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 46, issue 4, 2019

Identifiability of two‐component skew normal mixtures with one known component pp. 955-986

Shantanu Jain, Michael Levine, Predrag Radivojac and Michael W. Trosset

Scalable statistical inference for averaged implicit stochastic gradient descent pp. 987-1002

Yixin Fang

Empirical likelihood and Wilks phenomenon for data with nonignorable missing values pp. 1003-1024

Puying Zhao, Lei Wang and Jun Shao

Adaptively transformed mixed‐model prediction of general finite‐population parameters pp. 1025-1046

Shonosuke Sugasawa and Tatsuya Kubokawa

Small‐sphere distributions for directional data with application to medical imaging pp. 1047-1071

Byungwon Kim, Stephan Huckemann, Jörn Schulz and Sungkyu Jung

Time‐change models for asymmetric processes pp. 1072-1097

Pierre Ailliot, Bernard Delyon, Valérie Monbet and Marc Prevosto

Modeling spatial overdispersion via the generalized Waring point process pp. 1098-1116

Mimoza Zografi and Evdokia Xekalaki

Focused information criteria for copulas pp. 1117-1140

Vinnie Ko, Nils Lid Hjort and Ingrid Hobæk Haff

Regression‐type models for extremal dependence pp. 1141-1167

L. Mhalla, M. de Carvalho and V. Chavez‐Demoulin

A general central limit theorem and a subsampling variance estimator for α‐mixing point processes pp. 1168-1190

Christophe Ange Napoléon Biscio and Rasmus Waagepetersen

A general quantile residual life model for length‐biased right‐censored data pp. 1191-1205

Fangfang Bai, Xuerong Chen, Yan Chen and Tao Huang

On cusp location estimation for perturbed dynamical systems pp. 1206-1226

Yury A. Kutoyants

Generalized fixed‐T panel unit root tests pp. 1227-1251

Yiannis Karavias and Elias Tzavalis

Alternatives to post‐processing posterior predictive p values pp. 1252-1273

Jørund Gåsemyr and Ida Scheel

Bootstrapping mean‐squared errors of robust small‐area estimators: Application to the method‐of‐payments surveys data pp. 1274-1299

Valery D. Jiongo and Pierre Nguimkeu

Nonparametric geometric outlier detection pp. 1300-1314

Matias Heikkilä

Cox regression of clustered event times with covariates missing not at random pp. 1315-1346

Li Liu, Yanyan Liu, Yi Xiong and X. Joan Hu

Volume 46, issue 3, 2019

Second‐order analysis of marked inhomogeneous spatiotemporal point processes: Applications to earthquake data pp. 661-685

A. Iftimi, O. Cronie and F. Montes

A factor model approach for the joint segmentation with between‐series correlation pp. 686-705

Xavier Collilieux, Emilie Lebarbier and Stéphane Robin

Reinforced urns and the subdistribution beta‐Stacy process prior for competing risks analysis pp. 706-734

Andrea Arfé, Stefano Peluso and Pietro Muliere

An oracle property of the Nadaraya–Watson kernel estimator for high‐dimensional nonparametric regression pp. 735-764

Daniel Conn and Gang Li

Indirect Inference for Lévy‐driven continuous‐time GARCH models pp. 765-801

Thiago do Rêgo Sousa, Stephan Haug and Claudia Klüppelberg

Bayesian estimation of the efficient frontier pp. 802-830

David Bauder, Rostyslav Bodnar, Taras Bodnar and Wolfgang Schmid

Regression analysis of longitudinal data with outcome‐dependent sampling and informative censoring pp. 831-847

Weining Shen, Suyu Liu, Yong Chen and Jing Ning

Estimation of geodesic tortuosity and constrictivity in stationary random closed sets pp. 848-884

Matthias Neumann, Christian Hirsch, Jakub Staněk, Viktor Beneš and Volker Schmidt

Hierarchical Bayes small‐area estimation with an unknown link function pp. 885-897

Shonosuke Sugasawa, Tatsuya Kubokawa and J. N. K. Rao

GMM nonparametric correction methods for logistic regression with error‐contaminated covariates and partially observed instrumental variables pp. 898-919

Xiao Song and Ching‐Yun Wang

Rate efficient estimation of realized Laplace transform of volatility with microstructure noise pp. 920-953

