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 41, issue 4, 2014

Statistical Inference for High-Dimensional Global Minimum Variance Portfolios pp. 845-865

Konstantin Glombek

Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 pp. 866-892

Mátyás Barczy, Márton Ispány and Gyula Pap

Extending Integrated Nested Laplace Approximation to a Class of Near-Gaussian Latent Models pp. 893-912

Thiago G. Martins and Håvard Rue

Strong Consistency of Reduced K-means Clustering pp. 913-931

Yoshikazu Terada

Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis pp. 932-949

Ana-Maria Staicu, Yingxing Li, Ciprian M. Crainiceanu and David Ruppert

Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes pp. 950-969

Romain Azaïs, François Dufour and Anne Gégout-Petit

Parameter Estimation for Hidden Markov Models with Intractable Likelihoods pp. 970-987

Thomas A. Dean, Sumeetpal S. Singh, Ajay Jasra and Gareth W. Peters

Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions pp. 988-1012

Jonathan El Methni, Laurent Gardes and Stéphane Girard

Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables pp. 1013-1030

Albert Vexler, Young Min Kim, Jihnhee Yu, Nicole A. Lazar and Alan D. Hutson

Semiparametric Regression Analysis of Longitudinal Skewed Data pp. 1031-1050

Huazhen Lin, Ling Zhou and Xiaohua Zhou

The Impact of Measurement Error on Principal Component Analysis pp. 1051-1063

Kristoffer Herland Hellton and Magne Thoresen

Selection of Latent Variables for Multiple Mixed-outcome Models pp. 1064-1082

Ling Zhou, Huazhen Lin, Xinyuan Song and Yi Li

MMCTest—A Safe Algorithm for Implementing Multiple Monte Carlo Tests pp. 1083-1101

Axel Gandy and Georg Hahn

Sample Path Asymmetries in Non-Gaussian Random Processes pp. 1102-1123

Anastassia Baxevani, Krzysztof Podgórski and Jörg Wegener

A New Model for Multivariate Markov Chains pp. 1124-1135

João Nicolau

Parameter Change Test for Poisson Autoregressive Models pp. 1136-1152

Jiwon Kang and Sangyeol Lee

Local Influence Analysis in AB–BA Crossover Designs pp. 1153-1166

Chengcheng Hao, Dietrich Rosen and Tatjana Rosen

On Efficient Estimators of the Proportion of True Null Hypotheses in a Multiple Testing Setup pp. 1167-1194

Nguyen Van Hanh and Catherine Matias

Acknowledgement of Priority pp. 1195-1195

Weixin Yao and Longhai Li

Volume 41, issue 3, 2014

Spatial Matérn Fields Driven by Non-Gaussian Noise pp. 557-579

David Bolin

A Predictive Study of Dirichlet Process Mixture Models for Curve Fitting pp. 580-605

Sara Wade, Stephen G. Walker and Sonia Petrone

A Latent Process Model for Temporal Extremes pp. 606-621

Paola Bortot and Carlo Gaetan

Semiparametric Inference for the Two-way Layout Under Order Restrictions pp. 622-638

OrI Davidov, Konstantinos Fokianos and George Iliopoulos

Sparse Markov Chains for Sequence Data pp. 639-655

Väinö Jääskinen, Jie Xiong, Jukka Corander and Timo Koski

A New Regression Model: Modal Linear Regression pp. 656-671

Weixin Yao and Longhai Li

Generalized Mann–Whitney Type Tests for Microarray Experiments pp. 672-692

Daniel Fischer, Hannu Oja, Johanna Schleutker, Pranab K. Sen and Tiina Wahlfors

Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes pp. 693-724

Ole Barndorff-Nielsen, Asger Lunde, Neil Shephard and Almut Veraart

New Robust Variable Selection Methods for Linear Regression Models pp. 725-741

Ziqi Chen, Man-Lai Tang, Wei Gao and Ning-Zhong Shi

Weighted Logrank Permutation Tests for Randomly Right Censored Life Science Data pp. 742-761

Michael Brendel, Arnold Janssen, Claus-Dieter Mayer and Markus Pauly

Some Statistical Properties of Efficiency Robust Tests with Applications to Genetic Association Studies pp. 762-774

Gang Zheng, Qizhai Li and Ao Yuan

Prediction Error of Small Area Predictors Shrinking Both Means and Variances pp. 775-790

Tapabrata Maiti, Hao Ren and Samiran Sinha

Generalized Scan Statistics for Disease Surveillance pp. 791-808

Pei-Sheng Lin

Estimation of the Intensity Parameter of the Germ-Grain Quermass-Interaction Model when the Number of Germs is not Observed pp. 809-829

David Dereudre, Frédéric Lavancier and Kateřina Staňková Helisová

Statistical Inference for Single-index Panel Data Models pp. 830-843

Liping Zhu, Jinhong You and Qunfang Xu

Volume 41, issue 2, 2014

How to Select Representative Samples pp. 277-290

Anton Grafström and Lina Schelin

Coverage-adjusted Confidence Intervals for a Binomial Proportion pp. 291-300

Måns Thulin

Poll of Polls: A Compositional Loess Model pp. 301-310

Jakob Bergman and Björn Holmquist

Self-normalization for Spatial Data pp. 311-324

Xianyang Zhang, Bo Li and Xiaofeng Shao

Deconvolution Estimation of Onset of Pregnancy with Replicate Observations pp. 325-345

