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 45, issue 4, 2018

The analysis of left truncated bivariate data using frailty models pp. 847-860

Antai Wang, Krishnendu Chandra and Xieyang Jia

Linear factor copula models and their properties pp. 861-878

Pavel Krupskii and Marc G. Genton

General approach to coordinate representation of compositional tables pp. 879-899

Kamila Fačevicová, Karel Hron, Valentin Todorov and Matthias Templ

Estimating high‐dimensional additive Cox model with time‐dependent covariate processes pp. 900-922

Shaogao Lv, Jiakun Jiang, Fanyin Zhou, Jian Huang and Huazhen Lin

Estimating the variance in a pseudo‐observation scheme with competing risks pp. 923-940

Morten Overgaard, Erik Thorlund Parner and Jan Pedersen

Improving the robustness and efficiency of covariate‐adjusted linear instrumental variable estimators pp. 941-961

Stijn Vansteelandt and Vanessa Didelez

Semiparametric maximum likelihood inference for nonignorable nonresponse with callbacks pp. 962-984

Zhong Guan, Denis H. Y. Leung and Jing Qin

Nonparametric indices of dependence between components for inhomogeneous multivariate random measures and marked sets pp. 985-1015

M. N. M. van Lieshout

A Bayesian semiparametric partially PH model for clustered time‐to‐event data pp. 1016-1035

Bernardo Nipoti, Alejandro Jara and Michele Guindani

Nonparametric inference for functional‐on‐scalar linear models applied to knee kinematic hop data after injury of the anterior cruciate ligament pp. 1036-1061

Konrad Abramowicz, Charlotte K. Häger, Alessia Pini, Lina Schelin, Sara Sjöstedt de Luna and Simone Vantini

Bayesian nonparametric inference beyond the Gibbs‐type framework pp. 1062-1091

Federico Camerlenghi, Antonio Lijoi and Igor Prünster

Small area estimation of complex parameters under unit‐level models with skew‐normal errors pp. 1092-1116

Mamadou S. Diallo and J. N. K. Rao

Volume 45, issue 3, 2018

Testing Independence of Covariates and Errors in Non‐parametric Regression pp. 421-443

Subhra Sankar Dhar, Wicher Bergsma and Angelos Dassios

Composite Estimation for Single‐Index Models with Responses Subject to Detection Limits pp. 444-464

Yanlin Tang, Huixia Judy Wang and Hua Liang

A Quasi‐Score Statistic for Homogeneity Testing against Covariate‐Varying Heterogeneity pp. 465-481

David Todem, Wei‐Wen Hsu and Jason P. Fine

Power Variations and Testing for Co‐Jumps: The Small Noise Approach pp. 482-512

Daisuke Kurisu

Convergence Analysis of MCMC Algorithms for Bayesian Multivariate Linear Regression with Non‐Gaussian Errors pp. 513-533

James P. Hobert, Yeun Ji Jung, Kshitij Khare and Qian Qin

Scalable Bayes under Informative Sampling pp. 534-556

Terrance D. Savitsky and Sanvesh Srivastava

Tuning Parameter Selection in Cox Proportional Hazards Model with a Diverging Number of Parameters pp. 557-570

Ai Ni and Jianwen Cai

Joint Modelling of Survival and Longitudinal Data with Informative Observation Times pp. 571-589

Hongsheng Dai and Jianxin Pan

Local Estimation of the Conditional Stable Tail Dependence Function pp. 590-617

Mikael Escobar‐Bach, Yuri Goegebeur and Armelle Guillou

Statistical Inference and Applications of Mixture of Varying Coefficient Models pp. 618-643

Mian Huang, Weixin Yao, Shaoli Wang and Yixin Chen

Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps pp. 644-681

Yuping Song and Hanchao Wang

A Class of Semiparametric Transformation Models for Doubly Censored Failure Time Data pp. 682-698

Shuwei Li, Tao Hu, Peijie Wang and Jianguo Sun

Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application pp. 699-728

Weiming Li, Zeng Li and Jianfeng Yao

Uncertainty Quantification in Case of Imperfect Models: A Non‐Bayesian Approach pp. 729-752

Michael Kohler, Adam Krzyżak, Shashidhar Mallapur and Roland Platz

Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model pp. 753-791

Hendrik P. Lopuhaä and Eni Musta

Spatially Balanced Sampling of Continuous Populations pp. 792-805

Anton Grafström and Alina Matei

An Optimal Semiparametric Method for Two‐group Classification pp. 806-846

Seungchul Baek, Osamu Komori and Yanyuan Ma

Volume 45, issue 2, 2018

Enhancements of Non†parametric Generalized Likelihood Ratio Test: Bias Correction and Dimension Reduction pp. 217-254

