Håkon Otneim

Associate Professor Håkon Otneim

+47 55 95 99 90
Business and Management Science
Management Science 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 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
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
More publications in Cristin

Discussion Papers

Department of Business and Management Science, NHH

author pages

Research areas at the department

Main: Asset Management and Risk Analysis