8 papers · 1 filter
Bayesian Nonparametrics: Principles and Practice
Nils Lid Hjort, Chris Holmes, Peter Mueller +1
This extended preface [to the Book `Bayesian Nonparametrics', Cambridge University Press, 2010, by NL Hjort, CC Holmes, P Mueller, SG Walker] is meant to explain why you are right…
Modelling pairs of Poissons and binomials with negative correlation
Nils Lid Hjort
Suppose and are given marginals for pairs . I consider the construction , where and are seen as bounded adju…
Focused Information Criteria for Semiparametric Linear Hazard Regression
Axel Gandy, Nils Lid Hjort
The semiparametric linear hazard regression model introduced by McKeague and Sasieni (1994) is an extension of the linear hazard regression model developed by Aalen (1980). Methods…
Rejoinder to the discussants of the two JASA articles `Frequentist Model Averaging' and `The Focused Information Criterion', by Nils Lid Hjort and Gerda Claeskens
Nils Lid Hjort, Gerda Claeskens
We are honoured to have our work read and discussed at such a thorough level by several experts. Words of appreciation and encouragement are gratefully received, while the many sup…
Estimation, inference and model selection for jump regression models
Steffen Grønneberg, Gudmund Hermansen, Nils Lid Hjort
We consider regression models with data of the type , where the curve is taken locally constant, with unknown levels and jump points. We investigat…
Minimum L2 and robust Kullback-Leibler estimation
Nils Lid Hjort
This paper introduces two new robust methods for estimation of parameters in a given parametric family. The first method is that of `minimum weighted L2', effectively minimising an…
Optimal inference via confidence distributions for two-by-two tables modelled as Poisson pairs: fixed and random effects
Céline Cunen, Nils Lid Hjort
This paper presents methods for meta-analysis of tables, both with and without allowing heterogeneity in the treatment effects. Meta-analysis is common in medical rese…
Parametric or nonparametric: the FIC approach for stationary time series
Gudmund Hermansen, Nils Lid Hjort, Martin Jullum
We seek to narrow the gap between parametric and nonparametric modelling of stationary time series processes. The approach is inspired by recent advances in focused inference and m…