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 4, 2025

A proper concordance index for models with crossing hazards pp. 1479-1504

A. Gandy and T. J. Matcham

Variable importance measures for heterogeneous treatment effects with survival outcome pp. 1505-1555

Simon Christoffer Ziersen and Torben Martinussen

Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates pp. 1556-1593

Jiawei Shan, Ting Wang, Wei Li and Chunrong Ai

Stein's method of moments pp. 1594-1624

Bruno Ebner, Adrian Fischer, Robert E. Gaunt, Babette Picker and Yvik Swan

Smooth backfitting for additive hazard rates pp. 1625-1669

Stephan M. Bischofberger, Munir Hiabu, Enno Mammen and Jens Perch Nielsen

Parameters estimation of a threshold Chan–Karolyi–Longstaff–Sanders process from continuous and discrete observations pp. 1670-1707

Sara Mazzonetto and Benoît Nieto

A Donsker and Glivenko‐Cantelli theorem for random measures linked to extreme value theory pp. 1708-1734

B. Bobbia, C. Dombry and D. Varron

Collapsibility of the Conditional Models of CG‐Graphical Models pp. 1735-1762

Xiangdong Xie, Jianhua Guo and Shiyuan He

Inference on data with both multiplicative and additive measurement errors pp. 1763-1785

Yuxiang Zong, Yinfu Liu, Yanyuan Ma and Ingrid Van Keilegom

Distorted distributions and ROC curves pp. 1786-1815

Marco Capaldo, Jorge M. Arevalillo and Jorge Navarro

Nonparametric inference for Poisson‐Laguerre tessellations pp. 1816-1851

Thomas van der Jagt, Geurt Jongbloed and Martina Vittorietti

Learning under commission and omission event outliers pp. 1852-1880

Yuecheng Zhang, Guanhua Fang and Wen Yu

Improved small‐sample inference for functions of parameters in the k$$ k $$‐sample multinomial problem pp. 1881-1898

Michael C. Sachs, Erin E. Gabriel and Michael P. Fay

Construction of maximum projection Latin hypercube designs using number‐theoretic methods pp. 1899-1931

Yuxing Ye, Ru Yuan and Yaping Wang

Debiasing piecewise deterministic Markov process samplers using couplings pp. 1932-1974

Adrien Corenflos, Matthew Sutton and Nicolas Chopin

The deep latent position topic model for clustering and representation of networks with textual edges pp. 1975-2013

Rémi Boutin, Pierre Latouche and Charles Bouveyron

False selection rate control in mixture models pp. 2014-2060

Ariane Marandon, Tabea Rebafka, Etienne Roquain and Nataliya Sokolovska

Spectral analysis for the inference of noisy Hawkes processes pp. 2061-2109

Anna Bonnet, Felix Cheysson, Miguel Martinez Herrera and Maxime Sangnier

Asymptotic distribution‐free tests related to maximum mean discrepancy pp. 2110-2127

Kai Xu

Combining probability and non‐probability samples using semi‐parametric quantile regression and a nonparametric estimator of the participation probability pp. 2128-2151

Emily Berg, Sixia Chen and Cindy Yu

Projection‐based estimators for matrix/tensor‐valued data pp. 2152-2186

Joni Virta, Stanislav Nagy and Klaus Nordhausen

Subsampled One‐Step Estimation for Fast Statistical Inference pp. 2187-2208

Miaomiao Su and Ruoyu Wang

A general framework on conditions for constraint‐based causal learning pp. 2209-2241

Kai Z. Teh, Kayvan Sadeghi and Terry Soo

On optimal blocked definitive screening designs: Theoretical insights and computational simplifications pp. 2242-2269

Bo Hu, Yaping Wang and Fasheng Sun

Estimation of the number of principal components in high‐dimensional multivariate extremes pp. 2270-2313

Lucas Butsch and Vicky Fasen‐Hartmann

A non‐asymptotic analysis of the single component PLS regression pp. 2314-2351

Luca Castelli, Irène Gannaz and Clément Marteau

Volume 52, issue 3, 2025

Bandwidth selection for kernel intensity estimators for spatial point processes pp. 1111-1137

Bethany J. Macdonald, Tilman M. Davies and Martin L. Hazelton

Combining stochastic tendency and distribution overlap towards improved nonparametric effect measures and inference pp. 1138-1175

