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 43, issue 4, 2016

Semiparametric Quantile Regression Analysis of Right-censored and Length-biased Failure Time Data with Partially Linear Varying Effects pp. 921-938

Xuerong Chen, Yeqian Liu, Jianguo Sun and Yong Zhou

Parameter Estimation for Inhomogeneous Space-Time Shot-Noise Cox Point Processes pp. 939-961

Jiří Dvořák and Michaela Prokešová

Compositional Tables Analysis in Coordinates pp. 962-977

Kamila Fačevicová, Karel Hron, Valentin Todorov and Matthias Templ

Approaches to the Estimation of the Local Average Treatment Effect in a Regression Discontinuity Design pp. 978-995

Aidan G. O'Keeffe and Gianluca Baio

Linear Increments with Non-monotone Missing Data and Measurement Error pp. 996-1018

Shaun R. Seaman, Daniel Farewell and Ian White

Robust Inference in Two-phase Sampling Designs with Application to Unit Nonresponse pp. 1019-1034

Cyril Favre-Martinoz, David Haziza and Jean-François Beaumont

Generic Identifiability of Linear Structural Equation Models by Ancestor Decomposition pp. 1035-1045

Mathias Drton and Luca Weihs

A Framework for Monte Carlo based Multiple Testing pp. 1046-1063

Axel Gandy and Georg Hahn

Bayesian Conditional Mean Estimation in Log-Normal Linear Regression Models with Finite Quadratic Expected Loss pp. 1064-1077

Enrico Fabrizi and Carlo Trivisano

Inference for Multi-dimensional High-frequency Data with an Application to Conditional Independence Testing pp. 1078-1102

Markus Bibinger and Per A. Mykland

An Automatic Test for the Umbrella Alternatives pp. 1103-1123

Grzegorz Wyłupek

Generalized Method of Moments for Additive Hazards Model with Clustered Dental Survival Data pp. 1124-1139

Hui Li, Xiaogang Duan and Guosheng Yin

An Extended Single-index Model with Missing Response at Random pp. 1140-1152

Qihua Wang, Tao Zhang and Wolfgang Härdle

Visualization for Large-scale Gaussian Updates pp. 1153-1161

Jonathan Rougier and Andrew Zammit-Mangion

Restricted most powerful Bayesian tests for linear models pp. 1162-1177

Scott D. Goddard and Valen E. Johnson

Testing parametric models in linear-directional regression pp. 1178-1191

Eduardo GarcÍa-Portugués, Ingrid Van Keilegom, Rosa M. Crujeiras and and Wenceslao González-Manteiga

Statistical Analysis Of Mixture Vector Autoregressive Models pp. 1192-1213

Maddalena Cavicchioli

Conditional Akaike Information Criteria for a Class of Poisson Mixture Models with Random Effects pp. 1214-1235

Dalei Yu

Volume 43, issue 3, 2016

Graphs for Margins of Bayesian Networks pp. 625-648

Robin J. Evans

A Semiparametrically Efficient Estimator of the Time-Varying Effects for Survival Data with Time-Dependent Treatment pp. 649-663

Huazhen Lin, Zhe Fei and Yi Li

On Local Power Properties of Frequency Domain-based Tests for Stationarity pp. 664-682

Efstathios Paparoditis and Philip Preuß

Doubly Robust Inference for the Distribution Function in the Presence of Missing Survey Data pp. 683-699

Helene Boistard, Guillaume Chauvet and David Haziza

Quantile Regression for Location-Scale Time Series Models with Conditional Heteroscedasticity pp. 700-720

Jungsik Noh and Sangyeol Lee

Empirical Likelihood Inference for the Rao-Hartley-Cochran Sampling Design pp. 721-735

Yves G. Berger

Penalized Weighted Least Squares to Small Area Estimation pp. 736-756

Rong Zhu, Guohua Zou, Hua Liang and Lixing Zhu

Asymptotic Properties of the Empirical Spatial Extremogram pp. 757-773

Yong Bum Cho, Richard A. Davis and Souvik Ghosh

Exponential Family Techniques for the Lognormal Left Tail pp. 774-787

Søren Asmussen, Jens Ledet Jensen and Leonardo Rojas-Nandayapa

Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers pp. 788-805

Tore Kleppe

Outlier Robust Small-Area Estimation Under Spatial Correlation pp. 806-826

Timo Schmid, Nikos Tzavidis, Ralf Münnich and Ray Chambers

An Empirical Process View of Inverse Regression pp. 827-844

François Portier

A Note on the Large Sample Properties of Estimators Based on Generalized Linear Models for Correlated Pseudo-observations pp. 845-862

Martin Jacobsen and Torben Martinussen

Subgroup Analysis with Time-to-Event Data Under a Logistic-Cox Mixture Model pp. 863-878

Ruo-fan Wu, Ming Zheng and Wen Yu

Simultaneous Confidence Tubes in Multivariate Linear Regression pp. 879-885

Wei Liu, Yang Han, Fang Wan, Frank Bretz and Anthony J. Hayter

Functional Mixed Effects Model for Small Area Estimation pp. 886-903

Tapabrata Maiti, Samiran Sinha and Ping-Shou Zhong

Frame Correction Modelling with Applications to the German Register-Assisted Census 2011 pp. 904-920

