Nils Lid Hjort (born 12 January 1953) is a Norwegian statistician, who has been a professor of mathematical statistics at the University of Oslo since 1991.
An article on frequentist model averaging, with co-author Gerda Claeskens, was selected as Fast Breaking Paper in the field of mathematics by the Essential Science Indicators in 2005.
This and a companion paper, both published in Journal of the American Statistical Association in 2003, introduced focused information criteria, along with a clear large-sample analysis of subset and post-selection estimators.
Hjort's other interests include Disney comics (where he has given public lectures and written scholarly articles for various publishers), chamber music and choir singing (taking part in more than ten CD recordings with Grex Vocalis), gøbbing (exchanging ideas with members of a think tank), and cross-country skiing.
Among his brothers is typographer, designer and rock music historian Christopher Hjort, and his cousins include writer and publisher Anders Heger, mayor of Tromsø Jens Johan Hjort, violinist and conductor Gottfried von der Goltz, and cellist Kristin von der Goltz.