40 citations · 118 across the 32 of their papers we have counts for
14 papers · 1 filter
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…
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 pape…
Bayesian approaches to non- and semiparametric density estimation [with a rejoinder to my discussants]
Nils Lid Hjort
This invited paper proposes and discusses several Bayesian attempts at nonparametric and semiparametric density estimation. The main categories of these ideas are as follows: 1) Bu…
Bayesian analysis for a generalised Dirichlet process prior
Nils Lid Hjort
A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter…
A note on kernel density estimators with optimal bandwidths
Nils Lid Hjort, Stephen G. Walker
We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth lies outside any confidence interval, around the empirical dist…
Sometimes nonparametrics beat parametrics, even when the model is right
Morten Byholt, Nils Lid Hjort
A basic issue in both teaching of and practice of statistics is the interplay between modelling assumptions and inference performance. The general message conveyed is that stronger…