Blar i Department of Mathematics på tidsskrift "Journal of Econometrics"

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    • Pairwise local Fisher and naive Bayes: Improving two standard discriminants 

      Otneim, Håkon; Jullum, Martin; Tjøstheim, Dag Bjarne (Journal article; Peer reviewed, 2020)
      The Fisher discriminant is probably the best known likelihood discriminant for continuous data. Another benchmark discriminant is the naive Bayes, which is based on marginals only. In this paper we extend both discriminants ...

    • Robust nonlinear regression estimation in null recurrent time series 

      Bravo, Francesco; Li, Degui; Tjøstheim, Dag Bjarne (Journal article; Peer reviewed, 2021)
      In this article, we study parametric robust estimation in nonlinear regression models with regressors generated by a class of non-stationary and null recurrent Markov processes. The nonlinear regression functions can be ...