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 50, issue 4, 2023

Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements pp. 1553-1567

Corinne Emmenegger and Peter Bühlmann

Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data pp. 1568-1589

Yozo Tonaki, Yusuke Kaino and Masayuki Uchida

Robust inference for high‐dimensional single index models pp. 1590-1615

Dongxiao Han, Miao Han, Jian Huang and Yuanyuan Lin

Finite sample inference for empirical Bayesian methods pp. 1616-1640

Hien Duy Nguyen and Mayetri Gupta

A historical overview of textbook presentations of statistical science pp. 1641-1666

Alan Agresti

Deep neural network classifier for multidimensional functional data pp. 1667-1686

Shuoyang Wang, Guanqun Cao, Zuofeng Shang and for the Alzheimer's Disease Neuroimaging Initiative

Time‐varying β‐model for dynamic directed networks pp. 1687-1715

Yuqing Du, Lianqiang Qu, Ting Yan and Yuan Zhang

Nonparametric adaptive estimation for interacting particle systems pp. 1716-1755

Fabienne Comte and Valentine Genon‐Catalot

Adaptive estimation of intensity in a doubly stochastic Poisson process pp. 1756-1794

Thomas Deschatre

Statistical inference with semiparametric nonignorable nonresponse models pp. 1795-1817

Masatoshi Uehara, Danhyang Lee and Jae‐Kwang Kim

Dimension‐independent Markov chain Monte Carlo on the sphere pp. 1818-1858

Han Cheng Lie, Daniel Rudolf, Björn Sprungk and T. J. Sullivan

Epistemic confidence in the observed confidence interval pp. 1859-1883

Yudi Pawitan, Hangbin Lee and Youngjo Lee

Regularized t$$ t $$ distribution: definition, properties, and applications pp. 1884-1900

Zongliang Hu, Yiping Yang, Gaorong Li and Tiejun Tong

Pitfalls of amateur regression: The Dutch New Herring controversies pp. 1901-1918

Fengnan Gao and Richard D. Gill

Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model pp. 1919-1932

Torben Martinussen and Thomas Harder Scheike

A robust model averaging approach for partially linear models with responses missing at random pp. 1933-1952

Zhongqi Liang and Qihua Wang

Sparse principal component analysis for high‐dimensional stationary time series pp. 1953-1983

Kou Fujimori, Yuichi Goto, Yan Liu and Masanobu Taniguchi

Volume 50, issue 3, 2023

Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”) pp. 899-914

Sander Greenland

Comments on Divergence vs. Decision P‐values: A Distinction Worth Making in Theory and Keeping in Practice – or, How Divergence P‐values Measure Evidence Even When Decision P‐values Do Not by Greenland in Scandinavian Journal of Statistics, 2023 pp. 915-919

Michael Lavine

Comments on Divergence vs. Decision P‐values pp. 920-922

Paul W. Vos

Statistical evidence and surprise unified under possibility theory pp. 923-928

David R. Bickel

Discussion on the SJS invited paper by Sander Greenland Divergence vs. Decision P$$ P $$‐values: A Distinction worth making in theory and keeping in Practice pp. 929-930

Dario Gasbarra

Discussion of “Divergence vs. Decision P$$ P $$‐values: A Distinction Worth Making in Theory and Keeping in Practice – or, How Divergence P$$ P $$‐values Measure Evidence Even When Decision P$$ P $$‐values Do Not” by Sander Greenland pp. 931-933

Kenneth Rice

Sparse concordance‐based ordinal classification pp. 934-961

Yiwei Fan, Jiaqi Gu and Guosheng Yin

Sequential monitoring of high‐dimensional time series pp. 962-992

Rostyslav Bodnar, Taras Bodnar and Wolfgang Schmid

Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes pp. 993-1021

Ismaïla Ba and Jean‐François Coeurjolly

Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models pp. 1022-1047

Haruki Kono and Tatsuya Kubokawa

Generalizing the information content for stepped wedge designs: A marginal modeling approach pp. 1048-1067

Fan Li, Jessica Kasza, Elizabeth L. Turner, Paul J. Rathouz, Andrew B. Forbes and John S. Preisser

State estimation for aoristic models pp. 1068-1089

Maria N. M. van Lieshout and Robin L. Markwitz

Distributed inference for two‐sample U‐statistics in massive data analysis pp. 1090-1115

