Browsing Discussion papers (FOR) by Author "Tjøstheim, Dag"

Now showing items 1-3 of 3

    • A convolution estimator for the density of nonlinear regression observations 

      Støve, Bård; Tjøstheim, Dag (Discussion paper, Working paper, 2007-11)
      The problem of estimating an unknown density function has been widely studied. In this paper we present a convolution estimator for the density of the responses in a nonlinear regression model. The rate of convergence for ...

    • Measuring financial contagion by local Gaussian correlation 

      Støve, Bård; Tjøstheim, Dag; Hufthammer, Karl Ove (Discussion paper, Working paper, 2010-09)
      This paper examines financial contagion, that is, whether the cross-market linkages in financial markets increases after a shock to a country. We introduce the use of a new measure of local dependence (introduced by ...

    • Non-parametric estimation of conditional densities: A new method 

      Otneim, Håkon; Tjøstheim, Dag (Discussion paper;22/16, Working paper, 2016-12-07)
      Let X = (X1,...,Xp) be a stochastic vector having joint density function fX(x) with partitions X1 = (X1,...,Xk) and X2 = (Xk+1,...,Xp). A new method for estimating the conditional density function of X1 given X2 is presented. ...