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| {{Infobox scientist
| | Hello and welcome. My title is Numbers Wunder. Her family lives in Minnesota. Since she was 18 she's been operating as a meter reader but she's usually wanted her personal company. His wife doesn't like it the way he does but what he truly likes doing is to do aerobics and he's been doing it for quite a while.<br><br>Feel free to surf to my web page :: at home std testing ([http://Www.pponline.co.uk/user/miriamlinswkucrd linked web site]) |
| |name = Ole Eiler Barndorff-Nielsen
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| |image =Ole-Barndorff-Nielsen.jpg
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| |caption = Ole Barndorff-Nielsen at the Levy conference in Copenhagen in August 2007.
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| |birth_date = {{Birth date|1935|3|18|mf=y}}
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| |birth_place = [[Copenhagen]]
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| |death_date =
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| |death_place =
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| |residence = [[Århus]], [[Denmark]]
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| |nationality = [[Denmark|Danish]]
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| |field = [[Mathematics]]
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| |work_institution = '''[[University of Aarhus]]''', <br />[[University of Minnesota]], <br />[[Stanford University]], <br />[[Cambridge University]], <br />[[Technical University Munich]], <br />[[University of Toulouse|Université Paul Sabatier]], <br />[[Katholieke Universiteit Leuven]]
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| |alma_mater =
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| |doctoral_advisor =
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| |known_for = [[hyperbolic distribution]], <br />[[Information geometry]], <br />[[maximum likelihood estimator]], <br />[[Lévy process]]es, <br />Barndorff-Nielsen Shephard [[stochastic volatility]] model
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| |prizes =
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| |religion =
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| |footnotes = }}
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| '''Ole Eiler Barndorff-Nielsen''' (born 18 March 1935 in [[Copenhagen]]) is a renowned [[Denmark|Danish]] [[statistician]] who has contributed to many areas of [[statistics|statistical science]]. He became interested in statistics when, as a student of [[actuarial mathematics]], he worked part-time at the Department of [[Biostatistics]] of the Danish State Serum Institute. He graduated from the [[University of Aarhus]] (Denmark) in 1960, where he has spent most of his academic life, and where he became professor of statistics in 1973. However in 1962-1963 and 1963-1964 he stayed at the [[University of Minnesota]] and [[Stanford University]], respectively, and from August 1974 to February 1975 he was an Overseas Fellow at [[Churchill College]], [[Cambridge]], and visitor at Statistical Laboratory, [[Cambridge University]].
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| Today Barndorff-Nielsen is Professor Emeritus at Aarhus University at the Thiele Centre for Applied Mathematics in Natural Science and affiliated with the ''Center for Research in Econometric Analysis of Time Series'' (CREATES) on a part-time basis<ref>http://creates.au.dk/people/research-fellows/ole-barndorff-nielsen/</ref> and since 2008 also affiliated to Institute of Advanced Studies, [[Technical University Munich]].
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| == Works of Barndorff-Nielsen ==
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| Among Barndorff-Nielsen's early scientific contributions are his work on [[exponential family|exponential families]] and on the [[foundations of statistics]], in particular [[Sufficiency (statistics)|sufficiency]] and conditional inference. In 1977 he introduced the [[hyperbolic distribution]] as a mathematical model of the size distribution of [[sand grain]]s, formalising heuristic ideas proposed by [[Ralph Alger Bagnold]]. He also derived the larger class of [[generalised hyperbolic distribution]]s. These distributions, in particular the [[normal-inverse Gaussian distribution|normal-inverse Gaussian]] (NIG) distribution, have later turned out to be useful in many other areas of science, in particular [[turbulence]] and [[finance]]. The NIG-distribution is now widely used to describe the distribution of [[Modeling and analysis of financial markets|returns from financial assets]].
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| In 1984 he produced a short film<ref>Barndorff-Nielsen, Ole. 1984. [http://home.imf.au.dk/oebn/blownsand.mpg ''Blown Sand.'' (film).] ([[MPEG]], 196MB) Accessed 28 March 2009.</ref><ref>http://www.youtube.com/watch?v=u73mtDZXZV8</ref> on the physics of blown sand and the life of the British scientist and explorer Brigadier [[Ralph Alger Bagnold]]. A follow up to the film was produced in 2011 on the studies of stochastics in the physical sciences carried out by Barndorff-Nielsen and colleagues at the Faculty of Science, Aarhus University by the initiative of the President of the Bernoulli Society for Mathematical Statistics and Probability, Professor Victor Pérez-Abreu.<ref>http://www.youtube.com/watch?v=gYjnljZk62Q&feature=related</ref>
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| Later Barndorff-Nielsen played a leading role in the application of [[Information geometry|differential geometry to investigate statistical models]]. Another main contribution is his work on [[asymptotic theory|asymptotic]] methods in statistics, not least his formula for the [[conditional distribution]] of the [[maximum likelihood estimator]] given an [[ancillary statistic]] that generalizes a formula by [[Ronald A. Fisher]] (originally called the <math>p^*</math>-formula, but now known as the Barndorff-Nielsen formula). He has jointly with [[David Cox (statistician)|David Cox]] written two influential books on asymptotic techniques in statistics. Since the mid-90s Barndorff-Nielsen has worked on [[stochastic model]]s in finance (often with [[Neil Shephard]]) and turbulence, on statistical methods for the analysis of data from experiments in [[quantum physics]], and has contributed to the theory of [[Lévy processes]].
