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 34, issue 4, 2007

Modern Statistics for Spatial Point Processes* pp. 643-684

Jesper Møller and Rasmus P. Waagepetersen

Latent Variable Modelling: A Survey* pp. 712-745

Anders Skrondal and Sophia Rabe‐hesketh

Putting a Price on Temperature* pp. 746-767

Fred Espen Benth, Jūratė Šaltytė Benth and Steen Koekebakker

Problem Solving is Often a Matter of Cooking Up an Appropriate Markov Chain* pp. 768-780

Olle Häggström

Convergence of Heavy‐tailed Monte Carlo Markov Chain Algorithms pp. 781-815

Søren F. Jarner and Gareth O. Roberts

A Robust Conflict Measure of Inconsistencies in Bayesian Hierarchical Models pp. 816-828

Fredrik A. Dahl, Jørund Gåsemyr and Bent Natvig

Functionally Compatible Local Characteristics for the Local Specification of Priors in Graphical Models pp. 829-840

Claudio Asci and Mauro Piccioni

Semiparametric Regression with Kernel Error Model pp. 841-869

Ao Yuan and Jan G. Gooijer

Non‐parametric Maximum‐Likelihood Estimation in a Semiparametric Mixture Model for Competing‐Risks Data pp. 870-895

I‐shou Chang, Chao A. Hsiung, Chi‐chung Wen, Yuh‐jenn Wu and Che‐chi Yang

Volume 34, issue 3, 2007

Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines pp. 451-477

Jianhua Z. Huang, Liangyue Zhang and Lan Zhou

On Confounding, Prediction and Efficiency in the Analysis of Longitudinal and Cross‐sectional Clustered Data pp. 478-498

Stijn Vansteelandt

Approximation of the Distribution of the Location Parameter in the Growth Curve Model pp. 499-510

Tõnu Kollo, Anu Roos and Dietrich von Rosen

Non‐parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise pp. 511-534

Axel Munk, Natalie Neumeyer and Achim Scholz

Semiparametric Mixtures of Generalized Exponential Families pp. 535-551

Richard Charnigo and Ramani S. Pilla

Estimating the Upper Support Point in Deconvolution pp. 552-568

Lucie Aarts, Piet Groeneboom and Geurt Jongbloed

Degeneracy in the Maximum Likelihood Estimation of Univariate Gaussian Mixtures for Grouped Data and Behaviour of the EM Algorithm pp. 569-586

Christophe Biernacki

A Spatio‐Temporal Model for Functional Magnetic Resonance Imaging Data – with a View to Resting State Networks pp. 587-614

Eva B. Vedel Jensen and Thordis L. Thorarinsdottir

Perfect Simulation for Length‐interacting Polygonal Markov Fields in the Plane pp. 615-625

M. N. M. van Lieshout and T. Schreiber

On Rates of Convergence for Bayesian Density Estimation pp. 626-642

Catia Scricciolo

Volume 34, issue 2, 2007

Exact Bayesian Inference and Model Selection for Stochastic Models of Epidemics Among a Community of Households pp. 259-274

Damian Clancy and Philip D. O'Neill

Some Results on the Control of the False Discovery Rate under Dependence pp. 275-297

Alessio Farcomeni

Lévy Copulas: Dynamics and Transforms of Upsilon Type pp. 298-316

Ole E. Barndorff‐nielsen and Alexander M. Lindner

Conditional Functional Principal Components Analysis pp. 317-335

Hervé Cardot

A Composite Likelihood Cross‐validation Approach in Selecting Bandwidth for the Estimation of the Pair Correlation Function pp. 336-346

Yongtao Guan

Tests and Confidence Intervals for an Extended Variance Component Using the Modified Likelihood Ratio Statistic pp. 347-364

Ole F. Christensen, Morten Frydenberg, Jens L. Jensen and Jørgen G. Pedersen

On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates pp. 365-383

Jinhong You and Haibo Zhou

Estimating a Convex Function in Nonparametric Regression pp. 384-404

Melanie Birke and Holger Dette

Checking the Grouped Data Version of the Cox Model for Interval‐grouped Survival Data pp. 405-418

Christian B. Pipper and Christian Ritz

Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator pp. 419-431

Montserrat Guillen, Jens P. Nielsen and Ana M. Perez‐marin

Likelihood for Generally Coarsened Observations from Multistate or Counting Process Models pp. 432-450

Daniel Commenges and Anne Gégout‐petit

Volume 34, issue 1, 2007

Editorial pp. 1-2

Ørnulf Borgan and Bo Lindqvist

Regression Analysis for Multistate Models Based on a Pseudo‐value Approach, with Applications to Bone Marrow Transplantation Studies pp. 3-16

