(s) (2012). A test for nonlinearity in temperature proxy records. Journal of Climate. 7173-7186.
  • Show author(s) (2012). A convolution estimator for the density of nonlinear regression observations. Scandinavian Journal of Statistics. 282-304.
  • Show author(s) (2009). Nonparametric additive models for panels of time series. Econometric Theory. 442-481.
  • Show author(s) (2009). Nonparametric Additive Models for Panels of Time Series. Econometric Theory. 442-481.
  • Show author(s) (2006). Modelling of dependence between critical failure and preventive maintenance: The repair alert model. Journal of Statistical Planning and Inference. 1701-1717.
Report
  • Show author(s) (2012). Kjennetegnsanalyser av skattytere som unndrar skatt ved å skjule formuer og inntekter i utlandet. 10. 10. .
  • Show author(s) (2011). Using Local Gaussian Correlation in a Nonlinear Re-examination of Financial Contagion. 14. 14. .
  • Show author(s) (2010). Measuring Financial Contagion by Local Gaussian Correlation. 12. 12. .
  • Show author(s) (2007). A Convolution Estimator for the Density of Nonlinear Regression Observations. 25. 25. .
Lecture
  • Show author(s) (2012). A Test for Nonlinearity in Temperature Proxy Records.
Popular scientific lecture
  • Show author(s) (2012). Kjennetegnsanalyser av skattytere som unndrar skatt ved å skjule formuer og inntekter i utlandet / Gjennomgang av forskjellige metoder for kjennetegnsanalyse.
Academic lecture
  • Show author(s) (2021). Modeling clusters of corporate defaults: regime-switching models significantly reduce the contagion source.
  • Show author(s) (2015). The Norwegian disability pension system: actuarial challenges arising from new regulations .
  • Show author(s) (2013). Recognizing and visualizing copulas: an approach using local Gaussian approximation.
  • Show author(s) (2011). Multivariate Poisson Autoregression.
  • Show author(s) (2010). Measuring Financial Contagion by Local Gaussian Correlation.
  • Show author(s) (2010). Measuring Financial Contagion by Local Gaussian Correlation.
  • Show author(s) (2010). Convolution-type Nonparametric Estimators.
  • Show author(s) (2010). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach.
  • Show author(s) (2010). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach.
  • Show author(s) (2009). Measuring financial contagion by local Gaussian correlation.
  • Show author(s) (2009). Asymmetries in financial returns: A local Gaussian correlation approach.
  • Show author(s) (2009). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach.
  • Show author(s) (2008). Nonparametric additive models for panels of time series.
Academic monograph
  • Show author(s) (2021). Statistical Modeling Using Local Gaussian Approximation.
Doctoral dissertation
  • Show author(s) (2005). Some New Approaches to Smoothing: Convolution Estimators in Regression Models and Backfitting in Panels of Time Series.
Academic chapter/article/Conference paper
  • Show author(s) (2007). A new convolution estimator for nonparametric regression. 22 pages.
  • Show author(s) (2007). A new convolution estimator for nonparametric regression. 22 pages.
Poster
  • Show author(s) (2008). Introduction to Nonparametric Econometrics.
  • Show author(s) (2008). Introduction to Nonparametric Econometrics.
  • Show author(s) (2008). Asymmetric returns and portfolio selection by using a local correlation measure.
  • Show author(s) (2008). A convolution density estimator for nonlinear time series: Simulations and some preliminary analysis.
Website (informational material)
  • Show author(s) (2011). Avhengigheter i finansmarkeder i krisetider.

More information in national current research information system (CRIStin)

Fields of competence 
Financial Econometrics
Insurance
Statistics