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Geir Drage Berentsen's picture

Geir Drage Berentsen

Postdoctoral fellow
  • E-mailGeir.Berentsen@uib.no
  • Phone+47 55 58 48 69+47 993 85 583
  • Visitor Address
    Realfagbygget, Allégt. 41
  • Postal Address
    Postboks 7803
    5020 Bergen
Journal articles
  • Berentsen, Geir Drage; Cao, Ricardo; Francisco-Fernandez, Mario; Tjøstheim, Dag Bjarne. 2016. Some properties of local Gaussian correlation and other nonlinear dependence measures. Journal of Time Series Analysis. 38: 352-380. doi: 10.1111/jtsa.12183
  • Berentsen, Geir Drage; Kleppe, Tore Selland; Tjøstheim, Dag Bjarne. 2014. Introducing localgauss, an R package for estimating and visualizing local Gaussian correlation. Journal of Statistical Software. 56: 1-18.
  • Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne; Nordbø, Tommy Neverdahl. 2014. Recognizing and visualizing copulas: An approach using local Gaussian approximation. Insurance, Mathematics & Economics. 57: 90-103. doi: 10.1016/j.insmatheco.2014.04.005
  • Berentsen, Geir Drage; Tjøstheim, Dag Bjarne. 2014. Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation. Statistics and computing. 24: 785-801. doi: 10.1007/s11222-013-9402-8

More information in national current research information system (CRIStin)