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 48, issue 4, 2021

Semiparametric estimation with spatially correlated recurrent events pp. 1097-1126

Akim Adekpedjou and Sophie Dabo‐Niang

Robust estimation for discrete‐time state space models pp. 1127-1147

William H. Aeberhard, Eva Cantoni, Chris Field, Hans R. Künsch, Joanna Mills Flemming and Ximing Xu

Ensemble updating of binary state vectors by maximizing the expected number of unchanged components pp. 1148-1185

Margrethe Kvale Loe and Håkon Tjelmeland

Sufficient dimension reduction based on distance‐weighted discrimination pp. 1186-1211

Hayley Randall, Andreas Artemiou and Xingye Qiao

Objective priors in the empirical Bayes framework pp. 1212-1233

Ilja Klebanov, Alexander Sikorski, Christof Schütte and Susanna Röblitz

On the assumption of independent right censoring pp. 1234-1255

Morten Overgaard and Stefan Nygaard Hansen

Functional inference on rotational curves under sample‐specific group actions and identification of human gait pp. 1256-1276

Fabian J.E. Telschow, Michael R. Pierrynowski and Stephan F. Huckemann

Estimation of change‐point for a class of count time series models pp. 1277-1313

Yunwei Cui, Rongning Wu and Qi Zheng

A new Gini correlation between quantitative and qualitative variables pp. 1314-1343

Xin Dang, Dao Nguyen, Yixin Chen and Junying Zhang

Parametric versus nonparametric: The fitness coefficient pp. 1344-1383

Gildas Mazo and François Portier

A reproducing kernel Hilbert space log‐rank test for the two‐sample problem pp. 1384-1432

Tamara Fernández and Nicolás Rivera

Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models pp. 1433-1473

Marek Omelka, Šárka Hudecová and Natalie Neumeyer

Bias approximations for likelihood‐based estimators pp. 1474-1497

Ruby Chiu‐Hsing Weng and D. Stephen Coad

Volume 48, issue 3, 2021

Clustering with statistical error control pp. 729-760

Michael Vogt and Matthias Schmid

Boosting multiplicative model combination pp. 761-789

Paolo Vidoni

A framework for covariate balance using Bregman distances pp. 790-816

Kevin P. Josey, Elizabeth Juarez‐Colunga, Fan Yang and Debashis Ghosh

Maximum likelihood estimation for totally positive log‐concave densities pp. 817-844

Elina Robeva, Bernd Sturmfels, Ngoc Tran and Caroline Uhler

Multivariate extremes over a random number of observations pp. 845-880

Enkelejd Hashorva, Simone A. Padoan and Stefano Rizzelli

On the identification of individual level pleiotropic, pure direct, and principal stratum direct effects without cross world assumptions pp. 881-907

Jaffer M. Zaidi and Tyler J. VanderWeele

Models and inference for on–off data via clipped Ornstein–Uhlenbeck processes pp. 908-929

Emil Aas Stoltenberg and Nils Lid Hjort

Accounting for model uncertainty in multiple imputation under complex sampling pp. 930-949

Gyuhyeong Goh and Jae Kwang Kim

Schwartz‐type model selection for ergodic stochastic differential equation models pp. 950-968

Shoichi Eguchi and Yuma Uehara

Ordinal patterns in long‐range dependent time series pp. 969-1000

Annika Betken, Jannis Buchsteiner, Herold Dehling, Ines Münker, Alexander Schnurr and Jeannette H.C. Woerner

Nonparametric detection of changes over time in image data from fluorescence microscopy of living cells pp. 1001-1017

Kathrin Bissantz, Nicolai Bissantz and Katharina Proksch

Identifying groups of determinants in Bayesian model averaging using Dirichlet process clustering pp. 1018-1045

Bettina Grün and Paul Hofmarcher

Stable inverse probability weighting estimation for longitudinal studies pp. 1046-1067

Vahe Avagyan and Stijn Vansteelandt

High‐dimensional robust inference for Cox regression models using desparsified Lasso pp. 1068-1095

