Associate Professor Håkon Otneim

E-mail: Hakon.Otneim@nhh.no
Telephone: +47 55 95 99 90
Department: Business and Management Science
Office: C512
Expertise: Management Science Mathematical Statistics Data Analysis and Visualization Statistical Programming

Biography and CV Selected publications Research Teaching Dissemination

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 Associate 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
Shi, Yue; Punzo, Antonio; Otneim, Håkon; Maruotti, Antonello	Hidden semi-Markov models for rainfall-related insurance claims	Insurance, Mathematics & Economics Volume 120; page 91 - 106; 2024
Juranek, Steffen; Otneim, Håkon	Predicting patent lawsuits with machine learning	International Review of Law and Economics Volume 80; 2024
Otneim, Håkon; Berentsen, Geir Drage; Tjøstheim, Dag Bjarne	Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis	Entropy Volume 24 (3) (17 pages); 2022
Tjøstheim, Dag Bjarne; Otneim, Håkon; Støve, Bård	Statistical dependence: Beyond Pearson’s ρ	Statistical Science Volume 37 (1); page 90 - 109; 2022
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
Otneim, Håkon; Tjøstheim, Dag Bjarne	The locally Gaussian partial correlation	Journal of business & economic statistics Volume 40 (2); page 924 - 936; 2021
Otneim, Håkon	lg: An R package for Local Gaussian Approximations	The R Journal Volume 13 (2); page 38 - 56; 2021
Tjøstheim, Dag Bjarne; Otneim, Håkon; Støve, Bård	Statistical Modeling Using Local Gaussian Approximation	Academic Press; 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
Otneim, Håkon; Tjøstheim, Dag Bjarne	Conditional density estimation using the local Gaussian correlation	Statistics and computing Volume 28 (2); page 303 - 321; 2017
Otneim, Håkon; Tjøstheim, Dag Bjarne	The locally Gaussian density estimator for multivariate data	Statistics and computing Volume Published ahead of print; page 1 - 22; 2016
Otneim, Håkon; Karlsen, Hans A; Tjøstheim, Dag Bjarne	Bias and bandwidth for local likelihood density estimation	Statistics and Probability Letters Volume 83 (5); page 1382 - 1387; 2013