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 29, issue 4, 2002

Probabilistic Expert Systems for Forensic Inference from Genetic Markers pp. 577-595

A. P. Dawid, J. Mortera, V. L. Pascali and D. van Boxel

On Block Updating in Markov Random Field Models for Disease Mapping pp. 597-614

Leonhard Knorr‐held and Håvard Rue

On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models pp. 615-635

Olivier Cappé, Randal Douc, Eric Moulines and Christian Robert

Cox Regression with Covariate Measurement Error pp. 637-655

Chengcheng Hu and D. Y. Lin

Constructing First Order Stationary Autoregressive Models via Latent Processes pp. 657-663

Michael K. Pitt, Chris Chatfield and Stephen G. Walker

Non‐parametric Estimation of the Death Rate in Branching Diffusions pp. 665-692

R. Höpfner, M. Hoffmann and E. Löcherbach

Truncated Sequential Change‐point Detection based on Renewal Counting Processes pp. 693-719

Allan Gut and Josef Steinebach

Partial Saddlepoint Approximations for Transformed Means pp. 721-731

Bing‐yi Jing, John E. Kolassa and John Robinson

Volume 29, issue 3, 2002

A Stochastic Geometry Model for Functional Magnetic Resonance Images pp. 333-353

Niels Væver Hartvig

On the Relation between Edge and Vertex Modelling in Shape Analysis pp. 355-374

Asger Hobolth, John T. Kent and Ian L. Dryden

Bayesian Inference for Stochastic Epidemics in Populations with Random Social Structure pp. 375-390

Tom Britton and Philip D. O'Neill

Hyper Inverse Wishart Distribution for Non‐decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models pp. 391-411

Alberto Roverato

Markov Beta and Gamma Processes for Modelling Hazard Rates pp. 413-424

Luis E. Nieto‐barajas and Stephen G. Walker

Computational Aspects Related to Martingale Estimating Functions for a Discretely Observed Diffusion pp. 425-440

Mathieu Kessler and Silvestre Paredes

Zero‐Bias Locally Adaptive Density Estimators pp. 441-460

Stephan R. Sain and David W. Scott

Abelian and Tauberian Theorems on the Bias of the Hill Estimator pp. 461-483

Johan Segers

A Problem of Dimensionality in Normal Mixture Analysis pp. 485-500

Marco Bee and Bernard Flury

Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms pp. 501-533

Axel Munk

Model Checks for Generalized Linear Models pp. 535-545

Winfried Stute and Li‐xing Zhu

Likelihood Ratio Confidence Bands in Non–parametric Regression with Censored Data pp. 547-562

Gang Li and Ingrid Van Keilegom

Empirical Likelihood‐based Inference in Linear Models with Missing Data pp. 563-576

Qihua Wang and J. N. K. Rao

Volume 29, issue 2, 2002

Large Structured Models in Applied Sciences; Challenges for Statistics pp. 189-191

Tore Schweder

Statistical Issues in Macroeconomic Modelling* pp. 193-213

Eilev Jansen

Discussion pp. 213-216

Soren Johansen

Reply to Discussion pp. 216-217

Eilev Jansen

Statistical Issues in Weather Forecasting* pp. 219-239

Nils Gustafsson

Discussion pp. 239-241

Gudmund Høst

Reply to Discussion pp. 242-243

Nils Gustafsson

Statistical Issues in Fisheries' Stock Assessments* pp. 245-267

Stratis Gavaris and James N. Ianelli

Discussion pp. 268-269

Elja Arjas

Reply to Discussion pp. 270-271

Stratis Gavaris and James N. Ianelli

The Modelling of Ethernet Data and of Signals that are Heavy‐tailed with Infinite Variance* pp. 273-295

Murad S. Taqqu

Statistical Genetics and Genetical Statistics: a Forensic Perspective* pp. 297-307

Thore Egeland and Petter F. Mostad

Confidence and Likelihood* pp. 309-332

Tore Schweder and Nils Lid Hjort

Volume 29, issue 1, 2002

Efficiency and Convergence Properties of Slice Samplers pp. 1-12

Antonietta Mira and Luke Tierney

Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal pp. 13-29

Didier Chauveau and Pierre Vandekerkhove

Fitting Gaussian Markov Random Fields to Gaussian Fields pp. 31-49

Hååvard Rue and Hååkon Tjelmeland

A Bayesian Non‐parametric Comparison of Two Treatments pp. 51-56

Paul Damien and Stephen Walker

Efficient Estimation of Fixed and Time‐varying Covariate Effects in Multiplicative Intensity Models pp. 57-74

Torben Martinussen, Thomas H. Scheike and Ib M. Skovgaard

An Additive–Multiplicative Cox–Aalen Regression Model pp. 75-88

Thomas H. Scheike and Mei‐jie Zhang

Confidence Intervals Based on Local Linear Smoother pp. 89-99

Song Chen and Yong Song Qin

Goodness‐of‐fit Tests for GEE with Correlated Binary Data pp. 101-110

Wei Pan

Resampling Methods for Testing a Semiparametric Random Censorship Model pp. 111-123

L. X. Zhu, K. C. Yuen and N. Y. Tang

Changepoint Analysis as a Method for Isotonic Inference pp. 125-138

Chihiro Hirotsu and Kohei Marumo

On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals pp. 139-152

Gauri Sankar Datta, Malay Ghosh, David Daniel Smith and Parthasarathi Lahiri

Moderate Deviations for Bayes Posteriors pp. 153-167

Peter Eichelsbacher and Ayalvadi Ganesh

Conditions for Non‐confounding and Collapsibility without Knowledge of Completely Constructed Causal Diagrams pp. 169-181

