Frailty models based on Lévy processes (2003)
Gjessing, Håkon K., Aalen, Odd O., Hjort, Nils Lid
Generalizing 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 fixed quantity, but develops over...
Constancy of Distributions: Asymptotic Efficiency of Certain Nonparametric Tests of Constancy (2002)
Alex J. Koning, Nils Lid Hjort
In this paper we study stochastic processes which enable monitoring the possible changes of probability distributions over time. These so-called monitoring processes are bivariate functions of time...
Constancy of Distributions: Nonparametric Monitoring of Probability Distributions Over Time (2002)
Nils Lid Hjort, Alex J. Koning
In this paper we study stochastic processes which enable monitoring the possible changes of probability distributions over time. These processes may in particular be used to test the null hypothesis...
Asymptotics for Minimisers of Convex Processes (1997)
. By means of two simple convexity arguments we are able to develop a general method for proving consistency and asymptotic normality of estimators that are defined by minimisation of convex...
MINIMIZING AVERAGE RISK IN REGRESSION MODELS
Claeskens, Gerda, Hjort, Nils Lid
Most model selection mechanisms work in an overall modus, providing models without specific concern for how the selected model is going to be used afterward. The focused information criterion (FIC),...
Goodness of Fit via Non-parametric Likelihood Ratios
Gerda Claeskens, Nils Lid Hjort
To test if a density "f" is equal to a specified "f"0, one knows by the Neyman-Pearson lemma the form of the optimal test at a specified alternative "f"1. Any non-parametric density estimation scheme...
Bayesian Survival Analysis in Proportional Hazard Models with Logistic Relative Risk
PIERPAOLO DE BLASI, NILS LID HJORT
The traditional Cox proportional hazards regression model uses an exponential relative risk function. We argue that under various plausible scenarios, the relative risk part of the model should be...
ML, PL, QL in Markov Chain Models
NILS LID HJORT, CRISTIANO VARIN
In many spatial and spatial-temporal models, and more generally in models with complex dependencies, it may be too difficult to carry out full maximum-likelihood (ML) analysis. Remedies include the...