82 citations · 116 across the 3 of their papers we have counts for
3 papers
stat.ME2018
Generalized Log-Normal Chain-Ladder
D. Kuang, B. Nielsen
We propose an asymptotic theory for distribution forecasting from the log normal chain-ladder model. The theory overcomes the difficulty of convoluting log normal variables and tak…
math.ST2016★ 34 cited
Analysis of the Forward Search using some new results for martingales and empirical processes
Søren Johansen, Bent Nielsen
The Forward Search is an iterative algorithm for avoiding outliers in a regression analysis suggested by Hadi and Simonoff (J. Amer. Statist. Assoc. 88 (1993) 1264-1272), see also…
math.ST2007★ 82 cited
Order determination in general vector autoregressions
Bent Nielsen
In the application of autoregressive models the order of the model is often estimated using either a sequence of likelihood ratio tests, a likelihood based information criterion, o…