Nils Lid Hjort: Grensesetninger i sannsynlighetsregningen, med anvendelser i statistikk (Limit theorems in probability theory, with applications to statistics), Department of Mathematics, University of Oslo, 1978. 150-page booklet used for several courses from around 1978 to around 2005, partly for a certain compulsory course for entering master level studies. It was reprinted several times, sold via the "repro-sentralen" at the Blindern campus bookstore.
Nils Lid Hjort, Rolf Jarn, Per Harald Jacobsen: Carl Barks Index, Originals and Reprints, 1942-1984, published by Barks-Friends, 1984. Hard cataloguing work, using a variety of sources, including the authors' collections. It sold well in several countries.
Nils Lid Hjort: Notes on the Theory of Statistical Symbol Recognition, Norwegian Computing Centre, 1986.
This was a limited circulation 207-page monograph published by the Norwegian Computing Centre, as Report no. 778/1986. It gives the basics of the statistical pattern recognition theory developed to suit the needs of several industrial projects, related to contracts with the Norwegian-German firm SysScan, the Royal Norwegian Research Council, and yet others, involving symbol recognition and classification analysis from noisy images, related to maps, documents, satellite imaging, etc. A pdf is published at arXiv, here.
The methods and algorithms developed also needed to fit the technology of that time, anno c. 1986, with machines scanning documents, converting these to vector representation, within computational and machine system boundaries. There is an accompanying and also limited circulation booklet, `Statistical Symbol Recognition: Development of a System', by Knut Bråten, Erik Holbæk-Hanssen, and Torfinn Taxt (Report No.777/1986, Norwegian Computing Centre, Oslo), detailing the system developments. Thus developments took form and shape on two frontiers, in close collaboration, Hjort's statistical methods and getting the technology to work, with its multiple components, hardware and software.
About the cover: Helga Lid Hjort made the ASSEL figure (working out methods for recognising rotated symbols has been one of the tasks of the project). The project name ASSEL (Automatic Segmentation and Symbol recognition of vectorised Linelike drawings) is the German word for centipede. The true/false figure is taken from Scott Kim’s Inversions, BYTE Books, McGraw-Hill, 1981.
Hans Viggo Sæbø, Knut Bråten, Nils Lid Hjort, Bryn Llwellyn, and Erik Mohn: Contextual Classification of Remotely Sensed Data: Statistical Methods and Development of a System, Norwegian Computing Centre, 1986. A grand book-formated monograph report with various chapters, from building the system for the satellite technology at the time to the development of statistical methodology.
Nils has authored or co-authored several chapters: (i) A comparison of some contextual methods in remote sensing classification (Hjort, E. Mohn); (ii) Detecting outliers (Hjort); (iii) Neighbourhood based classification of remotely sensed data based on geometric probablity models (Hjort); (iv) Contextual classification of remotely sensed data, based on an autocorrelated model (Hjort, E. Mohn, G.O. Storvik); (v) Adjustments to contextual classification rules when some neighbours are missing (Hjort, E. Mohn); (vi) Estimating parameters in neighbourhood based classifiers for remotely sensed data, using unclassified vectors (Hjort).
Unfortunately all the TeX files, from 1985-1986, are lost, though copies exist of the book itself, in various libraries and on bookshelves; Hjort would ideally have liked to re-create these chapters and placed them on arXiv, as he managed to do with the Theory of Statistical Symbol Recognition monograph.
Don Rosa (the famous one) and Nils Lid Hjort (editor): Pertwillaby Papers, Gazette, Oslo, 2001. This book chronicles the tumultous adventures of the dapper student Lancelot Pertwillaby as he enters college campus life. Young Lancelot quickly finds himself entangled in intricate circumstances that literally force him around (and inside) the globe. There is a learned preface, by editor Hjort. See Øystein Holen's article about the two Rosa Gazette books.
Don Rosa (the famous one) and Nils Lid Hjort (editor): Captain Kentucky, Gazette, Oslo, 2001. This book gives us the excruciatingly detailed reports about the dramatic post-student life and times of Lancelot Pertwillaby as he takes up the super-lance to fight unfairness and despair, and at times his own disillusionment. The Captain Kentucky stories give us an opportunity to understand the real difficulties and challenges involved in leading a superhero life. There is a learned preface by professor Øystein Sørensen.
Peter J. Green, Nils Lid Hjort, and Sylvia Richardson (eds.): Highly Structured Stochastic Systems, Oxford Unversity Press, 2003. The European Science Foundation funded the long-term project HSSS, captained by Steffen Lauritzen. This books sums up these efforts, regarding both statistical methodology and their applications, across eighteen chapters, followed by invited discussion contributions. Hjort has a chapter on Bayesian Nonparametrics, and Green, Hjort, Richardson has a learned extensive preface. Incidentally, Hjort is writing a book about Peter Green. Here are details from the Oxford site.
Gerda Claeskens and Nils Lid Hjort: Model Selection and Model Averaging, Cambridge University Press, 2008. Here is some text. Cover photo. Nils thinks he manages this. Link to come to Gerda's site, with datasets and some code etc. Also point to course notes. Nils taught Model Selection several times (as has Celine), STK 4160, with material from this book; see here for some course notes. As of August 2026, the book has some 2500 Google Scholar citations. Here are details from the Cambridge site.
Nils Lid Hjort, Christopher Holmes, Peter Müller, and Stephen G. Walker: Bayesian Nonparametrics, Cambridge University Press, 2010. Here is some text. Cover photo. None of the authors won any medals at the Winter Olympics 2026, though Nils at least analysed hundred years of relevant data (and modestly writes himself into the narrative) -- and Walker's daughter almost took part in Alysa Liu's winning figure skating performance. Nils has taught Bayesian Nonparametrics a few times, STK 9190, partly with material from this book; see here for some course notes. Here are details from the Cambridge site.
Don Rosa Collected Works, Egmont Publishing, 2011. Admittedly there is only one story here with Hjort as Don Rosa's co-author, in Vol. 9, but it has been published in nine countries, and translated into Norwegian, Danish, Swedish, Finnish, German, Dutch, and French.
Tore Schweder and Nils Lid Hjort: Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions, 2016. Here is some text. Cover photo. Point to TG and blog post. Also mention nils on tore. And link to TG. Nils has taught Confidence Distributions a few times, STK 4180, with material from the CLP book; see here for some course notes. Here are details from the Cambridge site.
"This book presents a detailed and wide-ranging account of an approach to inference that moves the discipline towards increased cohesion, avoiding the artificial distinction between testing and estimation. Innovative and thorough, it is sure to have an impact both in the foundations of inference and in a wide range of practical applications of inference." Nancy Reid, University Professor of Statistical Sciences, University of Toronto
"I recommend this book very enthusiastically to any researcher interested in learning more about advanced likelihood theory, based on concepts like confidence distributions and fiducial distributions, and their links with other areas. The book explains in a very didactical way the concepts, their use, their interpretation, etc., illustrated by an impressive number of examples and data sets from a wide range of areas in statistics." Ingrid Van Keilegom, Université Catholique de Louvain
Nils Lid Hjort and Emil Aas Stoltenberg: Statistical Inference: 600 Exercises, 100 Stories, and Solutions to All. (To be completed; used in various Univ of Oslo courses already: STK4011, STK4021, STK4090.)
Green, Hjort, and Richardson 2003