Scandinavian Journal of Statistics

1998 - 2026

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 53, issue 3, 2026

Time‐Varying Degree‐Corrected Stochastic Block Models pp. 1029-1060

Mengxue Li, Rainer von Sachs and Eugen Pircalabelu

Likelihood Estimation for Stochastic Differential Equations with Mixed Effects pp. 1061-1080

Fernando Baltazar‐Larios, Mogens Bladt and Michael Sørensen

Group Regression With Tailored Penalties for High‐Dimensional Data With or Without Predefined Groups pp. 1081-1100

Reza Drikvandi

Repelled Point Processes With Application to Numerical Integration pp. 1101-1133

Diala Hawat, Gabriel Mastrilli, Rémi Bardenet and Raphaël Lachièze‐Rey

Sparse Minimum Redundancy Maximum Relevance for Feature Selection pp. 1134-1151

Peter Naylor, Benjamin Poignard, Héctor Climente‐González and Makoto Yamada

Generalized Empirical Likelihood for Partially Linear Errors‐in‐Variables Regression Model With Longitudinal Data pp. 1152-1175

Miaomiao Wang, Shunping Zheng, Xiaoqian Zheng and Xuejun Wang

A Doubly Robust Learner for Regression and Inference With Right‐Censored Outcomes pp. 1176-1188

O. L. Sandqvist

Automatic Variable Selection for Longitudinal Quantile Regression With Application to Alzheimer's Disease Progression pp. 1189-1205

Indrabati Bhattacharya, Mohammad Alfrad Nobel Bhuiyan and Suneel Babu Chatla

Bayesian Inference for Multivariate Monotone Densities pp. 1206-1229

Kang Wang and Subhashis Ghosal

Sparse Generalized Factor Models With Weaker Loadings pp. 1230-1248

Zhijing Wang

Optimal Poisson Subsampling for Multiplicative Regressions With Massive Data pp. 1249-1278

Jiahui Zou, Jie He, Xiaomeng Yan and Xinyu Zhang

A Semiparametric Approach for Robust Modeling of Electronic Health Record Linked Biobank Data pp. 1279-1298

Molei Liu, Xinyi Wang and Chuan Hong

A Modified Random Survival Forest for Improving Prediction Accuracy in Case‐Cohort and Generalized Case‐Cohort Studies pp. 1299-1307

Haolin Li, Haibo Zhou, David Couper and Jianwen Cai

Results on Branching Random Walks and Rumor Processes via Germ Order pp. 1308-1326

Daniela Bertacchi and Fabio Zucca

Extremal Alignments in LCS‐Inference pp. 1327-1342

Jüri Lember and Joonas Sova

Bayesian Estimation of Transition Rates in Two‐State Nonhomogeneous Markov Jump Processes With Intermittent Observations: An Honest‐Time Data‐Augmentation Approach pp. 1343-1357

Dario Gasbarra, Sangita Kulathinal and Etienne Sebag

Maximum Spacing Estimation for Multivariate Observations Under a General Class of Information‐Type Measures for Misspecified Models pp. 1358-1377

Han Bao, Kristi Kuljus and Bo Ranneby

Volume 53, issue 2, 2026

Spectral characteristics of Harmonizable VARMA processes pp. 613-647

Dominique Dehay, Anna E. Dudek and Jean‐Marc Freyermuth

Extended generalized Marshall–Olkin model for dependent censoring pp. 648-683

Salima Helali

Spatial depth for data in metric spaces pp. 684-711

Joni Virta

Interval identification of natural effects in the presence of outcome‐related unmeasured confounding pp. 712-734

Marco Doretti and Elena Stanghellini

Sensitivity analysis for generalized estimating equation with non‐ignorable missing data pp. 735-762

Hui Gong and Kin Wai Chan

Dimension reduction for optimal design problems with Kronecker product structure pp. 763-797

Taras Bodnar and Maryna Prus

Online differentially private inference for linear regression model pp. 798-820

Senlin Yuan, Fang Liu and Xuerong Chen

Testing independence between high‐dimensional random vectors using rank‐based max‐sum tests pp. 821-847

Hongfei Wang, Binghui Liu and Long Feng

Powerful kernel‐based association tests for multivariate responses pp. 848-882

Mingya Long, Yuke Shi, Liuquan Sun and Qizhai Li

Robust estimation of change points in linear spline models with missing data pp. 883-918