Shengchun Kong, Zhuqing Yu, Xianyang Zhang and Guang Cheng

Volume 48, issue 2, 2021

4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019 pp. 371-374

Natalie Neumeyer, Miguel Delgado, Lajos Horvath, Simos Meintanis, Emanuele Taufer and Lixing Zhu

Multivariate analysis of variance and change points estimation for high‐dimensional longitudinal data pp. 375-405

Ping‐Shou Zhong, Jun Li and Piotr Kokoszka

A test for Gaussianity in Hilbert spaces via the empirical characteristic functional pp. 406-428

Norbert Henze and María Dolores Jiménez‐Gamero

On inference for modes under long memory pp. 429-455

Jan Beran and Klaus Telkmann

Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces pp. 456-501

Philip Dörr, Bruno Ebner and Norbert Henze

A goodness‐of‐fit test for the functional linear model with functional response pp. 502-528

Eduardo García‐Portugués, Javier Álvarez‐Liébana, Gonzalo Álvarez‐Pérez and Wenceslao González‐Manteiga

Nonparametric volatility change detection pp. 529-548

Maria Mohr and Natalie Neumeyer

Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach pp. 549-576

Xuehu Zhu, Jun Lu, Jun Zhang and Lixing Zhu

Detecting early or late changes in linear models with heteroscedastic errors pp. 577-609

Lajos Horvath, Curtis Miller and Gregory Rice

Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models pp. 610-654

Monika Bours and Ansgar Steland

A new lack‐of‐fit test for quantile regression with censored data pp. 655-688

Mercedes Conde‐Amboage, Ingrid Van Keilegom and Wenceslao González‐Manteiga

Preliminary test estimation in uniformly locally asymptotically normal models pp. 689-707

Davy Paindaveine, Joséa Rasoafaraniaina and Thomas Verdebout

Asymptotic theory for statistics based on cumulant vectors with applications pp. 708-728

Sreenivasa Rao Jammalamadaka, Emanuele Taufer and György H. Terdik

Volume 48, issue 1, 2021

A generalized semiparametric regression and its efficient estimation pp. 1-24

Lu Lin, Lili Liu, Xia Cui and Kangning Wang

A calibrated imputation method for secondary data analysis of survey data pp. 25-41

Damião N. Da Silva and Li‐Chun Zhang

The predictive distributions of thinning‐based count processes pp. 42-67

Yang Lu

A dynamic model for double‐bounded time series with chaotic‐driven conditional averages pp. 68-86

Guilherme Pumi, Taiane Schaedler Prass and Rafael Rigão Souza

Adaptive estimating function inference for nonstationary determinantal point processes pp. 87-107

Frédéric Lavancier, Arnaud Poinas and Rasmus Waagepetersen

Inference under pivotal sampling: Properties, variance estimation, and application to tesselation for spatial sampling pp. 108-131

Guillaume Chauvet and Ronan Le Gleut

Estimation of causal continuous‐time autoregressive moving average random fields pp. 132-163

Claudia Klüppelberg and Viet Son Pham

Fast tensorial JADE pp. 164-187

Joni Virta, Niko Lietzén, Pauliina Ilmonen and Klaus Nordhausen

Identifiability and estimation of recursive max‐linear models pp. 188-211

Nadine Gissibl, Claudia Klüppelberg and Steffen Lauritzen

Non‐Gaussian geostatistical modeling using (skew) t processes pp. 212-245

Moreno Bevilacqua, Christian Caamaño‐Carrillo, Reinaldo B. Arellano‐Valle and Víctor Morales‐Oñate

Inference for longitudinal data from complex sampling surveys: An approach based on quadratic inference functions pp. 246-274

Laura Dumitrescu, Wei Qian and J. N. K. Rao

Grenander functionals and Cauchy's formula pp. 275-294

Piet Groeneboom

Bayesian variable selection for multioutcome models through shared shrinkage pp. 295-320

Debamita Kundu, Riten Mitra and Jeremy T. Gaskins

Max‐infinitely divisible models and inference for spatial extremes pp. 321-348

Raphaël Huser, Thomas Opitz and Emeric Thibaud

Feature screening for case‐cohort studies with failure time outcome pp. 349-370

Jing Zhang, Haibo Zhou, Yanyan Liu and Jianwen Cai