Zhi Geng and Guangwei Li

Order Sampling Design with Prescribed Inclusion Probabilities pp. 183-187

Nibia Aires, Johan Jonasson and Olle Nerman

Volume 28, issue 4, 2001

On Quasi Likelihood Equations with Non‐parametric Weights pp. 577-602

Bing Li

The Consistency of Estimators in Finite Mixture Models pp. 603-616

R. C. H. Cheng and W. B. Liu

A Note on Consistent Estimation of Multivariate Parameters in Ergodic Diffusion Models pp. 617-623

J. H. Van Zanten

The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes pp. 625-644

Sangyeol Lee and Siyun Park

Truncated Poisson Regression for Time Series of Counts pp. 645-659

Konstantinos Fokianos

Empirical Likelihood for Censored Linear Regression pp. 661-673

Gengsheng Qin and Bing‐Yi Jing

Boundary and Bias Correction in Kernel Hazard Estimation pp. 675-698

Jens Perch Nielsen and Carsten Tanggaard

Exact Non‐parametric Confidence Intervals for Quantiles with Progressive Type‐II Censoring pp. 699-713

Olivier Guilbaud

On Non‐parametric Estimation of the Survival Function with Competing Risks pp. 715-724

Paul H. Kvam and Harshinder Singh

Non‐parametric Tests for the Comparison of Point Processes Based on Incomplete Data pp. 725-732

Jianguo Sun and Shesh N. Rai

Volume 28, issue 3, 2001

On the History of the Correction for Grouping, 1873–1922 pp. 417-428

Anders Hald

Likelihood Based Inference in Non‐linear Regression Models Using the p* and R* Approach pp. 429-443

A. S. Tocquet

Heteroscedastic Regression Models and Applications to Off‐line Quality Control pp. 445-454

Lai K. Chan and T. K. Mak

Asymptotic Likelihood Based Inference for Co‐integrated Homogenous Gaussian Diffusions pp. 455-470

Mathieu Kessler and Anders Rahbek

Space‐time Multi Type Log Gaussian Cox Processes with a View to Modelling Weeds pp. 471-488

Anders Brix and Jesper Moller

Markov Chains and De‐initializing Processes pp. 489-504

Gareth O. Roberts and Jeffrey S. Rosenthal

Goodness‐of‐fit Tests for Semi‐Markov and Markov Survival Models with One Intermediate State pp. 505-525

I‐Shou Chang, Yuan‐Chuan Chuang and Chao A. Hsiung

Unmasking the Trend Sought by Jonckheere‐Type Tests for Right‐Censored Data pp. 527-535

Michael P. Jones

The NPMLE for Doubly Censored Current Status Data pp. 537-547

Mark J. Van Der Laan and Nicholas P. Jewell

Non‐parametric Estimation of the Residual Distribution pp. 549-567

Michael G. Akritas and Ingrid Van Keilegom

Penultimate Approximation for Hill's Estimator pp. 569-575

Seu Cheng and L. De Haan

Volume 28, issue 2, 2001

Efficient Semi‐Latin Rectangles: Designs for Plant Disease Experiments pp. 257-270

R. A. Bailey and H. Monod

Proper Dispersion State Space Models for Stochastic Volatility pp. 271-281

Paolo Vidoni

Conditional Studentized Survival Tests for Randomly Censored Models pp. 283-293

Arnold Janssen and Claus‐Dieter Mayer

A Composite Likelihood Approach to Multivariate Survival Data pp. 295-302

E. T. Parner

Sampling Adjusted Analysis of Dynamic Additive Regression Models for Longitudinal Data pp. 303-323

Torben Martinussen and Thomas H. Scheike

Functional Estimation of a Density Under a New Weak Dependence Condition pp. 325-341

Paul Doukhan and Sana Louhichi

Consistency of Generalized Maximum Spacing Estimates pp. 343-354

Magnus Ekstrom

Modelling Heterogeneity With and Without the Dirichlet Process pp. 355-375

Peter J. Green and Sylvia Richardson

Conditionally Reducible Natural Exponential Families and Enriched Conjugate Priors pp. 377-406

Guido Consonni and Piero Veronese

Approximate Inference for the Factor Loading of a Simple Factor Analysis Model pp. 407-414

A. C. M. Wong and JunJie Wu

Volume 28, issue 1, 2001

Editorial pp. 1-1

Lennart Bondesson

Likelihood Asymptotics pp. 3-32

Ib M. Skovgaard

Alternative Markov Properties for Chain Graphs pp. 33-85

Steen A. Andersson, David Madigan and Michael D. Perlman

A Bayesian Approach to Selecting Covariates for Prediction pp. 87-97

J. M. Marriott, N. M. Spencer and A. N. Pettitt

Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter pp. 99-112

Bo Martin Bibby and Michael Sørensen

Discretely Observed Diffusions: Approximation of the Continuous‐time Score Function pp. 113-121

Helle Sørensen

Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality pp. 123-149

Martin Jacobsen

Minimax Linear Smoothers pp. 151-160

Helge Blaker

Sieved Maximum Likelihood Estimation in Wicksell's Problem and Related Deconvolution Problems pp. 161-183

Geurt Jongbloed

An Estimation Method of the Pair Potential Function for Gibbs Point Processes on Spheres pp. 185-203

Jean‐Michel Billiot and Michel Goulard

Mode Jumping Proposals in MCMC pp. 205-223

Hakon Tjelmeland and Bjorn Kare Hegstad

Optimal Bootstrap Sample Size in Construction of Percentile Confidence Bounds pp. 225-239

Kam‐Hin Chung and Stephen M. S. Lee

Goodness of Fit Tests for Multivariate Counting Process Models with Applications pp. 241-256

Yanqing Sun, Ram C. Tiwari and Jyoti N. Zalkikar