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 49, issue 4, 2022

Large‐scale covariate‐assisted two‐sample inference under dependence pp. 1421-1447

Pengfei Wang and Wensheng Zhu

Asymptotic theory for the inference of the latent trawl model for extreme values pp. 1448-1495

Valentin Courgeau and Almut Veraart

Robust inference with censored survival data pp. 1496-1533

Pierre‐Yves Deléamont and Elvezio Ronchetti

Two‐part D‐vine copula models for longitudinal insurance claim data pp. 1534-1561

Lu Yang and Claudia Czado

Envelopes for censored quantile regression pp. 1562-1585

Yue Zhao, Ingrid Van Keilegom and Shanshan Ding

Multivariate quantiles with both overall and directional probability interpretation pp. 1586-1604

Daniel Hlubinka, Lukáš Kotík and Miroslav Šiman

Robust Lasso‐Zero for sparse corruption and model selection with missing covariates pp. 1605-1635

Pascaline Descloux, Claire Boyer, Julie Josse, Aude Sportisse and Sylvain Sardy

On the sign recovery by least absolute shrinkage and selection operator, thresholded least absolute shrinkage and selection operator, and thresholded basis pursuit denoising pp. 1636-1668

Patrick J.C. Tardivel and Małgorzata Bogdan

The Kendall and Spearman rank correlations of the bivariate skew normal distribution pp. 1669-1698

Andréas Heinen and Alfonso Valdesogo Robles

Empirical best prediction of small area bivariate parameters pp. 1699-1727

María Dolores Esteban, María José Lombardía, Esther López‐Vizcaíno, Domingo Morales and Agustín Pérez

Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions pp. 1728-1760

Jaromir Sant, Paul A. Jenkins, Jere Koskela and Dario Spanò

Soft maximin estimation for heterogeneous data pp. 1761-1790

Adam Lund, Søren Wengel Mogensen and Niels Richard Hansen

Pointwise comparison of two multivariate density functions pp. 1791-1810

Martin L. Hazelton and Tilman M. Davies

Estimation of graphical models for skew continuous data pp. 1811-1841

Linh H. Nghiem, Francis K. C. Hui, Samuel Müller and Alan H. Welsh

Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care pp. 1842-1859

Xin Liu, Rong‐Xian Yue and Weng Kee Wong

Efficient semiparametric estimation of time‐censored intensity‐reduction models for repairable systems pp. 1860-1888

Jinyang Wang, Piao Chen and Zhisheng Ye

Volume 49, issue 3, 2022

Ultrahigh‐dimensional generalized additive model: Unified theory and methods pp. 917-942

Kaixu Yang and Tapabrata Maiti

Conditional Monte Carlo revisited pp. 943-968

Bo H. Lindqvist, Rasmus Erlemann and Gunnar Taraldsen

Improper priors and improper posteriors pp. 969-991

Gunnar Taraldsen, Jarle Tufto and Bo H. Lindqvist

Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation pp. 992-1022

Marko Voutilainen, Lauri Viitasaari, Pauliina Ilmonen, Soledad Torres and Ciprian Tudor

Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data pp. 1023-1059

Moosup Kim and Sangyeol Lee

Efficient spatial designs using Hausdorff distances and Bayesian optimization pp. 1060-1084

Jacopo Paglia, Jo Eidsvik and Juha Karvanen

Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid pp. 1085-1114

Kevin W. Lu, Phillip J. Paine, Simon P. Preston and Andrew T. A. Wood

Large spatial data modeling and analysis: A Krylov subspace approach pp. 1115-1143

Jialuo Liu, Tingjin Chu, Jun Zhu and Haonan Wang

Copula measures and Sklar's theorem in arbitrary dimensions pp. 1144-1183

Fred Espen Benth, Giulia Di Nunno and Dennis Schroers

Sequential change point tests based on U‐statistics pp. 1184-1214

Claudia Kirch and Christina Stoehr

Tests of multivariate copula exchangeability based on Lévy measures pp. 1215-1243

Tarik Bahraoui and Jean‐François Quessy

A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages pp. 1244-1273

Jochen Glück, Stefan Roth and Evgeny Spodarev

Interactions and computer experiments pp. 1274-1303

Emanuele Borgonovo, Elmar Plischke and Giovanni Rabitti

Multiply robust estimators of causal effects for survival outcomes pp. 1304-1328

Lan Wen, Miguel A. Hernán and James M. Robins

Bayesian nonparametric estimation in the current status continuous mark model pp. 1329-1352

Geurt Jongbloed, Frank H. van der Meulen and Lixue Pang

Uniform convergence rates for nonparametric estimators smoothed by the beta kernel pp. 1353-1382

Masayuki Hirukawa, Irina Murtazashvili and Artem Prokhorov

Identification and estimation of threshold matrix‐variate factor models pp. 1383-1417

