Browsing BI Open by Author "Hjort, Nils Lid"

Now showing items 1-3 of 3

    • 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 ...