Thomas Holgersson

Publications

Article in journal (Refereed)

Pielaszkiewicz, J.M., Holgersson, T. (2021). Mixtures of traces of Wishart and inverse Wishart matrices. Communications in Statistics - Theory and Methods. 50 (21). 5084-5100.
Status: Published
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.
Status: Published
Holgersson, T., Kekezi, O. (2018). Towards a multivariate innovation index. Economics of Innovation and New Technology. (3). 254-272.
Status: Published
Dai, D., Holgersson, T., Karlsson, P.S. (2017). Expected and unexpected values of Individual Mahalanobis Distances. Communications in Statistics - Theory and Methods. 46 (18). 8999-9006.
Status: Published
Holgersson, T., Öner, Ö., Nordström, L. (2016). On regression modelling with dummy variables versus separate regressions per group : comment on Holgersson et al.. Journal of Applied Statistics. 43 (8). 1564-1565.
Status: Published
Holgersson, T., Månsson, K., Shukur, G. (2016). Testing for Panel Unit Roots under General Cross-Sectional Dependence. Communications in statistics. Simulation and computation. 45 (5). 1785-1801.
Status: Published
Holgersson, T. (2016). How to formulate relevant and assessable learning outcomes in statistics. Creative Education. 7 (4). 669-675.
Status: Published
Florida, R., Mellander, C., Holgersson, T. (2015). Up in the air : the role of airports for regional economic development. The annals of regional science. 54 (1). 197-214.
Status: Published
Holgersson, T. (2015). A note on a commonly used ridge regression Monte Carlo design. Communications in Statistics - Theory and Methods. 44 (10). 2176-2179.
Status: Published
Holgersson, T., Norman, T., Tavassoli, S. (2014). In the quest for economic significance : assessing variable importance through mean value decomposition. Applied Economics Letters. 21 (8). 545-549.
Status: Published
Holgersson, T., Nordström, L., Öner, Ö. (2014). Dummy Variables vs. Category-wise Models. Journal of Applied Statistics. 41 (2). 233-241.
Status: Published
Holgersson, T., Mansoor, R. (2013). Assessing Normality of High-Dimensional Data. Communications in statistics. Simulation and computation. 42 (2). 360-369.
Status: Published
Holgersson, T., Karlsson, P.S., Mansoor, R. (2012). Estimating mean-standard deviation ratios of financial data. Journal of Applied Statistics. 39 (3). 657-671.
Status: Published
Holgersson, T., Karlsson, P.S. (2012). Three estimators of the Mahalanobis distance in high-dimensional data. Journal of Applied Statistics. 39 (12). 2713-2720.
Status: Published
Holgersson, T. (2011). A Comparative Study of Ten Asymmetry Tests. Journal of Statistics. 18. 10-28.
Status: Published
Holgersson, T. (2010). A Modified Skewness Measure for Testing Asymmetry. Communications in statistics. Simulation and computation. 39 (2). 335-346.
Status: Published
Holgersson, T., Karlsson, P.S. (2010). Model Based vs. Model Independent Tests for Cross-correlation. Journal of Modern Applied Statistical Methods. 9 (1). 75-89.
Status: Published
Lindström, F., Holgersson, T. (2009). Forecast mean squared error reductionin the VAR(1) process. Journal of Applied Statistics. 36 (12). 1369-1384.
Status: Published
Bjellerup, M., Holgersson, T. (2009). A simple multivariate test for asymmetry. Applied Economics. 41 (11). 1405-1416.
Status: Published
Holgersson, T. (2006). Robust Testing for Skewness. Communications in Statistics - Theory and Methods. 36 (3). 485-498.
Status: Published
Holgersson, T. (2006). Simulation of Non-normal Auto Correlated Variables. Journal of Modern Applied Statistical Methods. 5 (2). 408-416.
Status: Published
Holgersson, T. (2006). A Graphical Technique for Assessing Multivariate Non-normality. Computational statistics (Zeitschrift). 21 (1). 141-149.
Status: Published
Lindh, J., Holgersson, T. (2006). Does lego training stimulate pupils' ability to solve logical problems?. Computers and education. 49 (4). 1097-1111.
Status: Published
Holgersson, T., Lindström, F. (2005). A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process. Communications in statistics. Simulation and computation. 34 (2). 415-427.
Status: Published
Holgersson, T., Shukur, G. (2004). Testing for Multivariate Heteroscedasticity. Journal of Statistical Computation and Simulation. 74 (12). 879-896.
Status: Published
Holgersson, T. (2004). Testing for Multivariate Autocorrelation. Journal of Applied Statistics. 31 (4). 379-395.
Status: Published
Holgersson, T., Shukur, G. (2001). Some Aspects of Non-Normality Tests in Systems of Regressions Equations. Communications in statistics. Simulation and computation. 30 (2). 291-310.
Status: Published

Conference paper (Refereed)

Dai, D., Holgersson, T. (2018). High-Dimensional CLTs for Individual Mahalanobis Distances. Trends and perspectives in linear statistical inference : proceedings of the LINSTAT2016 meeting held 22-25 August 2016 in Istanbul, Turkey. 57-68.
Holgersson, T., Hasund, K.P., Norell, B., Ståhlberg, D. (2010). Assessing the biodiversity qualities of permanent grassland. .
Lindh, J., Holgersson, T. (2006). Does lego training stimulate pupils’ ability to solve logical problems?. The Hawaii International Conference on Statistics, Mathematics and Related Fields.

Chapter in book (Refereed)

Holgersson, T., Singull, M. (2020). Risk and bias in portfolio optimization. Recent developments in multivariate and random matrix analysis : festschrift in honour of Dietrich von Rosen. Springer. 163-173.
Holgersson, T., Pielaszkiewicz, J.M. (2020). A collection of moments of the Wishart distribution. Recent developments in multivariate and random matrix analysis : festschrift in honour of Dietrich von Rosen. Springer. 147-162.

Collection (editor) (Refereed)

Holgersson, T., Singull, M. (2020). Recent developments in multivariate and random matrix analysis : festschrift in honour of Dietrich von Rosen. Springer. 373.

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.

Chapter in book (Other academic)

Holgersson, T., Hansund, K.P., Norell, B., Ståhlberg, D. (2010). Assessing the environmental qualities of permanent grassland. Grassland in a changing world : 23th General Meeting of the European Grassland Federation Kiel, Germany, August 29th - September 2nd 2010 - Grassland Science in Europe, Volume 15. Mecke Druck und verlag.

Report (Other academic)

Holgersson, T., Mansoor, R. (2012). Testing for Autocorrelation in High-dimensional Data.
Holgersson, T., Karlsson, P.S. (2010). An Investigation and Development of Three Estimators of Inverse Covariance Matrices With Applications to the Mahalanobis Distance. 27.
Holgersson, T. (2008). Naturvärden i jordbrukslandskapet : en pilotstudie. Jönköping, Statens Jordbruksverk. 84.

Collection (editor) (Other academic)

Holgersson, T. (2015). Festschrift in honor of Professor Ghazi Shukur on the occasion of his 60th birthday. Växjö, Linnaeus University Press. 162.