Håkon Otneim

Associate Professor Håkon Otneim

E-mail
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.

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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
More publications in Cristin

Discussion Papers

Department of Business and Management Science, NHH

author pages

Research areas at the department

Main: Data Science and Analytics

Statistics