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 36, issue 4, 2009

Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection pp. 577-601

Sylvain Sardy

Covariate Selection for the Semiparametric Additive Risk Model pp. 602-619

Torben Martinussen and Thomas H. Scheike

Variable Selection for Panel Count Data via Non‐Concave Penalized Estimating Function pp. 620-635

Xingwei Tong, Xin He, Liuquan Sun and Jianguo Sun

Accelerated Recurrence Time Models pp. 636-648

Yijian Huang and Limin Peng

Non‐parametric Tests for Recurrent Events under Competing Risks pp. 649-670

Jean‐yves Dauxois and Sophie Sencey

Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random pp. 671-685

Liugen Xue

Diagnostic Measures for Generalized Linear Models with Missing Covariates pp. 686-712

Hongtu Zhu, Joseph G. Ibrahim and Xiaoyan Shi

Estimation and Inference Based on Neumann Series Approximation to Locally Efficient Score in Missing Data Problems pp. 713-734

Hua Yun Chen

Improved Prediction Intervals and Distribution Functions pp. 735-748

Paolo Vidoni

Log‐density Deconvolution by Wavelet Thresholding pp. 749-763

Jérémie Bigot and Sebastien Van Bellegem

End‐Point Estimation for Decreasing Densities: Asymptotic Behaviour of the Penalized Likelihood Ratio pp. 764-781

Jayanta Kumar Pal

Goodness‐of‐Fit Tests for Multiplicative Models with Dependent Data pp. 782-799

Holger Dette, Juan Carlos Pardo‐fernández and Ingrid Van Keilegom

Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes pp. 800-821

Marios Sergides and Efstathios Paparoditis

Extensions of a Conflict Measure of Inconsistencies in Bayesian Hierarchical Models pp. 822-838

Jørund Gåsemyr and Bent Natvig

Hybrid Samplers for Ill‐Posed Inverse Problems pp. 839-853

Radu Herbei and W. McKEAGUE Ian

Volume 36, issue 3, 2009

Single‐Index Additive Vector Autoregressive Time Series Models pp. 369-388

Yehua Li and Marc G. Genton

Local Power Analyses of Goodness‐of‐fit Tests for Copulas pp. 389-412

Daniel Berg and Jean‐françois Quessy

Empirical Likelihood for Non‐Smooth Criterion Functions pp. 413-432

Elisa M. Molanes Lopez, Ingrid Van Keilegom and Noël Veraverbeke

Empirical Likelihood‐Based Inferences for Generalized Partially Linear Models pp. 433-443

Hua Liang, Yongsong Qin, Xinyu Zhang and David Ruppert

Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood pp. 444-462

Yanqing Sun, Rajeshwari Sundaram and Yichuan Zhao

Simpson's Paradox in Survival Models pp. 463-480

Clelia Di Serio, Yosef Rinott and Marco Scarsini

Marginal Regression Analysis for Semi‐Competing Risks Data Under Dependent Censoring pp. 481-500

A. Adam Ding, Guangkai Shi, Weijing Wang and Jin‐jian Hsieh

Generalized Augmentation to Control the False Discovery Exceedance in Multiple Testing pp. 501-517

Alessio Farcomeni

Change‐Point Tests for the Error Distribution in Non‐parametric Regression pp. 518-541

Natalie Neumeyer and Ingrid Van Keilegom

An Optimal Retrospective Change Point Detection Policy pp. 542-558

Albert Vexler and Chengqing Wu

Parameterizations and Fitting of Bi‐directed Graph Models to Categorical Data pp. 559-576

Monia Lupparelli, Giovanni M. Marchetti and Wicher P. Bergsma

Volume 36, issue 2, 2009

Collapsibility for Directed Acyclic Graphs pp. 185-203

Xianchao Xie and Zhi Geng

Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals pp. 204-228

Natalie Neumeyer

Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models pp. 229-247

Wangli Xu and Lixing Zhu

An Adaptive Two‐stage Estimation Method for Additive Models pp. 248-269

Lu Lin, Xia Cui and Lixing Zhu

Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps pp. 270-296

Cecilia Mancini

Bayesian Semiparametric Modelling in Quantile Regression pp. 297-319

Athanasios Kottas and Milovan Krnjajić

Posterior Predictive p‐values in Bayesian Hierarchical Models pp. 320-336

Gunnhildur Högnadóttir Steinbakk and Geir Olve Storvik

Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions pp. 337-354

McVINISH Ross, Judith Rousseau and Kerrie Mengersen

Empirical Bayes Estimation of Small Area Means under a Nested Error Linear Regression Model with Measurement Errors in the Covariates pp. 355-369

