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Scandinavian Journal of Statistics

1999 - 2018

Current editor(s): ÿrnulf Borgan and Bo Lindqvist

Danish Society for Theoretical Statistics
Finnish Statistical Society
Norwegian Statistical Association
Swedish Statistical Association
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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

Volume 44, issue 4, 2017

Ordered Regressions pp. 817-842 Downloads
Sophia Rosen and Ori Davidov
Tests for Structural Changes in Time Series of Counts pp. 843-865 Downloads
Šárka Hudecová, Marie Hušková and Simos G. Meintanis
High-order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth pp. 866-898 Downloads
Kin Wai Chan and Chun Yip Yau
Ensemble Approaches to Estimating the Population Mean with Missing Response pp. 899-917 Downloads
Xiaogang Duan and Guosheng Yin
Maximum Likelihood Estimators in Regression Models for Error-prone Group Testing Data pp. 918-931 Downloads
Xianzheng Huang and Md Shamim Sarker Warasi
A Semiparametric Regression Model for Longitudinal Data with Non-stationary Errors pp. 932-950 Downloads
Rui Li, Chenlei Leng and Jinhong You
Threshold Estimation for Stochastic Processes with Small Noise pp. 951-988 Downloads
Yasutaka Shimizu
Geometry and Degrees of Freedom of Linearly Constrained Generalized Lasso pp. 989-1008 Downloads
Peng Zeng, Qinqin Hu and Xiaoyu Li

Volume 44, issue 3, 2017

When and Why are Principal Component Scores a Good Tool for Visualizing High-dimensional Data? pp. 581-597 Downloads
Kristoffer H. Hellton and Magne Thoresen
Asymptotic Optimality of Sparse Linear Discriminant Analysis with Arbitrary Number of Classes pp. 598-616 Downloads
Ruiyan Luo and Xin Qi
Asymptotic Properties of QML Estimators for VARMA Models with Time-dependent Coefficients pp. 617-635 Downloads
Abdelkamel Alj, Rajae Azrak, Christophe Ley and Guy Mélard
Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach pp. 636-665 Downloads
Eugene Demidenko
Fast Inference for Network Models of Infectious Disease Spread pp. 666-683 Downloads
Razvan G. Romanescu and Rob Deardon
Empirical Uncertain Bayes Methods in Area-level Models pp. 684-706 Downloads
Shonosuke Sugasawa, Tatsuya Kubokawa and Kota Ogasawara
Adaptive Deconvolution on the Non-negative Real Line pp. 707-740 Downloads
Gwennaëlle Mabon
Objective Bayes Covariate-Adjusted Sparse Graphical Model Selection pp. 741-764 Downloads
Guido Consonni, Luca La Rocca and Stefano Peluso
Bayesian Single Changepoint Estimation in a Parameter-driven Model pp. 765-779 Downloads
Chigozie E. Utazi
Estimation and Prediction in the Presence of Spatial Confounding for Spatial Linear Models pp. 780-797 Downloads
Garritt L. Page, Yajun Liu, Zhuoqiong He and Donchu Sun
Non-parametric Bayesian Intensity Model: Exploring Time-to-Event Data on Two Time Scales pp. 798-814 Downloads
Tommi Härkänen, Anna But and Jari Haukka
Correction Note to ‘Analysis of Double Single Index Models’ pp. 815-816 Downloads
Kun Chen and Yanyuan Ma

Volume 44, issue 2, 2017

Exact Goodness-of-Fit Testing for the Ising Model pp. 285-306 Downloads
Abraham Martín del Campo, Sarah Cepeda and Caroline Uhler
Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors pp. 307-323 Downloads
Subahdip Pal, Kshitij Khare and James P. Hobert
Kernel Density Estimation on a Linear Network pp. 324-345 Downloads
Greg McSwiggan, Adrian Baddeley and Gopalan Nair
Autocovariance Estimation in Regression with a Discontinuous Signal and m-Dependent Errors: A Difference-Based Approach pp. 346-368 Downloads
Inder Tecuapetla-Gómez and Axel Munk
Local Digital Algorithms Applied to Boolean Models pp. 369-395 Downloads
Julia Hörrmann and Anne Marie Svane
Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear-Index pp. 396-424 Downloads
Ming-Yueh Huang and Chin-Tsang Chiang
Statistical Inference for Expectile-based Risk Measures pp. 425-454 Downloads
Volker Krätschmer and Henryk Zähle
Structure Learning of Contextual Markov Networks using Marginal Pseudo-likelihood pp. 455-479 Downloads
Johan Pensar, Henrik Nyman and Jukka Corander
Asymptotics of Selective Inference pp. 480-499 Downloads
Xiaoying Tian and Jonathan Taylor
Location-invariant Multi-sample U-tests for Covariance Matrices with Large Dimension pp. 500-523 Downloads
M. Rauf Ahmad
Bayesian Analysis of the Proportional Hazards Model with Time-Varying Coefficients pp. 524-544 Downloads
Gwangsu Kim, Yongdai Kim and Taeryon Choi
Nonparametric Two-Sample Tests of the Marginal Mark Distribution with Censored Marks pp. 545-562 Downloads
Brent A. Johnson
Estimating the Number of Block Boundaries from Diagonal Blockwise Matrices Without Penalization pp. 563-580 Downloads
Vincent Brault, Maud Delattre, Emilie Lebarbier, Tristan Mary-Huard and Céline Lévy-Leduc

Volume 44, issue 1, 2017

Analysis of Double Single Index Models pp. 1-20 Downloads
Kun Chen and Yanyuan Ma
Models for Extremal Dependence Derived from Skew-symmetric Families pp. 21-45 Downloads
Boris Beranger, Simone A. Padoan and Scott A. Sisson
Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference pp. 46-80 Downloads
Michele Nguyen and Almut Veraart
Collapsing of Non-centred Parameterized MCMC Algorithms with Applications to Epidemic Models pp. 81-96 Downloads
Peter Neal and Fei Xiang
Empirical Processes in Survey Sampling with (Conditional) Poisson Designs pp. 97-111 Downloads
Patrice Bertail, Emilie Chautru and Stephan Clémençon
A Semi-parametric Transformation Frailty Model for Semi-competing Risks Survival Data pp. 112-129 Downloads
Fei Jiang and Sebastien Haneuse
Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions pp. 130-149 Downloads
Alexis Bienvenüe and Christian Y. Robert
Bayesian Estimators for Small Area Models Shrinking Both Means and Variances pp. 150-167 Downloads
Shonosuke Sugasawa, Hiromasa Tamae and Tatsuya Kubokawa
Semi-parametric Estimation in a Single-index Model with Endogenous Variables pp. 168-191 Downloads
Melanie Birke, Sebastien Van Bellegem and Ingrid Van Keilegom
Palm Distributions for Log Gaussian Cox Processes pp. 192-203 Downloads
Jean-François Coeurjolly, Jesper Møller and Rasmus Waagepetersen
Contrast Estimation for Parametric Stationary Determinantal Point Processes pp. 204-229 Downloads
Christophe Ange Napoléon Biscio and Frédéric Lavancier
Impact of Model Choice on LR Assessment in Case of Rare Haplotype Match (Frequentist Approach) pp. 230-248 Downloads
Giulia Cereda
On the Estimation of the Density of a Directional Data Stream pp. 249-267 Downloads
Aboubacar Amiri, Baba Thiam and Thomas Verdebout
Unified Inference for Sparse and Dense Longitudinal Data in Time-varying Coefficient Models pp. 268-284 Downloads
Yixin Chen and Weixin Yao
Page updated 2018-12-10