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 27, issue 4, 2000

Caries on Permanent Teeth: A Non‐parametric Bayesian Analysis pp. 577-588

Tommi Harkanen, Jorma I. Virtanen and Elja Arjas

Sampling Bias in Population Studies—How to Use the Lexis Diagram pp. 589-604

Jens Lund

Analysis of Competing Risks by Using Bayesian Smoothing pp. 605-617

Dario Gasbarra and S. R. Karia

A Non‐stationary Cox Model pp. 619-639

Odile Pons and Michael Visser

Improving Ratio Estimators of Second Order Point Process Characteristics pp. 641-656

Dietrich Stoyan and Helga Stoyan

A Third Order Point Process Characteristic pp. 657-671

K. Schladitz and A. J. Baddeley

Autoregressive Forecasting of Some Functional Climatic Variations pp. 673-687

Philippe C. Besse, Herve Cardot and David B. Stephenson

Quasi‐likelihood Estimation of Non‐invertible Moving Average Processes pp. 689-702

Jian Huang and Yudi Pawitan

Bayesian Analysis of a Growth Curve Model with a General Autoregressive Covariance Structure pp. 703-713

J. C. Lee and C. H. Chang

Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models pp. 715-731

Jianqing Fan and Wenyang Zhang

Consistent Estimation of the Structural Distribution Function pp. 733-746

Chris A. J. Klaassen and Robert M. Mnatsakanov

Testing for No Effect by Cosine Series Methods pp. 747-763

R. L. Eubank

Volume 27, issue 3, 2000

Estimating the Nitrous Oxide Emission Rate from the Soil Surface by Means of a Diffusion Model pp. 385-403

Asger Roer Pedersen

Delay Estimation for Some Stationary Diffusion‐type Processes pp. 405-414

Uwe Kuchler and Y. A. Kutoyants

Empirical Bayes Age–Period–Cohort Analysis of Retrospective Incidence Data pp. 415-432

Yosihiko Ogata, Koichi Katsura, Niels Keiding, Claus Holst and Anders Green

Mixed Graphical Models with Missing Data and the Partial Imputation EM Algorithm pp. 433-444

Zhi Geng, Kang Wan and Feng Tao

Penalized Pseudolikelihood Inference in Spatial Interaction Models with Covariates pp. 445-458

Fabio Divino, Arnoldo Frigessi and Peter J. Green

Shrinkage Structure of Partial Least Squares pp. 459-473

O. C. Lingjaerde and Nils Christophersen

Non‐parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors pp. 475-499

Rainer Von Sachs and Brenda Macgibbon

Non‐parametric Estimation for the Location of a Change‐point in an Otherwise Smooth Hazard Function under Random Censoring pp. 501-519

Anestis Antoniadis, Irene Gijbels and Brenda Macgibbon

Density Approximation by Summary Statistics: An Information‐theoretic Approach pp. 521-534

Zvi Gilula and S. J. Haberman

Adjustment of the Profile Likelihood for a Class of Normal Regression Models pp. 535-542

Maria Durban and I. D. Currie

Resampling m‐Dependent Random Variables with Applications to Forecasting pp. 543-561

Sara Sjostedt

On the Critical Value Behaviour of Multiple Decision Procedures pp. 563-573

H. Finner and M. Roters

A Note on the Innovation Distribution of a Gamma Distributed Autoregressive Process pp. 575-576

S. G. Walker

Volume 27, issue 2, 2000

Matrix‐analytic Models and their Analysis pp. 193-226

Søren Asmussen

The Semiparametric Normal Variance‐Mean Mixture Model pp. 227-261

Lars Korsholm

M‐estimation Under a Two‐Sample Semiparametric Model pp. 263-280

Biao Zhang

Data Driven Rank Test for Two‐Sample Problem pp. 281-297

Alicja Janic‐Wró and Teresa Ledwina

A Note on the Absolute Continuity and Singularity of Polya Tree Priors and Posteriors pp. 299-303

L. Draghici and R. V. Ramamoorthi

Multivariate Dispersion Models Generated From Gaussian Copula pp. 305-320

Peter Xue‐Kun Song

Longitudinal Data Estimating Equations for Dispersion Models pp. 321-334

Rinaldo Artes and Bent Jørgensen

Adaptive Estimation of the Integral of Squared Regression Derivatives pp. 335-351

Sam Efromovich and Alexander Samarov

Asymptotic Analysis of the Sieve Estimator for a Class of Parabolic SPDEs pp. 353-370

M. Huebner and S. Lototsky

Approaching in Distribution with Applications to Resampling of Stochastic Processes pp. 371-384

Y. K. Belyaev and Oleg Seleznjev

Volume 27, issue 1, 2000

Model Reduction for Prediction in Regression Models pp. 1-20

Inge S. Helland

Approximate Representation of Estimators in Constrained Regression Problems pp. 21-33

Jinde Wang

On Consistency of the Self‐Consistent Estimator of Survival Functions with Interval‐Censored Data pp. 35-44

Qiqing Yu, Linxiong Li and George Y. C. Wong

Consistency of the GMLE with Mixed Case Interval‐Censored Data pp. 45-55

Anton Schick and Qiqing Yu

Characterizations of Competing Risks in Terms of Independent‐Risks Proxy Models pp. 57-64

Martin Crowder

Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process pp. 65-82

Mathieu Kessler

Non‐parametric Kernel Estimation of the Coefficient of a Diffusion pp. 83-96

Jean Jacod

A New Kind of Asymptotic Quasi‐Score Estimating Function pp. 97-109

Yan‐Xia Lin

Independence Structure of Natural Conjugate Densities to Exponential Families and the Gibbs' Sampler pp. 111-127

