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Scandinavian Journal of Statistics

1998 - 2020

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 47, issue 2, 2020

Contrast function estimation for the drift parameter of ergodic jump diffusion process pp. 279-346 Downloads
Chiara Amorino and Arnaud Gloter
Outlier detection in contingency tables using decomposable graphical models pp. 347-360 Downloads
Mads Lindskou, Poul Svante Eriksen and Torben Tvedebrink
Parallelizing particle filters with butterfly interactions pp. 361-396 Downloads
Kari Heine, Nick Whiteley and A.Taylan Cemgil
How to ask sensitive multiple‐choice questions pp. 397-424 Downloads
Andreas Lagerås and Mathias Lindholm
Change‐point detection in a linear model by adaptive fused quantile method pp. 425-463 Downloads
Gabriela Ciuperca and Matúš Maciak
Decompounding discrete distributions: A nonparametric Bayesian approach pp. 464-492 Downloads
Shota Gugushvili, Ester Mariucci and Frank van der Meulen
Linear hypothesis testing for weighted functional data with applications pp. 493-515 Downloads
Łukasz Smaga and Jin‐Ting Zhang
Consistent procedures for multiclass classification of discrete diffusion paths pp. 516-554 Downloads
Christophe Denis, Charlotte Dion and Miguel Martinez
Semiparametric multiparameter regression survival modeling pp. 555-571 Downloads
Kevin Burke, Frank Eriksson and C. B. Pipper
Dynamic inference for non‐Markov transition probabilities under random right censoring pp. 572-586 Downloads
Dennis Dobler and Andrew Titman
Variable selection and estimation for high‐dimensional spatial autoregressive models pp. 587-607 Downloads
Liqian Cai and Tapabrata Maiti

Volume 47, issue 1, 2020

Constructing likelihood functions for interval‐valued random variables pp. 1-35 Downloads
X. Zhang, B. Beranger and S. A. Sisson
Confidence intervals for extreme Pareto‐type quantiles pp. 36-55 Downloads
Sven Buitendag, Jan Beirlant and Tertius de Wet
Estimation of the marginal expected shortfall under asymptotic independence pp. 56-83 Downloads
Juan‐Juan Cai and Eni Musta
Novel criteria to exclude the surrogate paradox and their optimalities pp. 84-103 Downloads
Yunjian Yin, Lan Liu, Zhi Geng and Peng Luo
Estimation of cyclic long‐memory parameters pp. 104-133 Downloads
Huda Mohammed Alomari, Antoine Ayache, Myriam Fradon and Andriy Olenko
Dimension reduction for the conditional mean and variance functions in time series pp. 134-155 Downloads
Jin‐Hong Park and S. Yaser Samadi
Degree‐based goodness‐of‐fit tests for heterogeneous random graph models: Independent and exchangeable cases pp. 156-181 Downloads
Sarah Ouadah, Stéphane Robin and Pierre Latouche
Local Whittle likelihood approach for generalized divergence pp. 182-195 Downloads
Yujie Xue and Masanobu Taniguchi
Exact dimensionality selection for Bayesian PCA pp. 196-211 Downloads
Charles Bouveyron, Pierre Latouche and Pierre‐Alexandre Mattei
Inferactive data analysis pp. 212-249 Downloads
Nan Bi, Jelena Markovic, Lucy Xia and Jonathan Taylor
Multiple‐output quantile regression through optimal quantization pp. 250-278 Downloads
Isabelle Charlier, Davy Paindaveine and Jérôme Saracco

