Bent Nielsen

University of Oxford - Nuffield Department of Medicine

New Road

Oxford, OX1 1NF

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

293

SSRN CITATIONS

2

CROSSREF CITATIONS

10

Scholarly Papers (7)

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 189 (194,501)
Citation 3

Abstract:

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

2.

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 38 (517,032)

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

3.

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 26 (582,667)
Citation 3

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

4.

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

Number of pages: 39 Posted: 27 Sep 2019
University of Barcelona - Department of Econometrics, University of Copenhagen - Department of Economics and University of Oxford - Nuffield Department of Medicine
Downloads 16 (650,358)
Citation 1

Abstract:

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

5.

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 14 (665,024)

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

6.

Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals

Number of pages: 22 Posted: 18 Jun 2019
University of Barcelona - Department of Econometrics, University of Copenhagen - Department of Economics and University of Oxford - Nuffield Department of Medicine
Downloads 9 (703,008)
Citation 2

Abstract:

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

7.

Forecasting in an Extended Chain-Ladder-Type Model

Journal of Risk and Insurance, Vol. 78, Issue 2, pp. 345-359, 2011
Number of pages: 15 Posted: 20 May 2011
Di Kuang, Bent Nielsen and Jens Perch Nielsen
affiliation not provided to SSRN, University of Oxford - Nuffield Department of Medicine and University of Copenhagen
Downloads 1 (771,045)
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