Mixed models, with both random and fixed effects, are most often estimated on the assumption that the random effects are normally distributed. In this paper we propose several formal tests of the hypothesis that the random effects and/or errors are normally distributed. Most of the proposed...

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...

This paper 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...

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...

Frailty models account for the clustering present in grouped event time data. A proportional hazards model with shared frailties expresses the hazard for each subject. Often a one-parameter gamma distribution is assumed for the frailties. In this paper we construct formal goodness-of-fit tests...