231 citations · 511 across the 41 of their papers we have counts for
49 papers
Fridge: focused fine-tuning of ridge regression for personalize predictions
Kristoffer Herland Hellton, Nils Lid Hjort
Statistical prediction methods typically require some form of fine-tuning of tuning parameter(s), with -fold cross-validation as the canonical procedure. For ridge regression th…
Focused Information Criteria
Gerda Claeskens, Nils Lid Hjort
The focused information criterion is used to make a choice among several statistical models, or among several variables to include in a model. Different from other such information…
On multiplicative bias correction in kernel density estimation
M. C. Jones, D. F. Signorini, Nils Lid Hjort
Hjort and Glad (1995) present a method for semiparametric density estimation. Relative to the ordinary kernel density estimator, this technique performs much better when a parametr…
Post-Processing Posterior Predictive P-values
Nils Lid Hjort, Fredrik A. Dahl, Gunnhildur Högnadóttir Steinbakk
This article addresses issues of model criticism and model comparison in Bayesian contexts, and focusses on the use of the so-called posterior predictive p-values (ppp values). The…
Topics in Nonparametric Bayesian Statistics
Nils Lid Hjort
The intersection set of Bayesian and nonparametric statistics was almost empty until about 1973, but now is growing at a healthy rate. This chapter, for the {\it Highly Structured…
Bayesian and Empirical Bayesian Bootstrapping
Nils Lid Hjort
Let be a random sample from an unknown probability distribution on the sample space , and let be a parameter of interest. The present paper…