Ingrid Hobæk Haff

Statistics and Probability · 2006–2017

A researcher in the Science corpus: 4 papers; trusts 31 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 25 citations into it; #1,934 of 12,932 by trust here, #3,801 by citations
• Finance — 24 citations into it; #1,384 of 10,518 by trust here, #3,280 by citations
• Global and Planetary Change — 16 citations into it; #1,855 of 10,225 by trust here, #5,357 by citations
• Economics and Econometrics — 13 citations into it; #16,455 of 23,481 by trust here, #20,008 by citations
• Artificial Intelligence — 7 citations into it; #8,690 of 35,345 by trust here, #23,731 by citations

Whom Ingrid Hobæk Haff trusts overall

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

1. Harry Joe
2. C. Anderson‐Cook
3. Xiaohong Chen
4. Daniel Berg
5. Tim Bedford
6. Kjersti Aas
7. Tim Bollerslev
8. Yanqin Fan
9. Jonas Andersson
10. Dimitris Karlis

Who trusts Ingrid Hobæk Haff overall

1. Eike C. Brechmann
2. Claudia Czado
3. Alexander Bauer
4. Jeffrey F. Dißmann
5. E. Orskaug
6. Qi'an Chen
7. Ulf Schepsmeier
8. Thomas Klein
9. Makoto Takahashi
10. Siddhartha Chib

Papers from Ingrid Hobæk Haff's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. The t Copula and Related Copulas
3. Pair-copula constructions of multiple dependence
4. Uncertainty Analysis With High Dimensional Dependence Modelling (Technometrics)
5. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
6. Asymptotic efficiency of the two-stage estimation method for copula-based models
7. Vines: A new graphical model for dependent random variables
8. An Introduction to Copulas
9. Bayesian inference for multivariate copulas using pair-copula constructions.
10. On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation

Their papers

• The Generalized Hyperbolic Skew Student’s t-Distribution (2006) — 370 citations
• Parameter estimation for pair-copula constructions (2013) — 124 citations
• Risk Estimation using the Multivariate Normal Inverse Gaussian Distribution (2006) — 56 citations
• Multivariate statistical modelling of compound events via pair-copula constructions: analysis of floods in Ravenna (Italy) (2017) — 329 citations