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Scandinavian Journal of Statistics

1999 - 2019

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 46, issue 2, 2019

On the asymptotic non‐equivalence of efficient‐GMM and MEL estimators in models with missing data pp. 361-388 Downloads
Xuerong Chen, Yan Chen, Alan T.K. Wan and Yong Zhou
Automated selection of post‐strata using a model‐assisted regression tree estimator pp. 389-413 Downloads
Kelly S. McConville and Daniell Toth
An additive–multiplicative mean model for panel count data with dependent observation and dropout processes pp. 414-431 Downloads
Guanglei Yu, Yang Li, Liang Zhu, Hui Zhao, Jianguo Sun and Leslie L. Robison
The large sample coverage probability of confidence intervals in general regression models after a preliminary hypothesis test pp. 432-445 Downloads
Paul Kabaila and Rupert E. H. Kuveke
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes pp. 446-469 Downloads
Yanqin Fan, Ming He, Liangjun Su and Xiao‐Hua Zhou
Inference for ergodic diffusions plus noise pp. 470-516 Downloads
Shogo H. Nakakita and Masayuki Uchida
Score estimation in the monotone single‐index model pp. 517-544 Downloads
Fadoua Balabdaoui, Piet Groeneboom and Kim Hendrickx
Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data pp. 545-574 Downloads
Ajay Jasra, Kengo Kamatani and Hiroki Masuda
Estimation of treatment effects for heterogeneous matched‐pairs data with probit models pp. 575-594 Downloads
Jun Wang, Wei Gao and Man‐Lai Tang
Hierarchical marginal models with latent uncertainty pp. 595-620 Downloads
Roberto Colombi, Sabrina Giordano, Anna Gottard and Maria Iannario
A stochastic process approach to multilayer neutron detectors pp. 621-635 Downloads
Dragi Anevski, Richard Hall‐Wilton, Kalliopi Kanaki and Vladimir Pastukhov
Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions pp. 636-660 Downloads
Taras Bodnar, Stepan Mazur and Nestor Parolya

Volume 46, issue 1, 2019

Editorial pp. 1-1 Downloads
Håkon K. Gjessing and Hans J. Skaug
Learning from a lot: Empirical Bayes for high‐dimensional model‐based prediction pp. 2-25 Downloads
Mark A. van de Wiel, Dennis E. Te Beest and Magnus M. Münch
Specification testing in nonparametric AR‐ARCH models pp. 26-58 Downloads
Marie Hušková, Natalie Neumeyer, Tobias Niebuhr and Leonie Selk
What is the shape of a bundle? An analysis of Rosen's fibrous composites experiments using the chain‐of‐bundles model pp. 59-86 Downloads
Shuang Li, James Gleaton and James Lynch
Bias‐reduced marginal Akaike information criteria based on a Monte Carlo method for linear mixed‐effects models pp. 87-115 Downloads
Wataru Sakamoto
Efficient estimation in partially linear single‐index models for longitudinal data pp. 116-141 Downloads
Quan Cai and Suojin Wang
An unconditional space–time scan statistic for ZIP‐distributed data pp. 142-159 Downloads
Benjamin Allévius and Michael Höhle
Estimating nonlinear additive models with nonstationarities and correlated errors pp. 160-199 Downloads
Michael Vogt and Christopher Walsh
Model‐free causal inference of binary experimental data pp. 200-214 Downloads
Peng Ding and Luke W. Miratrix
Wavelet‐based estimators for mixture regression pp. 215-234 Downloads
Michel H. Montoril, Aluísio Pinheiro and Brani Vidakovic
Wild adaptive trimming for robust estimation and cluster analysis pp. 235-256 Downloads
Andrea Cerioli, Alessio Farcomeni and Marco Riani
Testing the equality of two high‐dimensional spatial sign covariance matrices pp. 257-271 Downloads
Guanghui Cheng, Baisen Liu, Liuhua Peng, Baoxue Zhang and Shurong Zheng
A unified empirical likelihood approach for testing MCAR and subsequent estimation pp. 272-288 Downloads
Shixiao Zhang, Peisong Han and Changbao Wu
On the accuracy in high‐dimensional linear models and its application to genomic selection pp. 289-313 Downloads
Charles‐Elie Rabier, Brigitte Mangin and Simona Grusea
Hard thresholding regression pp. 314-328 Downloads
Qiang Sun, Bai Jiang, Hongtu Zhu and Joseph G. Ibrahim
The local fractional bootstrap pp. 329-359 Downloads
Mikkel Bennedsen, Ulrich Hounyo, Asger Lunde and Mikko S. Pakkanen