Bingyao Huang, Yanyan Liu and Liuhua Peng

Bayesian inverse problems with heterogeneous variance pp. 1116-1151

Natalia Bochkina and Jenovah Rodrigues

Posterior consistency for the spectral density of non‐Gaussian stationary time series pp. 1152-1182

Yifu Tang, Claudia Kirch, Jeong Eun Lee and Renate Meyer

Transform orders and stochastic monotonicity of statistical functionals pp. 1183-1200

Tommaso Lando, Idir Arab and Paulo Eduardo Oliveira

Longitudinal network models and permutation‐uniform Markov chains pp. 1201-1231

William K. Schwartz, Sonja Petrović and Hemanshu Kaul

Robust sure independence screening for nonpolynomial dimensional generalized linear models pp. 1232-1262

Abhik Ghosh, Erica Ponzi, Torkjel Sandanger and Magne Thoresen

Robust quasi‐randomization‐based estimation with ensemble learning for missing data pp. 1263-1278

Danhyang Lee, Li‐Chun Zhang and Sixia Chen

Variable selection for high‐dimensional generalized linear model with block‐missing data pp. 1279-1297

Yifan He, Yang Feng and Xinyuan Song

Daisee: Adaptive importance sampling by balancing exploration and exploitation pp. 1298-1324

Xiaoyu Lu, Tom Rainforth and Yee Whye Teh

Frequentist model averaging for envelope models pp. 1325-1364

Ziwen Gao, Jiahui Zou, Xinyu Zhang and Yanyuan Ma

A new reproducing kernel‐based nonlinear dimension reduction method for survival data pp. 1365-1390

Wenquan Cui, Jianjun Xu and Yuehua Wu

Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data pp. 1391-1419

Katarzyna Kopczewska

Multivariate geometric anisotropic Cox processes pp. 1420-1465

James S. Martin, David J. Murrell and Sofia C. Olhede

Outlier detection based on extreme value theory and applications pp. 1466-1502

Shrijita Bhattacharya, Francois Kamper and Jan Beirlant

Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model pp. 1503-1531

Shota Takeishi

Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model pp. 1532-1551

Anders Munch, Marie Skov Breum, Torben Martinussen and Thomas A. Gerds

Volume 50, issue 1, 2023

Professor Elja Arjas: A prominent figure in establishing statistics in Finland pp. 1-2

Sangita Kulathinal, Jaakko Peltonen and Mikko J. Sillanpää

A conversation with Elja Arjas (Helsinki, November 2021 and March 2022) pp. 3-12

Jukka Corander

Use of multiple imputation in supersampled nested case‐control and case‐cohort studies pp. 13-37

Ørnulf Borgan, Ruth H. Keogh and Aleksander Njøs

Approximate exchangeability and de Finetti priors in 2022 pp. 38-53

Persi Diaconis

Divergence versus decision P‐values: A distinction worth making in theory and keeping in practice: Or, how divergence P‐values measure evidence even when decision P‐values do not pp. 54-88

Sander Greenland

Remove unwanted variation retrieves unknown experimental designs pp. 89-101

Ingrid M. Lönnstedt and Terence P. Speed

Spectral analysis of Markov switching GARCH models with statistical inference pp. 102-119

Maddalena Cavicchioli

Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application pp. 120-141

Giulia Cereda, Fabio Corradi and Cecilia Viscardi

Estimation for change point of discretely observed ergodic diffusion processes pp. 142-183

Yozo Tonaki, Yusuke Kaino and Masayuki Uchida

Penalized angular regression for personalized predictions pp. 184-212

Kristoffer H. Hellton

Flexible clustering via hidden hierarchical Dirichlet priors pp. 213-234

Antonio Lijoi, Igor Prünster and Giovanni Rebaudo

Multiply robust matching estimators of average and quantile treatment effects pp. 235-265

Shu Yang and Yunshu Zhang

Minimax powerful functional analysis of covariance tests with application to longitudinal genome‐wide association studies pp. 266-295

Weicheng Zhu, Sheng Xu, Catherine C. Liu and Yehua Li

Approximate reference priors for Gaussian random fields pp. 296-326

Victor De Oliveira and Zifei Han

Nonparametric bounds for the survivor function under general dependent truncation pp. 327-357

Jing Qian and Rebecca A. Betensky

Exact uniformly most powerful postselection confidence distributions pp. 358-382

Andrea C. Garcia‐Angulo and Gerda Claeskens

Unconditional empirical likelihood approach for analytic use of public survey data pp. 383-410

Yves G. Berger