Tommy Neverdahl Nordbø

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All published works

Action	Title	Year	Authors
+ PDF Chat	Recognizing and visualizing copulas: An approach using local Gaussian approximation	2014	Geir Drage Berentsen Bård Støve Dag Tjøstheim Tommy Neverdahl Nordbø
+	Copulas and Local Gaussian Correlation	2012	Tommy Neverdahl Nordbø

Common Coauthors

Coauthor	Papers Together
Geir Drage Berentsen	1
Bård Støve	1
Dag Tjøstheim	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Dependence structures for multivariate high-frequency data in finance	2003	Wolfgang Breymann A. Dias Paul Embrechts	2
+ PDF Chat	Copula goodness-of-fit testing: an overview and power comparison	2009	Daniel Berg	2
+ PDF Chat	Locally parametric nonparametric density estimation	1996	Nils Lid Hjort M. C. Jones	2
+	Frank's family of bivariate distributions	1987	Christian Genest	1
+	Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation	2013	Geir Drage Berentsen Dag Tjøstheim	1
+ PDF Chat	Pair-copula constructions of multiple dependence	2007	Kjersti Aas Claudia Czado Arnoldo Frigessi Henrik Bakken	1
+	The Skew-normal Distribution and Related Multivariate Families*	2005	Adelchi Azzalini	1
+	Goodness-of-fit tests for copulas: A review and a power study	2007	Christian Genest Bruno Rémillard David Beaudoin	1
+	Chi-plots for assessing dependence	1985	N. I. Fisher Paul Switzer	1
+	Bayesian copula selection	2005	David Huard Guillaume Évin Anne‐Catherine Favre	1
+	Bootstrap based goodness-of-fit-tests	1993	Winfried Stute Wenceslao Gonzáles Manteiga M. Presedo Quindimil	1
+	Detecting Dependence With Kendall Plots	2003	Christian Genest Jean-Claude Boies	1
+ PDF Chat	Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models	2008	Christian Genest Bruno Rémillard	1
+	Copula model evaluation based on parametric bootstrap	2007	Aristidis K. Nikoloulopoulos Dimitris Karlis	1
+	The Meta-elliptical Distributions with Given Marginals	2002	Hong‐Bin Fang Kai‐Tai Fang Samuel Kotz	1
+	Semiparametric estimation in copula models	2005	Hideatsu Tsukahara	1
+	An Introduction to Copulas	1999	Roger B. Nelsen	1
+	The t Copula and Related Copulas	2007	Stefano Demarta Alexander J. McNeil	1
+ PDF Chat	Efficient Estimation of Semiparametric Multivariate Copula Models	2006	Xiaohong Chen Yanqin Fan Viktor Tsyrennikov	1
+ PDF Chat	Specification testing in nonlinear and nonstationary time series autoregression	2009	Jiti Gao Maxwell L. King Zudi Lu Dag Tjøstheim	1
+	Introducing<b>localgauss</b>, an<i>R</i>Package for Estimating and Visualizing Local Gaussian Correlation	2014	Geir Drage Berentsen Tore Selland Kleppe Dag Tjøstheim	1
+ PDF Chat	The multivariate skew-normal distribution	1996	Adelchi Azzalini	1
+	Measuring asymmetries in financial returns : an empirical investigation using local gaussian correlation	2013	Bård Støve Dag Tjøstheim	1
+ PDF Chat	Nonparametric estimation of copulas for time series	2003	Jean‐David Fermanian Olivier Scaillet	1
+	Fonctions de répartition à N dimensions et leurs marges	1959	Michael Sklar	1
+	La fonction de dépendance empirique et ses propriétés. Un test non paramétrique d'indépendance	1979	Paul Deheuvels	1
+	Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution	2003	Adelchi Azzalini Antonella Capitanio	1
+	Correlation and Dependence in Risk Management: Properties and Pitfalls	2002	Paul Embrechts Alexander J. McNeil Daniel Straumann	1
+	A class of distributions which includes the normal ones	1985	Adelchi Azzalini	1
+	None	2003	M. C. Jones Inge Koch	1
+	Graphical Assessment of Dependence	2001	N. I. Fisher Paul Switzer	1