Similar Search Results

An Akaike information criterion for multiple event mixture cure models

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

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

Fixed effects testing in high-dimensional linear mixed models

Bradic, Jelena; Claeskens, Gerda; Gueuning, Thomas - 2019

Persistent link: https://www.econbiz.de/10012234699

Asymptotic post-selection inference for Akaike's information criterion

Charkhi, Ali; Claeskens, Gerda - 2018

Persistent link: https://www.econbiz.de/10011799016

Frequentist model average estimators

Hjort, Nils Lid; Claeskens, Gerda - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 879-889

Persistent link: https://www.econbiz.de/10001974784

Discussion: Inference and interpretability considerations in frequentist model averaging and selection

Shen, Xiaotong; Dougherty, Daniel P. - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 917-919

Persistent link: https://www.econbiz.de/10001975273

Variable selection for logistic regression using a prediction focussed information criterion

Claeskens, Gerda; Croux, Christophe; Van Kerckhoven, Johan - 2005

Persistent link: https://www.econbiz.de/10002773926

Focussed information criteria and model averaging for Cox's hazard regression model

Hjort, Nils Lid; Claeskens, Gerda - 2004

Persistent link: https://www.econbiz.de/10002539826

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

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

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