The latest issue of Scandinavian Journal of Statistics includes a special section honouring the work of professor (now emeritus) Nils Lid Hjort, University of Oslo, Norway. We congratulate Nils on his 70th birthday last year, and express our gratitude to the Editors-in-Chief, Sangita Kulathinal, Jaakko Peltonen, and Mikko J. Sillanpää, for giving us the privilege to serve as Guest Editors for this special section.
Nils has through more than four decades been one of the most original and productive statisticians in Norway, contributing to a wide range of topics such as survival analysis, Bayesian nonparametrics, empirical likelihood, density estimation, focused inference, model selection, and confidence distributions. Nils has also been a huge source of inspiration and an important mentor for many talented PhD-students and even more master’s students.
As mentioned in our “Conversation with Nils Lid Hjort,” which opens the special section, Nils’ methodological research has been published in a number of international top journals. But we note that SJS has always had a special position for Nils. He was Associate Editor for the journal for 8 years (1987–1994) and has so far published 14 papers in SJS (in the period 1986–2024).
- Stephen G. Walker has collaborated with Nils on a number of topics within Bayesian nonparametrics. For the special section he has written the paper “Martingale posterior distributions for cumulative hazard functions.”
- About 20 years ago Gerda Claeskens and Nils jointly developed the concept and theory for focused inference. For the special section Gerda and her collaborators have written a paper on density estimation, another topic of interest for Nils. The title of the paper is “Nonparametric estimation of densities on the hypersphere using a parametric guide.”
- Ingrid Van Keilegom has worked with Nils on problems related to empirical likelihoods. For the special section, she and her collaborators have written a paper within survival analysis titled “A two-step estimation procedure for semiparametric mixture cure models.”
- Bård Støve has over the years been inspired by Nils’ work on the use of local likelihoods. For the special section he and his collaborators have written the paper “Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation.”