Associate Professor Håkon Otneim
- Hakon.Otneim@nhh.no
- Telephone
- +47 55 95 99 90
- Office
- MS-411
- Expertise
- Mathematical Statistics Data Analysis and Visualization Statistical Programming
Håkon Otneim received his PhD in statistics from the University of Bergen in 2016 on a dissertation concerning the modelling and measurement of nonlinear dependence between random variables, with applications to multivariate density estimation and time series analysis.
He is now an Assistant Professor at NHH, and his research interests include development and application of non- and semi-parametric statistics, statistical programming and data visualization. He was a visiting scholar at Monash University in Melbourne, Australia, in 2015.
Selected publications
| Author(s) | Title | Publisher |
|---|---|---|
| Sleire, Anders Daasvand; Støve, Bård; Otneim, Håkon; Berentsen, Geir Drage; Tjøstheim, Dag Bjarne; Haugen, Sverre Hauso | Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations | Finance Research Letters; page 1 - 9; 2021 |
| Tjøstheim, Dag Bjarne; Otneim, Håkon; Støve, Bård | Statistical Modeling Using Local Gaussian Approximation | Academic Press; 2021 |
| Otneim, Håkon; Tjøstheim, Dag Bjarne | The locally Gaussian partial correlation | Journal of business & economic statistics; 2021 |
| Otneim, Håkon; Jullum, Martin; Tjøstheim, Dag Bjarne | Pairwise local Fisher and naive Bayes: Improving two standard discriminants | Journal of Econometrics Volume 216 (1); page 284 - 304; 2020 |
Discussion Papers
Department of Business and Management Science, NHH
author pages
- RePEc Author Page
- SSRN Author Page
Research areas at the department
Statistics