Department of Mathematical Sciences

 

 
  1. Published

    A framework for consistent prediction rules based on markers

    Nielsen, J. P. & Jewell, N. P., 1992, København, 18 p.

    Research output: Working paperResearch

  2. Published

    A transformation approach to bias correction in kernel hazard estimation

    Nielsen, J. P., 1992, København, 18 p.

    Research output: Working paperResearch

  3. Published

    A multiplicative bias reduction method for nonparametric regression

    Nielsen, J. P. & Linton, O., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 10 p.

    Research output: Working paperResearch

  4. Published

    Marker dependent hazard estimation

    Nielsen, J. P., 1992, København, 21 p.

    Research output: Working paperResearch

  5. Published

    A framework for consistent prediction rules based on markers

    Nielsen, J. P. & Jewell, N. P., 1993, In: Biometrika. 80, 1, p. 153-164

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    A note on the asymptotic variance of survival function in the semi-Markov model

    Nielsen, J. P., Malani, H. M. & Redfearn, W. J., 1993, In: Statistics & Probability Letters. 18, 1, p. 19-25

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Abramson's square root law formulated for kernel hazard estimation

    Nielsen, J. P., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 11 p.

    Research output: Working paperResearch

  8. Published

    Capital Allocation for Insurance Companies: Issues and Methods

    Nielsen, J. P., Poulsen, Rolf & Mumford, P., 2010, In: Belgian Actuarial Bulletin. 9, p. 1-7 7 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Using quantile regression and relative entropy to assess the period of anomalous behavior of marine mammals following tagging

    Nielsen, Lars Reiter, Tervo, O. M., Blackwell, S. B., Heide‐Jørgensen, M. P. & Ditlevsen, Susanne, 2023, In: Ecology and Evolution. 13, 4, e9967.

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Software of the Future

    Nielsen, L. S., 2022, In: ERCIM News. 2022, 128, p. 3334

    Research output: Contribution to journalJournal articleCommunication

  11. Published

    Relevance sampling

    Nielsen, Mads, Markussen, Bo & Loog, M., 2015, Proceedings of the Eight Workshop on Information Theoretic Methods in Science and Engineering. Rissanen, J., Harremoës, P., Forchhammer, S., Roos, T. & Myllymäki, P. (eds.). Department of Computer Science, University of Helsinki , p. 35-38 4 p. (Series of Publications B, Vol. B-2015-1).

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  12. Published

    Relationship between energy intake and chewing index of diets fed to pregnant ewes

    Nielsen, M. V., Nadeau, E., Markussen, Bo, Eknæs, M. & Nørgaard, Peder, 14 Jun 2015, In: Small Ruminant Research. 130, p. 108-116 9 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    Relationship between net energy intake by pregnant beef cows and dietary chewing indes of roughage diets

    Nielsen, M. V., Jardstedt, M., Nadeau, E., Markussen, Bo, Hessle, A., Falkesgaard, M. & Nørgaard, Peder, 4 Jun 2015, Proceedings of the 6th Nordic Feed Science Conference, Uppsala, Sweden. Swedish University of Agricultural Sciences, p. 89-94 6 p. (Sveriges Lantbruksuniversitet. Institutionen foer Husdjurens Utfordring och Vaard. Rapport; No. 291).

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  14. Published

    The relation between energy intake and chewing index of diets fed to nursing ewes

    Nielsen, M. V., Nadeau, E., Markussen, Bo, Helander, C., Eknæs, M. & Nørgaard, Peder, 2017, In: Small Ruminant Research. 153, p. 180-188 9 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. Published

    Two techniques of age estimation in cetaceans: GLGs in teeth and earplugs, and measuring the AAR rate in eye lens nucleus

    Nielsen, N. H., Víkingsson, G. A., Hansen, S. H., Ditlevsen, Susanne & Heide-jørgensen, M. P., 2018, Age estimation of marine mammals with a focus on monodontids. Lockyer, C., Hohn, A., Stewart, R. EA., Hobbs, R. & Acquarone, M. (eds.). Septentrio Academic Publishing, 16 p. {[Nielsen]. (NAMMCO Scientific Publications, Vol. 10).