Mauro Piccioni

Exact Distributional Results for Random Resistance Trees pp. 129-141

Ole E. Barndorff‐Nielsen and Tina Hviid Rydberg

Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models pp. 143-176

Efstathios Paparoditis

Asymptotic Bias in Parameter Estimation of AR‐Processes Using Recursive Least Squares with Exponential Forgetting pp. 177-192

L. Arvastson, H. Olsson and J. Holst

Volume 26, issue 4, 1999

Cox Regression with Incomplete Covariate Measurements using the EM‐algorithm pp. 479-491

Torben Martinussen

The Efficiency of Simple and Counter‐matched Nested Case‐control Sampling pp. 493-509

Ornulf Borgan and Espen F. Olsen

Indices of Dependence Between Types in Multivariate Point Patterns pp. 511-532

M. N. M. Van Lieshout and A. J. Baddeley

A Note on Empirical Process Methods in the Theory of Poisson Point Processes pp. 533-537

F. Liese and K. Ziegler

Kernel Density Estimation with Generalized Binning pp. 539-561

M. Pawlak and U. Stadtmuller

Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure pp. 563-578

Markus Abt

The Loss of Efficiency Estimating Linear Functions under Restrictions pp. 579-592

Miguel A. Fernandez, Cristina Rueda and Bonifacio Salvador

Properties and Applications of the Generalized Likelihood as a Summary Function for Prediction Problems pp. 593-609

Edward J. Bedrick and Joe R. Hill

On Statistical Models for d‐Dimensional Stable Processes, and Some Generalizations pp. 611-620

Reinhard Hopfner

Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics pp. 621-633

Rustam Ibragimov and Sh. Sharakhmetov

Volume 26, issue 3, 1999

Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review pp. 319-343

Hannu Oja

Semiparametric Additive Accelerated Life Models pp. 345-361

Laurent Bordes

Semiparametric Likelihood Estimation in the Clayton–Oakes Failure Time Model pp. 363-372

D. V. Glidden and S. G. Self

Random Bernstein Polynomials pp. 373-393

Sonia Petrone

On Exact Simulation of Markov Random Fields Using Coupling from the Past pp. 395-411

Olle Haggstrom and Karin Nelander

On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems with Correlated Errors pp. 413-431

Jan T. A. Koster

The Whittle Estimator for Strongly Dependent Stationary Gaussian Fields pp. 433-450

Carenne Ludena and Marc Lavielle

On a Bivariate Distribution with Exponential Marginals pp. 451-464

Samuel Kotz and Nozer D. Singpurwalla

Asymptotic Minimax Risk for the White Noise Model on the Sphere pp. 465-473

Jussi Klemela

Generalized L‐statistics: Correction to the Form of the Asymptotic Variance Presented by Helmers et al. (1990) pp. 475-476

Mary Putt and Vernon M. Chinchilli

Correction Note to “Exact and Approximate Distributions of the Maximum Likelihood Estimate in a Simple Factor Analysis Model” pp. 477-477

T. W. Anderson and Petter Laake

Volume 26, issue 2, 1999

Multivariate Calibration — Direct and Indirect Regression Methodology pp. 161-207

Rolf Sundberg

Likelihood Factorizations for Mixed Discrete and Continuous Variables pp. 209-220

D. R. Cox and Nanny Wermuth

Testing a Regression Model When We Have Smooth Alternatives in Mind pp. 221-238

Wolfgang Härdle and Alois Kneip

Smoothing Splines and Shape Restrictions pp. 239-252

Enno Mammen and C. Thomas‐Agnan

Tail Exactness of Multivariate Saddlepoint Approximations pp. 253-264

O. E. Barndorff‐Nielsen and C. Kluppelberg

A Generalized Bayes Rule for Prediction pp. 265-279

José Manuel Corcuera and Federica Giummolè

Weighted Approximations to Continuous Time Martingales with Applications pp. 281-295

Erich Haeusler and David M. Mason

Asymptotic Properties of M‐estimators Based on Estimating Equations and Censored Data pp. 297-318

Jane‐Ling Wang

Volume 26, issue 1, 1999

Shrinkage and Orthogonal Decomposition pp. 1-15

Helge Blaker

A Generalized View on Continuum Regression pp. 17-30

Anders Björkström and Rolf Sundberg

Estimated Generalized Least Squares for Random Coefficient Regression Models pp. 31-46

V. V. Anh and T. Chelliah

Beta‐Bernstein Smoothing for Regression Curves with Compact Support pp. 47-59

Bruce M. Brown and Song Chen

Multiple Kernel Procedure: an Asymptotic Support pp. 61-72

Philippe Vieu

Logspline Deconvolution in Besov Space pp. 73-86

Ja‐Yong Koo

Logspline Density Estimation under Censoring and Truncation pp. 87-105

Ja‐Yong Koo, Charles Kooperberg and Jinho Park

Statistical Models for Birth and Death on a Flow: Local Absolute Continuity and Likelihood Ratio Processes pp. 107-128

R. Höpfner and E. Löcherbach

Conditional Prior Proposals in Dynamic Models pp. 129-144

Leonhard Knorr‐Held

Flowgraph Models for Generalized Phase Type Distributions Having Non‐Exponential Waiting Times pp. 145-157

Aparna V. Huzurbazar

Expected Survival in the Cox Model: an Addendum pp. 159-159

Brent Nielsen