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Peter Karlsson
Senior lecturer
Department of Economics and Statistics
School of Business and Economics
peter
s
karlsson
lnu
se
+46 470-70 85 73
D2121A, Hus K, Växjö
Save contact
Publications
Article in journal (Refereed)
Karlsson, P.S.
, Månsson, K., Kibria, B.G. (2020).
A Liu estimator for the beta regression model and its application to chemical data
.
Journal of Chemometrics
. 34. 1-16.
Holgersson, T.
,
Karlsson, P.S.
,
Stephan, A.
(2020).
A risk perspective of estimating portfolio weights of the global minimum-variance portfolio
.
AStA Advances in Statistical Analysis
. 104. 59-80.
Karlsson, P.S.
,
Behrenz, L.
,
Shukur, G.
(2019).
Performances of model selection criteria when variables are ill conditioned
.
Computational Economics
. 54. 77-98.
Karlsson, H.K.
,
Karlsson, P.S.
, Månsson, K., Sjölander, P. (2017).
Wavelet quantile analysis of asymmetric pricing on the Swedish power market
.
Empirica
. 44. 249-260.
Dai, D.
,
Holgersson, T.
,
Karlsson, P.S.
(2017).
Expected and unexpected values of Individual Mahalanobis Distances
.
Communications in Statistics - Theory and Methods
. 46. 8999-9006.
Holgersson, T.
,
Karlsson, P.S.
, Mansoor, R. (2012).
Estimating mean-standard deviation ratios of financial data
.
Journal of Applied Statistics
. 39. 657-671.
Holgersson, T.
,
Karlsson, P.S.
(2012).
Three estimators of the Mahalanobis distance in high-dimensional data
.
Journal of Applied Statistics
. 39. 2713-2720.
Karlsson, P.S.
(2011).
The Incompleteness Problem of the APT Model
.
Computational Economics
. 38. 129-151.
Holgersson, T.
,
Karlsson, P.S.
(2010).
Model Based vs. Model Independent Tests for Cross-correlation
.
Journal of Modern Applied Statistical Methods
. 9. 75-89.
Conference paper (Refereed)
Ahnesjö, J.
,
Karlsson, P.S.
,
Bergman, P.
(2019).
Benefits of outdoor exercise and recovery outdoors in elderly
.
HEPA Europe, Odense, Denmark, August 28-30, 2019 : abstract book
. 38-38.
Conference paper (Other academic)
Holgersson, T.
,
Karlsson, P.S.
,
Stephan, A.
(2016).
A risk perspective of estimating portfolio weights of the Global Minimum Variance portfolio
.
Presented at Statistischen Woche 2016, Augsburg, Germany, September 13-16, 2016
.
Report (Other academic)
Holgersson, T.
,
Karlsson, P.S.
(2010).
An Investigation and Development of Three Estimators of Inverse Covariance Matrices With Applications to the Mahalanobis Distance
. 27.
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