Bård Støve

Professor, of Statistics

Statistics

Statistics and Insurance mathematics.

Academic article

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)

Report

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)

Lecture

Popular scientific lecture

2012. Kjennetegnsanalyser av skattytere som unndrar skatt ved å skjule formuer og inntekter i utlandet / Gjennomgang av forskjellige metoder for kjennetegnsanalyse.
Show author(s)

Academic lecture

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)

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)

Doctoral dissertation

2005. Some New Approaches to Smoothing: Convolution Estimators in Regression Models and Backfitting in Panels of Time Series.
Show author(s)

Academic chapter/article/Conference paper

2007. A new convolution estimator for nonparametric regression. 22 pages.
Show author(s)

Poster

Website (informational material)

Fields of competence