7 papers · 1 filter
Nonparametric quantile inference using Dirichlet processes
Nils Lid Hjort, Sonia Petrone
This chapter deals with nonparametric inference for quantiles from a Bayesian perspective, using the Dirichlet process. The posterior distribution for quantiles is characterised, e…
Notes on the Theory of Statistical Symbol Recognition
Nils Lid Hjort
This document is a pdf generated from old plain-TeX files of 1986, of Nils Lid Hjort's `Notes on the Theory of Statistical Symbol Recogntion', a limited circulation 207-pages monog…
Estimating the logistic regression equation when the model is incorrect
Nils Lid Hjort
Protesting mildly against the notion of an exactly correct parametric model the view is adopted that the logistic regression equation is merely an approximation to the underlying,…
Bayesian bivariate survival estimation
J. K. Ghosh, Nils Lid Hjort, C. Messan +1
There is no easy extension of Kaplan-Meier and Nelson-Aalen estimators to the bivariate case, and estimating bivariate survival distributions nonparametrically is associated with v…
The asymptotic effect of tuning parameters
Ingrid Dæhlen, Nils Lid Hjort, Ingrid Hobæk Haff
Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in pe…
On the last time and the number of times an estimator is more than epsilon from its target value
Nils Lid Hjort, Grete Fenstad
Suppose is a strongly consistent estimator for in some i.i.d. situation. Let and be respectively the last and the total nu…