The following pages link to Nils Lid Hjort (Q225978):
Displaying 50 items.
- (Q589057) (redirect page) (← links)
- On the time a diffusion process spends along a line (Q689463) (← links)
- Goodness of fit tests in models for life history data based on cumulative hazard rates (Q751112) (← links)
- Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach (Q899548) (← links)
- Nonparametric Bayes estimators based on beta processes in models for life history data (Q923548) (← links)
- Quantile pyramids for Bayesian nonparametrics (Q1002150) (← links)
- The Bernstein-von Mises theorem in semiparametric competing risks models (Q1015880) (← links)
- Extending the scope of empirical likelihood (Q1018635) (← links)
- On the last time and the number of times an estimator is more than \(\epsilon\) from its target value (Q1192984) (← links)
- (Q1354392) (redirect page) (← links)
- Locally parametric nonparametric density estimation (Q1354395) (← links)
- Confidence distributions and related themes (Q1698988) (← links)
- Confidence distributions for change-points and regime shifts (Q1698991) (← links)
- Model uncertainty first, not afterwards (Q1790358) (← links)
- Frailty models that yield proportional hazards. (Q1871236) (← links)
- Nonparametric density estimation with a parametric start (Q1906191) (← links)
- Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value (Q1907663) (← links)
- On the distribution of random Dirichlet jumps (Q2002968) (← links)
- Focused model selection for linear mixed models with an application to whale ecology (Q2194472) (← links)
- On the errors committed by sequences of estimator functionals (Q2261907) (← links)
- What price semiparametric Cox regression? (Q2274688) (← links)
- Multivariate estimation of Poisson parameters (Q2293381) (← links)
- Bayesian bivariate survival estimation (Q2369515) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- Exact inference for random Dirichlet means (Q2492806) (← links)
- On multiplicative bias correction in kernel density estimation. (Q2736832) (← links)
- On Bayesian consistency (Q2773210) (← links)
- A comparison of related density-based minimum divergence estimators (Q2775619) (← links)
- Statistical corrections of invalid correlation matrices (Q2868869) (← links)
- Focused information criteria for copulas (Q3299027) (← links)
- Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model (Q3434207) (← links)
- Confidence, Likelihood, Probability (Q3463717) (← links)
- Model Selection and Model Averaging (Q3527702) (← links)
- ML, PL, QL in Markov Chain Models (Q3608252) (← links)
- MINIMIZING AVERAGE RISK IN REGRESSION MODELS (Q3632387) (← links)
- The association in time of a Markov process with application to multistate reliability theory (Q3689984) (← links)
- (Q3787288) (← links)
- (Q3827392) (← links)
- On Inference in Parametric Survival Data Models (Q4024535) (← links)
- (Q4026599) (← links)
- Robust and efficient estimation by minimising a density power divergence (Q4216686) (← links)
- (Q4217774) (← links)
- The Exact Amount of t-ness That the Normal Model Can Tolerate (Q4305738) (← links)
- (Q4322392) (← links)
- Confidence and Likelihood<sup>*</sup> (Q4416180) (← links)
- Frailty models based on Lévy processes (Q4449509) (← links)
- Frequentist Model Average Estimators (Q4468543) (← links)
- The Focused Information Criterion (Q4468544) (← links)
- Hybrid combinations of parametric and empirical likelihoods (Q4558591) (← links)
- Goodness of Fit via Non-parametric Likelihood Ratios (Q4677109) (← links)
