2 citations · 4 across the 8 of their papers we have counts for
9 papers
Posterior uncertainty for kernel density estimates
Dennis Christensen, Torjus Svardal, Leiv Rønneberg +1
Recent work in predictive Bayesian inference has enabled novel Bayesian interpretations of many well-known stochastic one-step-ahead predictive algorithms. In this paper, we study…
The partly parametric and partly nonparametric additive risk model
Nils Lid Hjort, Emil Aas Stoltenberg
Aalen's linear hazard rate regression model is a useful and increasingly popular alternative to Cox' multiplicative hazard rate model. It postulates that an individual has hazard r…
Semiparametrics via parametrics and contiguity
Adam Lee, Emil A. Stoltenberg, Per A. Mykland
Inference on the parametric part of a semiparametric model is no trivial task. If one approximates the infinite dimensional part of the semiparametric model by a parametric functio…
Probability Proofs for Stirling (and More): the Ubiquitous Role of
Nils Lid Hjort, Emil Aas Stoltenberg
The Stirling approximation formula for dates from 1730. Here we give new and instructive proofs of this and related approximation formulae via tools of probability and statist…
Asymptotic properties of adaptive designs through differentiability in quadratic mean
Dennis Christensen, Emil Aas Stoltenberg, Nils Lid Hjort
There exist multiple regression applications in engineering, industry and medicine where the outcomes follow an adaptive experimental design in which the next measurement depends o…
Regression discontinuity design with right-censored survival data
Emil Aas Stoltenberg
In this paper the regression discontinuity design is adapted to the survival analysis setting with right-censored data, studied in an intensity based counting process framework. In…