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 38, issue 4, 2011

Residual Analysis for Inhomogeneous Neyman–Scott Processes pp. 617-630

Abdollah H. Jalilian and Mohammad Q. Vahidi‐asl

On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives pp. 631-649

Feng Chen, Paul S. F. Yip and K. F. Lam

Generalized Additive Models for Zero‐Inflated Data with Partial Constraints pp. 650-665

Hai Liu and Kung‐sik Chan

Choosing Priors for Constrained Analysis of Variance: Methods Based on Training Data pp. 666-690

Floryt van Wesel, Herbert Hoijtink and Irene Klugkist

Bayesian Robustness Modelling of Location and Scale Parameters pp. 691-711

Jose Ailton Alencar Andrade and Anthony O'Hagan

Simultaneous Credible Bands for Latent Gaussian Models pp. 712-725

Sigrunn H. Sørbye and Håvard Rue

Non‐stationary Cross‐Covariance Models for Multivariate Processes on a Globe pp. 726-747

Mikyoung Jun

Central Limit Theorems for the Non‐Parametric Estimation of Time‐Changed Lévy Models pp. 748-765

José E. Figueroa‐lópez

Estimation of a Conditional Copula and Association Measures pp. 766-780

Noël Veraverbeke, Marek Omelka and Irène Gijbels

Empirical Likelihood Intervals for Conditional Value‐at‐Risk in Heteroscedastic Regression Models pp. 781-787

Zhouping Li, Yun Gong and Liang Peng

Inference on Polychotomous Responses in Finite Populations pp. 788-800

Sumanta Adhya, Tathagata Banerjee and Gaurangadeb Chattopadhyay

Volume 38, issue 3, 2011

Image‐Based Empirical Importance Sampling: An Efficient Way of Estimating Intensities pp. 393-408

Linda V. Hansen, Markus Kiderlen and Eva B. Vedel Jensen

The Additive Risk Model for Estimation of Effect of Haplotype Match in BMT Studies pp. 409-423

Thomas H. Scheike, Torben Martinussen and Mei‐jie Zhang

Inference on 3D Procrustes Means: Tree Bole Growth, Rank Deficient Diffusion Tensors and Perturbation Models pp. 424-446

Stephan Huckemann

Quasi‐Symmetric Graphical Log‐Linear Models pp. 447-465

Anna Gottard, Giovanni Maria Marchetti and Alan Agresti

The Loss Rank Criterion for Variable Selection in Linear Regression Analysis pp. 466-479

Minh‐ngoc Tran

Supervised Classification for a Family of Gaussian Functional Models pp. 480-498

Amparo Baíllo, Antonio Cuevas and Juan Antonio Cuesta‐albertos

A Method for Bayesian Monotonic Multiple Regression pp. 499-513

Olli Saarela and Elja Arjas

Approximate Bayesian Inference for Survival Models pp. 514-528

Sara Martino, Rupali Akerkar and Håvard Rue

A Graphical Diagnostic for Identifying Influential Model Choices in Bayesian Hierarchical Models pp. 529-550

Ida Scheel, Peter J. Green and Jonathan C. Rougier

Controlled Direct and Mediated Effects: Definition, Identification and Bounds pp. 551-563

Tyler J. Vanderweele

Statistical Analysis of ‘Probabilities of Causation’ Using Co‐variate Information pp. 564-577

Manabu Kuroki and Zhihong Cai

Inference for Epidemics with Three Levels of Mixing: Methodology and Application to a Measles Outbreak pp. 578-599

Tom Britton, Theodore Kypraios and Philip D. O'Neill

Bayesian Inference for Contact Networks Given Epidemic Data pp. 600-616

Chris Groendyke, David Welch and David R. Hunter

Volume 38, issue 2, 2011

On Future Directions in Statistical Methodologies – Some Speculations pp. 185-194

Elja Arjas

Reflections on Future Directions pp. 195-196

Ulf Grenander

Estimation for High‐Dimensional Linear Mixed‐Effects Models Using ℓ 1 ‐Penalization pp. 197-214

Jürg Schelldorfer, Peter Bühlmann and Sara van de Geer

The Double Gaussian Approximation for High Frequency Data pp. 215-236

Per A. Mykland and Lan Zhang

Measurement Error Correction by Exploiting Gene–Environment Independence in Family‐Based Case–Control Studies pp. 237-251

