arofi

Department of Finance

  • Center for Statistics
Anders
Rønn-Nielsen
Associate professor


Room: SOL/A4.26
Tel:
+4538153738
E-mail: aro.fi@cbs.dk
Presentation

Anders Rønn-Nielsen holds a M.Sc. in Statistics from University of Copenhagen and a PhD in Statistics and Probability Theory from Aarhus University. His research interests are divided between applied probability, in particular Lévy based spatial models, and statistical methods in efficiency analysis.

Primary research areas
  • Applied probability theory
  • Lévy based modelling
  • Statistical methods in efficiency analysis
Curriculum Vitae
Link to this homepage
www.cbs.dk/en/staff/arofi
Courses
  • Sandsynlighedsteori, Ha(mat)
  • Statistik og sandsynlighedsregning Ha(fil)
Supervision

Masters and Bachelor theses with a high content of probability theory and/or statistics

Publications sorted by:
2021
Mette Asmild; Dorte Kronborg; Anders Rønn-Nielsen / Applying Statistical Methods to Compare Frontiers : Are Organic Dairy Farms Better Than the Conventional?.
In: Advances in Efficiency and Productivity Analysis. NAPW 2018. ed. /Christopher F. Parmeter; Robin C. Sickles. Cham : Springer 2021, p. 335-348 (Springer Proceedings in Business and Economics)
Article in proceedings > peer review
Mads Stehr; Anders Rønn-Nielsen / Extreme Value Theory for Spatial Random Fields – With Application to a Lévy-Driven Field
In: Extremes, 7.5.2021
Journal article > peer review
Mads Stehr; Anders Rønn-Nielsen / Extremes of Subexponential Lévy-driven Random Fields in the Gumbel Domain of Attraction
In: Extremes, 11.9.2021
Journal article > peer review
Mads Stehr; Anders Rønn-Nielsen / Tail Asymptotics of an Infinitely Divisible Space-time Model with Convolution Equivalent Lévy Measure
In: Journal of Applied Probability, Vol. 58, No. 1, 3.2021, p. 42-67
Journal article > peer review
2019
Anders Rønn-Nielsen; Eva B. Vedel Jensen / Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models
In: Journal of Applied Probability, Vol. 56, No. 1, 3.2019, p. 209–222
Journal article > peer review
Mette Asmild; Arne Henningsen; Dorte Kronborg; Anders Rønn-Nielsen / Comment on: "Testing Hypotheses in Nonparametric Models of Production" by Kneip, Simar, and Wilson (2016, JBES)
København : Københavns Universitet 2019, 3 p. (IFRO Working Paper, No. 2019 / 07)
Working paper
Anders Rønn-Nielsen; Dorte Kronborg; Mette Asmild / Exact Tests on Returns to Scale and Comparisons of Production Frontiers in Nonparametric Models
København : Københavns Universitet 2019, 23 p. (IFRO Working Paper, No. 2019/4)
Working paper
Mads Stehr; Anders Rønn-Nielsen / Tail Asymptotics of an Infinitely Divisible Space-Time Model with Convolution Equivalent Lévy Measure
Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2019, 34 p. (CSGB Research Reports, No. 9)
Working paper
2018
Anders Rønn-Nielsen; Eva B. Vedel Jensen / Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models
Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2018, 16 p. (CSGB Research Reports, No. 06)
Working paper
Mette Asmild; Dorte Kronborg; Anders Rønn-Nielsen / Testing Productivity Change, Frontier Shift, and Efficiency Change
Frederiksberg : Københavns Universitet 2018, 23 p. (IFRO Working Paper, No. 2018/7)
Working paper
More results... (total 15 results)
Outside activities
  • Production of teaching materials for Gymnasieskolernes Lærerforening, December 2017
  • External examiner at Aarhus University (master’s), June 2018
  • External examiner at Aarhus University (master’s), August 2018
  • External examiner at Copenhagen University (master’s), May 2019
  • Københavns Universitet: Censorarbejde (speciale)
  • Aarhus Universitet: Censorarbejde (PhD delA-eksamen)
  • Aarhus Universitet: PhD-bedømmelse