Bent Nielsen
Statistics and Probability · 2000–2016
A researcher in the Science corpus: 8 papers; trusts 8 researchers and is trusted by 20 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 22 citations into it; #3,993 of 12,932 by trust here, #6,310 by citations
- Economics and Econometrics — 12 citations into it; #6,215 of 23,481 by trust here, #8,121 by citations
- Finance — 7 citations into it; #2,054 of 10,518 by trust here, #2,835 by citations
- Management Science and Operations Research — 7 citations into it; #7,519 of 11,946 by trust here, #9,931 by citations
- Demography — 6 citations into it
Whom Bent Nielsen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- P. England
- Søren Johansen
- Robert F. Engle
- Peter J. Rousseeuw
- Richard J. Verrall
- Theodore W. Anderson
- Hira L. Koul
Who trusts Bent Nielsen overall
- Søren Johansen
- David F. Hendry
- Jennifer L. Castle
- Tom Engsted
- Koen Pauwels
- R. Fouquet
- R. Scott Hacker
- Jurgen A. Doornik
- F. Pretis
- David I. Stern
Papers from Bent Nielsen's perspective
Ordered by how strongly the researchers Bent Nielsen trusts endorse each paper. Same corpus, a different order for every researcher.
- A comparison of stochastic models that reproduce chain ladder reserve estimates
- On robust estimation of the location parameter
- Robust Regression and Outlier Detection (Wiley Series in Probability and Statistics)
- An analysis of the indicator saturation estimator as a robust regression
- Weighted Empirical Processes in Dynamic Nonlinear Models
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Selecting a Regression Saturated by Indicators
- Quantile Regression
- Order determination in general vector autoregressions
- Stochastic Claims Reserving in General Insurance (British Actuarial Journal)
Their papers
- Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend (2000) — 784 citations
- An analysis of the indicator saturation estimator as a robust regression (2008) — 205 citations
- Forecasting with the age-period-cohort model and the extended chain-ladder model (2008) — 78 citations
- Order determination in general vector autoregressions (2001) — 110 citations
- Testing for Rational Bubbles in a Co-Explosive Vector Autoregression (2012) — 55 citations
- Identification of the age-period-cohort model and the extended chain ladder model (2008) — 101 citations
- Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (2016) — 89 citations
- Chain-Ladder as Maximum Likelihood Revisited (2009) — 47 citations