Annamaria Guolo

Buckley–James Type Estimator for Censored Data with Covariates Missing by Design pp. 252-267

Menggang Yu

Choice of Estimators Based on Different Observations: Modified AIC and LCV Criteria pp. 268-287

Benoit Liquet and Daniel Commenges

Goodness‐of‐Fit based on Downsampling with Applications to Linear Drift Diffusions pp. 288-310

Julie L. Forman, Bo Markussen and Helle Sørensen

On the Product of Inverse Wishart and Normal Distributions with Applications to Discriminant Analysis and Portfolio Theory pp. 311-331

Taras Bodnar and Yarema Okhrin

On the Optimality of Multivariate S‐Estimators pp. 332-341

Christophe Croux, Catherine Dehon and Abdelilah Yadine

On the Flexibility of Metropolis–Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation pp. 342-358

Geir Storvik

On a Class of Random Probability Measures with General Predictive Structure pp. 359-376

Stefano Favaro, Igor Prünster and Stephen G. Walker

An Extension of Sampford's Method for Unequal Probability Sampling pp. 377-392

Lennart Bondesson and Anton Grafström

Volume 38, issue 1, 2011

Inference for Lévy‐Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo pp. 1-22

Ajay Jasra, David A. Stephens, Arnaud Doucet and Theodoros Tsagaris

Efficient Covariance Estimation for Asynchronous Noisy High‐Frequency Data pp. 23-45

Markus Bibinger

Efficient Estimation of an Additive Quantile Regression Model pp. 46-62

Yebin Cheng, Jan G. Gooijer and Dawit Zerom

Comparing Conditional Quantile Curves pp. 63-88

Holger Dette, Jens Wagener and Stanislav Volgushev

Series Estimation in Partially Linear In‐Slide Regression Models pp. 89-107

Jinhong You, Xian Zhou and Yong Zhou

Estimators Based on Data‐Driven Generalized Weighted Cramér‐von Mises Distances under Censoring – with Applications to Mixture Models pp. 108-129

Eric Beutner and Laurent Bordes

Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means pp. 130-146

Ximing Wu and Suojin Wang

Testing for Equivalence of Means under Heteroskedasticity by an Approximate Solution of a Partial Differential Equation of Infinite Order pp. 147-168

Martin Bachmaier

ROC Curves in Non‐Parametric Location‐Scale Regression Models pp. 169-184

Wenceslao González‐manteiga, Juan Carlos Pardo‐fernández and Ingrid Van Keilegom

Volume 37, issue 4, 2010

The Dantzig Selector in Cox's Proportional Hazards Model pp. 531-552

Anestis Antoniadis, Piotr Fryzlewicz and Frédérique Letué

A Class of Convolution‐Based Models for Spatio‐Temporal Processes with Non‐Separable Covariance Structure pp. 553-567

Alexandre Rodrigues and Peter J. Diggle

Two‐Sample Bootstrap Hypothesis Tests for Three‐Dimensional Labelled Landmark Data pp. 568-587

Simon P. Preston and Andrew T. A. Wood

Influence Functions for Dimension Reduction Methods: An Example Influence Study of Principal Hessian Direction Analysis pp. 588-611

Luke A. Prendergast and Jodie A. Smith

On the Bumpy Road to the Dominant Mode pp. 612-631

Hua Zhou and Kenneth L. Lange

Flat and Multimodal Likelihoods and Model Lack of Fit in Curved Exponential Families pp. 632-643

Rolf Sundberg

Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data pp. 644-663

Liugen Xue

Optimal Composite Markers for Time‐Dependent Receiver Operating Characteristic Curves with Censored Survival Data pp. 664-679

Hung Hung and Chin‐tsang Chiang

Inverse Probability of Censoring Weighted U‐statistics for Right‐Censored Data with an Application to Testing Hypotheses pp. 680-700

Somnath Datta, Dipankar Bandyopadhyay and Glen A. Satten

Goodness‐of‐Fit Tests for Bivariate and Multivariate Skew‐Normal Distributions pp. 701-714