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

  16. Published

    Application of a novel method for age estimation of a baleen whale and a porpoise

    Nielsen, N. H., Garde, E., Heide-Jørgensen, M. P., Lockyer, C. H., Ditlevsen, Susanne, Òlafsdóttir, D. & Hansen, S. H., 2013, In: Marine Mammal Science. 29, 2, p. E1-E23 23 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  17. Published

    Optimal Bonus Strategies in Life Insurance: The Markov Chain Interest Rate Case

    Nielsen, P. H., 2003, Københavns Universitet, p. 1-22.

    Research output: Working paperResearch

  18. Published

    Financial Optimization Problems in Life and Pension Insurance

    Nielsen, P. H., 2005, Laboratory of Actuarial Mathematics / University of Copenhagen: H.C.Ø.-Tryk.

    Research output: Book/ReportPh.D. thesisResearch

  19. Published

    Utility Maximization and Risk Minimization in Life and pension Insurance

    Nielsen, P. H., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-32.

    Research output: Working paperResearch

  20. Published

    Utility Mazimization and Risk Minimization in Life and Pension Insurance

    Nielsen, P. H., 2006, In: Finance and Stochastics. 10, 1, p. 75-97

    Research output: Contribution to journalJournal articleResearchpeer-review

  21. Published

    Essays on Rational Portfolio Theory

    Nielsen, S. E., 2016, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/ReportPh.D. thesisResearch

  22. Published

    The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments

    Nielsen, S. E., Jönsson, M. & Poulsen, Rolf, 2017, In: Quantitative Finance. 17, 4, p. 515–529

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. Published

    A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities

    Nielsen, S. & Poulsen, Rolf, 2004, In: Journal of Economic Dynamics and Control. 28, 7, p. 1267-1289

    Research output: Contribution to journalJournal articleResearchpeer-review

  24. Published

    Inference and Missing Data: Asymptotic Results

    Nielsen, S. F., 1997, In: Scandinavian Journal of Statistics. 24, 2, p. 261-274

    Research output: Contribution to journalJournal articleResearchpeer-review

  25. Published

    Coarsening at Random

    Nielsen, S. F., 2005, Encyclopedia of Biostatistics.. 2. ed. Wiley, p. 953-956

    Research output: Chapter in Book/Report/Conference proceedingEncyclopedia chapterResearch

  26. Published

    The stochastic EM algorithm: Estimation and asymptotic results

    Nielsen, S. F., 2000, In: Bernoulli. 6, 3, p. 457-489

    Research output: Contribution to journalJournal articleResearchpeer-review

  27. Published

    Survival analysis with coarsely observed covariates

    Nielsen, S. F., 2003, In: SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS. 27, 1, p. 41-64

    Research output: Contribution to journalJournal articleResearchpeer-review

  28. Published

    Proper and Improper Multiple Imputation

    Nielsen, S. F., 2003, In: International Statistical Review. 71, 3, p. 593-627

    Research output: Contribution to journalJournal articleResearchpeer-review

  29. Published

    Local linear estimating equations: Uniform consistency and rate of convergence

    Nielsen, S. F., 2005, In: Journal of Nonparametric Statistics. 17, 4, p. 493-511

    Research output: Contribution to journalJournal articleResearchpeer-review

  30. Published

    Non-parametric regression with a latent time series

    Nielsen, S. F., Nielsen, J. P. & Linton, O., 2009, In: Econometrics Journal. 12, p. 187-207 21 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  31. Published

    Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference (second edition)

    Nielsen, S. F., 2007, In: Academy of Management Annals. 34, 6, p. 768-768 1 p.

    Research output: Contribution to journalLiterature reviewResearch

  32. Published

    On simulated EM algorithms

    Nielsen, S. F., 2000, In: Journal of Econometrics. 96, 2, p. 267-292

    Research output: Contribution to journalJournal articleResearchpeer-review

  33. Published

    Inference and Missing at Random: Asymptotic Results

    Nielsen, S. F., 1995, København, p. 20.

