Scandinavian Journal of Statistics

1998 - 2025

Current editor(s): ÿrnulf Borgan and Bo Lindqvist

From:
Danish Society for Theoretical Statistics
Finnish Statistical Society
Norwegian Statistical Association
Swedish Statistical Association
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Volume 52, issue 1, 2025

On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE pp. 1-37

Nicolas Marie

Minimax estimation of functional principal components from noisy discretized functional data pp. 38-80

Ryad Belhakem, Franck Picard, Vincent Rivoirard and Angelina Roche

On maximizing the likelihood function of general geostatistical models pp. 81-103

Tingjin Chu

Tests under simple order in one‐way ANCOVA pp. 104-144

Anjana Mondal and Somesh Kumar

Lancaster correlation: A new dependence measure linked to maximum correlation pp. 145-169

Hajo Holzmann and Bernhard Klar

Estimation of win, loss probabilities, and win ratio based on right‐censored event data pp. 170-184

Erik T. Parner and Morten Overgaard

Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes pp. 185-248

Chiara Amorino and Arnaud Gloter

Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data pp. 249-269

Kai Xu, Yeqing Zhou and Liping Zhu

Inference for all variants of the multivariate coefficient of variation in factorial designs pp. 270-294

Marc Ditzhaus and Łukasz Smaga

A classical hypothesis test for assessing the homogeneity of disease transmission in stochastic epidemic models pp. 295-313

Georgios Aristotelous, Theodore Kypraios and Philip D. O'Neill

Cutoff for a class of auto‐regressive models with vanishing additive noise pp. 314-331

Balázs Gerencsér and Andrea Ottolini

Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs pp. 332-380

Barbara Brune, Jonathan Flossdorf and Carsten Jentsch

Tobit models for count time series pp. 381-415

Christian H. Weiß and Fukang Zhu

Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments pp. 416-446

Xinyuan Chen and Fan Li

Data‐driven estimation for multithreshold accelerated failure time model pp. 447-468

Chuang Wan, Hao Zeng, Wenyang Zhang, Wei Zhong and Changliang Zou

Revisiting the sequence symmetry analysis design pp. 469-479

Jeppe Ekstrand Halkjær Madsen

A new class of nonparametric tests for second‐order stochastic dominance based on the Lorenz P–P plot pp. 480-512

Tommaso Lando and Sirio Legramanti

The effect of screening for publication bias on the outcomes of meta‐analyses pp. 513-531

Haben Michael

Volume 51, issue 4, 2024

Editorial pp. 1391-1392

Sangita Kulathinal, Jaakko Peltonen and Mikko J. Sillanpää

Looking back: Selected contributions by C. R. Rao to multivariate analysis pp. 1393-1424

Dianna Smith

On some publications of Sir David Cox pp. 1425-1432

Nancy Reid

Some approximations to the path formula for some nonlinear models pp. 1433-1449

Christiana Kartsonaki

Mahalanobis balancing: A multivariate perspective on approximate covariate balancing pp. 1450-1471

Yimin Dai and Ying Yan

Double debiased transfer learning for adaptive Huber regression pp. 1472-1505

Ziyuan Wang, Lei Wang and Heng Lian

Asymptotic properties of resampling‐based processes for the average treatment effect in observational studies with competing risks pp. 1506-1532

Jasmin Rühl and Sarah Friedrich

Validation of point process predictions with proper scoring rules pp. 1533-1566

Claudio Heinrich‐Mertsching, Thordis L. Thorarinsdottir, Peter Guttorp and Max Schneider

Gradient‐based approach to sufficient dimension reduction with functional or longitudinal covariates pp. 1567-1586

Ming‐Yueh Huang and Kwun Chuen Gary Chan

Asymptotically faster estimation of high‐dimensional additive models using subspace learning pp. 1587-1618

Kejun He, Shiyuan He and Jianhua Z. Huang

Bayesian mixture models (in)consistency for the number of clusters pp. 1619-1660

Louise Alamichel, Daria Bystrova, Julyan Arbel and Guillaume Kon Kam King

Model‐based clustering in simple hypergraphs through a stochastic blockmodel pp. 1661-1684

Luca Brusa and Catherine Matias

Conditional quasi‐likelihood inference for mean residual life regression with clustered failure time data pp. 1685-1706

Rui Huang, Liuquan Sun and Liming Xiang

Structure learning for continuous time Bayesian networks via penalized likelihood pp. 1707-1729

Tomasz Ca̧kała, Błażej Miasojedow, Wojciech Rejchel and Maryia Shpak

Regression‐based network‐flow and inner‐matrix reconstruction pp. 1730-1748

Michael Lebacher and Göran Kauermann

Confidence intervals in monotone regression pp. 1749-1781

Piet Groeneboom and Geurt Jongbloed

Estimation of the conditional tail moment for Weibull‐type distributions pp. 1782-1815

Yuri Goegebeur, Armelle Guillou and Jing Qin

Corrigendum to “Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions” published in Scandinavian Journal of Statistics (2013), vol. 40, pp. 42–62 pp. 1816-1816

