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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

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

Bayesian Synthesis or likehood synthesis : what does the Borel paradox say?

Schweder, Tore - 1996

Persistent link: https://www.econbiz.de/10000943197

Confidence distributions for FIC scores

Cunen, Céline; Hjort, Nils Lid - In: Econometrics : open access journal 8 (2020) 3/27, pp. 1-28

When using the Focused Information Criterion (FIC) for assessing and ranking candidate models with respect to how well they do for a given estimation task, it is customary to produce a so-called FIC plot. This plot has the different point estimates along the y-axis and the root-FIC scores on the...

Persistent link: https://www.econbiz.de/10012265715