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
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 32, issue 4, 2005

Likelihood Ratio Tests Under Local and Fixed Alternatives in Monotone Function Problems pp. 507-525

Moulinath Banerjee

Non‐parametric Quantile Regression with Censored Data pp. 527-550

Ali Gannoun, Jerome Saracco, Ao Yuan and George E. Bonney

A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data pp. 551-562

Jan W. H. Swanepoel and Francois C. van Graan

Uniform Representation of Product‐Limit Integrals with Applications pp. 563-581

César Sánchez Sellero, Wenceslao González Manteiga and Ingrid Van Keilegom

Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes pp. 583-597

Henghsiu Tsai and K. S. Chan

Goodness‐of‐fit Tests Based on the Kernel Density Estimator pp. 599-616

Ricardo Cao and Gabor Lugosi

Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes pp. 617-637

Ole Eiler Barndorff‐nielsen and Robert Stelzer

Rates of Convergence for a Bayesian Level Set Estimation pp. 639-660

Ghislaine Gayraud and Judith Rousseau

Volume 32, issue 3, 2005

A Shot‐Noise Model for Paper Fibres with Non‐uniform Random Orientations pp. 351-363

Jan‐olof Johansson and Ola Hössjer

Covariate Adjusted Correlation Analysis via Varying Coefficient Models pp. 365-383

Damla Şentürk and Hans‐georg Müller

Influence Functions for Sliced Inverse Regression pp. 385-404

L. A. Prendergast

Confidence Intervals for Current Status Data pp. 405-424

Moulinath Banerjee and Jon A. Wellner

On Goodness‐of‐Fit Tests for Aalen's Additive Risk Model pp. 425-445

Axel Gandy and Uwe Jensen

Bayesian Survival Analysis Using Bernstein Polynomials pp. 447-466

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

Asymptotic Normality of Kernel‐Type Deconvolution Estimators pp. 467-483

Bert van Es and Hae‐won Uh

Cross‐validation Bandwidth Matrices for Multivariate Kernel Density Estimation pp. 485-506

Tarn Duong and Martin L. Hazelton

Volume 32, issue 2, 2005

The Skew‐normal Distribution and Related Multivariate Families* pp. 159-188

Adelchi Azzalini

Discussion of ‘‘The Skew‐normal’’ pp. 189-198

Marc G. Genton

Rejoinder pp. 199-200

Adelchi Azzalini

Teletraffic as a Stochastic Playground* pp. 201-215

Ilkka Norros

Discussion of ‘‘Teletraffic’’ pp. 217-218

Armand M. Makowski

Discussion of ‘‘Teletraffic’’ pp. 219-221

Ryszard Szekli

Functional Modelling and Classification of Longitudinal Data* pp. 223-240

Hans‐georg Müller

Discussion of ‘‘Functional Modelling’’ pp. 241-241

Ivar Heuch

Discussion of ‘‘Functional Modelling’’ pp. 241-242

Rima Izem

Discussion of ‘‘Functional Modelling’’ pp. 243-243

James O. Ramsay

Rejoinder pp. 245-246

Hans‐georg Müller

On the Breakdown Properties of Some Multivariate M‐Functionals* pp. 247-264

Lutz Dümbgen and David E. Tyler

Bayesian inference for epidemics with two levels of mixing pp. 265-280

Nikolaos Demiris and Philip D. O'Neill

Linear Discriminant Analysis of Multivariate Spatial–Temporal Regressions pp. 281-294

Jūratė Šaltytė‐benth and Kȩstutis Dučinskas

A Unified Approach to the Characterization of Equivalence Classes of DAGs, Chain Graphs with no Flags and Chain Graphs pp. 295-312

Alberto Roverato

Subsample distribution distance and McMC convergence pp. 313-326

Urban Hjorth and Anna Vadeby

On Maximum Depth and Related Classifiers pp. 327-350

Anil K. Ghosh and Probal Chaudhuri

Volume 32, issue 1, 2005

Pseudo Self‐Consistent Estimation of a Copula Model with Informative Censoring pp. 1-20

Hongyu Jiang, Jason P. Fine, Michael R. Kosorok and Rick Chappell

Semiparametric Time‐Varying Coefficients Regression Model for Longitudinal Data pp. 21-47

Yanqing Sun and Hulin Wu

Generalized Log‐Rank Tests for Interval‐Censored Failure Time Data pp. 49-57

Jianguo Sun, Qiang Zhao and Xingqiu Zhao

Maximum Likelihood Estimation in a Semiparametric Logistic/Proportional‐Hazards Mixture Model pp. 59-75

Hong‐bin Fang, Gang Li and Jianguo Sun

Kernel Estimation of Rate Function for Recurrent Event Data pp. 77-91

Chin‐tsang Chiang, Mei‐cheng Wang and Chiung‐yu Huang

Marginal Regression for Binary Longitudinal Data in Adaptive Clinical Trials pp. 93-113

Brajendra C. Sutradhar, Atanu Biswas and Wasimul Bari

Asymptotic Normality in Mixtures of Power Series Distributions pp. 115-131

Dankmar Böhning and Valentin Patilea

A Study of Blockwise Wavelet Estimates Via Lower Bounds for a Spike Function pp. 133-158

Sam Efromovich

Volume 31, issue 4, 2004

Goodness of Fit via Non‐parametric Likelihood Ratios pp. 487-513

Gerda Claeskens and Nils Lid Hjort

Functional Coefficient Regression Models for Non‐linear Time Series: A Polynomial Spline Approach pp. 515-534

