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 47, issue 4, 2020

Failure time studies with intermittent observation and losses to follow‐up pp. 1035-1063

Richard J. Cook and Jerald F. Lawless

Hypothesis testing for quantitative trait locus effects in both location and scale in genetic backcross studies pp. 1064-1089

Guanfu Liu, Pengfei Li, Yukun Liu and Xiaolong Pu

Computationally efficient familywise error rate control in genome‐wide association studies using score tests for generalized linear models pp. 1090-1113

Kari Krizak Halle, Øyvind Bakke, Srdjan Djurovic, Anja Bye, Einar Ryeng, Ulrik Wisløff, Ole A. Andreassen and Mette Langaas

Post hoc false positive control for structured hypotheses pp. 1114-1148

Guillermo Durand, Gilles Blanchard, Pierre Neuvial and Etienne Roquain

Statistical inference for multiple change‐point models pp. 1149-1170

Wu Wang, Xuming He and Zhongyi Zhu

Variable screening for survival data in the presence of heterogeneous censoring pp. 1171-1191

Jinfeng Xu, Wai Keung Li and Zhiliang Ying

A study on the least squares estimator of multivariate isotonic regression function pp. 1192-1221

Pramita Bagchi and Subhra Sankar Dhar

Stratified proportional subdistribution hazards model with covariate‐adjusted censoring weight for case‐cohort studies pp. 1222-1242

Soyoung Kim, Yayun Xu, Mei‐Jie Zhang and Kwang‐Woo Ahn

Multiscale change point detection for dependent data pp. 1243-1274

Holger Dette, Theresa Eckle and Mathias Vetter

Linear censored quantile regression: A novel minimum‐distance approach pp. 1275-1306

Mickaël De Backer, Anouar El Ghouch and Ingrid Van Keilegom

Local quadratic estimation of the curvature in a functional single index model pp. 1307-1338

Zi Ye and Giles Hooker

Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo pp. 1339-1376

Matti Vihola, Jouni Helske and Jordan Franks

Pseudo likelihood‐based estimation and testing of missingness mechanism function in nonignorable missing data problems pp. 1377-1400

Xuerong Chen, Guoqing Diao and Jing Qin

Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations pp. 1401-1464

Mohamed Ben Alaya, Ahmed Kebaier and Ngoc Khue Tran

Volume 47, issue 3, 2020

Maximum likelihood drift estimation for a threshold diffusion pp. 609-637

Antoine Lejay and Paolo Pigato

Stochastic functional estimates in longitudinal models with interval‐censored anchoring events pp. 638-661

Chenghao Chu, Ying Zhang and Wanzhu Tu

Concordance‐based estimation approaches for the optimal sufficient dimension reduction score pp. 662-689

Shao‐Hsuan Wang and Chin‐Tsang Chiang

On aggregation of strongly dependent time series pp. 690-710

Jan Beran, Haiyan Liu and Sucharita Ghosh

The null hypothesis of (common) jumps in case of irregular and asynchronous observations pp. 711-756

Ole Martin and Mathias Vetter

Combined multiple testing of multivariate survival times by censored empirical likelihood pp. 757-786

Judith H. Parkinson

An autoregressive model based on the generalized hyperbolic distribution pp. 787-816

Henri Karttunen

Confidence intervals for variance component ratios in unbalanced linear mixed models pp. 817-838

Mahesh N. Fernando and Ronald W. Butler

Asymptotic theory and inference of predictive mean matching imputation using a superpopulation model framework pp. 839-861

Shu Yang and Jae Kwang Kim

Efficient volatility estimation in a two‐factor model pp. 862-898

Olivier Féron, Pierre Gruet and Marc Hoffmann

Geometric consistency of principal component scores for high‐dimensional mixture models and its application pp. 899-921

Kazuyoshi Yata and Makoto Aoshima

Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization pp. 922-949

Laurent Gardes, Stéphane Girard and Gilles Stupfler

Implementing Monte Carlo tests with p‐value buckets pp. 950-967

Axel Gandy, Georg Hahn and Dong Ding

Asymptotic normality of generalized maximum spacing estimators for multivariate observations pp. 968-989

Kristi Kuljus and Bo Ranneby

Conditional covariance penalties for mixed models pp. 990-1010

Benjamin Säfken and Thomas Kneib

Orientation relationship in finite dimensional space pp. 1011-1034

Jayant Jha and Atanu Biswas

Volume 47, issue 2, 2020

Contrast function estimation for the drift parameter of ergodic jump diffusion process pp. 279-346

Chiara Amorino and Arnaud Gloter

Outlier detection in contingency tables using decomposable graphical models pp. 347-360

Mads Lindskou, Poul Svante Eriksen and Torben Tvedebrink

Parallelizing particle filters with butterfly interactions pp. 361-396

Kari Heine, Nick Whiteley and A.Taylan Cemgil

How to ask sensitive multiple‐choice questions pp. 397-424

Andreas Lagerås and Mathias Lindholm

Change‐point detection in a linear model by adaptive fused quantile method pp. 425-463

Gabriela Ciuperca and Matúš Maciak

Decompounding discrete distributions: A nonparametric Bayesian approach pp. 464-492

Shota Gugushvili, Ester Mariucci and Frank van der Meulen

Linear hypothesis testing for weighted functional data with applications pp. 493-515

Łukasz Smaga and Jin‐Ting Zhang

Consistent procedures for multiclass classification of discrete diffusion paths pp. 516-554

Christophe Denis, Charlotte Dion and Miguel Martinez

Semiparametric multiparameter regression survival modeling pp. 555-571

Kevin Burke, Frank Eriksson and C. B. Pipper

Dynamic inference for non‐Markov transition probabilities under random right censoring pp. 572-586

Dennis Dobler and Andrew Titman

Variable selection and estimation for high‐dimensional spatial autoregressive models pp. 587-607

Liqian Cai and Tapabrata Maiti

Volume 47, issue 1, 2020

Constructing likelihood functions for interval‐valued random variables pp. 1-35

X. Zhang, B. Beranger and S. A. Sisson

Confidence intervals for extreme Pareto‐type quantiles pp. 36-55

Sven Buitendag, Jan Beirlant and Tertius de Wet

Estimation of the marginal expected shortfall under asymptotic independence pp. 56-83

Juan-Juan Cai and Eni Musta

Novel criteria to exclude the surrogate paradox and their optimalities pp. 84-103

Yunjian Yin, Lan Liu, Zhi Geng and Peng Luo

Estimation of cyclic long‐memory parameters pp. 104-133

Huda Mohammed Alomari, Antoine Ayache, Myriam Fradon and Andriy Olenko

Dimension reduction for the conditional mean and variance functions in time series pp. 134-155

Jin‐Hong Park and S. Yaser Samadi

Degree‐based goodness‐of‐fit tests for heterogeneous random graph models: Independent and exchangeable cases pp. 156-181

Sarah Ouadah, Stéphane Robin and Pierre Latouche

Local Whittle likelihood approach for generalized divergence pp. 182-195

Yujie Xue and Masanobu Taniguchi

Exact dimensionality selection for Bayesian PCA pp. 196-211

Charles Bouveyron, Pierre Latouche and Pierre‐Alexandre Mattei

Inferactive data analysis pp. 212-249

Nan Bi, Jelena Markovic, Lucy Xia and Jonathan Taylor

Multiple‐output quantile regression through optimal quantization pp. 250-278

Isabelle Charlier, Davy Paindaveine and Jérôme Saracco