Photo:
Asbjørn Leirvåg
- E-mailbard.stove@uib.no
- Phone+47 55 58 28 86
- Visitor AddressRealfagsbygget (4.etg.), Allègaten 41BergenRoom4A16f
- Postal AddressPostboks 78035020 Bergen
Statistics
Academic article
- (2023). Computational issues in parameter estimation for hidden Markov models with template model builder. Journal of Statistical Computation and Simulation.
- (2022). Statistical dependence: Beyond Pearson’s ρ. Statistical Science. 90-109.
- (2022). Modelling clusters of corporate defaults: Regime-switching models significantly reduce the contagion source. The Journal of the Royal Statistical Society, Series C (Applied Statistics). 1-698.
- (2021). The European Biological Variation Study (EuBIVAS): Biological Variation Data for Coagulation Markers Estimated by a Bayesian Model. Clinical Chemistry. 1259-1270.
- (2021). Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations. Finance Research Letters. 1-9.
- (2020). Multivariate count autoregression. Bernoulli. 471-499.
- (2020). Assessing non-linearity in European temperature-sensitive tree-ring data. Dendrochronologia. 1-16.
- (2019). A Bayesian Approach to Biological Variation Analysis. Clinical Chemistry. 995-1005.
- (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.
- (2016). Biological variation: The effect of different distributions on estimated within-person variation and reference change values. Clinical Chemistry. 725-736.
- (2014). Using local Gaussian correlation in a nonlinear re-examination of financial contagion. Journal of Empirical Finance. 62-82.
- (2014). Recognizing and visualizing copulas: An approach using local Gaussian approximation. Insurance, Mathematics & Economics. 90-103.
- (2014). Modellering av avhengigheter i finansmarkeder : lokal gaussisk korrelasjon. Magma - Tidsskrift for økonomi og ledelse. 103-113.
- (2013). Hva vet vi om dem som skjuler inntekt og formue i skatteparadis? Magma - Tidsskrift for økonomi og ledelse. 29-35.
- (2012). A test for nonlinearity in temperature proxy records. Journal of Climate. 7173-7186.
- (2012). A convolution estimator for the density of nonlinear regression observations. Scandinavian Journal of Statistics. 282-304.
- (2009). Nonparametric additive models for panels of time series. Econometric Theory. 442-481.
- (2009). Nonparametric Additive Models for Panels of Time Series. Econometric Theory. 442-481.
- (2006). Modelling of dependence between critical failure and preventive maintenance: The repair alert model. Journal of Statistical Planning and Inference. 1701-1717.
Report
- (2012). Kjennetegnsanalyser av skattytere som unndrar skatt ved å skjule formuer og inntekter i utlandet. 10. 10. .
- (2011). Using Local Gaussian Correlation in a Nonlinear Re-examination of Financial Contagion. 14. 14. .
- (2010). Measuring Financial Contagion by Local Gaussian Correlation. 12. 12. .
- (2007). A Convolution Estimator for the Density of Nonlinear Regression Observations. 25. 25. .
Lecture
- (2012). A Test for Nonlinearity in Temperature Proxy Records.
Popular scientific lecture
- (2012). Kjennetegnsanalyser av skattytere som unndrar skatt ved å skjule formuer og inntekter i utlandet / Gjennomgang av forskjellige metoder for kjennetegnsanalyse.
Academic lecture
- (2021). Modeling clusters of corporate defaults: regime-switching models significantly reduce the contagion source.
- (2015). The Norwegian disability pension system: actuarial challenges arising from new regulations .
- (2013). Recognizing and visualizing copulas: an approach using local Gaussian approximation.
- (2011). Multivariate Poisson Autoregression.
- (2010). Measuring Financial Contagion by Local Gaussian Correlation.
- (2010). Measuring Financial Contagion by Local Gaussian Correlation.
- (2010). Convolution-type Nonparametric Estimators.
- (2010). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach.
- (2010). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach.
- (2009). Measuring financial contagion by local Gaussian correlation.
- (2009). Asymmetries in financial returns: A local Gaussian correlation approach.
- (2009). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach.
- (2008). Nonparametric additive models for panels of time series.
Academic monograph
- (2021). Statistical Modeling Using Local Gaussian Approximation.
Doctoral dissertation
- (2005). Some New Approaches to Smoothing: Convolution Estimators in Regression Models and Backfitting in Panels of Time Series.
Academic chapter/article/Conference paper
- (2007). A new convolution estimator for nonparametric regression. 22 pages.
- (2007). A new convolution estimator for nonparametric regression. 22 pages.
Poster
- (2008). Introduction to Nonparametric Econometrics.
- (2008). Introduction to Nonparametric Econometrics.
- (2008). Asymmetric returns and portfolio selection by using a local correlation measure.
- (2008). A convolution density estimator for nonlinear time series: Simulations and some preliminary analysis.
Website (informational material)
- (2011). Avhengigheter i finansmarkeder i krisetider.
More information in national current research information system (CRIStin)
Fields of competence