Blar i NHH Brage på forfatter "Lillestøl, Jostein"

Viser treff 41-53 av 53

    • A regression surprise resolved 

      Lillestøl, Jostein; Andersson, Jonas (Discussion paper, Working paper, 2008-09)
      In this note we explore the following surprising fact: In regression with trend and seasonality, the prediction risk is constant for all seasons of a new cycle, despite the fact that it increases with time when the seasons ...

    • Revelation of preferences in patient list data 

      Ubøe, Jan; Lillestøl, Jostein (Discussion paper, Working paper, 2007)
      In this paper we will show how the patient list model in Ubøe & Lillestøl (2007) can be used to infer strength of preferences from patient list data. We prove that we can construct unique sets of preferences that replicates ...

    • Sample statistics as convincing evidence: A tax fraud case 

      Lillestøl, Jostein (Discussion paper;12/18, Working paper, 2018-09-25)
      This report deals with the analysis of data used by tax officers to support their claim of tax fraud at a pizzeria. The possibilities of embezzlement under study are overreporting of take-away sales and underreporting of ...

    • Sampling risk evaluations in a tax fraud case: Some modelling issues 

      Lillestøl, Jostein (Discussion paper;5/20, Working paper, 2020-05-13)
      This work is a follow-up to Lillestøl (2019). The context is the use of sample data to support claims of tax fraud at eateries, where the possibilities of embezzlement are overreporting of take-away sales and underreporting ...

    • Snyte skatt hvis mulig? Hva fortalte Verdiundersøkelsen 2007? 

      Lillestøl, Jostein; Andersson, Jonas (Arbeidsnotat;03/14, Working paper, 2014-02)
      Denne rapporten er basert på data fra Verdiundersøkelsen 2007, som er foreløpig Norges siste bidrag til World Values Survey (WVS). Undersøkelsen omfatter følgende spørsmål om holdningen til skattesnyteri: «Hvor på denne ...

    • Some crude approximation, calibration and estimation procedures for NIG-variates 

      Lillestøl, Jostein (Discussion paper, Working paper, 2002-11)
      In this paper we explore some crude approximation, calibration and estimation procedures for Normal Inverse Gaussian (NIG) variates of potential use in risk management. Among others we treat in some detail the calibration ...

    • Some new bivariate IG and NIG-distributions for modelling covariate financial returns 

      Lillestøl, Jostein (Discussion paper, Working paper, 2007-02)
      The univariate Normal Inverse Gaussian (NIG) distribution is found useful for modelling financial return data exhibiting skewness and fat tails. Multivariate versions exists, but may be impractical to implement in finance. ...

    • Statistisk forsøksplanlegging og analyse : for forbedring av produkter og prosesser 

      Lillestøl, Jostein (Research report, 2000)

    • Statistisk prosess styring : å forstå og kunne reagere på variasjon 

      Lillestøl, Jostein (Research report, 2000)

    • Stikkprøveinspeksjon : hva tjener det til? 

      Lillestøl, Jostein (Research report, 2000)

    • Tre grupper skatteytere i søkelyset: Har de ulike kjennetegn? 

      Andersson, Jonas; Lillestøl, Jostein (Discussion paper;5/17, Working paper, 2017-03-31)
      Denne rapporten analyserer data for tre grupper av skatteytere som har vært i skatteetatens søkelys: Skatteytere som etter skatteamnesti har meldt seg frivillig med opplysninger om tidligere uoppgitt skattbar inntekt eller ...

    • Uncovering preferences from patient list data using benefit efficient models 

      Ubøe, Jan; Lillestøl, Jostein (Journal article; Peer reviewed, 2010)
      In this paper it is shown how the benefit efficient patient list model of Ubøe and Lillestøl [1] can be used to infer strength of preferences from patient list data. It is proved that the model allows the construction of ...

    • Weibull Wind Worth: Wait and Watch? 

      Lillestøl, Jostein (Discussion paper;2/16, Working paper, 2016-01-27)
      This paper considers a decision problem in the context of the worth of a wind mill project with profitability dependent on the average wind speed. This is partly known and the issue is whether to go on with the project now ...