Bent Nielsen

  • Generalized log-normal chain-ladder

  • CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS

  • A likelihood approach to bornhuetter–ferguson analysis

  • Analysis of the forward search using some new results for martingales and empirical processes (vol 22, pg 1131, 2016)

  • Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms

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  • Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood

  • Department of Economics Discussion Paper Series

    Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals

  • Department of Economics Discussion Paper Series

    The analysis of marked and weighted empirical processes of estimated residuals

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