Lucie Dostál, Siegfried Gabler, Matthias Ganninger and Ralf Münnich

Volume 43, issue 2, 2016

Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models pp. 321-348

Soren Johansen and Bent Nielsen

Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen pp. 349-352

Anthony C. Atkinson, Andrea Cerioli and Marco Riani

Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ pp. 353-356

Christophe Croux and Ines Wilms

An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen pp. 357-359

Jurgen Doornik

Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen pp. 360-365

Jurgen Doornik and David Hendry

Discussion on "Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Problems" by Søren Johansen and Bent Nielsen pp. 366-367

Hannu Oja

Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen pp. 368-370

Elvezio Ronchetti

Discussion of the Paper ”Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Søren Johansen and Bent Nielsen pp. 371-373

Silvelyn Zwanzig

Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models pp. 374-381

Soren Johansen and Bent Nielsen

Subset Selection in Linear Regression using Sequentially Normalized Least Squares: Asymptotic Theory pp. 382-395

Jussi Määttä, Daniel F. Schmidt and Teemu Roos

Composite Estimating Equation Method for the Accelerated Failure Time Model with Length-biased Sampling Data pp. 396-415

Zhiping Qiu, Jing Qin and Yong Zhou

Consistent Smooth Bootstrap Kernel Intensity Estimation for Inhomogeneous Spatial Poisson Point Processes pp. 416-435

Isabel Fuentes-Santos, Wenceslao González-Manteiga and Jorge Mateu

Likelihood-based Inference with Missing Data Under Missing-at-Random pp. 436-454

Shu Yang and Jae Kwang Kim

Hidden Second-order Stationary Spatial Point Processes pp. 455-475

Ute Hahn and Eva B. Vedel Jensen

Fitting Cox Models with Doubly Censored Data Using Spline-Based Sieve Marginal Likelihood pp. 476-486

Zhiguo Li and Kouros Owzar

An Additive–Multiplicative Restricted Mean Residual Life Model pp. 487-504

Zahra Mansourvar, Torben Martinussen and Thomas H. Scheike

On the Estimation Accuracy of Causal Effects using Supplementary Variables pp. 505-519

Manabu Kuroki and Takahiro Hayashi

Asymptotic Inference for Jump Diffusions with State-Dependent Intensity pp. 520-542

I. Gaia Becheri, Feike C. Drost and Bas J.M. Werker

Collective versus Individual Effects in Survival Analysis of Multiple Failures pp. 543-557

Jialiang Li, Zhipeng Huang, Shuangge Ma and Mei-Ling Ting Lee

Locally Efficient Semiparametric Estimators for Proportional Hazards Models with Measurement Error pp. 558-572

Yuhang Xu, Yehua Li and Xiao Song

Estimating Abundance from Presence–Absence Maps via a Paired Negative-Binomial Model pp. 573-586

Wen-Han Hwang and Richard Huggins

Modelling Aggregation on the Large Scale and Regularity on the Small Scale in Spatial Point Pattern Datasets pp. 587-609

Frédéric Lavancier and Jesper Møller

A Necessary Condition for the Strong Oracle Property pp. 610-624

Yongdai Kim, Jong-June Jeon and Sangmi Han

Volume 43, issue 1, 2016

Editorial pp. 1-2

Niels Richard Hansen and Peter Dalgaard

A Rejection Principle for Sequential Tests of Multiple Hypotheses Controlling Familywise Error Rates pp. 3-19

Jay Bartroff and Jinlin Song

Uniformity of Node Level Conflict Measures in Bayesian Hierarchical Models Based on Directed Acyclic Graphs pp. 20-34

JøRUND Gåsemyr

Model-Averaged Confidence Intervals pp. 35-48

Paul Kabaila, A. H. Welsh and Waruni Abeysekera

On Nonsmooth Estimating Functions via Jackknife Empirical Likelihood pp. 49-69

Zhouping Li, Jinfeng Xu and Wang Zhou

Estimation of the Spectral Density with Assigned Risk pp. 70-82

Sam Efromovich

A class of Stein-rules in multivariate regression model with structural changes pp. 83-102

Fuqi Chen and Sévérien Nkurunziza

A Proportional Hazards Regression Model for the Subdistribution with Covariates-adjusted Censoring Weight for Competing Risks Data pp. 103-122

Peng He, Frank Eriksson, Thomas H. Scheike and Mei-Jie Zhang

Minimum Scoring Rule Inference pp. 123-138

A. Philip Dawid, Monica Musio and Laura Ventura

On a Mixture Model for Directional Data on the Sphere pp. 139-155

Jürgen Franke, Claudia Redenbach and Na Zhang

Optimal Estimator for Logistic Model with Distribution-free Random Intercept pp. 156-171

Tanya P. Garcia and Yanyuan Ma

A Sample Selection Model with Skew-normal Distribution pp. 172-190

Emmanuel O. Ogundimu and Jane L. Hutton

Integrated Likelihood Inference in Small Sample Meta-analysis for Continuous Outcomes pp. 191-201

Ruggero Bellio and Annamaria Guolo

Trimmed Mean Isotonic Regression pp. 202-212

Subhra sankar Dhar

Second-order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family pp. 213-227

Nicola Lunardon and Gianfranco Adimari

The Identification of Direct and Indirect Effects in Studies with an Unmeasured Intermediate Variable pp. 228-245

Manabu Kuroki

Combining Inverse Probability Weighting and Multiple Imputation to Improve Robustness of Estimation pp. 246-260

Peisong Han

Functional Partial Linear Single-index Model pp. 261-274

Guochang Wang, Xiang-Nan Feng and Min Chen

Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models pp. 275-291

Xinyu Zhang, Hua Liang, Anna Liu, David Ruppert and Guohua Zou

Dependence Estimation for High-frequency Sampled Multivariate CARMA Models pp. 292-320

Vicky Fasen