Volume 45, issue 4, 2018

The analysis of left truncated bivariate data using frailty models pp. 847-860 Downloads
Antai Wang, Krishnendu Chandra and Xieyang Jia
Linear factor copula models and their properties pp. 861-878 Downloads
Pavel Krupskii and Marc G. Genton
General approach to coordinate representation of compositional tables pp. 879-899 Downloads
Kamila Fačevicová, Karel Hron, Valentin Todorov and Matthias Templ
Estimating high‐dimensional additive Cox model with time‐dependent covariate processes pp. 900-922 Downloads
Shaogao Lv, Jiakun Jiang, Fanyin Zhou, Jian Huang and Huazhen Lin
Estimating the variance in a pseudo‐observation scheme with competing risks pp. 923-940 Downloads
Morten Overgaard, Erik Thorlund Parner and Jan Pedersen
Improving the robustness and efficiency of covariate‐adjusted linear instrumental variable estimators pp. 941-961 Downloads
Stijn Vansteelandt and Vanessa Didelez
Semiparametric maximum likelihood inference for nonignorable nonresponse with callbacks pp. 962-984 Downloads
Zhong Guan, Denis H. Y. Leung and Jing Qin
Nonparametric indices of dependence between components for inhomogeneous multivariate random measures and marked sets pp. 985-1015 Downloads
M. N. M. van Lieshout
A Bayesian semiparametric partially PH model for clustered time‐to‐event data pp. 1016-1035 Downloads
Bernardo Nipoti, Alejandro Jara and Michele Guindani
Nonparametric inference for functional‐on‐scalar linear models applied to knee kinematic hop data after injury of the anterior cruciate ligament pp. 1036-1061 Downloads
Konrad Abramowicz, Charlotte K. Häger, Alessia Pini, Lina Schelin, Sara Sjöstedt de Luna and Simone Vantini
Bayesian nonparametric inference beyond the Gibbs‐type framework pp. 1062-1091 Downloads
Federico Camerlenghi, Antonio Lijoi and Igor Prünster
Small area estimation of complex parameters under unit‐level models with skew‐normal errors pp. 1092-1116 Downloads
Mamadou S. Diallo and J. N. K. Rao

Volume 45, issue 3, 2018

Testing Independence of Covariates and Errors in Non‐parametric Regression pp. 421-443 Downloads
Subhra Sankar Dhar, Wicher Bergsma and Angelos Dassios
Composite Estimation for Single‐Index Models with Responses Subject to Detection Limits pp. 444-464 Downloads
Yanlin Tang, Huixia Judy Wang and Hua Liang
A Quasi‐Score Statistic for Homogeneity Testing against Covariate‐Varying Heterogeneity pp. 465-481 Downloads
David Todem, Wei‐Wen Hsu and Jason P. Fine
Power Variations and Testing for Co‐Jumps: The Small Noise Approach pp. 482-512 Downloads
Daisuke Kurisu
Convergence Analysis of MCMC Algorithms for Bayesian Multivariate Linear Regression with Non‐Gaussian Errors pp. 513-533 Downloads
James P. Hobert, Yeun Ji Jung, Kshitij Khare and Qian Qin
Scalable Bayes under Informative Sampling pp. 534-556 Downloads
Terrance D. Savitsky and Sanvesh Srivastava
Tuning Parameter Selection in Cox Proportional Hazards Model with a Diverging Number of Parameters pp. 557-570 Downloads
Ai Ni and Jianwen Cai
Joint Modelling of Survival and Longitudinal Data with Informative Observation Times pp. 571-589 Downloads
Hongsheng Dai and Jianxin Pan
Local Estimation of the Conditional Stable Tail Dependence Function pp. 590-617 Downloads
Mikael Escobar‐Bach, Yuri Goegebeur and Armelle Guillou
Statistical Inference and Applications of Mixture of Varying Coefficient Models pp. 618-643 Downloads
Mian Huang, Weixin Yao, Shaoli Wang and Yixin Chen
Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps pp. 644-681 Downloads
Yuping Song and Hanchao Wang
A Class of Semiparametric Transformation Models for Doubly Censored Failure Time Data pp. 682-698 Downloads
Shuwei Li, Tao Hu, Peijie Wang and Jianguo Sun
Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application pp. 699-728 Downloads
Weiming Li, Zeng Li and Jianfeng Yao
Uncertainty Quantification in Case of Imperfect Models: A Non‐Bayesian Approach pp. 729-752 Downloads
Michael Kohler, Adam Krzyżak, Shashidhar Mallapur and Roland Platz
Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model pp. 753-791 Downloads
Hendrik P. Lopuhaä and Eni Musta
Spatially Balanced Sampling of Continuous Populations pp. 792-805 Downloads
Anton Grafström and Alina Matei
An Optimal Semiparametric Method for Two‐group Classification pp. 806-846 Downloads
Seungchul Baek, Osamu Komori and Yanyuan Ma

