Thomas Holgersson
Professor
Institutionen för nationalekonomi och statistik
Ekonomihögskolan
Thomas är professor i statistik. Hans forskning är inriktad mot analys av högdimensionella data, dvs mycket stora datamängder, där varje observation inkluderar ett stort antal variabler. Det kan exempelvis handla om studier inom regional utveckling med flera hundra varaibler mätta på varje regional enhet, exempelvis kommun eller församling. Forskningen handlar om att utveckla metoder för att kunna dra rättvisande slutsatser från den här typen av statistiska undersökningar.
Vi är kvalitetscertifierade
Ekonomihögskolan vid Linnéuniversitetet är ackrediterade av The Association to Advance Collegiate Schools of Business; AACSB.
Mina pågående forskningsprojekt
Mina avslutade forskningsprojekt
Publikationer
Artikel i tidskrift (Refereegranskat)
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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: Publicerad -
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: Publicerad -
Holgersson, T., Kekezi, O. (2018). Towards a multivariate innovation index. Economics of Innovation and New Technology. (3). 254-272.
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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: Publicerad -
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.
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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: Publicerad -
Holgersson, T. (2016). How to formulate relevant and assessable learning outcomes in statistics. Creative Education. 7 (4). 669-675.
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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.
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Holgersson, T. (2015). A note on a commonly used ridge regression Monte Carlo design. Communications in Statistics - Theory and Methods. 44 (10). 2176-2179.
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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.
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Holgersson, T., Nordström, L., Öner, Ö. (2014). Dummy Variables vs. Category-wise Models. Journal of Applied Statistics. 41 (2). 233-241.
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Holgersson, T., Mansoor, R. (2013). Assessing Normality of High-Dimensional Data. Communications in statistics. Simulation and computation. 42 (2). 360-369.
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Holgersson, T., Karlsson, P.S., Mansoor, R. (2012). Estimating mean-standard deviation ratios of financial data. Journal of Applied Statistics. 39 (3). 657-671.
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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: Publicerad -
Holgersson, T. (2011). A Comparative Study of Ten Asymmetry Tests. Journal of Statistics. 18. 10-28.
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Holgersson, T. (2010). A Modified Skewness Measure for Testing Asymmetry. Communications in statistics. Simulation and computation. 39 (2). 335-346.
Status: Publicerad -
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.
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Lindström, F., Holgersson, T. (2009). Forecast mean squared error reductionin the VAR(1) process. Journal of Applied Statistics. 36 (12). 1369-1384.
Status: Publicerad -
Bjellerup, M., Holgersson, T. (2009). A simple multivariate test for asymmetry. Applied Economics. 41 (11). 1405-1416.
Status: Publicerad -
Holgersson, T. (2006). Robust Testing for Skewness. Communications in Statistics - Theory and Methods. 36 (3). 485-498.
Status: Publicerad -
Holgersson, T. (2006). Simulation of Non-normal Auto Correlated Variables. Journal of Modern Applied Statistical Methods. 5 (2). 408-416.
Status: Publicerad -
Holgersson, T. (2006). A Graphical Technique for Assessing Multivariate Non-normality. Computational statistics (Zeitschrift). 21 (1). 141-149.
Status: Publicerad -
Lindh, J., Holgersson, T. (2006). Does lego training stimulate pupils' ability to solve logical problems?. Computers and education. 49 (4). 1097-1111.
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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: Publicerad -
Holgersson, T., Shukur, G. (2004). Testing for Multivariate Heteroscedasticity. Journal of Statistical Computation and Simulation. 74 (12). 879-896.
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Holgersson, T. (2004). Testing for Multivariate Autocorrelation. Journal of Applied Statistics. 31 (4). 379-395.
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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: Publicerad
Konferensbidrag (Refereegranskat)
- 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.
Kapitel i bok, del av antologi (Refereegranskat)
- 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.
Samlingsverk (redaktörskap) (Refereegranskat)
- Holgersson, T., Singull, M. (2020). Recent developments in multivariate and random matrix analysis : festschrift in honour of Dietrich von Rosen. Springer. 373.
Konferensbidrag (Övrigt vetenskapligt)
- 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.
Kapitel i bok, del av antologi (Övrigt vetenskapligt)
- 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.
Rapport (Övrigt vetenskapligt)
- 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.
Samlingsverk (redaktörskap) (Övrigt vetenskapligt)
- Holgersson, T. (2015). Festschrift in honor of Professor Ghazi Shukur on the occasion of his 60th birthday. Växjö, Linnaeus University Press. 162.