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 42, issue 4, 2015

Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model pp. 891-910

Enrico Bibbona and Ilia Negri

The Extensively Corrected Score for Measurement Error Models pp. 911-924

Yih-Huei Huang, Chi-Chung Wen and Yu-Hua Hsu

Non-parametric Copula Estimation Under Bivariate Censoring pp. 925-946

Svetlana Gribkova and Olivier Lopez

An Objective Bayesian Criterion to Determine Model Prior Probabilities pp. 947-966

Cristiano Villa and Stephen Walker

Fully Bayesian Binary Markov Random Field Models: Prior Specification and Posterior Simulation pp. 967-987

Petter Arnesen and Håkon Tjelmeland

Likelihood Ratio Tests for High-Dimensional Normal Distributions pp. 988-1009

Tiefeng Jiang and Yongcheng Qi

Estimation of Fibre Length Distributions from Fibre Endpoints pp. 1010-1022

Malte Kuhlmann and Claudia Redenbach

Estimation of the Jump Size Density in a Mixed Compound Poisson Process pp. 1023-1044

Fabienne Comte, Celine Duval, Valentine Genon-Catalot and Johanna Kappus

Data Dependent Cells Chi-Square Test With Recurrent Events pp. 1045-1064

Akim Adekpedjou, Withanage A. De Mel and Gideon KD Zamba

Cluster-Specific Variable Selection for Product Partition Models pp. 1065-1077

Fernando A. Quintana, Peter Müller and Ana Luisa Papoila

Variance Estimation under Two-Phase Sampling pp. 1078-1091

Takumi Saegusa

Generalized Maximum Spacing Estimation for Multivariate Observations pp. 1092-1108

Kristi Kuljus and Bo Ranneby

Estimation of a Copula when a Covariate Affects only Marginal Distributions pp. 1109-1126

Irène Gijbels, Marek Omelka and Noël Veraverbeke

Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures pp. 1127-1135

Alessio Farcomeni

Optimal PPS Sampling with Vanishing Auxiliary Variables – with Applications in Microscopy pp. 1136-1148

Ina Trolle Andersen, Ute Hahn and Eva B. Vedel Jensen

Clustered Survival Data with Left-truncation pp. 1149-1166

Frank Eriksson, Torben Martinussen and Thomas H. Scheike

A Model Specification Test For GARCH(1,1) Processes pp. 1167-1193

Anne Leucht, Jens-Peter Kreiss and Michael H. Neumann

Adaptive Bayesian Procedures Using Random Series Priors pp. 1194-1213

Weining Shen and Subhashis Ghosal

Model Selection Criterion Based on the Multivariate Quasi-Likelihood for Generalized Estimating Equations pp. 1214-1224

Shinpei Imori

Volume 42, issue 3, 2015

Tests for Coefficients in High-dimensional Additive Hazard Models pp. 649-664

Ping-Shou Zhong, Tao Hu and Jun Li

Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation pp. 665-684

Guang Cheng

Laplace Error Penalty-based Variable Selection in High Dimension pp. 685-700

Canhong Wen, Xueqin Wang and Shaoli Wang

A Semi-empirical Bayesian Chart to Monitor Weibull Percentiles pp. 701-712

Pasquale Erto, Giuliana Pallotta and Christina M. Mastrangelo

Nonparametric Benchmark Dose Estimation with Continuous Dose-Response Data pp. 713-731

Lizhen Lin, Walter W. Piegorsch and Rabi Bhattacharya

Focused and Model Average Estimation for Regression Analysis of Panel Count Data pp. 732-745

Haiying Wang, Yang Li and Jianguo Sun

Adjusted Supremum Score-Type Statistics for Evaluating Non-Standard Hypotheses pp. 746-759

Wei-Wen Hsu, David Todem and Kyungmann Kim

An Inverse-regression Method of Dependent Variable Transformation for Dimension Reduction with Non-linear Confounding pp. 760-774

Heng-Hui Lue

Uniform Ergodicity of the Particle Gibbs Sampler pp. 775-797

Fredrik Lindsten, Randal Douc and Eric Moulines

Empirical Likelihood for Censored Linear Regression and Variable Selection pp. 798-812

Tong Tong Wu, Gang Li and Chengyong Tang

Estimating Particle Shape and Orientation Using Volume Tensors pp. 813-831

Johanna F. Ziegel, Jens R. Nyengaard and Eva B. Vedel Jensen

Iterative Scaling in Curved Exponential Families pp. 832-847

Anna Klimova and Tamás Rudas

Mixture Model Analysis of Partially Rank-Ordered Set Samples: Age Groups of Fish from Length-Frequency Data pp. 848-871

Armin Hatefi, Mohammad Jafari Jozani and Omer Ozturk

Geostatistical Modelling Using Non-Gaussian Matérn Fields pp. 872-890

Jonas Wallin and David Bolin

Volume 42, issue 2, 2015

A Proof of Bell's Inequality in Quantum Mechanics Using Causal interactions pp. 329-335