Cuizhen Niu, Xu Guo and Lixing Zhu

Partially Linear Additive Models with Unknown Link Functions pp. 255-282

Jun Zhang and Heng Lian

Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications pp. 283-300

Jurgen Doornik

A Family of Goodness†of†Fit Tests for Copulas Based on Characteristic Functions pp. 301-323

Tarik Bahraoui, Taoufik Bouezmarni and Jean†François Quessy

How to Make Model†free Feature Screening Approaches for Full Data Applicable to the Case of Missing Response? pp. 324-346

Qihua Wang and Yongjin Li

Non†parametric Estimation of the Number of Zeros in Truncated Count Distributions pp. 347-365

Pedro Puig and Célestin C. Kokonendji

Efficient Robust Estimation for Linear Models with Missing Response at Random pp. 366-381

Man†Lai Tang, Nian†Sheng Tang, Pu†Ying Zhao and Hongtu Zhu

Sampling from a Max†Stable Process Conditional on a Homogeneous Functional with an Application for Downscaling Climate Data pp. 382-404

Marco Oesting, Liliane Bel and Christian Lantuéjoul

Natural (Non†)Informative Priors for Skew†symmetric Distributions pp. 405-420

Holger Dette, Christophe Ley and Francisco Rubio

Volume 45, issue 1, 2018

Evaluating the Accuracy of Small P†Values In Genetic Association Studies Using Edgeworth Expansions pp. 1-33

Gang Zheng, Jinghong Xiong, Qizhai Li, Jinfeng Xu, Ao Yuan and Joe L. Gastwirth

A High†dimensional Focused Information Criterion pp. 34-61

Thomas Gueuning and Gerda Claeskens

Feedback and Mediation in Causal Inference Illustrated by Stochastic Process Models pp. 62-86

Odd O. Aalen, Jon Michael Gran, Kjetil Røysland, Mats Julius Stensrud and Susanne Strohmaier

A Class of Weighted Estimating Equations for Semiparametric Transformation Models with Missing Covariates pp. 87-109

Yang Ning, Grace Yi and Nancy Reid

Most Likely Transformations pp. 110-134

Torsten Hothorn, Lisa Möst and Peter Bühlmann

Confidence Intervals for the Current Status Model pp. 135-163

Piet Groeneboom and Kim Hendrickx

Statistical Inference for Renewal Processes pp. 164-193

F. Comte and C. Duval

Sparse Approximations of Fractional Matérn Fields pp. 194-216

Lassi Roininen, Sari Lasanen, Mikko Orispää and Simo Särkkä

Volume 44, issue 4, 2017

Ordered Regressions pp. 817-842

Sophia Rosen and Ori Davidov

Tests for Structural Changes in Time Series of Counts pp. 843-865

Šárka Hudecová, Marie Hušková and Simos G. Meintanis

High-order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth pp. 866-898

Kin Wai Chan and Chun Yip Yau

Ensemble Approaches to Estimating the Population Mean with Missing Response pp. 899-917

Xiaogang Duan and Guosheng Yin

Maximum Likelihood Estimators in Regression Models for Error-prone Group Testing Data pp. 918-931

Xianzheng Huang and Md Shamim Sarker Warasi

A Semiparametric Regression Model for Longitudinal Data with Non-stationary Errors pp. 932-950

Rui Li, Chenlei Leng and Jinhong You

Threshold Estimation for Stochastic Processes with Small Noise pp. 951-988

Yasutaka Shimizu

Geometry and Degrees of Freedom of Linearly Constrained Generalized Lasso pp. 989-1008

Peng Zeng, Qinqin Hu and Xiaoyu Li

Volume 44, issue 3, 2017

When and Why are Principal Component Scores a Good Tool for Visualizing High-dimensional Data? pp. 581-597

Kristoffer H. Hellton and Magne Thoresen

Asymptotic Optimality of Sparse Linear Discriminant Analysis with Arbitrary Number of Classes pp. 598-616

Ruiyan Luo and Xin Qi

Asymptotic Properties of QML Estimators for VARMA Models with Time-dependent Coefficients pp. 617-635

Abdelkamel Alj, Rajae Azrak, Christophe Ley and Guy Mélard

Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach pp. 636-665

Eugene Demidenko

Fast Inference for Network Models of Infectious Disease Spread pp. 666-683

Razvan G. Romanescu and Rob Deardon

Empirical Uncertain Bayes Methods in Area-level Models pp. 684-706

Shonosuke Sugasawa, Tatsuya Kubokawa and Kota Ogasawara

Adaptive Deconvolution on the Non-negative Real Line pp. 707-740

Gwennaëlle Mabon

Objective Bayes Covariate-Adjusted Sparse Graphical Model Selection pp. 741-764

Guido Consonni, Luca La Rocca and Stefano Peluso

Bayesian Single Changepoint Estimation in a Parameter-driven Model pp. 765-779

Chigozie E. Utazi

Estimation and Prediction in the Presence of Spatial Confounding for Spatial Linear Models pp. 780-797