Jonas Beck, Patrick B. Langthaler and Arne C. Bathke

A unifying class of compound Poisson integer‐valued ARMA and GARCH models pp. 1176-1205

Johannes Bracher and Barbora Němcová

Mode‐adaptive factor models pp. 1206-1238

Tao Wang

Enhanced branching Latin hypercube design and its application in automatic algorithm configuration pp. 1239-1280

Bing Wen, Sumin Wang and Fasheng Sun

A minimum Wasserstein distance approach to Fisher's combination of independent, discrete p‐values pp. 1281-1300

Gonzalo Contador and Zheyang Wu

Testing relevant hypotheses in functional variance function via self‐normalization pp. 1301-1329

Qirui Hu

Semiparametric regression with localized Bregman divergence pp. 1330-1375

Hiroki Kosugi, Kanta Naito and Spiridon Penev

Statistical disaggregation—A Monte Carlo approach for imputation under constraints pp. 1376-1421

Shenggang Hu, Hongsheng Dai, Fanlin Meng, Louis Aslett, Murray Pollock and Gareth O. Roberts

Sparse Fréchet sufficient dimension reduction with graphical structure among predictors pp. 1422-1443

Jiaying Weng, Kai Tan, Cheng Wang and Zhou Yu

Dimension reduction for the estimation of the conditional tail index pp. 1444-1476

Laurent Gardes and Alexandre Podgorny

Volume 52, issue 2, 2025

Optimal designs for testing pairwise differences: A graph‐based game theoretic approach pp. 533-571

Arpan Singh, Satya Prakash Singh and Ori Davidov

Graph neural networks for the localization of faults in a partially observed regional transmission system pp. 572-594

Mantautas Rimkus, Piotr Kokoszka, Dongliang Duan, Xuao Wang and Haonan Wang

Weighted reduced rank estimators under cointegration rank uncertainty pp. 595-630

Christian Holberg and Susanne Ditlevsen

Enriched Pitman–Yor processes pp. 631-657

Tommaso Rigon, Sonia Petrone and Bruno Scarpa

A comprehensive framework for evaluating time to event predictions using the restricted mean survival time pp. 658-690

Ariane Cwiling, Vittorio Perduca and Olivier Bouaziz

A novel semiparametric approach to nonignorable missing data by catching covariate marginal information pp. 691-709

Manli Cheng, Yukun Liu and Jing Qin

Post‐selection inference for the Cox model with interval‐censored data pp. 710-735

Jianrui Zhang, Chenxi Li and Haolei Weng

Robust Composite Quantile Regression with Large‐scale Streaming Data Sets pp. 736-755

Kangning Wang, Di Zhang and Xiaofei Sun

Post‐selection inference for high‐dimensional mediation analysis with survival outcomes pp. 756-776

Tzu‐Jung Huang, Zhonghua Liu and Ian W. McKeague

On the properties of distance covariance for categorical data: Robustness, sure screening, and approximate null distributions pp. 777-804

Qingyang Zhang

Support estimation and sign recovery in high‐dimensional heteroscedastic mean regression pp. 805-839

Philipp Hermann and Hajo Holzmann

Likelihood analysis of latent functional response regression models for sequences of correlated binary data pp. 840-872

Fatemeh Asgari, Mohammad H. Alamatsaz, Saeed Hayati and Valeria Vitelli

Conditional Aalen–Johansen estimation pp. 873-902

Martin Bladt and Christian Furrer

A joint estimation approach for monotonic regression functions in general dimensions pp. 903-923

Christian Rohrbeck and Deborah A. Costain

On high‐dimensional variance estimation in survey sampling pp. 924-959

Esther Eustache, Mehdi Dagdoug and David Haziza

Statistical inference in the presence of imputed survey data through regression trees and random forests pp. 960-998

Mehdi Dagdoug, Camelia Goga and David Haziza

Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals pp. 999-1017

Daisuke Kurisu, Takuya Ishihara and Shonosuke Sugasawa

Kernel density estimation in metric spaces pp. 1018-1057

Chenfei Gu, Mian Huang, Xinyu Song and Xueqin Wang

Road traffic estimation and algorithmic routing in a spatially dependent network pp. 1058-1091

Rens Kamphuis, Michel Mandjes and Paulo Serra

Ratio‐consistency of some invariant U‐statistic‐based estimators with an application to high‐dimensional data ranking pp. 1092-1110

Jia Guo and Bu Zhou

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