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, STAT623, STATRISK

Academic article

Show author(s) (2022). Statistical dependence: Beyond Pearson’s ρ. Statistical Science. 90-109.
Show author(s) (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). 1-25.

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