Mahmoud Torabi, Gauri S. Datta and J. N. K. Rao

Volume 36, issue 1, 2009

Approximate Bayesian Inference in Spatial Generalized Linear Mixed Models pp. 1-22

Jo Eidsvik, Sara Martino and Håvard Rue

The Multi‐scale Marked Area‐interaction Point Process: A Model for the Spatial Pattern of Trees pp. 23-41

Nicolas Picard, Avner Bar‐hen, Frédéric Mortier and Joël Chadœuf

Models for Dependent Extremes Using Stable Mixtures pp. 42-59

Anne‐laure Fougères, John P. Nolan and Holger Rootzén

Parametric Estimation Procedures in Multivariate Generalized Pareto Models pp. 60-75

René Michel

Posterior Analysis for Normalized Random Measures with Independent Increments pp. 76-97

Lancelot F. James, Antonio Lijoi and Igor Prünster

Saddlepoint‐Based Bootstrap Inference for Quadratic Estimating Equations pp. 98-111

Robert L. Paige, A. Alexandre Trindade and P. Harshini Fernando

Variance Reduction in Smoothing Splines pp. 112-126

Robert L. Paige, Shan Sun and Keyi Wang

Kernel Likelihood Inference for Time Series pp. 127-140

Carlo Grillenzoni

Cressie–Read Power‐Divergence Statistics for Non‐Gaussian Vector Stationary Processes pp. 141-156

Hiroaki Ogata and Masanobu Taniguchi

Normal Mixture Quasi‐maximum Likelihood Estimator for GARCH Models pp. 157-170

Taewook Lee and Sangyeol Lee

Strong Consistency of the Maximum Likelihood Estimator for Finite Mixtures of Location–Scale Distributions When Penalty is Imposed on the Ratios of the Scale Parameters pp. 171-184

Kentaro Tanaka

Volume 35, issue 4, 2008

Simplex Mixed‐Effects Models for Longitudinal Proportional Data pp. 577-596

Zhenguo Qiu, Peter X.‐K. Song and Ming Tan

On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data pp. 597-612

Brajendra C. Sutradhar, Vandna Jowaheer and Gary Sneddon

Non‐parametric Maximum Likelihood Estimation for Cox Regression with Subject‐Specific Measurement Error pp. 613-628

C. Y. Wang

Focused Information Criterion for Capture–Recapture Models for Closed Populations pp. 629-649

Francesco Bartolucci and Monia Lupparelli

Estimating the Basic Reproductive Number in the General Epidemic Model with an Unknown Initial Number of Susceptible Individuals pp. 650-663

Eric H. Y. Lau and Paul S. F. Yip

Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function pp. 664-676

Tore Kleppe and Hans J. Skaug

Adaptive Proposal Construction for Reversible Jump MCMC pp. 677-690

Ricardo Ehlers and Stephen P. Brooks

On the Second‐Order Random Walk Model for Irregular Locations pp. 691-700

Finn Lindgren and Håvard Rue

Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case pp. 701-718

Claudia Klüppelberg, Gabriel Kuhn and Liang Peng

Non‐parametric Regression Tests Using Dimension Reduction Techniques pp. 719-738

Berthold R. Haag

Uniform in Bandwidth Estimation of Integral Functionals of the Density Function pp. 739-761

Evarist Giné and David M. Mason

Correction Note to ‘‘Density Approximation by Summary Statistics: An Information‐theoretic Approach’’ pp. 762-762

