G
Gerda Claeskens
Researcher at Katholieke Universiteit Leuven
Publications - 177
Citations - 7216
Gerda Claeskens is an academic researcher from Katholieke Universiteit Leuven. The author has contributed to research in topics: Estimator & Model selection. The author has an hindex of 37, co-authored 171 publications receiving 6532 citations. Previous affiliations of Gerda Claeskens include University of Toronto & University of Bologna.
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Model Selection and Model Averaging
Gerda Claeskens,Nils Lid Hjort +1 more
TL;DR: In this paper, the authors synthesize research and practice from the active field of model selection, including the AIC, BIC, DIC, and FIC, with a discussion of the uncertainties involved with model selection.
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Frequentist Model Average Estimators
Nils Lid Hjort,Gerda Claeskens +1 more
TL;DR: In this paper, a general large-sample likelihood apparatus is presented, in which limiting distributions and risk properties of estimators post-selection as well as of model average estimators are precisely described, also explicitly taking modeling bias into account.
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The Focused Information Criterion
Gerda Claeskens,Nils Lid Hjort +1 more
TL;DR: In this paper, a model selector should instead focus on the parameter singled out for interest; in particular, a model that gives good precision for one estimand may be worse when used for inference for another estimand.
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Asymptotic properties of penalized spline estimators
TL;DR: In this article, the authors study the class of penalized spline estimators, which enjoy similarities to both regression splines, without penalty and with fewer knots than data points, and smoothing splines with knots equal to the data points and a penalty controlling the roughness of the fit.