Jianhua Z. Huang and Haipeng Shen

Collapsibility of Graphical CG‐Regression Models pp. 535-551

Vanessa Didelez and David Edwards

Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions pp. 553-566

Masayuki Uchida

On Non‐parametric Testing, the Uniform Behaviour of the t‐test, and Related Problems pp. 567-584

Joseph P. Romano

A Dimensional CLT for Non‐Central Wilks’ Lambda in Multivariate Analysis pp. 585-601

Ronald W. Butler and Andrew T. A. Wood

Comparison of Within‐Subject Covariance Matrices in 2 × 2 Crossover Trials with Multivariate Response pp. 603-612

Niclas Sjögren and Olivier Guilbaud

Minimum Contrast Estimation for Fractional Diffusions pp. 613-628

Carenne Ludeña

Efficiency of a Linear Combination of the Median and the Sample Mean: The Double Truncated Normal Distribution pp. 629-637

Gabriela Damilano and Pedro Puig

Volume 31, issue 3, 2004

On Robust and Efficient Designs for Risk Estimation in Epidemiological Studies pp. 319-331

Holger Dette

Local Linear Additive Quantile Regression pp. 333-346

Keming Yu and Zudi Lu

Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes pp. 347-366

Tina Herberts and Uwe Jensen

Quasi‐Likelihood Regression with Multiple Indices and Smooth Link and Variance Functions pp. 367-386

Jeng‐Min Chiou and Hans‐Georg Müller

Variance Estimation in Spatial Regression Using a Non‐parametric Semivariogram Based on Residuals pp. 387-401

Hyon‐Jung Kim and Dennis D. Boos

On Parametric Bootstrapping and Bayesian Prediction pp. 403-416

Tadayoshi Fushiki, Fumiyasu Komaki and Kazuyuki Aihara

Inference for Observations of Integrated Diffusion Processes pp. 417-429

Susanne Ditlevsen and Michael Sørensen

Outlier Identification Procedures for Contingency Tables using Maximum Likelihood and L1 Estimates pp. 431-442

Sonja Kuhnt

Goodness‐of‐fit Tests for Mixed Models pp. 443-458

Christian Ritz

Flexible Class of Skew‐Symmetric Distributions pp. 459-468

Yanyuan Ma and Marc G. Genton

Mean‐Based Iterative Procedures in Linear Models with General Errors and Grouped Data pp. 469-486

Carlos Rivero and Teófilo Valdés

Volume 31, issue 2, 2004

Introduction to Causal Modelling and Inference pp. 159-160

Juni Palmgren

Direct and Indirect Causal Effects via Potential Outcomes* pp. 161-170

Donald B. Rubin

Causal Reasoning from Longitudinal Data* pp. 171-187

Elja Arjas and Jan Parner

Discussion on Causality pp. 189-193

Steffen L. Lauritzen

Discussion of Causality pp. 193-195

Odd O. Aalen

Reply to Discussion pp. 196-201

Donald B. Rubin and Elja Arjas

Reply to Discussion pp. 198-201

Elja Arjas

Statistical and Combinatorial Aspects of Comparative Genomics* pp. 203-216

Kimmo Eriksson

On Optimality of Bayesian Wavelet Estimators pp. 217-234

Felix Abramovich, Umberto Amato and Claudia Angelini

Conjugate Priors Represent Strong Pre‐Experimental Assumptions pp. 235-246

Eduardo Gutiérrez‐Peña and Pietro Muliere

Statistical Modelling and Deconvolution of Yield Meter Data pp. 247-264

Frede Aakmann Tøgersen and Rasmus Waagepetersen

Exact Non‐Parametric Confidence, Prediction and Tolerance Intervals with Progressive Type‐II Censoring pp. 265-281

Olivier Guilbaud

Maximum Likelihood Estimation for Cox's Regression Model Under Case–Cohort Sampling pp. 283-293

Thomas H. Scheike and Torben Martinussen

All Invariant Moments of the Wishart Distribution pp. 295-318

Gérard Letac and Hélène Massam

Volume 31, issue 1, 2004

Editorial pp. 1-1

Thomas Scheike

Backfitting Random Varying‐Coefficient Models with Time‐Dependent Smoothing Covariates pp. 3-19

Hulin Wu and Hua Liang

Consistency of the NPML Estimator in the Right‐Censored Transformation Model pp. 21-41

E. V. Slud and F. Vonta

An Exact Corrected Log‐Likelihood Function for Cox's Proportional Hazards Model under Measurement Error and Some Extensions pp. 43-50

Thomas Augustin

On Estimation and Tests of Time‐Varying Effects in the Proportional Hazards Model pp. 51-62

Thomas H. Scheike and Torben Martinussen

Root n consistent and optimal density estimators for moving average processes pp. 63-78

Anton Schick and Wolfgang Wefelmeyer

On Testing Dependence between Time to Failure and Cause of Failure via Conditional Probabilities pp. 79-91

Isha Dewan, J. V. Deshpande and S. B. Kulathinal

Parameter Orthogonality and Bias Adjustment for Estimating Functions pp. 93-114

Bent Jørgensen and Sven Jesper Knudsen

Interpreting DNA Mixtures with Related Contributors in Subdivided Populations pp. 115-130

Wing K. Fung and Yue‐Qing Hu

Statistical Inference for Transformation Inhomogeneous Point Processes pp. 131-142

Linda Stougaard Nielsen and Eva B. Vedel Jensen

Statistical Inference in Context Specific Interaction Models for Contingency Tables pp. 143-158

Søren Højsgaard