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...