Per K. Andersen and John P. Klein

Direct Modelling of Regression Effects for Transition Probabilities in Multistate Models pp. 17-32

Thomas H. Scheike and Mei‐jie Zhang

Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations pp. 33-52

Daniel Commenges, Pierre Joly, Anne Gégout‐petit and Benoit Liquet

Dynamic Analysis of Recurrent Event Data with Missing Observations, with Application to Infant Diarrhoea in Brazil pp. 53-69

Ørnulf Borgan, Rosemeire L. Fiaccone, Robin Henderson and Mauricio L. Barreto

Dynamic Prediction by Landmarking in Event History Analysis pp. 70-85

Hans C. van Houwelingen

Weighted Likelihood for Semiparametric Models and Two‐phase Stratified Samples, with Application to Cox Regression pp. 86-102

Norman E. Breslow and Jon A. Wellner

Stratified Case‐Cohort Analysis of General Cohort Sampling Designs pp. 103-119

Sven Ove Samuelsen, Hallvard Ånestad and Anders Skrondal

Use of Cohort Information in the Design and Analysis of Case‐Control Studies pp. 120-136

Bryan Langholz

Cohort Sampling Schemes for the Mantel–Haenszel Estimator pp. 137-154

Larry Goldstein and Bryan Langholz

What can Statistics Contribute to a Causal Understanding? pp. 155-168

Odd O. Aalen and Arnoldo Frigessi

Graphical Models for Composable Finite Markov Processes pp. 169-185

Vanessa Didelez

Structural Nested Models and Standard Software: A Mathematical Foundation through Partial Likelihood pp. 186-206

Judith J. Lok

A Mixed Model Approach for Geoadditive Hazard Regression pp. 207-228

Thomas Kneib and Ludwig Fahrmeir

Bayesian Survival Analysis in Proportional Hazard Models with Logistic Relative Risk pp. 229-257

Pierpaolo de Blasi and Nils Lid Hjort

Volume 33, issue 4, 2006

Semiparametric Global Cross‐ratio Models for Bivariate Censored Data pp. 609-619

Debashis Ghosh

Tests in a Case–control Design Including Relatives pp. 621-635

Stefanie Biedermann, Eva Nagel, Axel Munk, Hajo Holzmann and Ansgar Steland

Estimation of the Association for Bivariate Interval‐censored Failure Time Data pp. 637-649

Liuquan Sun, Lianming Wang and Jianguo Sun

Parameter Estimation in Pair‐hidden Markov Models pp. 651-671

Ana Arribas‐gil, Elisabeth Gassiat and Catherine Matias

A Semiparametric Binary Regression Model Involving Monotonicity Constraints pp. 673-697

Moulinath Banerjee, Pinaki Biswas and Debashis Ghosh

Pareto Sampling versus Sampford and Conditional Poisson Sampling pp. 699-720

Lennart Bondesson, Imbi Traat and Anders Lundqvist

A Simulation‐based Goodness‐of‐fit Test for Random Effects in Generalized Linear Mixed Models pp. 721-731

Rasmus Waagepetersen

Semiparametric Estimation of a Two‐component Mixture Model where One Component is known pp. 733-752

Laurent Bordes, Céline Delmas and Pierre Vandekerkhove

Identifiability of Finite Mixtures of Elliptical Distributions pp. 753-763

Hajo Holzmann, Axel Munk and Tilmann Gneiting

Objective Testing Procedures in Linear Models: Calibration of the p‐values pp. 765-784

F. Javier Girón, M. Lina Martínez, Elías Moreno and Francisco Torres

Linear‐representation Based Estimation of Stochastic Volatility Models pp. 785-806

Christian Francq and Jean-Michel Zakoian

Multilayer Perceptron with Functional Inputs: an Inverse Regression Approach pp. 807-823

Louis Ferré and Nathalie Villa

Parametric Estimation for Subordinators and Induced OU Processes pp. 825-847

Geurt Jongbloed and Frank H. van der Meulen

Integrated Square Error Asymptotics for Supersmooth Deconvolution pp. 849-860

Hajo Holzmann and Leif Boysen

Two‐stage U‐statistics for Hypothesis Testing pp. 861-873

Hwai‐chung Ho and Grace S. Shieh

Penalized Projection Estimator for Volatility Density pp. 875-893

F. Comte and V. Genon‐catalot

Volume 33, issue 3, 2006

Comparison of Regression Curves with Censored Responses pp. 409-434

Juan Carlos Pardo‐fernández and Ingrid Van Keilegom

Robust Tests in Semiparametric Partly Linear Models pp. 435-450

Ana Bianco, Graciela Boente and Elena Martínez

A Simple Estimator of Error Correlation in Non‐parametric Regression Models pp. 451-462

