Bent Nielsen

University of Oxford - Nuffield Department of Medicine

New Road

Oxford, OX1 1NF

United Kingdom

  • University of Oxford - Nuffield Department of Medicine

SCHOLARLY PAPERS

6

DOWNLOADS

590

TOTAL CITATIONS

11

Scholarly Papers (6)

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1.

Identification and Forecasting in the Lee-Carter Model

Number of pages: 14 Posted: 12 Dec 2010 Last Revised: 16 Dec 2010
Bent Nielsen and Jens Perch Nielsen
University of Oxford - Nuffield Department of Medicine and City University London - Cass Business School
Downloads 272 (235,634)
Citation 3

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Age-period-cohort model, Cointegration, Forecasting, Identification, Lee-Carter model, Multi-sample problem

2.

Models Where the Least Trimmed Squares and Least Median of Squares Estimators Are Maximum Likelihood

Number of pages: 39 Posted: 27 Sep 2019
Vanessa Berenguer-Rico, Søren Johansen and Bent Nielsen
University of Barcelona - Department of Econometrics, University of Copenhagen - Department of Economics and University of Oxford - Nuffield Department of Medicine
Downloads 108 (528,192)
Citation 2

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Chebychev estimator, LMS, Uniform distribution, Least squares estimator, LTS, Normal distribution, Regression, Robust statistics

3.

Tightness of M-Estimators for Multiple Linear Regression in Time for Multiple Linear Regression in Time Series

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 16-05
Number of pages: 21 Posted: 13 Jun 2016
Soren Johansen and Bent Nielsen
University of Copenhagen - Department of Economics and University of Oxford - Nuffield Department of Medicine
Downloads 76 (658,764)

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M-estimator, robust statistics, martingales, Huber-skip, quantile estimation

4.

Asymptotic Theory for Iterated One-Step Huber-Skip Estimators

University of Copenhagen Economics Discussion Paper No. 11-29
Number of pages: 17 Posted: 03 Dec 2011
Soren Johansen and Bent Nielsen
University of Copenhagen - Department of Economics and University of Oxford - Nuffield Department of Medicine
Downloads 56 (770,136)
Citation 3

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Huber-skip, iteration, one-step M-estimators, unit roots

5.

Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals

Number of pages: 22 Posted: 18 Jun 2019
Vanessa Berenguer-Rico, Soren Johansen and Bent Nielsen
University of Barcelona - Department of Econometrics, University of Copenhagen - Department of Economics and University of Oxford - Nuffield Department of Medicine
Downloads 40 (891,897)
Citation 2

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Huber skip, Asymptotic theory, Empirical processes, Gauge, Marked and Weighted Empirical processes, Non-stationarity, Robust Statistics, Stationarity

6.

Asymptotic Analysis of the Forward Search

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 13-01
Number of pages: 40 Posted: 22 Feb 2013
Soren Johansen and Bent Nielsen
University of Copenhagen - Department of Economics and University of Oxford - Nuffield Department of Medicine
Downloads 38 (909,974)
Citation 1

Abstract:

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Fixed point result, Forward Search, quantile process, weighted and marked empirical process