40 citations · 118 across the 35 of their papers we have counts for
23 papers · 1 filter
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…
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…
Tests for constancy of model parameters Over time
Nils Lid Hjort, Alex J. Koning
Suppose that a sequence of data points follows a distribution of a certain parametric form, but that one or more of the underlying parameters may change over time. This paper addre…
Nonparametric density estimation with a parametric start
Nils Lid Hjort, Ingrid Kristine Glad
The traditional kernel density estimator of an unknown density is by construction completely nonparametric, in the sense that it has no preferences and will work reasonably well fo…
Focused Information Criteria for the Linear Hazard Regression Model
Nils Lid Hjort
The linear hazard regression model developed by Aalen is becoming an increasingly popular alternative to the Cox multiplicative hazard regression model. There are no methods in the…