Zvi Gilula and Shelby J. Haberman

Volume 35, issue 3, 2008

The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models pp. 385-399

Piet Groeneboom, Geurt Jongbloed and Jon A. Wellner

Control Variates for the Metropolis–Hastings Algorithm pp. 400-414

Hugo Hammer and Håkon Tjelmeland

Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis pp. 415-437

Frank Critchley and M. C. Jones

The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes pp. 438-465

Julie Lyng Forman and Michael Sørensen

A List Sequential Sampling Method Suitable for Real‐Time Sampling pp. 466-483

Lennart Bondesson and Daniel Thorburn

Empirical Bayes Confidence Intervals for Means of Natural Exponential Family‐Quadratic Variance Function Distributions with Application to Small Area Estimation pp. 484-495

Malay Ghosh and Tapabrata Maiti

Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification pp. 496-523

Chunming Zhang

Bayesian Non‐Parametric Estimation of Smooth Hazard Rates for Seismic Hazard Assessment pp. 524-539

Luca La Rocca

Bayesian Semiparametric Cure Rate Model with an Unknown Threshold pp. 540-556

Luis E. Nieto‐barajas and Guosheng Yin

Estimation Strategies for Censored Lifetimes with a Lexis‐Diagram Type Model pp. 557-576

Elodie Brunel, Fabienne Comte and Agathe Guilloux

Volume 35, issue 2, 2008

Non‐parametric Estimation of a Survival Function with Two‐stage Design Studies pp. 193-211

Gang Li and Chi‐hong Tseng

Semiparametric Inference for ROC Curves with Censoring pp. 212-227

Hua Liang and Yong Zhou

Non‐parametric Regression with Dependent Censored Data pp. 228-247

Anouar El Ghouch and Ingrid Van Keilegom

Nonlinear Censored Regression Using Synthetic Data pp. 248-265

Michel Delecroix, Olivier Lopez and Valentin Patilea

Optimal Sequential Design in a Controlled Non‐parametric Regression pp. 266-285

Sam Efromovich

Local Influence in Generalized Estimating Equations pp. 286-294

Kang‐mo Jung

Iterated Bootstrap‐t Confidence Intervals for Density Functions pp. 295-308

Yvonne H. S. Ho and Stephen M. S. Lee

Likelihood Ratio Testing for Hidden Markov Models Under Non‐standard Conditions pp. 309-321

Jörn Dannemann and Hajo Holzmann

Intensity Estimation for Spatial Point Processes Observed with Noise pp. 322-334

Lionel Cucala

Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm pp. 335-353

Ravi Varadhan and Christophe Roland

Properties of Bayes Factors Based on Test Statistics pp. 354-368

Valen E. Johnson

Non‐parametric Bayesian Inference for Integrals with respect to an Unknown Finite Measure pp. 369-384

Torkel Erhardsson

Volume 35, issue 1, 2008

Tracking Edges, Corners and Vertices in an Image pp. 1-17

Peter Hall, Peihua Qiu and Christian Rau

A Kernel Variogram Estimator for Clustered Data pp. 18-37

Raquel Menezes, Pilar Garcia‐soidán and Manuel Febrero‐bande

Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data pp. 38-63

Magnus Ekström

ML, PL, QL in Markov Chain Models pp. 64-82

Nils Lid Hjort and Cristiano Varin

Inconsistency of the MLE for the Joint Distribution of Interval‐Censored Survival Times and Continuous Marks pp. 83-103

Marloes H. Maathuis and Jon A. Wellner

Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions pp. 104-118

Yang Bai, Zhongyi Zhu and Wing K. Fung

A Scale‐space Approach for Detecting Non‐stationarities in Time Series pp. 119-138

Lena R. Olsen, Sigrunn H. Sørbye and Fred Godtliebsen

Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth pp. 139-157

José E. Chacón, Jesús Montanero and Agustín G. Nogales

Robust Inference in Conditionally Linear Nonlinear Regression Models pp. 158-168

Robert L. Paige and P. Harshini Fernando

Correlated Binary Variables and Multi‐level Probability Assessments pp. 169-185

Michail Papathomas

A Z‐theorem with Estimated Nuisance Parameters and Correction Note for ‘Weighted Likelihood for Semiparametric Models and Two‐phase Stratified Samples, with Application to Cox Regression’ pp. 186-192

Norman E. Breslow and Jon A. Wellner