Fabienne Comte, Adeline Samson and Julien J Stirnemann

Is a Brownian Motion Skew? pp. 346-364

Antoine Lejay, Ernesto Mordecki and Soledad Torres

Focused information criterion and model averaging based on weighted composite quantile regression pp. 365-381

Ganggang Xu, Suojin Wang and Jianhua Z. Huang

Methods to Distinguish Between Polynomial and Exponential Tails pp. 382-393

Joan Del Castillo, Jalila Daoudi and Richard Lockhart

On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate pp. 394-413

Tatsuya Kubokawa, Mana Hasukawa and Kunihiko Takahashi

Geometric Anisotropic Spatial Point Pattern Analysis and Cox Processes pp. 414-435

Jesper Møller and Håkon Toftaker

The Copula Information Criteria pp. 436-459

Steffen Grønneberg and Nils Lid Hjort

An estimator for the cumulative co-volatility of asynchronously observed semimartingales with jumps pp. 460-481

Yuta Koike

Variance Components Testing in ANOVA-Type Mixed Models pp. 482-496

Zaixing Li, Fei Chen and Lixing Zhu

Accurate Confidence Interval Estimation of Small Area Parameters Under the Fay–Herriot Model pp. 497-515

Lixia Diao, David D. Smith, Gauri Sankar Datta, Tapabrata Maiti and Jean D. Opsomer

Variance Estimation and Asymptotic Confidence Bands for the Mean Estimator of Sampled Functional Data with High Entropy Unequal Probability Sampling Designs pp. 516-534

Hervé Cardot, Camelia Goga and Pauline Lardin

Simple Formula for Calculating Bias-corrected AIC in Generalized Linear Models pp. 535-555

Shinpei Imori, Hirokazu Yanagihara and Hirofumi Wakaki

Volume 41, issue 1, 2014

Connections and Extensions: A Discussion of the Paper by Girolami and Byrne pp. 3-7

Persi Diaconis, Christof Seiler and Susan Holmes

Comment on Geodesic Monte Carlo on Embedded Manifolds by Byrne and Girolami pp. 8-9

Ian L. Dryden

Contribution to the Discussion of the Paper Geodesic Monte Carlo on Embedded Manifolds pp. 10-11

John T. Kent

Discussion on the Paper by Byrne and Girolami pp. 12-13

Marcelo Pereyra

Contribution to the Discussion of the Paper ‘Geodesic Monte Carlo on Embedded Manifolds’ pp. 14-15

Babak Shahbaba, Shiwei Lan and Jeffrey Streets

Contribution to the Discussion of the Paper “Geodesic Monte Carlo on Embedded Manifolds” pp. 16-18

Daniel Simpson

Rejoinder: Geodesic Monte Carlo on Embedded Manifolds pp. 19-21

Simon Byrne and Mark Girolami

Six Papers on Dynamic Statistical Models pp. 22-22

Susanne Ditlevsen, Thomas Scheike and Michael Søensen

Spectral Estimation of Covolatility from Noisy Observations Using Local Weights pp. 23-50

Markus Bibinger and Markus Reiß

One-Way anova for Functional Data via Globalizing the Pointwise F-test pp. 51-71

Jin-Ting Zhang and Xuehua Liang

Weakly decomposable regularization penalties and structured sparsity pp. 72-86

Sara Geer

Integrative Analysis of Cancer Diagnosis Studies with Composite Penalization pp. 87-103

Jin Liu, Shuangge Ma and Jian Huang

Inference in Targeted Group-Sequential Covariate-Adjusted Randomized Clinical Trials pp. 104-140

Antoine Chambaz and Mark J. Laan

Estimation of Causal Odds of Concordance using the Aalen Additive Model pp. 141-151

Torben Martinussen and Christian Bressen Pipper

Combining Multivariate Bioassays: Accurate Inference Using Small Sample Asymptotics pp. 152-166

Gaurav Sharma, T Mathew and Ionut Bebu

Multistate Survival Models as Transient Electrical Networks pp. 167-186

Ronald W. Butler and Douglas A. Bronson

Bayesian Transformation Models for Multivariate Survival Data pp. 187-199

Mário Castro, Ming-Hui Chen, Joseph G. Ibrahim and John P. Klein

Wavelet Thresholding Estimation in a Poissonian Interactions Model with Application to Genomic Data pp. 200-226

Laure Sansonnet

Semiparametric Mixtures of Symmetric Distributions pp. 227-239

Cristina Butucea and Pierre Vandekerkhove

Block-threshold-adapted Estimators via a Maxiset Approach pp. 240-258

Florent Autin, Jean-Marc Freyermuth and Rainer Von Sachs

Goodness-of-fit Test for Directional Data pp. 259-275

Graciela Boente, Daniela Rodriguez and Wenceslao González Manteiga