We present a focused selection method for social networks. The procedure is driven by a focus, the main quantity we want to estimate well. It represents the statistical translation of a research hypothesis into parameters of interest. Given a collection of models, the procedure estimates for...

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...

We study estimation and model selection on both the fixed and the random effects in the setting of linear mixed models using outlier robust S-estimators. Robustness aspects on the level of the random effects as well as on the error terms is taken into account. The derived marginal and...

In this paper we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods: (i) as a standard (fixed effect) nonparametric model, (ii) using the mixed model framework with the spline coefficients as random effects...

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...

Connectivity in the brain is the most promising approach to explain human behavior. Here we develop a focused information criterion for graphical models to determine brain connectivity tailored to specific research questions. All efforts are concentrated on high-dimensional settings where the...

A focused information criterion is developed to estimate undirected graphical models where for each node in the graph a generalized linear model is put forward conditioned upon the other nodes in the graph. The proposed method selects a graph with a small estimated mean squared error for a...

Customer retention has become a necessity in many markets, including mobile telecommunications. As it becomes easier for customers to switch providers, the providers seek to improve prediction models in an effort to intervene with potential churners. Many studies have evaluated different models...