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(Research report / Forskningsrapport, 2003)
This Statistical Research Report contains the complete written discussion generated by the two papers “Frequentist Model Average Estimators”, by Hjort and Claeskens, and “The Focussed Information Criterion”, by Claeskens ...
(Research report / Forskningsrapport, 2003)
To test if a density <I>f</I> is equal to a specified <I>f</I><SUB>0</SUB>, one knows by the Neyman-Pearson lemma the form
of the optimal test at a specified alternative <I>f</I><SUB>1</SUB>.
Any nonparametric density ...
(Research report / Forskningsrapport, 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 model selection. This often ...
(Research report / Forskningsrapport, 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, e.g. formulated via average prediction quality or shortest ...