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Theory and Methods - The Focused Information Criterion - Rejoinder - Discussion: Performance of Bayesian Model Averaging

Hjort, Nils Lid; Claeskens, Gerda - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 938-945

Persistent link: https://www.econbiz.de/10006611366

Theory and Methods - Frequentist Model Average Estimators

Hjort, Nils Lid; Claeskens, Gerda - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 879-899

Persistent link: https://www.econbiz.de/10006611374

MINIMIZING AVERAGE RISK IN REGRESSION MODELS

Claeskens, Gerda; Hjort, Nils Lid - In: Econometric Theory 24 (2008) 02, pp. 493-527

Persistent link: https://www.econbiz.de/10005104566

Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model

Hjort, Nils Lid; Claeskens, Gerda - In: Journal of the American Statistical Association 101 (2006) December, pp. 1449-1464

Persistent link: https://www.econbiz.de/10005734231

Goodness of Fit via Non-parametric Likelihood Ratios

Claeskens, Gerda; Hjort, Nils Lid - In: Scandinavian Journal of Statistics 31 (2004) 4, pp. 487-513

To test if a density "f" is equal to a specified "f"0, one knows by the Neyman-Pearson lemma the form of the optimal test at a specified alternative "f"1. Any non-parametric density estimation scheme allows an estimate of "f". This leads to estimated likelihood ratios. Properties are studied of...

Persistent link: https://www.econbiz.de/10005285115

MINIMIZING AVERAGE RISK IN REGRESSION MODELS

Claeskens, Gerda; Hjort, Nils Lid; Akaike, H.; Claeskens, G. - In: Econometric theory 24 (2008) 2, pp. 493-527

Persistent link: https://www.econbiz.de/10007912722

Theory and Methods - 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) 476, pp. 1449-1464

Persistent link: https://www.econbiz.de/10007398014

Comment

Hjort, Nils Lid - In: Journal of the American Statistical Association 109 (2014) 507, pp. 1017-1020

Persistent link: https://www.econbiz.de/10010951806

The Copula Information Criteria

Grønneberg, Steffen; Hjort, Nils Lid - In: Scandinavian Journal of Statistics 41 (2014) 2, pp. 436-459

type="main" xml:id="sjos12042-abs-0001" <title type="main">ABSTRACT</title> We derive two types of Akaike information criterion (AIC)-like model-selection formulae for the semiparametric pseudo-maximum likelihood procedure. We first adapt the arguments leading to the original AIC formula, related to empirical estimation...

Persistent link: https://www.econbiz.de/10011035952

Statistical Corrections of Invalid Correlation Matrices

Løland, Anders; Huseby, Ragnar Bang; Hjort, Nils Lid; … - In: Scandinavian Journal of Statistics 40 (2013) 4, pp. 807-824

Persistent link: https://www.econbiz.de/10011035982