Li Wang, Zhi Liu and Xiaochao Xia

Volume 46, issue 2, 2019

On the asymptotic non‐equivalence of efficient‐GMM and MEL estimators in models with missing data pp. 361-388

Xuerong Chen, Yan Chen, Alan T.K. Wan and Yong Zhou

Automated selection of post‐strata using a model‐assisted regression tree estimator pp. 389-413

Kelly S. McConville and Daniell Toth

An additive–multiplicative mean model for panel count data with dependent observation and dropout processes pp. 414-431

Guanglei Yu, Yang Li, Liang Zhu, Hui Zhao, Jianguo Sun and Leslie L. Robison

The large sample coverage probability of confidence intervals in general regression models after a preliminary hypothesis test pp. 432-445

Paul Kabaila and Rupert E. H. Kuveke

A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes pp. 446-469

Yanqin Fan, Ming He, Liangjun Su and Xiao‐Hua Zhou

Inference for ergodic diffusions plus noise pp. 470-516

Shogo H. Nakakita and Masayuki Uchida

Score estimation in the monotone single‐index model pp. 517-544

Fadoua Balabdaoui, Piet Groeneboom and Kim Hendrickx

Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data pp. 545-574

Ajay Jasra, Kengo Kamatani and Hiroki Masuda

Estimation of treatment effects for heterogeneous matched‐pairs data with probit models pp. 575-594

Jun Wang, Wei Gao and Man‐Lai Tang

Hierarchical marginal models with latent uncertainty pp. 595-620

Roberto Colombi, Sabrina Giordano, Anna Gottard and Maria Iannario

A stochastic process approach to multilayer neutron detectors pp. 621-635

Dragi Anevski, Richard Hall‐Wilton, Kalliopi Kanaki and Vladimir Pastukhov

Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions pp. 636-660

Taras Bodnar, Stepan Mazur and Nestor Parolya

Volume 46, issue 1, 2019

Editorial pp. 1-1

Håkon K. Gjessing and Hans J. Skaug

Learning from a lot: Empirical Bayes for high‐dimensional model‐based prediction pp. 2-25

Mark A. van de Wiel, Dennis E. Te Beest and Magnus M. Münch

Specification testing in nonparametric AR‐ARCH models pp. 26-58

Marie Hušková, Natalie Neumeyer, Tobias Niebuhr and Leonie Selk

What is the shape of a bundle? An analysis of Rosen's fibrous composites experiments using the chain‐of‐bundles model pp. 59-86

Shuang Li, James Gleaton and James Lynch

Bias‐reduced marginal Akaike information criteria based on a Monte Carlo method for linear mixed‐effects models pp. 87-115

Wataru Sakamoto

Efficient estimation in partially linear single‐index models for longitudinal data pp. 116-141

Quan Cai and Suojin Wang

An unconditional space–time scan statistic for ZIP‐distributed data pp. 142-159

Benjamin Allévius and Michael Höhle

Estimating nonlinear additive models with nonstationarities and correlated errors pp. 160-199

Michael Vogt and Christopher Walsh

Model‐free causal inference of binary experimental data pp. 200-214

Peng Ding and Luke W. Miratrix

Wavelet‐based estimators for mixture regression pp. 215-234

Michel H. Montoril, Aluísio Pinheiro and Brani Vidakovic

Wild adaptive trimming for robust estimation and cluster analysis pp. 235-256

Andrea Cerioli, Alessio Farcomeni and Marco Riani

Testing the equality of two high‐dimensional spatial sign covariance matrices pp. 257-271

Guanghui Cheng, Baisen Liu, Liuhua Peng, Baoxue Zhang and Shurong Zheng

A unified empirical likelihood approach for testing MCAR and subsequent estimation pp. 272-288

Shixiao Zhang, Peisong Han and Changbao Wu

On the accuracy in high‐dimensional linear models and its application to genomic selection pp. 289-313

Charles‐Elie Rabier, Brigitte Mangin and Simona Grusea

Hard thresholding regression pp. 314-328

Qiang Sun, Bai Jiang, Hongtu Zhu and Joseph G. Ibrahim

The local fractional bootstrap pp. 329-359

Mikkel Bennedsen, Ulrich Hounyo, Asger Lunde and Mikko S. Pakkanen