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The focused information criterion

, and . Journal of the American Statistical Association, 98 (464): 900--916 (2003)

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Bayes Estimators and Asymptotic Efficiency in Parametric Counting Process Models. Scandinavian Journal of Statistics, 13 (2): 63--85 (1986)Second-order asymptotics for the number of times an estimator is more than var epsilon from its target value, and . Journal of Statistical Planning and Inference, 48 (3): 261--275 (December 1995)Multivariate estimation of Poisson parameters., and . J. Multivar. Anal., (2020)Statistical Models and Methods for Discontinuous Phenomena, and . Journal of Nonparametric Statistics, 14 (1): 1--5 (2002)Tests For Constancy Of Model Parameters Over Time, and . Journal of Nonparametric Statistics, 14 (1): 113--132 (2002)Statistical classification using a linear mixture of two multinormal probability densities., , and . Pattern Recognit. Lett., 12 (12): 731-737 (1991)On the time a diffusion process spends along a line, and . Stochastic Processes and their Applications, 47 (2): 229--247 (September 1993)The focused information criterion, and . Journal of the American Statistical Association, 98 (464): 900--916 (2003)Model robust inference with two-stage maximum likelihood estimation for copulas., and . J. Multivar. Anal., (2019)Counting Process Models for Life History Data: A Review, , , , , and . Scandinavian Journal of Statistics, 12 (2): 97--158 (1985)