Simos G. Meintanis and Zdeněk Hlávka

Volume 37, issue 3, 2010

Asymptotics for the Hirsch Index pp. 355-364

Jan Beirlant and John Einmahl

Likelihood Inference for Unions of Interacting Discs pp. 365-381

Jesper Møller and Kateřina Helisová

Count Data Models with Correlated Unobserved Heterogeneity pp. 382-402

Stefan Boes

A Model Validation Procedure when Covariate Data are Missing at Random pp. 403-421

Lei Jin and Suojin Wang

Goodness‐of‐Fit Test for Monotone Functions pp. 422-441

Cécile Durot and Laurence Reboul

On Variance Components in Semiparametric Mixed Models for Longitudinal Data pp. 442-457

Zaixing Li and Lixing Zhu

A Non‐Parametric Estimator of the Spectral Density of a Continuous‐Time Gaussian Process Observed at Random Times pp. 458-476

Jean‐marc Bardet and Pierre R. Bertrand

Weak Convergence of the Regularization Path in Penalized M‐Estimation pp. 477-495

Jean‐francois Germain and Francois Roueff

Transformation and Smoothing in Sample Survey Data pp. 496-513

Yanyuan Ma and Alan H. Welsh

Conditional and Restricted Pareto Sampling: Two New Methods for Unequal Probability Sampling pp. 514-530

Lennart Bondesson

Volume 37, issue 2, 2010

Biases and Uncertainty in Climate Projections pp. 179-199

Christoph M. Buser, Hans R. Künsch and Alain Weber

Parameter Estimation for a Bidimensional Partially Observed Ornstein–Uhlenbeck Process with Biological Application pp. 200-220

Benjamin Favetto and Adeline Samson

Some General Comparative Points on Chao's and Zelterman's Estimators of the Population Size pp. 221-236

Dankmar Böhning

Robust Estimation for Zero‐Inflated Poisson Regression pp. 237-252

Daniel B. Hall and Jing Shen

An Orthogonality‐Based Estimation of Moments for Linear Mixed Models pp. 253-263

Ping Wu and Li Xing Zhu

Disagreement Loop and Path Creation/Annihilation Algorithms for Binary Planar Markov Fields with Applications to Image Segmentation pp. 264-285

Tomasz Schreiber and Marie‐colette van Lieshout

On the Validity of the Bootstrap in Non‐Parametric Functional Regression pp. 286-306

Frédéric Ferraty, Ingrid Van Keilegom and Philippe Vieu

Bias Reduction of Likelihood Estimators in Semiparametric Frailty Models pp. 307-320

Il Do Ha, Maengseok Noh and Youngjo Lee

Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion pp. 321-337

Sylvain Sardy and Paul Tseng

A Spline‐Based Semiparametric Maximum Likelihood Estimation Method for the Cox Model with Interval‐Censored Data pp. 338-354

Ying Zhang, Lei Hua and Jian Huang

Volume 37, issue 1, 2010

Editorial pp. 1-1

Juha Alho and Paavo Salminen

Structured Spatio‐Temporal Shot‐Noise Cox Point Process Models, with a View to Modelling Forest Fires pp. 2-25

Jesper Møller and Carlos Díaz‐avalos

Polynomial Spline Estimation for a Generalized Additive Coefficient Model pp. 26-46

Lan Xue and Hua Liang

On the Estimation of Integrated Covariance Functions of Stationary Random Fields pp. 47-66

Ursa Pantle, Volker Schmidt and Evgeny Spodarev

Stochastic Differential Mixed‐Effects Models pp. 67-90

Umberto Picchini, Andrea de Gaetano and Susanne Ditlevsen

Semiparametric Density Deconvolution pp. 91-108

Martin L. Hazelton and Berwin A. Turlach

On Bias Reduction in Robust Inference for Generalized Linear Models pp. 109-125

Wasimul Bari and Brajendra C. Sutradhar

Estimating Optimal Dynamic Regimes: Correcting Bias under the Null pp. 126-146

Erica E. M. Moodie and Thomas S. Richardson

New Tests of Spatial Segregation Based on Nearest Neighbour Contingency Tables pp. 147-165

Elvan Ceyhan

Krylov Sequences as a Tool for Analysing Iterated Regression Algorithms pp. 166-175

Anders Björkström