Jens Perch Nielsen
Hat mitgewirkt an:
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Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data
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The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions
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Nonparametric Autoregression with Multiplicative Volatility and Additive Mean
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Estimating Yield Curves by Kernel Smoothing Methods