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 30, issue 4, 2003

Bayesian Semiparametric Regression for Median Residual Life pp. 651-665

Alan E. Gelfand and Athanasios Kottas

A Semiparametric Model for Recapture Experiments pp. 667-676

Yan Wang and Paul S. F. Yip

Joint Modelling of Recurrent Infections and Antibody Response by Bayesian Data Augmentation pp. 677-698

Mervi Eerola, Dario Gasbarra, P. Helena Mäkelä, Henri Linden and Andrei Andreev

Density Estimation for the Metropolis–Hastings Algorithm pp. 699-718

M. Sköld and G. O. Roberts

Improved Sampling‐Importance Resampling and Reduced Bias Importance Sampling pp. 719-737

Øivind Skare, Erik Bølviken and Lars Holden

A Wavelet Method for Confidence Intervals in the Density Model pp. 739-756

Karine Tribouley

On Expected Lengths of Predictive Intervals pp. 757-766

Rahul Mukerjee and Zehua Chen

Local Influence Analysis for Penalized Gaussian Likelihood Estimators in Partially Linear Models pp. 767-780

Zhong‐Yi Zhu, Xuming He and Wing‐Kam Fung

The Cusum Test for Parameter Change in Time Series Models pp. 781-796

Sangyeol Lee, Jeongcheol Ha, Okyoung Na and Seongryong Na

Mean and Variance of Vacancy for Hard‐Core Disc Processes and Applications pp. 797-816

Lennart Bondesson and Jessica Fahlén

On a Dualization of Graphical Gaussian Models: A Correction Note pp. 817-820

Moulinath Banerjee and Thomas Richardson

Volume 30, issue 3, 2003

On Empirical Processes for Ergodic Diffusions and Rates of Convergence of M‐estimators pp. 443-458

Harry van Zanten

Estimation of General Stationary Processes by Variable Length Markov Chains pp. 459-480

Fiorenzo Ferrari and Abraham Wyner

A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation pp. 481-491

Holger Dette and Ingrid Spreckelsen

Labelled Graphical Models pp. 493-508

Jukka Corander

A Likelihood Based Estimating Equation for the Clayton–Oakes Model with Marginal Proportional Hazards pp. 509-521

Christian Bressen Pipper and Torben Martinussen

A Non‐parametric Frailty Model for Temporally Clustered Multivariate Failure Times pp. 523-533

Tommi Härkänen, Hannu Hausen, Jorma I. Virtanen and Elja Arjas

On the Posterior Consistency of Mixtures of Dirichlet Process Priors with Censored Data pp. 535-547

Yongdai Kim

Likelihood and Non‐parametric Bayesian MCMC Inference for Spatial Point Processes Based on Perfect Simulation and Path Sampling pp. 549-564

Kasper K. Berthelsen and Jesper Møller

Bayesian Inference Under Partial Prior Information pp. 565-580

Elias Moreno, Francesco Bertolino and Walter Racugno

Unsupervised Curve Clustering using B‐Splines pp. 581-595

C. Abraham, P. A. Cornillon, E. Matzner‐Løber and N. Molinari

On Unbiased Estimation of Positive Integral Powers of the Natural Parameter in Exponential Families pp. 597-608

Ludwig Baringhaus

Bartlett's Test Applied to Variance Component Models pp. 609-616

Jesper Madsen and René Tabanera

Confidence Intervals for Intraclass Correlation in Inter‐Rater Reliability pp. 617-624

Valentin Rousson, Theo Gasser and Burkhardt Seifert

The Use of Replicates in Logistic Measurement Error Modelling pp. 625-636

Magne Thoresen and Petter Laake

Linear Regression Models under Conditional Independence Restrictions pp. 637-650

David Causeur and Thierry Dhorne

Volume 30, issue 2, 2003

Simulated Likelihood Approximations for Stochastic Volatility Models pp. 257-276

Helle Sørensen

Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models pp. 277-295

Ole E. Barndorff‐Nielsen and Neil Shephard

Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models pp. 297-316

Valentine Genon‐Catalot, Thierry Jeantheau and Catherine Laredo

Local Likelihood Estimation in Generalized Additive Models pp. 317-337

Göran Kauermann and J. D. Opsomer

Likelihood Methods for Controlled Calibration pp. 339-353

Ruggero Bellio

A Non‐Gaussian Spatial Process Model for Opacity of Flocculated Paper pp. 355-368

Patrick E. Brown, Peter J. Diggle and Robin Henderson

Extreme Values and Haar Series Estimates of Point Process Boundaries pp. 369-384

Stéphane Girard and Pierre Jacob

Algebraic Markov Bases and MCMC for Two‐Way Contingency Tables pp. 385-397

Fabio Rapallo

Quasi Most Powerful Invariant Goodness‐of‐fit Tests pp. 399-414

Gilles R. Ducharme and Benoît Frichot

Correction of Density Estimators that are not Densities pp. 415-427

Ingrid K. Glad, Nils Lid Hjort and Nikolai G. Ushakov

A Semi‐parametric Regression Model with Errors in Variables pp. 429-442

Lixing Zhu and Hengjian Cui

Volume 30, issue 1, 2003

Sieve Empirical Likelihood and Extensions of the Generalized Least Squares pp. 1-24

Jian Zhang and Irène Gijbels

Regression Parameter Estimation from Panel Counts pp. 25-43

X. Joan Hu, Jianguo Sun and Lee‐jen Wei

Penalized Maximum Likelihood Estimator for Normal Mixtures pp. 45-59

Gabriela Ciuperca, Andrea Ridolfi and Jérôme Idier

Estimation in a General Repair Model Based on Left‐truncated Data pp. 61-73

Matthias Gärtner

Efficient Bandwidth Selection in Non‐parametric Regression pp. 75-92

Kathryn A. Prewitt

Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models pp. 93-111

Zongwu Cai and Yanqing Sun

Choosing a Model Selection Strategy pp. 113-128

Xavier de Luna and Kostas Skouras

Graphical models for skew‐normal variates pp. 129-144

A. Capitanio, A. Azzalini and Elena Stanghellini

Markov Properties for Acyclic Directed Mixed Graphs pp. 145-157

Thomas Richardson

On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution pp. 159-173

Jørund Gåsemyr

The Bootstrap and Kriging Prediction Intervals pp. 175-192

Sara Sjöstedt‐ de Luna and Alastair Young

Unified Conditional Frequentist and Bayesian Testing of Composite Hypotheses pp. 193-210

Sarat C. Dass and James O. Berger

Goodness of fit tests with interval censored data pp. 211-226

Jian‐jian Ren

Testing Homogeneity in Gamma Mixture Models pp. 227-239

Xin Liu, Cristian Pasarica and Yongzhao Shao

Testing Hypotheses in the Functional Linear Model pp. 241-255

Hervé Cardot, Frédéric Ferraty, André Mas and Pascal Sarda