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Minimizing average risk in regression models

Claeskens, Gerda; Hjort, Nils Lid - In: Econometric theory 24 (2008) 2, pp. 493-527

Persistent link: https://www.econbiz.de/10003894211

Focused information criteria and model averaging for the Cox hazard regression model

Hjort, Nils Lid; Claeskens, Gerda - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1449-1464

Persistent link: https://www.econbiz.de/10003406649

Minimising average risk in regression models

Claeskens, Gerda (contributor); Hjort, Nils Lid (contributor) - 2005

Persistent link: https://www.econbiz.de/10003617241

Prediction focussed model selection for autoregressive models

Claeskens, Gerda (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003617255

On focussed and less focussed model selection

Claeskens, Gerda (contributor) - 2006

Persistent link: https://www.econbiz.de/10003617405

On model selection and model misspecification in causal inference

Vansteelandt, Stijn; Bekaert, Maarten; Claeskens, Gerda - 2010

Persistent link: https://www.econbiz.de/10008989135

S-estimation and a robust conditional Akaike information criterion for linear mixed models

Tharmaratnam, Kukatharmini; Claeskens, Gerda - 2011

Persistent link: https://www.econbiz.de/10009377334

An Akaike information criterion for multiple event mixture cure models

Dirick, Lore; Claeskens, Gerda; Baesens, Bart - 2014

Persistent link: https://www.econbiz.de/10010424191

An Akaike information criterion for multiple event mixture cure models

Dirick, Lore; Claeskens, Gerda; Baesens, Bart - In: European journal of operational research : EJOR 241 (2015) 2, pp. 449-457

Persistent link: https://www.econbiz.de/10010487981

The forecast combination puzzle : a simple theoretical explanation

Claeskens, Gerda; Magnus, Jan R.; Vasnev, Andrey; Wang, … - 2014

This papers offers a theoretical explanation for the stylized fact that forecast combinations with estimated optimal weights often perform poorly in applications. The properties of the forecast combination are typically derived under the assumption that the weights are fixed, while in practice...

Persistent link: https://www.econbiz.de/10010408465