Volume 46, issue 4, 2019

Identifiability of two‐component skew normal mixtures with one known component pp. 955-986 Downloads
Shantanu Jain, Michael Levine, Predrag Radivojac and Michael W. Trosset
Scalable statistical inference for averaged implicit stochastic gradient descent pp. 987-1002 Downloads
Yixin Fang
Empirical likelihood and Wilks phenomenon for data with nonignorable missing values pp. 1003-1024 Downloads
Puying Zhao, Lei Wang and Jun Shao
Adaptively transformed mixed‐model prediction of general finite‐population parameters pp. 1025-1046 Downloads
Shonosuke Sugasawa and Tatsuya Kubokawa
Small‐sphere distributions for directional data with application to medical imaging pp. 1047-1071 Downloads
Byungwon Kim, Stephan Huckemann, Jörn Schulz and Sungkyu Jung
Time‐change models for asymmetric processes pp. 1072-1097 Downloads
Pierre Ailliot, Bernard Delyon, Valérie Monbet and Marc Prevosto
Modeling spatial overdispersion via the generalized Waring point process pp. 1098-1116 Downloads
Mimoza Zografi and Evdokia Xekalaki
Focused information criteria for copulas pp. 1117-1140 Downloads
Vinnie Ko, Nils Lid Hjort and Ingrid Hobæk Haff
Regression‐type models for extremal dependence pp. 1141-1167 Downloads
L. Mhalla, M. de Carvalho and V. Chavez‐Demoulin
A general central limit theorem and a subsampling variance estimator for α‐mixing point processes pp. 1168-1190 Downloads
Christophe Ange Napoléon Biscio and Rasmus Waagepetersen
A general quantile residual life model for length‐biased right‐censored data pp. 1191-1205 Downloads
Fangfang Bai, Xuerong Chen, Yan Chen and Tao Huang
On cusp location estimation for perturbed dynamical systems pp. 1206-1226 Downloads
Yury A. Kutoyants
Generalized fixed‐T panel unit root tests pp. 1227-1251 Downloads
Yiannis Karavias and Elias Tzavalis
Alternatives to post‐processing posterior predictive p values pp. 1252-1273 Downloads
Jørund Gåsemyr and Ida Scheel
Bootstrapping mean‐squared errors of robust small‐area estimators: Application to the method‐of‐payments surveys data pp. 1274-1299 Downloads
Valery D. Jiongo and Pierre Nguimkeu
Nonparametric geometric outlier detection pp. 1300-1314 Downloads
Matias Heikkilä
Cox regression of clustered event times with covariates missing not at random pp. 1315-1346 Downloads
Li Liu, Yanyan Liu, Yi Xiong and X. Joan Hu

Volume 46, issue 3, 2019

Second‐order analysis of marked inhomogeneous spatiotemporal point processes: Applications to earthquake data pp. 661-685 Downloads
A. Iftimi, O. Cronie and F. Montes
A factor model approach for the joint segmentation with between‐series correlation pp. 686-705 Downloads
Xavier Collilieux, Emilie Lebarbier and Stéphane Robin
Reinforced urns and the subdistribution beta‐Stacy process prior for competing risks analysis pp. 706-734 Downloads
Andrea Arfé, Stefano Peluso and Pietro Muliere
An oracle property of the Nadaraya–Watson kernel estimator for high‐dimensional nonparametric regression pp. 735-764 Downloads
Daniel Conn and Gang Li
Indirect Inference for Lévy‐driven continuous‐time GARCH models pp. 765-801 Downloads
Thiago do Rêgo Sousa, Stephan Haug and Claudia Klüppelberg
Bayesian estimation of the efficient frontier pp. 802-830 Downloads
David Bauder, Rostyslav Bodnar, Taras Bodnar and Wolfgang Schmid
Regression analysis of longitudinal data with outcome‐dependent sampling and informative censoring pp. 831-847 Downloads
Weining Shen, Suyu Liu, Yong Chen and Jing Ning
Estimation of geodesic tortuosity and constrictivity in stationary random closed sets pp. 848-884 Downloads
Matthias Neumann, Christian Hirsch, Jakub Staněk, Viktor Beneš and Volker Schmidt
Hierarchical Bayes small‐area estimation with an unknown link function pp. 885-897 Downloads
Shonosuke Sugasawa, Tatsuya Kubokawa and J. N. K. Rao
GMM nonparametric correction methods for logistic regression with error‐contaminated covariates and partially observed instrumental variables pp. 898-919 Downloads
Xiao Song and Ching‐Yun Wang
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise pp. 920-953 Downloads
Li Wang, Zhi Liu and Xiaochao Xia

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
Page updated 2020-08-09