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 40, issue 4, 2013

Guaranteed Conditional Performance of Control Charts via Bootstrap Methods pp. 647-668

Axel Gandy and Jan Terje Kvaløy

Fast Covariance Estimation for Innovations Computed from a Spatial Gibbs Point Process pp. 669-684

Jean-François Coeurjolly and Ege Rubak

Flexible Copula Density Estimation with Penalized Hierarchical B-splines pp. 685-705

Göran Kauermann, Christian Schellhase and David Ruppert

Efficient Bayesian Multivariate Surface Regression pp. 706-723

Feng Li and Mattias Villani

On Sampling Designs with Ordered Conditional Inclusion Probabilities pp. 724-733

Lennart Bondesson and Imbi Traat

Discrete Multicolour Random Mosaics with an Application to Network Extraction pp. 734-751

M.N.M. Lieshout

Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics pp. 752-769

Camilo Rivera and Guenther Walther

Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach pp. 770-788

Leonie Selk and Natalie Neumeyer

Fast Censored Linear Regression pp. 789-806

Yijian Huang

Statistical Corrections of Invalid Correlation Matrices pp. 807-824

Anders Løland, Ragnar Bang Huseby, Nils Lid Hjort and Arnoldo Frigessi

Geodesic Monte Carlo on Embedded Manifolds pp. 825-845

Simon Byrne and Mark Girolami

Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model pp. 846-867

Olivier Wintenberger

Uncertainty Quantification in the Ensemble Kalman Filter pp. 868-885

Jon Sætrom and Henning Omre

Powerful Parametric Tests Based on Sum-Functions of Spacings pp. 886-898

Magnus Ekström

Volume 40, issue 3, 2013

Weak Convergence of the Wild Bootstrap for the Aalen–Johansen Estimator of the Cumulative Incidence Function of a Competing Risk pp. 387-402

Jan Beyersmann, Susanna Di Termini and Markus Pauly

Outcome Prediction for Heart Failure Telemonitoring Via Generalized Linear Models with Functional Covariates pp. 403-416

Stefano Baraldo, Francesca Ieva, Anna Maria Paganoni and Valeria Vitelli

Testing Semiparametric Hypotheses in Locally Stationary Processes pp. 417-437

Philip Preuss, Mathias Vetter and Holger Dette

Testing Monotonicity of Regression Functions – An Empirical Process Approach pp. 438-454

Melanie Birke and Natalie Neumeyer

Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing pp. 455-470

Anouar El Ghouch, Marc G. Genton and Taoufik Bouezmarni

Characteristic Function-based Semiparametric Inference for Skew-symmetric Models pp. 471-490

Cornelis J. Potgieter and Marc G. Genton

Component Selection in the Additive Regression Model pp. 491-510

Xia Cui, Heng Peng, Songqiao Wen and Lixing Zhu

Lévy-based Modelling in Brain Imaging pp. 511-529

Kristjana Ýr Jónsdóttir, Anders Rønn-Nielsen, Kim Mouridsen and Eva B. Vedel Jensen

Maximum Likelihood Estimation for Multinomial-Poisson Models: A Generalization of Birch's Numerical Invariance Results pp. 530-548

Joseph B. Lang

Bayesian Optimal Adaptive Estimation Using a Sieve Prior pp. 549-570

Julyan Arbel, Ghislaine Gayraud and Judith Rousseau

M-estimation for general ARMA Processes with Infinite Variance pp. 571-591

Rongning Wu

How Many Iterations are Sufficient for Efficient Semiparametric Estimation? pp. 592-618

Guang Cheng

Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model pp. 619-646

Hendrik P. Lopuhaä and Gabriela F. Nane

Volume 40, issue 2, 2013

Collapsibility of Conditional Graphical Models pp. 191-203

Binghui Liu and Jianhua Guo

Estimating the Period of a Cyclic Non-Homogeneous Poisson Process pp. 204-218

Eduard Belitser, Paulo Serra and Harry van Zanten

On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach pp. 219-237

Luke A. Prendergast and Simon J. Sheather

Non-parametric Regression for Circular Responses pp. 238-255

Marco Di Marzio, Agnese Panzera and Charles C. Taylor

Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions pp. 256-273

Guanqun Cao, David Todem, Lijian Yang and Jason P. Fine

Estimation in Discretely Observed Diffusions Killed at a Threshold pp. 274-293

Enrico Bibbona and Susanne Ditlevsen

Markov Chain Monte Carlo for Exact Inference for Diffusions pp. 294-321

Giorgos Sermaidis, Omiros Papaspiliopoulos, Gareth O. Roberts, Alexandros Beskos and Paul Fearnhead

Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects pp. 322-343

Maud Delattre, Valentine Genon-Catalot and Adeline Samson

Joint Estimation of Intersecting Context Tree Models pp. 344-362

Antonio Galves, Aurélien Garivier and Elisabeth Gassiat

On Projection-type Estimators of Multivariate Isotonic Functions pp. 363-386

Abdelaati Daouia and Byeong U. Park

Volume 40, issue 1, 2013

Editorial pp. 1-1

Holger Rootzén and Mats Rudemo

Quantile Regression Estimator for GARCH Models pp. 2-20

Sangyeol Lee and Jungsik Noh

A Copula-Based Non-parametric Measure of Regression Dependence pp. 21-41

Holger Dette, Karl F. Siburg and Pavel A. Stoimenov

Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions pp. 42-62

Reinaldo B. Arellano-Valle, Javier E. Contreras-Reyes and Marc G. Genton

Objective Bayesian Analysis of Skew-t Distributions pp. 63-85

Marcia D'elia Branco, Marc G. Genton and Brunero Liseo

Leverage and Influence Diagnostics for Spatial Point Processes pp. 86-104

Adrian Baddeley, Ya-Mei Chang and Yong Song

Quality of Fit Measures in the Framework of Quantile Regression pp. 105-118

Hohsuk Noh, Anouar El Ghouch and Ingrid Van Keilegom

Decomposition of Variance for Spatial Cox Processes pp. 119-137

Abdollah Jalilian, Yongtao Guan and Rasmus Waagepetersen

Testing the Equality of Covariance Operators in Functional Samples pp. 138-152

Stefan Fremdt, Josef G. Steinebach, Lajos Horvath and Piotr Kokoszka

Non-Parametric Change-Point Tests for Long-Range Dependent Data pp. 153-173

Herold Dehling, Aeneas Rooch and Murad S. Taqqu

Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence pp. 174-189

Yuri Goegebeur and Armelle Guillou

Volume 39, issue 4, 2012

Geometrically Corrected Second Order Analysis of Events on a Linear Network, with Applications to Ecology and Criminology pp. 591-617

Qi Wei Ang, Adrian Baddeley and Gopalan Nair

A Sequential Point Process Model and Bayesian Inference for Spatial Point Patterns with Linear Structures pp. 618-634

Jesper Møller and Jakob Gulddahl Rasmussen

Conditional Score Approach to Errors-in-Variable Current Status Data Under the Proportional Odds Model pp. 635-644

Chi-Chung Wen and Yi-Hau Chen

Likelihood Ratio Type Two-Sample Tests for Current Status Data pp. 645-662

Piet Groeneboom

Generalized Linear Latent Variable Models with Flexible Distribution of Latent Variables pp. 663-680

Irina Irincheeva, Eva Cantoni and Marc G. Genton

Statistical Analysis of the Hirsch Index pp. 681-694

Luca Pratelli, Alberto Baccini, Lucio Barabesi and Marzia Marcheselli

Near Optimal Prediction from Relevant Components pp. 695-713

Inge S. Helland, Solve Saebø and Ha˚kon Tjelmeland

Advantages of Variance Stabilization pp. 714-728

Stephan Morgenthaler and Robert G. Staudte

Comparing Normal Random Samples, with Uncertainty About the Priors and Utilities pp. 729-742

Nicholas T. Longford

Objective Bayes Factors for Gaussian Directed Acyclic Graphical Models pp. 743-756

Guido Consonni and Luca La Rocca

Estimation of Correlation for Continuous Semimartingales pp. 757-771

Mathias Vetter

Parametric Inference in Stationary Time Series Models with Dependent Errors pp. 772-783

Xiaofeng Shao

Outliers and Patterns of Outliers in Contingency Tables with Algebraic Statistics pp. 784-797

Fabio Rapallo

Adaptive Multiple Importance Sampling pp. 798-812

Jean-Marie Cornuet, Jean-Michel Marin, Antonietta Mira and Christian P. Robert

On Sampling with Prescribed Second-order Inclusion Probabilities pp. 813-829

Lennart Bondesson

Negative Dependence in Sampling pp. 830-838

Petter Brändén and Johan Jonasson

Volume 39, issue 3, 2012

Clustering Gene Expression Data using a Posterior Split-Merge-Birth Procedure pp. 399-415

Erlandson F. Saraiva and Luis A. Milan

Takacs–Fiksel Method for Stationary Marked Gibbs Point Processes pp. 416-443

Jean-Franois Coeurjolly, David Dereudre, Rémy Drouilhet and Frédéric Lavancier

A Class of Normalized Random Measures with an Exact Predictive Sampling Scheme pp. 444-460