Byeong U. Park, Young Kyung Lee, Tae Yoon Kim and Cheolyong Park

Testing Constancy for Isotonic Regressions pp. 463-475

Ana Colubi, J. Santos Domínguez‐menchero and Gil González‐rodríguez

Comparison of Separable Components in Different Samples pp. 477-501

Natalie Neumeyer and Stefan Sperlich

Estimation of Wood Fibre Length Distributions from Censored Data through an EM Algorithm pp. 503-522

Ingrid Svensson, Sara Sjöstedt‐ de Luna and Lennart Bondesson

On Optimal Point and Block Prediction in Log‐Gaussian Random Fields pp. 523-540

Victor de Oliveira

Estimation of Polygons and Areas pp. 541-559

Anna H. Persson, Lennart Bondesson and Niclas Börlin

On the Unification of Families of Skew‐normal Distributions pp. 561-574

Reinaldo B. Arellano‐valle and Adelchi Azzalini

A Note on Collapsibility in DAG Models of Contingency Tables pp. 575-590

Sung‐ho Kim and Seong‐ho Kim

Empirical and Hierarchical Bayesian Estimation in Finite Population Sampling under Structural Measurement Error Models pp. 591-608

Malay Ghosh, Karabi Sinha and Dalho Kim

Volume 33, issue 2, 2006

Inference on Survival Data with Covariate Measurement Error – An Imputation‐based Approach pp. 169-190

Yi Li and Louise Ryan

Rate/Mean Regression for Multiple‐Sequence Recurrent Event Data with Missing Event Category pp. 191-207

Douglas Schaubel and Jianwen Cai

On a Posterior Predictive Density Sample Size Criterion pp. 209-218

Theodoros Nicoleris and Stephen G. Walker

Computations via Auxiliary Random Functions for Survival Models pp. 219-226

Purushottam W. Laud, Paul Damien and Stephen G. Walker

False Discovery Control for Multiple Tests of Association Under General Dependence pp. 227-237

Nicolai Meinshausen

On the Relationship between Directional and Omnibus Statistical Tests pp. 239-246

Qian H. Li and Stephen W. Lagakos

Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property pp. 247-257

Mathias Drton and Michael Eichler

Estimation of Integrated Volatility in Continuous‐Time Financial Models with Applications to Goodness‐of‐Fit Testing pp. 259-278

Holger Dette, Mark Podolskij and Mathias Vetter

On the Distance Between Cumulative Sum Diagram and Its Greatest Convex Minorant for Unequally Spaced Design Points pp. 279-291

Jayanta Kumar Pal and Michael Woodroofe

Simultaneous Wavelet Deconvolution in Periodic Setting pp. 293-306

Daniela de Canditiis and Marianna Pensky

Non‐parametric Estimation of Tail Dependence pp. 307-335

Rafael Schmidt and Ulrich Stadtmüller

Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation pp. 337-366

Christian Genest, Jean‐françois Quessy and Bruno Remillard

Consistency of the Semi‐parametric MLE in Linear Regression Models with Interval‐censored Data pp. 367-378

Qiqing Yu, George Y. C. Wong and Fanhui Kong

Quadratic Artificial Likelihood Functions Using Estimating Functions pp. 379-390

Jinfang Wang

Hypotheses Testing: Poisson Versus Self‐exciting pp. 391-408

Sergueï Dachian and Yury A. Kutoyants

Volume 33, issue 1, 2006

Rank Regression Analysis of Multivariate Failure Time Data Based on Marginal Linear Models pp. 1-23

Z. Jin, D. Y. Lin and Z. Ying

Bayesian Inference from Case–cohort Data with Multiple End‐points pp. 25-36

Sangita Kulathinal and Elja Arjas

Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution pp. 37-51

James P. Hobert, Galin L. Jones and Christian P. Robert

Bayesian Geostatistical Design pp. 53-64

Peter Diggle and Søren Lophaven

On Block Ordering of Variables in Graphical Modelling pp. 65-81

Alberto Roverato and Luca La Rocca

Parameter Estimation for a Discretely Observed Integrated Diffusion Process pp. 83-104

Arnaud Gloter

Conjugacy as a Distinctive Feature of the Dirichlet Process pp. 105-120

Lancelot F. James, Antonio Lijoi and Igor Prünster

Residuals in the Extended Growth Curve Model pp. 121-138

Jemila Seid Hamid and Dietrich von Rosen

Large Sample Approximation of the Distribution for Convex‐Hull Estimators of Boundaries pp. 139-151

S.‐O. Jeong and B. U. Park

Empirical Likelihood Confidence Region for Parameters in Semi‐linear Errors‐in‐Variables Models pp. 153-168

Hengjian Cui and Efang Kong