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Goodness of Fit via Non-parametric Likelihood Ratios

Claeskens, Gerda; Hjort, Nils Lid - In: Scandinavian Journal of Statistics 31 (2004) 4, pp. 487-513

To test if a density "f" is equal to a specified "f"<sub>0</sub>, one knows by the Neyman-Pearson lemma the form of the optimal test at a specified alternative "f"<sub>1</sub>. Any non-parametric density estimation scheme allows an estimate of "f". This leads to estimated likelihood ratios. Properties are studied of...

Persistent link: https://www.econbiz.de/10005285115

MINIMIZING AVERAGE RISK IN REGRESSION MODELS

Claeskens, Gerda; Hjort, Nils Lid - In: Econometric Theory 24 (2008) 02, pp. 493-527

Persistent link: https://www.econbiz.de/10005104566

Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model

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

Persistent link: https://www.econbiz.de/10005734231

Confidence distributions for FIC scores

Cunen, Céline; Hjort, Nils Lid - In: Econometrics 8 (2020) 3, 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/10012696290

Post-processing posterior predictive p values

Hjort, Nils Lid; Dahl, Fredrik A.; Steinbakk, … - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1157-1174

Persistent link: https://www.econbiz.de/10003375953

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

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

Comment

Hjort, Nils Lid - In: Journal of the American Statistical Association 109 (2014) 507, pp. 1017-1020

Persistent link: https://www.econbiz.de/10010951806

Post-Processing Posterior Predictive p Values

Hjort, Nils Lid; Dahl, Fredrik A.; Steinbakk, … - In: Journal of the American Statistical Association 101 (2006) September, pp. 1157-1174

Persistent link: https://www.econbiz.de/10005238887

On Bayesian consistency

Walker, Stephen; Hjort, Nils Lid - In: Journal of the Royal Statistical Society Series B 63 (2001) 4, pp. 811-821

Persistent link: https://www.econbiz.de/10005202996