Dag Tjøstheim

Statistics and Probability · 1994–2018

A researcher in the Science corpus: 18 papers; trusts 63 researchers and is trusted by 46 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 136 citations into it; #2,009 of 12,932 by trust here, #2,261 by citations
• Finance — 118 citations into it; #1,032 of 10,518 by trust here, #1,721 by citations
• Economics and Econometrics — 117 citations into it; #1,652 of 23,481 by trust here, #3,565 by citations
• Artificial Intelligence — 53 citations into it; #13,918 of 35,345 by trust here, #18,586 by citations
• Statistical Learning Theory — 24 citations into it
• Management Science and Operations Research — 21 citations into it; #5,308 of 11,946 by trust here, #8,469 by citations
• Statistical and Nonlinear Physics — 11 citations into it
• Analytical Chemistry — 6 citations into it

Whom Dag Tjøstheim trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. B. Hansen
2. Yongmiao Hong
3. Richard A. Davis
4. Rustam Ibragimov
5. Reza Modarres
6. H. A. Karlsen
7. Joon Y. Park
8. Peter C. B. Phillips
9. Peter M. Robinson
10. Jiti Gao

Who trusts Dag Tjøstheim overall

1. Jiti Gao
2. A. Ahmad
3. Randal Douc
4. Chaohua Dong
5. Michael Vogt
6. Tianjiao Chu
7. Paul Doukhan
8. Christian Francq
9. Zudi Lu
10. Yongmiao Hong

Papers from Dag Tjøstheim's perspective

Ordered by how strongly the researchers Dag Tjøstheim trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Regression Shrinkage and Selection via the Lasso
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. Density Estimation for Statistics and Data Analysis
5. ON CONVERGENCE OF STOCHASTIC PROCESSES
6. Equivalence of distance-based and RKHS-based statistics in hypothesis testing
7. Spatial Interaction and the Statistical Analysis of Lattice Systems
8. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
9. Estimating the Dimension of a Model
10. International Asset Allocation With Regime Shifts

Their papers

• Estimation in semiparametric spatial regression (2006) — 90 citations
• Nonparametric estimation in null recurrent time series (2001) — 169 citations
• Nonparametric estimation in a nonlinear cointegration type model (2007) — 169 citations
• NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS (2002) — 159 citations
• On weak dependence conditions for Poisson autoregressions (2012) — 124 citations
• NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES (2009) — 70 citations
• Some recent theory for autoregressive count time series (2012) — 57 citations
• Modelling nonlinear economic time series (2010) — 325 citations
• NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (2009) — 67 citations
• Specification testing in nonlinear and nonstationary time series autoregression (2009) — 78 citations
• Local Gaussian correlation: A new measure of dependence (2013) — 108 citations
• Using local Gaussian correlation in a nonlinear re-examination of financial contagion (2014) — 71 citations
• Statistical Dependence: Beyond Pearson’s ρ (2018) — 55 citations
• Estimation for single-index and partially linear single-index integrated models (2016) — 51 citations
• Model selection of copulas: AIC versus a cross validation copula information criterion (2014) — 62 citations
• NOTES AND CORRESPONDENCE A Cautionary Note on the Use of the Kolmogorov-Smirnov Test for Normality (2007) — 228 citations
• Avoidance behaviour in cod (Gadus morhua) to a bottom-trawling vessel (2003) — 124 citations
• Non-linear Time Series: A Selective Review* (1994)