Garritt L. Page, Yajun Liu, Zhuoqiong He and Donchu Sun

Non-parametric Bayesian Intensity Model: Exploring Time-to-Event Data on Two Time Scales pp. 798-814

Tommi Härkänen, Anna But and Jari Haukka

Correction Note to ‘Analysis of Double Single Index Models’ pp. 815-816

Kun Chen and Yanyuan Ma

Volume 44, issue 2, 2017

Exact Goodness-of-Fit Testing for the Ising Model pp. 285-306

Abraham Martín del Campo, Sarah Cepeda and Caroline Uhler

Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors pp. 307-323

Subahdip Pal, Kshitij Khare and James P. Hobert

Kernel Density Estimation on a Linear Network pp. 324-345

Greg McSwiggan, Adrian Baddeley and Gopalan Nair

Autocovariance Estimation in Regression with a Discontinuous Signal and m-Dependent Errors: A Difference-Based Approach pp. 346-368

Inder Tecuapetla-Gómez and Axel Munk

Local Digital Algorithms Applied to Boolean Models pp. 369-395

Julia Hörrmann and Anne Marie Svane

Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear-Index pp. 396-424

Ming-Yueh Huang and Chin-Tsang Chiang

Statistical Inference for Expectile-based Risk Measures pp. 425-454

Volker Krätschmer and Henryk Zähle

Structure Learning of Contextual Markov Networks using Marginal Pseudo-likelihood pp. 455-479

Johan Pensar, Henrik Nyman and Jukka Corander

Asymptotics of Selective Inference pp. 480-499

Xiaoying Tian and Jonathan Taylor

Location-invariant Multi-sample U-tests for Covariance Matrices with Large Dimension pp. 500-523

M. Rauf Ahmad

Bayesian Analysis of the Proportional Hazards Model with Time-Varying Coefficients pp. 524-544

Gwangsu Kim, Yongdai Kim and Taeryon Choi

Nonparametric Two-Sample Tests of the Marginal Mark Distribution with Censored Marks pp. 545-562

Brent A. Johnson

Estimating the Number of Block Boundaries from Diagonal Blockwise Matrices Without Penalization pp. 563-580

Vincent Brault, Maud Delattre, Emilie Lebarbier, Tristan Mary-Huard and Céline Lévy-Leduc

Volume 44, issue 1, 2017

Analysis of Double Single Index Models pp. 1-20

Kun Chen and Yanyuan Ma

Models for Extremal Dependence Derived from Skew-symmetric Families pp. 21-45

Boris Beranger, Simone A. Padoan and Scott A. Sisson

Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference pp. 46-80

Michele Nguyen and Almut Veraart

Collapsing of Non-centred Parameterized MCMC Algorithms with Applications to Epidemic Models pp. 81-96

Peter Neal and Fei Xiang

Empirical Processes in Survey Sampling with (Conditional) Poisson Designs pp. 97-111

Patrice Bertail, Emilie Chautru and Stephan Clémençon

A Semi-parametric Transformation Frailty Model for Semi-competing Risks Survival Data pp. 112-129

Fei Jiang and Sebastien Haneuse

Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions pp. 130-149

Alexis Bienvenüe and Christian Y. Robert

Bayesian Estimators for Small Area Models Shrinking Both Means and Variances pp. 150-167

Shonosuke Sugasawa, Hiromasa Tamae and Tatsuya Kubokawa

Semi-parametric Estimation in a Single-index Model with Endogenous Variables pp. 168-191

Melanie Birke, Sebastien Van Bellegem and Ingrid Van Keilegom

Palm Distributions for Log Gaussian Cox Processes pp. 192-203

Jean-François Coeurjolly, Jesper Møller and Rasmus Waagepetersen

Contrast Estimation for Parametric Stationary Determinantal Point Processes pp. 204-229

Christophe Ange Napoléon Biscio and Frédéric Lavancier

Impact of Model Choice on LR Assessment in Case of Rare Haplotype Match (Frequentist Approach) pp. 230-248

Giulia Cereda

On the Estimation of the Density of a Directional Data Stream pp. 249-267

Aboubacar Amiri, Baba Thiam and Thomas Verdebout

Unified Inference for Sparse and Dense Longitudinal Data in Time-varying Coefficient Models pp. 268-284

Yixin Chen and Weixin Yao