    Research output: Working paperResearch

  34. Published

    Survival analysis with coarsely observed covariates

    Nielsen, S. F., 2002, København, p. 1-29.

    Research output: Working paperResearch

  35. Published

    Statistical analysis with missing data

    Nielsen, S. F., 2002, In: Statistics in Medicine. 23, p. 1181-1182

    Research output: Contribution to journalLiterature reviewResearch

  36. Published

    Nonparametric conditional mean imputation

    Nielsen, S. F., 2001, In: Journal of Statistical Planning and Inference. 99, 2, p. 129-150

    Research output: Contribution to journalJournal articleResearchpeer-review

  37. Published

    Regression modelling strategies with application to linear models, logistic regression, and survival analysis

    Nielsen, S. F., 2003, In: Journal of Applied Statistics. 30, p. 104

    Research output: Contribution to journalLiterature reviewResearch

  38. Published

    Relative coarsening at random

    Nielsen, S. F., 2000, In: Statistica Neerlandica. 54, 1, p. 79-99

    Research output: Contribution to journalJournal articleResearchpeer-review

  39. Published

    Empirical processes in M-estimation

    Nielsen, S. F., 2000, In: Journal of Applied Statistics. 27, p. 1067-1068

    Research output: Contribution to journalLiterature reviewResearch

  40. Published

    Local linear estimate equations: Uniform consistency and rate convergence

    Nielsen, S. F., 2002, Københavns Universitet, p. 1-20.

    Research output: Working paperResearch

  41. Published

    Incomplete Observations and Coarsening at Random

    Nielsen, S. F., 1995, København: Museum Tusculanum, p. 19.

    Research output: Working paperResearch

  42. Published

    Breast cancer incidence subject to surgical reduction of the female breast

    Nielsen, S. F., 1996, In: British Journal of Cancer. 73, p. 961-963 3 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  43. Published

    A Scenario-Based Stochastic Programming Model for Water Supplies from the Highland Lakes

    Nielsen, S. S., Wathins, D. W., Mckinney, D. C. & Lasdon, L. S., 2000, In: International Transactions in Operations Research. 7, 3, p. 211-230

    Research output: Contribution to journalJournal articleResearchpeer-review

  44. Published

    Dense and Sparse Matrix Classes Using the C++ Standard Template Library

    Nielsen, S. S., 1999, In: Computational Economics. 14, 1-2, p. 22

    Research output: Contribution to journalJournal articleResearchpeer-review

  45. Published

    Impacts of empty fruit bunch applications on soil organic carbon in an industrial oil palm plantation

    Noirot, L. M., Müller-Stöver, Dorette Sophie, Wahyuningsih, R., Sørensen, Helle, Sudarno, Simamora, A., Pujianto, Suhardi & Caliman, J. P., 2022, In: Journal of Environmental Management. 317, 9 p., 115373.

    Research output: Contribution to journalJournal articleResearchpeer-review

  46. Published

    Vasicek beyond the normal

    Norberg, R., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 21.

    Research output: Working paperResearch

  47. Published

    Hattendorff's theorem generally stated.

    Norberg, R., 1991, København: Museum Tusculanum, 12 p.

    Research output: Working paperResearch

  48. Published

    Experience Rating in Group Life Insurance

    Norberg, R., 1989, In: Scandinavian Actuarial Journal. 4, p. 194-224

    Research output: Contribution to journalJournal articleResearchpeer-review

  49. Published

    A Class of Conjugate Hierarchical Priors for Gammoid Likelihoods

    Norberg, R., 1989, In: Scandinavian Atuarial Journal. 4, p. 177-193

    Research output: Contribution to journalJournal articleResearchpeer-review

  50. Published

    Prediction of outstanding liabilities: II Model variations and extensions

    Norberg, R., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 22.

    Research output: Working paperResearch