Xialu Liu and Elynn Y. Chen

Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574 pp. 1418-1419

Reinaldo B. Arellano‐Valle and Adelchi Azzalini

Volume 49, issue 2, 2022

Efficient estimation via envelope chain in magnetic resonance imaging‐based studies pp. 481-501

Lan Liu, Wei Li, Zhihua Su, Dennis Cook, Luca Vizioli and Essa Yacoub

Conditional distribution regression for functional responses pp. 502-524

Jianing Fan and Hans‐Georg Müller

Efficiency of naive estimators for accelerated failure time models under length‐biased sampling pp. 525-541

Pourab Roy, Jason P. Fine and Michael R. Kosorok

Factorized estimation of high‐dimensional nonparametric covariance models pp. 542-567

Jian Zhang and Jie Li

The negative binomial process: A tractable model with composite likelihood‐based inference pp. 568-592

Wagner Barreto‐Souza and Hernando Ombao

Multidimensional parameter estimation of heavy‐tailed moving averages pp. 593-624

Mathias Mørck Ljungdahl and Mark Podolskij

Combining information across diverse sources: The II‐CC‐FF paradigm pp. 625-656

Céline Cunen and Nils Lid Hjort

An n‐dimensional Rosenbrock distribution for Markov chain Monte Carlo testing pp. 657-680

Filippo Pagani, Martin Wiegand and Saralees Nadarajah

Moment‐based estimation for the multivariate COGARCH(1,1) process pp. 681-717

Thiago do Rêgo Sousa and Robert Stelzer

The role of propensity score structure in asymptotic efficiency of estimated conditional quantile treatment effect pp. 718-743

Niwen Zhou, Xu Guo and Lixing Zhu

Efficient inference of longitudinal/functional data models with time‐varying additive structure pp. 744-771

Qian Huang, Jinhong You and Liwen Zhang

Generalized linear model for subordinated Lévy processes pp. 772-801

Farouk Mselmi

Cramér‐von Mises tests for change points pp. 802-830

Rasmus Erlemann, Richard Lockhart and Rihan Yao

Improving Lasso for model selection and prediction pp. 831-863

Piotr Pokarowski, Wojciech Rejchel, Agnieszka Sołtys, Michał Frej and Jan Mielniczuk

Multistate analysis of multitype recurrent event and failure time data with event feedbacks in biomarkers pp. 864-885

Chuoxin Ma and Jianxin Pan

Bivariate change point detection: Joint detection of changes in expectation and variance pp. 886-916

Michael Messer

Volume 49, issue 1, 2022

Editorial pp. 1-3

Sangita Kulathinal, Jaakko Peltonen and Mikko J. Sillanpää

Nonparametric estimation of the fragmentation kernel based on a partial differential equation stationary distribution approximation pp. 4-43

Hoang Van Ha, Thanh Mai Pham Ngoc, Vincent Rivoirard and Viet Chi Tran

Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case pp. 44-77

Hansjörg Albrecher, Mogens Bladt and Jorge Yslas

Nonparametric extreme conditional expectile estimation pp. 78-115

Stéphane Girard, Gilles Stupfler and Antoine Usseglio‐Carleve

Multivariate conditional transformation models pp. 116-142

Nadja Klein, Torsten Hothorn, Luisa Barbanti and Thomas Kneib

Statistics for Gaussian random fields with unknown location and scale using Lipschitz‐Killing curvatures pp. 143-184

Elena Di Bernardino and Céline Duval

Approximate Bayesian inference for a spatial point process model exhibiting regularity and random aggregation pp. 185-210

Ninna Vihrs, Jesper Møller and Alan E. Gelfand

Nonstationary space–time covariance functions induced by dynamical systems pp. 211-235

Rachid Senoussi and Emilio Porcu

Semiparametric analysis of interval‐censored failure time data with outcome‐dependent observation schemes pp. 236-264

Yayuan Zhu, Ziqi Chen and Jerald F. Lawless

On estimation in the nested case‐control design under nonproportional hazards pp. 265-286

Michelle M. Nuño and Daniel L. Gillen

Semiparametric estimation and model selection for conditional mixture copula models pp. 287-330

Guannan Liu, Wei Long, Bingduo Yang and Zongwu Cai

The Greenwood statistic, stochastic dominance, clustering and heavy tails pp. 331-352

Marek Arendarczyk, Tomasz J. Kozubowski and Anna K. Panorska

Projection‐based and cross‐validated estimation in high‐dimensional Cox model pp. 353-372

Haixiang Zhang, Jian Huang and Liuquan Sun

Expectile‐based measures of skewness pp. 373-399

Andreas Eberl and Bernhard Klar

Multivariate boundary regression models pp. 400-426

Leonie Selk, Charles Tillier and Orlando Marigliano

Functional central limit theorems for persistent Betti numbers on cylindrical networks pp. 427-454

Johannes Krebs and Christian Hirsch

Emulation‐based inference for spatial infectious disease transmission models incorporating event time uncertainty pp. 455-479

Gyanendra Pokharel and Rob Deardon