Journal: Scandinavian Journal of Statistics

Found 142 papers in total
Fast Covariance Estimation for Innovations Computed from a Spatial Gibbs Point Process
Fast Covariance Estimation for Innovations Computed from a Spatial Gibbs Point Process
2013,
In this paper, we derive an exact formula for the covariance of two innovations...
Uncertainty Quantification in the Ensemble Kalman Filter
Uncertainty Quantification in the Ensemble Kalman Filter
2013,
The ensemble Kalman filter (EnKF) provides an approximate, sequential Monte Carlo...
Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach
Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach
2013,
We consider a nonparametric autoregression model under conditional heteroscedasticity...
Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics
Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics
2013,
We consider the problem of detecting a ‘bump’ in the intensity of a...
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model
2013,
I introduce the notion of continuous invertibility on a compact set for volatility...
Efficient Bayesian Multivariate Surface Regression
Efficient Bayesian Multivariate Surface Regression
2013,
Methods for choosing a fixed set of knot locations in additive spline models are...
Discrete Multicolour Random Mosaics with an Application to Network Extraction
Discrete Multicolour Random Mosaics with an Application to Network Extraction
2013,
We introduce a class of random fields that can be understood as discrete versions of...
Enriching Surveys with Supplementary Data and its Application to Studying Wage Regression
Enriching Surveys with Supplementary Data and its Application to Studying Wage Regression
2015,
We consider the problem of supplementing survey data with additional information from...
Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root
Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root
2015,
In this paper, we consider the linear autoregressive model with varying coefficients...
Semiparametric Time Series Models with Log-concave Innovations: Maximum Likelihood Estimation and its Consistency
Semiparametric Time Series Models with Log-concave Innovations: Maximum Likelihood Estimation and its Consistency
2015,
We study semiparametric time series models with innovations following a...
Efficient Estimation of the Partly Linear Additive Hazards Model with Current Status Data
Efficient Estimation of the Partly Linear Additive Hazards Model with Current Status Data
2015,
This paper focuses on efficient estimation, optimal rates of convergence and effective...
Marginal and Conditional Distribution Estimation from Double-sampled Semi-competing Risks Data
Marginal and Conditional Distribution Estimation from Double-sampled Semi-competing Risks Data
2015,
Informative dropout is a vexing problem for any biomedical study. Most existing...
Guided Censored Regression
Guided Censored Regression
2015,
Parametrically guided non‐parametric regression is an appealing method that can...
Parametric Estimation of Menarcheal Age Distribution Based on Recall Data
Parametric Estimation of Menarcheal Age Distribution Based on Recall Data
2015,
Menarche, the onset of menstruation, is an important maturational event of female...
Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non-stationary Volatility
Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non-stationary Volatility
2015,
In this paper, we consider the deterministic trend model where the error process is...
Inference of Seasonal Long-memory Time Series with Measurement Error
Inference of Seasonal Long-memory Time Series with Measurement Error
2015,
We consider the Whittle likelihood estimation of seasonal autoregressive fractionally...
A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions
A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions
2015,
This article studies a new procedure to test for the equality of k regression curves...
Sparse Principal Component Analysis in Hilbert Space
Sparse Principal Component Analysis in Hilbert Space
2015,
Technical advances in many areas have produced more complicated...
A Note on Estimation in Hilbertian Linear Models
A Note on Estimation in Hilbertian Linear Models
2015,
We study estimation and prediction in linear models where the response and the...
Regression Analysis of Current Status Data Under the Additive Hazards Model with Auxiliary Covariates
Regression Analysis of Current Status Data Under the Additive Hazards Model with Auxiliary Covariates
2015,
This paper discusses regression analysis of current status or case I...
Deterministic Evolution of Strength in Multiple Comparisons Models: Who is the Greatest Golfer?
Deterministic Evolution of Strength in Multiple Comparisons Models: Who is the Greatest Golfer?
2015,
We present a statistical methodology for fitting time‐varying rankings, by...
A Central Limit Theorem in Non-parametric Regression with Truncated, Censored and Dependent Data
A Central Limit Theorem in Non-parametric Regression with Truncated, Censored and Dependent Data
2015,
On the basis of the idea of the Nadaraya–Watson (NW) kernel smoother and the...
Classification Error of the Thresholded Independence Rule
Classification Error of the Thresholded Independence Rule
2015,
We consider classification in the situation of two groups with normally distributed...
Instrument Assisted Regression for Errors in Variables Models with Binary Response
Instrument Assisted Regression for Errors in Variables Models with Binary Response
2015,
We study errors‐in‐variables problems when the response is binary and...
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