Geir Drage Berentsen

Assistant Professor Geir Drage Berentsen

+47 55 95 94 65
Business and Management Science

Selected publications

Author(s) Title Publisher
Berentsen, Geir Drage; Cao, Ricardo; Francisco-Fernandez, Mario; Tjøstheim, Dag Bjarne Some properties of local Gaussian correlation and other nonlinear dependence measures Journal of Time Series Analysis Volume 38 (2); page 352 - 380; 2016
Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne; Nordbø, Tommy Neverdahl Recognizing and visualizing copulas: An approach using local Gaussian approximation Insurance, Mathematics & Economics Volume 57 (1); page 90 - 103; 2014
Berentsen, Geir Drage; Tjøstheim, Dag Bjarne Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation Statistics and computing Volume 24 (5); page 785 - 801; 2014
Berentsen, Geir Drage; Kleppe, Tore Selland; Tjøstheim, Dag Bjarne Introducing localgauss, an R package for estimating and visualizing local Gaussian correlation Journal of Statistical Software Volume 56 (12); page 1 - 18; 2014
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