Volume 45, issue 2, 2018

Enhancements of Non†parametric Generalized Likelihood Ratio Test: Bias Correction and Dimension Reduction pp. 217-254 Downloads
Cuizhen Niu, Xu Guo and Lixing Zhu
Partially Linear Additive Models with Unknown Link Functions pp. 255-282 Downloads
Jun Zhang and Heng Lian
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications pp. 283-300 Downloads
Jurgen Doornik
A Family of Goodness†of†Fit Tests for Copulas Based on Characteristic Functions pp. 301-323 Downloads
Tarik Bahraoui, Taoufik Bouezmarni and Jean†François Quessy
How to Make Model†free Feature Screening Approaches for Full Data Applicable to the Case of Missing Response? pp. 324-346 Downloads
Qihua Wang and Yongjin Li
Non†parametric Estimation of the Number of Zeros in Truncated Count Distributions pp. 347-365 Downloads
Pedro Puig and Célestin C. Kokonendji
Efficient Robust Estimation for Linear Models with Missing Response at Random pp. 366-381 Downloads
Man†Lai Tang, Nian†Sheng Tang, Pu†Ying Zhao and Hongtu Zhu
Sampling from a Max†Stable Process Conditional on a Homogeneous Functional with an Application for Downscaling Climate Data pp. 382-404 Downloads
Marco Oesting, Liliane Bel and Christian Lantuéjoul
Natural (Non†)Informative Priors for Skew†symmetric Distributions pp. 405-420 Downloads
Holger Dette, Christophe Ley and Francisco Rubio

Volume 45, issue 1, 2018

Evaluating the Accuracy of Small P†Values In Genetic Association Studies Using Edgeworth Expansions pp. 1-33 Downloads
Gang Zheng, Jinghong Xiong, Qizhai Li, Jinfeng Xu, Ao Yuan and Joe L. Gastwirth
A High†dimensional Focused Information Criterion pp. 34-61 Downloads
Thomas Gueuning and Gerda Claeskens
Feedback and Mediation in Causal Inference Illustrated by Stochastic Process Models pp. 62-86 Downloads
Odd O. Aalen, Jon Michael Gran, Kjetil Røysland, Mats Julius Stensrud and Susanne Strohmaier
A Class of Weighted Estimating Equations for Semiparametric Transformation Models with Missing Covariates pp. 87-109 Downloads
Yang Ning, Grace Yi and Nancy Reid
Most Likely Transformations pp. 110-134 Downloads
Torsten Hothorn, Lisa Möst and Peter Bühlmann
Confidence Intervals for the Current Status Model pp. 135-163 Downloads
Piet Groeneboom and Kim Hendrickx
Statistical Inference for Renewal Processes pp. 164-193 Downloads
F. Comte and C. Duval
Sparse Approximations of Fractional Matérn Fields pp. 194-216 Downloads
Lassi Roininen, Sari Lasanen, Mikko Orispää and Simo Särkkä
Page updated 2019-07-15