Reinaldo B. Arellano‐Valle, Javier E. Contreras‐Reyes and Marc G. Genton

Volume 51, issue 3, 2024

A special section honoring Nils Lid Hjort pp. 913-913

Ørnulf Borgan and Ingrid K. Glad

A conversation with Nils Lid Hjort pp. 914-935

Ørnulf Borgan and Ingrid K. Glad

Martingale posterior distributions for cumulative hazard functions pp. 936-955

Stephen G. Walker

Nonparametric estimation of densities on the hypersphere using a parametric guide pp. 956-986

María Alonso‐Pena, Gerda Claeskens and Irène Gijbels

A two‐step estimation procedure for semiparametric mixture cure models pp. 987-1011

Eni Musta, Valentin Patilea and Ingrid Van Keilegom

Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation pp. 1012-1060

Kristian Gundersen, Timothée Bacri, Jan Bulla, Sondre Hølleland, Antonello Maruotti and Bård Støve

G‐optimal grid designs for kriging models pp. 1061-1085

Subhadra Dasgupta, Siuli Mukhopadhyay and Jonathan Keith

Confidence bands for survival curves from outcome‐dependent stratified samples pp. 1086-1102

Takumi Saegusa and Peter Nandori

Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths pp. 1103-1160

Christophe Denis, Charlotte Dion‐Blanc, Eddy Ella‐Mintsa and Viet Chi Tran

Estimation of treatment effect among treatment responders with a time‐to‐event endpoint pp. 1161-1180

Andreas Nordland and Torben Martinussen

Efficient drift parameter estimation for ergodic solutions of backward SDEs pp. 1181-1205

Teppei Ogihara and Mitja Stadje

Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods pp. 1206-1229

Tore Selland Kleppe

Asymptotic inference of the ARMA model with time‐functional variance noises pp. 1230-1258

Bibi Cai, Enwen Zhu and Shiqing Ling

Semiparametric efficient estimation in high‐dimensional partial linear regression models pp. 1259-1287

Xinyu Fu, Mian Huang and Weixin Yao

Cox processes driven by transformed Gaussian processes on linear networks—A review and new contributions pp. 1288-1322

Jesper Møller and Jakob G. Rasmussen

Statistical inference for generative adversarial networks and other minimax problems pp. 1323-1356

Mika Meitz

Empirical likelihood M‐estimation for the varying‐coefficient model with functional response pp. 1357-1387

Xingcai Zhou, Dehan Kong, Matthew Stephen Pietrosanu, Linglong Kong and Rohana J. Karunamuni

Commentary on “Pitfalls of amateur regression: The Dutch New Herring controversies” pp. 1388-1389

Jan C. Van Ours and Ben Vollaard

Volume 51, issue 2, 2024

Editorial pp. 427-428

Sangita Kulathinal, Jaakko Peltonen and Mikko J. Sillanpää

Envelopes for multivariate linear regression with linearly constrained coefficients pp. 429-446

R. Dennis Cook, Liliana Forzani and Lan Liu

Kernel mean embedding of probability measures and its applications to functional data analysis pp. 447-484

Saeed Hayati, Kenji Fukumizu and Afshin Parvardeh

Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric pp. 485-512

Valentina Masarotto and Guido Masarotto

Density estimation and regression analysis on hyperspheres in the presence of measurement error pp. 513-556

Jeong Min Jeon and Ingrid Van Keilegom

Empirical and instance‐dependent estimation of Markov chain and mixing time pp. 557-589

Geoffrey Wolfer

Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models pp. 590-611

Junyi Zhang and Angelos Dassios

Maximum likelihood estimator for skew Brownian motion: The convergence rate pp. 612-642

Antoine Lejay and Sara Mazzonetto

Estimation of the adjusted standard‐deviatile for extreme risks pp. 643-671

Haoyu Chen, Tiantian Mao and Fan Yang

A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes pp. 672-696

Jinyuan Liu, Xinlian Zhang, Tuo Lin, Ruohui Chen, Yuan Zhong, Tian Chen, Tsungchin Wu, Chenyu Liu, Anna Huang, Tanya T. Nguyen, Ellen E. Lee, Dilip V. Jeste and Xin M. Tu

On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices pp. 697-723

Grant Hillier and Raymond M. Kan

Accurate bias estimation with applications to focused model selection pp. 724-759

Ingrid Dæhlen, Nils Lid Hjort and Ingrid Hobæk Haff

Modeling multivariate extreme value distributions via Markov trees pp. 760-800

Shuang Hu, Zuoxiang Peng and Johan Segers

Nonparametric conditional mean testing via an extreme‐type statistic in high dimension pp. 801-831

Yiming Liu, Guangming Pan, Guangren Yang and Wang Zhou

Characterization of valid auxiliary functions for representations of extreme value distributions and their max‐domains of attraction pp. 832-860

Miriam Isabel Seifert

Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization pp. 861-890

Zixuan Zhao, Yanglei Song, Wenyu Jiang and Dongsheng Tu

The effect of the working correlation on fitting models to longitudinal data pp. 891-912

Samuel Muller, Suojin Wang and A. H. Welsh