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Frequentist model average estimators
Hjort, Nils Lid; Claeskens, Gerda - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 879-889
Persistent link: https://www.econbiz.de/10001974784
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The focused information criterion
Claeskens, Gerda; Hjort, Nils Lid - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 900-916
Persistent link: https://www.econbiz.de/10001974791
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Discussion: Inference and interpretability considerations in frequentist model averaging and selection
Shen, Xiaotong; Dougherty, Daniel P. - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 917-919
Persistent link: https://www.econbiz.de/10001975273
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Focussed information criteria and model averaging for Cox's hazard regression model
Hjort, Nils Lid; Claeskens, Gerda - 2004
Persistent link: https://www.econbiz.de/10002539826
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Focused information criteria and model averaging for the Cox hazard regression model
Hjort, Nils Lid; Claeskens, Gerda - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1449-1464
Persistent link: https://www.econbiz.de/10003406649
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Minimising average risk in regression models
Claeskens, Gerda (contributor); Hjort, Nils Lid (contributor) - 2005
Persistent link: https://www.econbiz.de/10003617241
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Confidence distributions for FIC scores
Cunen, Céline; Hjort, Nils Lid - In: Econometrics 8 (2020) 3, pp. 1-28
When using the Focused Information Criterion (FIC) for assessing and ranking candidate models with respect to how well they do for a given estimation task, it is customary to produce a so-called FIC plot. This plot has the different point estimates along the y-axis and the root-FIC scores on the...
Persistent link: https://www.econbiz.de/10012696290
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Bayesian Synthesis or likehood synthesis : what does the Borel paradox say?
Schweder, Tore - 1996
Persistent link: https://www.econbiz.de/10000943197
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Post-processing posterior predictive p values
Hjort, Nils Lid; Dahl, Fredrik A.; Steinbakk, … - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1157-1174
Persistent link: https://www.econbiz.de/10003375953
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Confidence distributions for FIC scores
Cunen, Céline; Hjort, Nils Lid - In: Econometrics : open access journal 8 (2020) 3/27, pp. 1-28
When using the Focused Information Criterion (FIC) for assessing and ranking candidate models with respect to how well they do for a given estimation task, it is customary to produce a so-called FIC plot. This plot has the different point estimates along the y-axis and the root-FIC scores on the...
Persistent link: https://www.econbiz.de/10012265715