James M. Robins, Tyler J. VanderWeele and Richard D. Gill

Adaptive Warped Kernel Estimators pp. 336-360

Gaëlle Chagny

Study Design in Causal Models pp. 361-377

Juha Karvanen

Forward Simulation Markov Chain Monte Carlo with Applications to Stochastic Epidemic Models pp. 378-396

Peter Neal and Chien Lin Terry Huang

Estimating Mean Survival Time: When is it Possible? pp. 397-413

Ying Ding and Bin Nan

A Cox-Aalen Model for Interval-censored Data pp. 414-426

Audrey Boruvka and Richard J. Cook

The Identifiability of Dependent Competing Risks Models Induced by Bivariate Frailty Models pp. 427-437

Antai Wang, Krishnendu Chandra, Ruihua Xu and Junfeng Sun

Regression Analysis of Length-biased and Right-censored Failure Time Data with Missing Covariates pp. 438-452

Na Hu, Xuerong Chen and Jianguo Sun

Optimal and Robust Designs for Estimating the Concentration Curve and the AUC pp. 453-470

Mohamad Belouni and Karim Benhenni

Fiducial and Confidence Distributions for Real Exponential Families pp. 471-484

Piero Veronese and Eugenio Melilli

Statistical Estimation for a Class of Self-Regulating Processes pp. 485-503

Antoine Echelard, Jacques Lévy Véhel and Anne Philippe

A Class of Pseudolikelihood Ratio Tests for Homogeneity in Exponential Tilt Mixture Models pp. 504-517

Yang Ning and Yong Chen

Bayesian Estimators for Small Area Models when Auxiliary Information is Measured with Error pp. 518-529

Serena Arima, Gauri S. Datta and Brunero Liseo

On False Discovery and Non-discovery Proportions of the Dynamic Adaptive Procedure pp. 530-544

Kong Xin-Bing and Xu Qin-Feng

Inference for Quantiles of a Finite Population: Asymptotic versus Resampling Results pp. 545-561

Pier Luigi Conti and Daniela Marella

A J -function for Inhomogeneous Spatio-temporal Point Processes pp. 562-579

O. Cronie and M. N. M. Van Lieshout

The Partial Linear Model in High Dimensions pp. 580-608

Patric Müller and Sara Geer

Non-parametric Bayesian Hazard Regression for Chronic Disease Risk Assessment pp. 609-626

Olli Saarela and Elja Arjas

Log-mean Linear Parameterization for Discrete Graphical Models of Marginal Independence and the Analysis of Dichotomizations pp. 627-648

Alberto Roverato

Volume 42, issue 1, 2015

Semiparametric Time Series Models with Log-concave Innovations: Maximum Likelihood Estimation and its Consistency pp. 1-31

Yining Chen

Classification Error of the Thresholded Independence Rule pp. 32-42

Britta Anker Bak, Jens Ledet Jensen and Morten Fenger-Grøn

A Note on Estimation in Hilbertian Linear Models pp. 43-62

Siegfried Hörmann and Łukasz Kidziński

Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non-stationary Volatility pp. 63-86

Ke-Li Xu and Jui-Chung Yang

Marginal and Conditional Distribution Estimation from Double-sampled Semi-competing Risks Data pp. 87-103

Menggang Yu and Constantin T. Yiannoutsos

Instrument Assisted Regression for Errors in Variables Models with Binary Response pp. 104-117

Kun Xu, Yanyuan Ma and Liqun Wang

Regression Analysis of Current Status Data Under the Additive Hazards Model with Auxiliary Covariates pp. 118-136

Yanqin Feng, Ling Ma and Jianguo Sun

Inference of Seasonal Long-memory Time Series with Measurement Error pp. 137-154

Henghsiu Tsai, Heiko Rachinger and Edward Lin

Enriching Surveys with Supplementary Data and its Application to Studying Wage Regression pp. 155-179

Denis Heng Yan Leung, Ken Yamada and Biao Zhang

Deterministic Evolution of Strength in Multiple Comparisons Models: Who is the Greatest Golfer? pp. 180-196

Rose D. Baker and Ian G. McHale

A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions pp. 197-213

Juan Carlos Pardo-Fernández, María Dolores Jiménez-Gamero and Anouar El Ghouch

Guided Censored Regression pp. 214-233

Majda Talamakrouni, Anouar El Ghouch and Ingrid Van Keilegom

Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root pp. 234-255

Yu Miao, Yanling Wang and Guangyu Yang

A Central Limit Theorem in Non-parametric Regression with Truncated, Censored and Dependent Data pp. 256-269

Han-Ying Liang, Jacobo Uña-álvarez and María Iglesias-pérez

Sparse Principal Component Analysis in Hilbert Space pp. 270-289

Xin Qi and Ruiyan Luo

Parametric Estimation of Menarcheal Age Distribution Based on Recall Data pp. 290-305

Sedigheh Mirzaei Salehabadi, Debasis Sengupta and Rituparna Das

Efficient Estimation of the Partly Linear Additive Hazards Model with Current Status Data pp. 306-328

Xuewen Lu and Peter X.-K. Song