36 results: page 1 of 2
Jun 2023
May 2023
May 2023
A model where the least trimmed squares estimator is maximum likelihood
in Journal of the Royal Statistical Society, Series B: Statistical Methodology
Vanessa Berenguer-Rico , Soren Johansen , Bent Nielsen
in Journal of the Royal Statistical Society, Series B: Statistical Methodology
Vanessa Berenguer-Rico , Soren Johansen , Bent Nielsen
Mar 2022
Mar 2022
Mar 2021
Modelling Non-Linear Age-Period-Cohort Effects and Covariates, With an Application to English Obesity 2001–2014
in Journal of the Royal Statistical Society, Series A: Statistics in Society
Zoë Fannon , Christiaan Monden , Bent Nielsen
in Journal of the Royal Statistical Society, Series A: Statistics in Society
Zoë Fannon , Christiaan Monden , Bent Nielsen
Dec 2019
Age-period-cohort models
in Oxford Research Encyclopedia of Economics and Finance
Zoë Fannon , Bent Nielsen
in Oxford Research Encyclopedia of Economics and Finance
Zoë Fannon , Bent Nielsen
Dec 2019
Dec 2019
A likelihood approach to Bornhuetter-Ferguson analysis
in Risks
Valandis Elpidorou , Carolin Margraf , María Dolores Martínez-Miranda , Bent Nielsen
in Risks
Valandis Elpidorou , Carolin Margraf , María Dolores Martínez-Miranda , Bent Nielsen
Oct 2019
Partial cointegrated vector autoregressive models with structural breaks in deterministic terms
in Econometrics
Takamitsu Kurita , Bent Nielsen
in Econometrics
Takamitsu Kurita , Bent Nielsen
Feb 2019
Cumulated sum of squares statistics for non-linear and non-stationary regressions
in Econometric Theory
Vanessa Berenguer-Rico , Bent Nielsen
in Econometric Theory
Vanessa Berenguer-Rico , Bent Nielsen
Jan 2019
Asymptotic theory for cointegration analysis when the cointegration rank is deficient
in Econometrics
David Bernstein , Bent Nielsen
in Econometrics
David Bernstein , Bent Nielsen
Sept 2018
Boundedness of M-estimators for multiple linear regression in time series
in Econometric Theory
Soren Johansen , Bent Nielsen
in Econometric Theory
Soren Johansen , Bent Nielsen
Jun 2018
Over-dispersed age-period-cohort models
in Journal of the American Statistical Association
Jonas Harnau , Bent Nielsen
in Journal of the American Statistical Association
Jonas Harnau , Bent Nielsen
Dec 2017
Marked and Weighted Empirical Processes of Residuals with the Applications to Robust Regressions
Vanessa Berenguer-Rico , Bent Nielsen
Vanessa Berenguer-Rico , Bent Nielsen
Jan 2017
Asymptotic analysis of Iterated 1-step Huber-skip M-estimators with varying cut-offs
Xiyu Jiao , Bent Nielsen
Xiyu Jiao , Bent Nielsen
Dec 2016
Oct 2016
Tightness of M-estimators for multiple linear regression in time series
Bent Nielsen , Soren Johansen
Bent Nielsen , Soren Johansen
Oct 2016
A simple benchmark for mesothelioma projection for Great Britain
in Occupational and Environmental Medicine
Maria D. Martinez-Miranda , Bent Nielsen , Jens P. Nielsen
in Occupational and Environmental Medicine
Maria D. Martinez-Miranda , Bent Nielsen , Jens P. Nielsen
Aug 2016
May 2016
Asymptotic theory of outlier detection algorithms for linear time series regression models
in Scandinavian Journal of Statistics
Soren Johansen , Bent Nielsen
in Scandinavian Journal of Statistics
Soren Johansen , Bent Nielsen
Mar 2016
Mar 2016
Analysis of the forward search using some new results for martingales and empirical processes
in Bernoulli
Soren Johansen , Bent Nielsen
in Bernoulli
Soren Johansen , Bent Nielsen
Dec 2015
Jul 2015
The geometric chain-ladder
in Scandinavian Actuarial Journal
D. Kuang , Bent Nielsen , J. P. Nielsen
in Scandinavian Actuarial Journal
D. Kuang , Bent Nielsen , J. P. Nielsen
Mar 2015
Oct 2014
Outlier Detection Algorithms for Least Squares Time Series
in SSRN Electronic Journal
Soren Johansen , Bent Nielsen
in SSRN Electronic Journal
Soren Johansen , Bent Nielsen
Sept 2014
Jun 2014
Identification and Forecasting in Mortality Models
in The Scientific World Journal
Bent Nielsen , J. P. Nielsen
in The Scientific World Journal
Bent Nielsen , J. P. Nielsen
Feb 2014
Inference and Forecasting in the Age–Period–Cohort Model
in Journal of the Royal Statistical Society, Series A: Statistics in Society
M.D. Martinez , Bent Nielsen , J. P. Nielsen
in Journal of the Royal Statistical Society, Series A: Statistics in Society
M.D. Martinez , Bent Nielsen , J. P. Nielsen
Aug 2013
Cash Flow Simulation for a Model of Outstanding Liabilities Based on Claim Amounts and Claim Numbers
in ASTIN Bulletin
María Dolores Martínez-Miranda , Bent Nielsen , J. P. Nielsen , Richard Verrall
in ASTIN Bulletin
María Dolores Martínez-Miranda , Bent Nielsen , J. P. Nielsen , Richard Verrall
May 2013
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
in Econometrics
Soren Johansen , Bent Nielsen
in Econometrics
Soren Johansen , Bent Nielsen