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Now showing items 1-79 of 79
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2023)
Abstract We derive approximations to the bias and squared bias with errors of order where is the sample size. Our results hold for a large class of estimators, including quantiles, transformations of unbiased estimators, ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2021)
We introduce and develop a general paradigm for combining information across diverse data sources. In broad terms, suppose 𝜑 is a parameter of interest, built up via components 𝜓1,…,𝜓𝑘 from data sources 1, … , k. The ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2021)
Abstract Changes in the body condition of Antarctic minke whales ( Balaenoptera bonaerensis ) have been investigated in a number of studies, but remain contested. Here we provide a new analysis of body condition measurements, ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 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 ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)
Have great wars become less violent over time, and is there something we might identify as the long peace? We investigate statistical versions of such questions, by examining the number of battle-deaths in the Correlates ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)
The recent article ‘Satellite conjunction analysis and the false confidence theorem’ (Balch et al. 2019, Satellite conjunction analysis and the false confidence theorem. Proc. R. Soc. A475, 20180565) points to certain ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)
A central point of disagreement, in certain long-standing discussions about a particular whaling dataset in the Scientific Committee of the International Whaling Commission, has directly involved model selection issues for ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)
When using the Focused Information Criterion (FIC) for assessing and ranking candidate models with respect to how well they do for a given estimation task, it is customary to produce a so-called FIC plot. This plot has the ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)
We introduce a model for recurrent event data subject to left‐, right‐, and intermittent‐censoring. The observations consist of binary sequences (along with covariates) for each individual under study. These sequences are ...
(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 / 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 ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2019)
In parametric copula setups, where both the margins and copula have parametric forms, two-stage maximum likelihood estimation, often referred to as inference functions for margins, is used as an attractive alternative to ...
(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 / AcceptedVersion; Peer reviewed, 2018)
Suppose observations y 1 ,...,y n stem from a parametric model f ( y,θ ), with the parameter taking one value θ L for y 1 ,...,y τ and another value θ R for y τ +1 ,...,y n . This article provides and examines two different ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)
Statistical prediction methods typically require some form of fine‐tuning of tuning parameter(s), with K‐fold cross‐validation as the canonical procedure. For ridge regression, there exist numerous procedures, but common ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2018)
(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 / 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 ...
(Research report / Forskningsrapport, 2008)
When estimating parametric copula models by the semiparametric pseudo maximum likelihood procedure (MPLE), many practitioners have used the Akaike Information Criterion (AIC) for model selection in spite of the fact that ...
(Research report / Forskningsrapport, 2004)
This article is concerned with variable selection methods for the proportional hazards regression model. Including too many covariates causes extra variability and inflated confidence intervals for regression parameters, ...
(Research report / Forskningsrapport, 2004)
Pólya trees fix partitions and use random probabilities in order to construct random probability measures. With quantile pyramids we instead fix probabilities and use random partitions. For nonparametric Bayesian inference, ...
(Research report / Forskningsrapport, 2004)
This paper extends the scope of empirical likelihood methodology in three directions: to allow for plug-in estimates of nuisance parameters in estimating equations, slower than √n-rates of convergence, and settings in which ...
(Research report / Forskningsrapport, 2004)
This article addresses issues of model choice in Bayesian contexts, and focusses on the use of the so-called posterior predictive p-values (ppp values). These involve a general discrepancy or conflict measure and depend ...
(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)
The Dirichlet process has been extensively studied over the last thirty years, along with various generalisations, and remains a fundamental tool for nonparametric Bayesian statistics. The probabilistic structure of its ...
(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)
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)
A family of nonparametric prior distributions which extends the Dirichlet process is introduced and studied. Such family is first constructed by normalising suitable compound Poisson processes. An alternative derivation ...
(Research report / Forskningsrapport, 2003)
Two characterisations of a random mean from a Dirichlet process, as a limit of finite sums of a simple symmetric form and as a solution of certain stochastic equations, are investigated. These are used to reach results on ...
(Research report / Forskningsrapport, 2003)
The intersection set of Bayesian and nonparametric statistics was almost empty until about 1973, but now seems to be growing at a healthy rate. This chapter gives an overview of various theoretical and applied research ...
(Research report / Forskningsrapport, 2003)
Generalising the standard frailty models of survival analysis, we propose to model frailty as a weighted Lévy process. Hence the frailty of an individual is not a given quantity, but develops over time. Formulae for the ...
(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 ...
(Research report / Forskningsrapport, 2001)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1999)
There is an intense and partly recent literature focussing on the problems of selecting the bandwidth parameter for kernel density estimators. Available methods are largely 'very nonparametric', in the sense of not requiring ...
(Research report / Forskningsrapport, 1999)
Suppose that a sequence of data points follows a distribution of a certain parametric form, but that one or more of the underlying parameters may change over time. This paper addresses various natural questions in such a ...
(Research report / Forskningsrapport, 1999)
Independent data are efficiently integrated by adding their respective log-likelihoods. Instead of Bayesian updating of information, We propose to use the likelihood directly as a vehicle for coherent learning. If past ...
(Research report, 1999)
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1994)
(Research report / Forskningsrapport, 1994)
(Research report / Forskningsrapport, 1994)
(Research report / Forskningsrapport, 1994)
(Research report / Forskningsrapport, 1994)
(Research report / Forskningsrapport, 1994)
(Research report / Forskningsrapport, 1993)
(Research report / Forskningsrapport, 1993)
(Research report / Forskningsrapport, 1993)
(Research report / Forskningsrapport, 1992)
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1982)