Blar i BI Open på forfatter "Hjort, Nils Lid"
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On the errors committed by sequences of estimator functionals
Grønneberg, Steffen; Hjort, Nils Lid (Journal article; Peer reviewed, 2011)Consider a sequence of estimators ˆ n which converges almost surely to 0 as the sample size n tends to infinity. Under weak smoothness conditions, we identify the asymptotic limit of the last time ˆ n is further than " ... -
The copula information criteria
Grønneberg, Steffen; Hjort, Nils Lid (Journal article; Peer reviewed, 2014)We derive two types of Akaike information criterion (AIC)-like model-selection formulae for the semiparametric pseudo-maximum likelihood procedure. We first adapt the arguments leading to the original AIC formula, related ... -
The partly parametric and partly nonparametric additive risk model
Hjort, Nils Lid; Stoltenberg, Emil Aas (Peer reviewed; Journal article, 2021)Aalen’s linear hazard rate regression model is a useful and increasingly popular alternative to Cox’ multiplicative hazard rate model. It postulates that an individual has hazard rate function h(s)=z1α1(s)+⋯+zrαr(s) in ...