Author pages are created from data sourced from our academic publisher partnerships and public sources.

Publications Influence

Model Selection and Model Averaging

- Gerda Claeskens, N. Hjort
- Computer Science
- 2001

Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet… Expand

1,105 142- PDF

Robust and efficient estimation by minimising a density power divergence

- A. Basu, I. R. Harris, N. Hjort, M. Jones
- Mathematics, Physics
- 1 September 1998

A minimum divergence estimation method is developed for robust parameter estimation. The proposed approach uses new density-based divergences which, unlike existing methods of this type such as… Expand

615 105

Frequentist Model Average Estimators

- N. Hjort, Gerda Claeskens
- Mathematics
- 1 December 2003

The traditional use of model selection methods in practice is to proceed as if the final selected model had been chosen in advance, without acknowledging the additional uncertainty introduced by… Expand

535 70- PDF

Nonparametric Bayes Estimators Based on Beta Processes in Models for Life History Data

- N. Hjort
- Mathematics
- 1 September 1990

The article studies the problem of finding Bayes estimators for cumulative hazard rates and related quantities, w.r.t. prior distributions that correspond to cumulative hazard rate processes with… Expand

464 54

The Focused Information Criterion

- Gerda Claeskens, N. Hjort
- Mathematics
- 1 December 2003

A variety of model selection criteria have been developed, of general and specific types. Most of these aim at selecting a single model with good overall properties, for example, formulated via… Expand

320 49

Locally parametric nonparametric density estimation

This paper develops a nonparametric density estimator with parametric overtones. Suppose f(x, θ) is some family of densities, indexed by a vector of parameters θ. We define a local kernel-smoothed… Expand

269 41

Model Selection and Model Averaging: Contents

- Gerda Claeskens, N. Hjort
- Mathematics, Computer Science
- 2008

453 36

Asymptotics for minimisers of convex processes

- N. Hjort, D. Pollard
- Mathematics
- 19 July 2011

By means of two simple convexity arguments we are able to develop a gen- eral method for proving consistency and asymptotic normality of estimators that are deflned by minimisation of convex… Expand

176 32- PDF

Nonparametric Density Estimation with a Parametric Start

- N. Hjort, Ingrid K. Glad
- Mathematics
- 1 June 1995

The traditional kernel density estimator of an unknown density is by construction completely nonparametric in the sense that it has no preferences and will work reasonably well for all shapes. The… Expand

209 27

Extending the Scope of Empirical Likelihood

- N. Hjort, I. McKeague, I. Keilegom
- Mathematics
- 20 April 2009

This article extends the scope of empirical likelihood methodology ill three directions: to allow for plug-in estimates Of nuisance parameters in estimating equations, slower than root n-rates of… Expand

189 24- PDF

...

1

2

3

4

5

...