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