Xiang Xiao, Guangyu Yang and Min Zhang

Lasso‐type estimator and classification algorithm for high‐dimensional multivariate Hawkes processes pp. 919-968

Christophe Denis, Charlotte Dion‐Blanc, Romain E. Lacoste and Laure Sansonnet

Smooth and Rough Sample Paths in Mean Derivative Estimation for Functional Data pp. 969-983

Max Berger and Hajo Holzmann

Nonparametric Cure Models Through Extreme‐Value Tail Estimation pp. 984-1000

Jan Beirlant, Martin Bladt and Ingrid Van Keilegom

High‐Dimensional Inference for Single‐Index Models With Latent Factors pp. 1001-1027

Yanmei Shi, Meiling Hao, Yanlin Tang, Heng Lian and Xu Guo

Volume 53, issue 1, 2026

David J. Olive's contribution to the Discussion of “On optimal linear prediction” by I. Helland pp. 1-2

David J. Olive

R. D. Cook and L. Forzani's contribution to the Discussion of ‘On optimal linear prediction’ by I. Helland pp. 3-5

R. Dennis Cook and Liliana Forzani

Xuran Meng and Yi Li's contribution to the Discussion of “On optimal linear prediction” by I. Helland pp. 6-8

Xuran Meng and Yi Li

Rolf Sundberg's contribution to the Discussion of “On optimal linear prediction” by I. Helland pp. 9-10

Rolf Sundberg

Rejoinder pp. 11-15

Inge S. Helland

On optimal linear prediction pp. 16-32

Inge S. Helland

Data integration with nonprobability sample: Semiparametric model‐assisted approach pp. 33-53

Danhyang Lee and Sixia Chen

Semiparametric regression for circular response with application in ecology pp. 54-101

Jose Ameijeiras‐Alonso and Irène Gijbels

On goodness‐of‐fit testing for self‐exciting point processes pp. 102-139

José Carlos Fontanesi Kling and Mathias Vetter

Multivariate representations of univariate marked Hawkes processes pp. 140-174

Louis Davis, Conor Kresin, Boris Baeumer and Ting Wang

Recursive Bayesian prediction of remaining useful life for gamma degradation process under conjugate priors pp. 175-206

Ancha Xu and Weiwei Wang

Variable selection via thresholding pp. 207-237

Ka Long Keith Ho and Hien Duy Nguyen

Estimation of generalized tail distortion risk measures with applications in reinsurance pp. 238-267

Roba Bairakdar, Frédéric Godin, Mélina Mailhot and Fan Yang

Assessing estimation uncertainty under model misspecification pp. 268-290

Rong Li, Yichen Qin and Yang Li

Causal discovery in heavy‐tailed linear structural equation models via scalings pp. 291-334

Mario Krali

Estimating Monte Carlo variance from multiple Markov chains pp. 335-363

Kushagra Gupta and Dootika Vats

A standardization procedure to incorporate variance partitioning‐based priors in latent Gaussian models pp. 364-394

Luisa Ferrari and Massimo Ventrucci

Efficient multiple‐robust estimation for nonresponse data under informative sampling pp. 395-412

Kosuke Morikawa, Kenji Beppu and Wataru Aida

Adaptive blind image deblurring and denoising pp. 413-441

Yicheng Kang, Anik Roy and Partha Sarathi Mukherjee

Fixed effects Bayesian testing in high‐dimensional linear mixed models pp. 442-481

Jiamin Liu, Xingwei Liu, Heng Lian and Wangli Xu

Nonparametric simulation of multivariate extreme events via spectral bootstrap pp. 482-497

Nisrine Madhar, Juliette Legrand and Maud Thomas

Kernel‐based marginal testing for covariate effects in high‐dimensional settings pp. 498-531

Hong Yin, Yijun Wang and Ancha Xu

ATM: An aggregation test of moments approach for assessing high‐dimensional normality pp. 532-553

Hengjian Cui and Lingyue Zhang

Shape‐restricted statistical inference for non‐ignorable missing data under a general additive model pp. 554-574

Junjun Lang, Yukun Liu and Jing Qin

Optimal subsampling for estimation of dimension reduction directions pp. 575-611

Xinru Jia, Weixuan Yuan, Xingqiu Zhao and Xuehu Zhu

Corrigendum to “Kernel density estimation in metric spaces” pp. 612-612

Chenfei Gu, Mian Huang, Xinyu Song and Xueqin Wang