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| == Notable honors and positions held ==
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| Barndorff-Nielsen is a member of the [[Royal Danish Academy of Sciences and Letters]] and of [[Academia Europaea]]. He has received [[honorary doctorate]] degrees from the [[University of Toulouse|Université Paul Sabatier]], Toulouse and the [[Katholieke Universiteit Leuven]]. In 1993-1995 he was a very influential president of the [[Bernoulli Society for Mathematical Statistics and Probability]]. He was the editor of ''International Statistical Review'' in 1980-1987 and of the journal ''Bernoulli'' in 1994-2000. From 1 April 1998 to 31 March 2003 he was Scientific Director of MaPhySto (the Centre for Mathematical Physics and Stochastics), which was a centre devoted to advanced research and training in the fields of mathematical physics and stochastics, as well as some closely related areas. In 2001 he received the Humboldt-Forschungspreis and in 2010 the Faculty Price from Faculty of Science, Aarhus University.<ref>http://pure.au.dk/portal/da/persons/ole-e-barndorffnielsen(e0c305d5-8780-447c-9657-24c4c127bf72)/cv.html?id=32504654</ref>
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| == See also ==
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| * [[Generalised hyperbolic distribution]]
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| * [[Generalized inverse Gaussian distribution]]
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| * [[Hyperbolic distribution]]
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| * [[Information geometry]]
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| * [[List of mathematicians]]
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| == References ==
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| <references/>
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| * {{cite book|<!-- authorlink=Ole Barndorff-Nielsen -->|last=Barndorff-Nielsen|first=Ole|title=Information and exponential families in statistical theory|series=Wiley Series in Probability and Mathematical Statistics|publisher=John Wiley \& Sons, Ltd.|location=Chichester|year=1978|pages=ix+238 pp.|isbn=0-471-99545-2}} {{MR|489333}}
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| ==External links==
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| * [http://home.imf.au.dk/oebn/ Barndorff-Nielsen's CV at web-site of University of Aarhus].
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| * [http://www.cirs-tm.org/researchers/researchers.php?id=242 Barndorff-Nielsen's page in the directory of researchers at the International Center for Scientific Research]
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| * [http://www.york.ac.uk/depts/maths/histstat/people/barndorff-nielsen.gif Photo of Barndorff-Nielsen (1998) at the web-site Portraits of Statisticians]
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| * [http://www.maphysto.dk/cgi-bin/ghp3.cgi?person=OEBN MaPhySto-homepage for Barndorff-Nielsen. Also contains a newer photo.]
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| * [http://www.maphysto.dk/ The Centre for Mathematical Physics and Stochastics.]
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| {{Authority control|VIAF=67363995}}
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| {{Persondata
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| |NAME= Barndorff-Nielsen, Ole
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| |ALTERNATIVE NAMES=
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| |SHORT DESCRIPTION= Mathematician
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| |DATE OF BIRTH= March 18, 1935
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| |PLACE OF BIRTH= [[Copenhagen]], [[Denmark]]
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| |DATE OF DEATH=
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| |PLACE OF DEATH=
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| }}
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| {{DEFAULTSORT:Barndorff-Nielsen, Ole}}
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| [[Category:Members of Academia Europaea]]
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| [[Category:Danish statisticians]]
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| [[Category:Danish mathematicians]]
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| [[Category:Probability theorists]]
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| <!-- [[Category:Scientists in stochastics]] Covered by probability and statistics, so redundant -->
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| [[Category:21st-century mathematicians]]
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| [[Category:1935 births]]
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| [[Category:Living people]]
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Hello and welcome. My title is Numbers Wunder. Her family lives in Minnesota. Since she was 18 she's been operating as a meter reader but she's usually wanted her personal company. His wife doesn't like it the way he does but what he truly likes doing is to do aerobics and he's been doing it for quite a while.
Feel free to surf to my web page :: at home std testing (linked web site)