Journal: Scandinavian Journal of Statistics

Found 142 papers in total
Models for Extremal Dependence Derived from Skew-symmetric Families
Models for Extremal Dependence Derived from Skew-symmetric Families
2017,
Skew‐symmetric families of distributions such as the skew‐normal and...
A Semi-parametric Transformation Frailty Model for Semi-competing Risks Survival Data
A Semi-parametric Transformation Frailty Model for Semi-competing Risks Survival Data
2017,
In the analysis of semi‐competing risks data interest lies in estimation and...
Palm Distributions for Log Gaussian Cox Processes
Palm Distributions for Log Gaussian Cox Processes
2017,
This paper establishes a remarkable result regarding Palm distributions for a log...
Impact of Model Choice on LR Assessment in Case of Rare Haplotype Match (Frequentist Approach)
Impact of Model Choice on LR Assessment in Case of Rare Haplotype Match (Frequentist Approach)
2017,
The likelihood ratio (LR) measures the relative weight of forensic data regarding two...
Empirical Processes in Survey Sampling with (Conditional) Poisson Designs
Empirical Processes in Survey Sampling with (Conditional) Poisson Designs
2017,
It is the main purpose of this paper to study the asymptotics of certain variants of...
Semi-parametric Estimation in a Single-index Model with Endogenous Variables
Semi-parametric Estimation in a Single-index Model with Endogenous Variables
2017,
We consider a semiparametric single‐index model and suppose that endogeneity is...
Collapsing of Non-centred Parameterized MCMC Algorithms with Applications to Epidemic Models
Collapsing of Non-centred Parameterized MCMC Algorithms with Applications to Epidemic Models
2017,
Data augmentation is required for the implementation of many Markov chain Monte Carlo...
Unified Inference for Sparse and Dense Longitudinal Data in Time-varying Coefficient Models
Unified Inference for Sparse and Dense Longitudinal Data in Time-varying Coefficient Models
2017,
Time‐varying coefficient models are widely used in longitudinal data analysis....
Bayesian Estimators for Small Area Models Shrinking Both Means and Variances
Bayesian Estimators for Small Area Models Shrinking Both Means and Variances
2017,
For small area estimation of area‐level data, the Fay–Herriot model is...
Spatio-temporal Ornstein‐Uhlenbeck Processes: Theory, Simulation and Statistical Inference
Spatio-temporal Ornstein‐Uhlenbeck Processes: Theory, Simulation and Statistical Inference
2017,
Spatio‐temporal modelling is an increasingly popular topic in Statistics. Our...
On the Estimation of the Density of a Directional Data Stream
On the Estimation of the Density of a Directional Data Stream
2017,
Many directional data such as wind directions can be collected extremely easily so...
Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions
Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions
2017,
Multivariate extreme value statistical analysis is concerned with observations on...
Analysis of Double Single Index Models
Analysis of Double Single Index Models
2017,
Motivated from problems in canonical correlation analysis, reduced rank regression and...
Contrast Estimation for Parametric Stationary Determinantal Point Processes
Contrast Estimation for Parametric Stationary Determinantal Point Processes
2017,
We study minimum contrast estimation for parametric stationary determinantal point...
A Proportional Hazards Regression Model for the Subdistribution with Covariates-adjusted Censoring Weight for Competing Risks Data
A Proportional Hazards Regression Model for the Subdistribution with Covariates-adjusted Censoring Weight for Competing Risks Data
2016,
With competing risks data, one often needs to assess the treatment and covariate...
Functional Partial Linear Single-index Model
Functional Partial Linear Single-index Model
2016,
This paper deals with the problem of predicting the real‐valued response...
Dependence Estimation for High-frequency Sampled Multivariate CARMA Models
Dependence Estimation for High-frequency Sampled Multivariate CARMA Models
2016,
The paper considers high‐frequency sampled multivariate continuous‐time...
Uniformity of Node Level Conflict Measures in Bayesian Hierarchical Models Based on Directed Acyclic Graphs
Uniformity of Node Level Conflict Measures in Bayesian Hierarchical Models Based on Directed Acyclic Graphs
2016,
Hierarchical models defined by means of directed, acyclic graphs are a powerful and...
Trimmed Mean Isotonic Regression
Trimmed Mean Isotonic Regression
2016,
The trimmed mean is well‐known in literature for being more robust and for...
A class of Stein-rules in multivariate regression model with structural changes
A class of Stein-rules in multivariate regression model with structural changes
2016,
In this paper, we consider an estimation problem of the matrix of the regression...
Combining Inverse Probability Weighting and Multiple Imputation to Improve Robustness of Estimation
Combining Inverse Probability Weighting and Multiple Imputation to Improve Robustness of Estimation
2016,
Inverse probability weighting (IPW) and multiple imputation are two widely adopted...
A Rejection Principle for Sequential Tests of Multiple Hypotheses Controlling Familywise Error Rates
A Rejection Principle for Sequential Tests of Multiple Hypotheses Controlling Familywise Error Rates
2016,
We present a unifying approach to multiple testing procedures for sequential (or...
Integrated Likelihood Inference in Small Sample Meta-analysis for Continuous Outcomes
Integrated Likelihood Inference in Small Sample Meta-analysis for Continuous Outcomes
2016,
This paper proposes the use of the integrated likelihood for inference on the mean...
Estimation of the Spectral Density with Assigned Risk
Estimation of the Spectral Density with Assigned Risk
2016,
It is well known that adaptive sequential nonparametric estimation of differentiable...
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