Department of Finance

arofi

Department of Finance

  • Center for Statistics
Anders
Rønn-Nielsen
Lektor


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

 

Primære forskningsområder
  • Applied probability theory
  • Lévy based modelling
  • Statistical methods in efficiency analysis

 

Administrative opgaver


Curriculum Vitae
Download langt CV som PDF
Link til denne hjemmeside
www.cbs.dk/staff/arofi
Kurser
  • Sandsynlighedsteori, Ha(mat)
  • Statistik og sandsynlighedsregning Ha(fil)

 

Vejledning

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

Andre undervisningsaktiviteter


Udvalgte publikationer


Publikationer sorteret efter:
2023
Anders Rønn-Nielsen; Mads Stehr / Extremal Clustering and Cluster Counting for Spatial Random Fields
I: Bernoulli, Vol. 29, Nr. 4, 11.2023, s. 2771-2796
Tidsskriftartikel > peer review
2022
Anders Rønn-Nielsen; Mads Stehr / Extremes of Lévy-driven Spatial Random Fields with Regularly Varying Lévy Measure
I: Stochastic Processes and Their Applications, Vol. 150, 8.2022, s. 19-49
Tidsskriftartikel > peer review
Mads Stehr; Anders Rønn-Nielsen / Extremes of Subexponential Lévy-driven Random Fields in the Gumbel Domain of Attraction
I: Extremes, Vol. 25, Nr. 1, 3.2022, s. 79–105
Tidsskriftartikel > peer review
Anders Rønn-Nielsen; Dorte Kronborg; Mette Asmild / Permutation Tests on Returns to Scale and Common Production Frontiers in Nonparametric Models
København : Københavns Universitet 2022, 36 s. (IFRO Working Paper, Vol. 2022 / 05)
Working paper
2021
Mette Asmild; Dorte Kronborg; Anders Rønn-Nielsen / Applying Statistical Methods to Compare Frontiers : Are Organic Dairy Farms Better Than the Conventional?.
I: Advances in Efficiency and Productivity Analysis. NAPW 2018. red. /Christopher F. Parmeter; Robin C. Sickles. Cham : Springer 2021, s. 335-348 (Springer Proceedings in Business and Economics)
Konferencebidrag i proceedings > peer review
Mads Stehr; Anders Rønn-Nielsen / Extreme Value Theory for Spatial Random Fields – With Application to a Lévy-Driven Field
I: Extremes, Vol. 24, Nr. 4, 12.2021, s. 753–795
Tidsskriftartikel > peer review
Mads Stehr; Anders Rønn-Nielsen / Tail Asymptotics of an Infinitely Divisible Space-time Model with Convolution Equivalent Lévy Measure
I: Journal of Applied Probability, Vol. 58, Nr. 1, 3.2021, s. 42-67
Tidsskriftartikel > peer review
2019
Anders Rønn-Nielsen; Eva B. Vedel Jensen / Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models
I: Journal of Applied Probability, Vol. 56, Nr. 1, 3.2019, s. 209–222
Tidsskriftartikel > 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 s. (IFRO Working Paper, Nr. 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 s. (IFRO Working Paper, Nr. 2019/4)
Working paper
Flere resultater ...(i alt 18 )
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Bibeskæftigelse
  • 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