Lorenzo Trippa and Stefano Favaro

Estimating Archimedean Copulas in High Dimensions pp. 461-479

Christian Hering and Ulrich Stadtmüller

A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas pp. 480-496

Ivan Kojadinovic and Jun Yan

Testing for Bivariate Extreme Dependence Using Kendall's Process pp. 497-514

Jean-François Quessy

Orthogonalized Residuals for Estimation of Marginally Specified Association Parameters in Multivariate Binary Data pp. 515-527

Bahjat F. Qaqish, Richard C. Zink and John S. Preisser

Model-Based Non-parametric Variance Estimation for Systematic Sampling pp. 528-542

Jean D. Opsomer, Mario Francisco-Fernández and Xiaoxi Li

Simultaneous Confidence Bands for Linear Regression with Covariates Constrained in Intervals pp. 543-553

Wei Liu, Pascal Ah-Kine and Sanyu Zhou

Checking the Short-Term and Long-Term Hazard Ratio Model for Survival Data pp. 554-567

Song Yang and Yichuan Zhao

Inference for Box–Cox Transformed Threshold GARCH Models with Nuisance Parameters pp. 568-589

Sangyeol Lee and Taewook Lee

Volume 39, issue 2, 2012

The Current Duration Approach to Estimating Time to Pregnancy pp. 185-204

Niels Keiding, Oluf K. Højbjerg Hansen, Ditte Nørbo Sørensen and Rémy Slama

Discussion of ‘The Current Duration Approach to Estimating Time to Pregnancy’ pp. 205-206

Odd O. Aalen

Discussion of ‘The Current Duration Approach to Estimating Time to Pregnancy’ pp. 207-209

Philip Hougaard

Reply to the Comments by Drs Aalen and Hougaard on ‘The Current Duration Approach to Estimating Time to Pregnancy’ by Niels Keiding et al pp. 210-213

Niels Keiding, Oluf K. Højbjerg Hansen, Ditte Nørbo Sørensen and Rémy Slama

Regularized Posteriors in Linear Ill-Posed Inverse Problems pp. 214-235

Jean-Pierre Florens and Anna Simoni

A Matching Prior for the Shape Parameter of the Skew-Normal Distribution pp. 236-247

Stefano Cabras, Walter Racugno, María Eugenia Castellanos and Laura Ventura

Regression Analysis of Longitudinal Data with Time-Dependent Covariates and Informative Observation Times pp. 248-258

Xinyuan Song, Xiaoyun Mu and Liuquan Sun

Estimating the Conditional Error Distribution in Non-parametric Regression pp. 259-281

Sebastian Kiwitt and Natalie Neumeyer

A Convolution Estimator for the Density of Nonlinear Regression Observations pp. 282-304

Bård Støve and Dag Tjøstheim

Model Checks in Inverse Regression Models with Convolution-Type Operators pp. 305-322

Nicolai Bissantz, Holger Dette and Katharina Proksch

Scale Checks in Censored Regression pp. 323-339

Holger Dette and Cedric Heuchenne

Confidence Regions for Means of Random Sets Using Oriented Distance Functions pp. 340-357

Hanna Jankowski and Larissa Stanberry

Two-Sample Test Against One-Sided Alternatives pp. 358-381

Teresa Ledwina and Grzegorz Wyłupek

False Discovery Rate Control of Step-Up-Down Tests with Special Emphasis on the Asymptotically Optimal Rejection Curve pp. 382-397

Helmut Finner, Veronika Gontscharuk and Thorsten Dickhaus

Volume 39, issue 1, 2012

A Statistical Analysis of Probabilistic Counting Algorithms pp. 1-14

Peter Clifford and Ioana A. Cosma

Smooth Plug‐in Inverse Estimators in the Current Status Continuous Mark Model pp. 15-33

Piet Groeneboom, Geurt Jongbloed and Birgit I. Witte

Estimation of Stratified Mark‐Specific Proportional Hazards Models with Missing Marks pp. 34-52

Yanqing Sun and Peter B. Gilbert

Coverage Properties of Confidence Intervals for Generalized Additive Model Components pp. 53-74

Giampiero Marra and Simon N. Wood

Polynomial Histograms for Multivariate Density and Mode Estimation pp. 75-96

Junmei Jing, Inge Koch and Kanta Naito

Performance of Robust GCV and Modified GCV for Spline Smoothing pp. 97-115

Mark A. Lukas, Frank R. de Hoog and Robert S. Anderssen

Iterative Bias Correction of the Cross‐Validation Criterion pp. 116-130

Hirokazu Yanagihara and Hironori Fujisawa

A General Statistical Framework for Multistage Designs pp. 131-152

Maria Grünewald and Ola Hössjer

Average Collapsibility of Distribution Dependence and Quantile Regression Coefficients pp. 153-165

P. Vellaisamy

Rubbery Polya Tree pp. 166-184

Luis E. Nieto‐barajas and Peter Müller