Search
Now showing items 1-10 of 23
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)
Watson and Holmes propose ways of investigating robustness of statistical decisions by examining certain neighbourhoods around a posterior distribution. This may partly amount to ad hoc modelling of extra uncertainty. ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; 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 ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)
Should one rely on a parametric or nonparametric model when analysing a given data set? This classic question cannot be answered by traditional model selection criteria like AIC and BIC, since a nonparametric model has no ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2019)
In this paper, we extend the focused information criterion (FIC) to copula models. Copulas are often used for applications where the joint tail behavior of the variables is of particular interest, and selecting a copula ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)
This article is concerned with inference in parametric copula setups, where both the marginals and the copula have parametric forms. For such models, two-stage maximum likelihood estimation, often referred to as inference ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)
This paper is devoted to the multivariate estimation of a vector of Poisson means. A novel loss function that penalises bad estimates of each of the parameters and also the sum (or equivalently the mean) of the parameters ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)
Datasets encountered when examining deeper issues in ecology and evolution are often complex. This calls for careful strategies for both model building, model selection, and model averaging. Our paper aims at motivating, ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2019)
Cox’s proportional hazards regression model is the standard method for modelling censored life-time data with covariates. In its standard form, this method relies on a semiparametric proportional hazards structure, leaving ...