Journal: Scandinavian Journal of Statistics

Found 142 papers in total
Rubbery Polya Tree
Rubbery Polya Tree
2012,
Polya trees (PT) are random probability measures which can assign probability 1 to the...
Iterative Bias Correction of the Cross-Validation Criterion
Iterative Bias Correction of the Cross-Validation Criterion
2012,
The cross-validation (CV) criterion is known to be a second-order unbiased estimator...
Performance of Robust GCV and Modified GCV for Spline Smoothing
Performance of Robust GCV and Modified GCV for Spline Smoothing
2012,
While it is a popular selection criterion for spline smoothing, generalized...
Coverage Properties of Confidence Intervals for Generalized Additive Model Components
Coverage Properties of Confidence Intervals for Generalized Additive Model Components
2012,
We study the coverage properties of Bayesian confidence intervals for the smooth...
Polynomial Histograms for Multivariate Density and Mode Estimation
Polynomial Histograms for Multivariate Density and Mode Estimation
2012,
We consider the problem of efficiently estimating multivariate densities and their...
Estimation of Stratified Mark-Specific Proportional Hazards Models with Missing Marks
Estimation of Stratified Mark-Specific Proportional Hazards Models with Missing Marks
2012,
An objective of randomized placebo-controlled preventive HIV vaccine efficacy trials...
Average Collapsibility of Distribution Dependence and Quantile Regression Coefficients
Average Collapsibility of Distribution Dependence and Quantile Regression Coefficients
2012,
The Yule–Simpson paradox notes that an association between random variables can...
A General Statistical Framework for Multistage Designs
A General Statistical Framework for Multistage Designs
2012,
The efficiency of observational studies may be increased by applying multistage...
A Statistical Analysis of Probabilistic Counting Algorithms
A Statistical Analysis of Probabilistic Counting Algorithms
2012,
This article considers the problem of cardinality estimation in data stream...
Smooth Plug-in Inverse Estimators in the Current Status Continuous Mark Model
Smooth Plug-in Inverse Estimators in the Current Status Continuous Mark Model
2012,
We consider the problem of estimating the joint distribution function of the event...
Efficient Estimation of an Additive Quantile Regression Model
Efficient Estimation of an Additive Quantile Regression Model
2011,
In this paper, two non-parametric estimators are proposed for estimating the...
Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means
Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means
2011,
We propose an information-theoretic approach to approximate asymptotic distributions...
Efficient Covariance Estimation for Asynchronous Noisy High-Frequency Data
Efficient Covariance Estimation for Asynchronous Noisy High-Frequency Data
2011,
We focus on estimating the integrated covariance of log-price processes in the...
Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
2011,
We investigate simulation methodology for Bayesian inference in Lévy-driven...
ROC Curves in Non-Parametric Location-Scale Regression Models
ROC Curves in Non-Parametric Location-Scale Regression Models
2011,
The receiver operating characteristic (ROC) curve is a tool of extensive use to...
Series Estimation in Partially Linear In-Slide Regression Models
Series Estimation in Partially Linear In-Slide Regression Models
2011,
The partially linear in-slide model (PLIM) is a useful tool to make econometric...
Testing for Equivalence of Means under Heteroskedasticity by an Approximate Solution of a Partial Differential Equation of Infinite Order
Testing for Equivalence of Means under Heteroskedasticity by an Approximate Solution of a Partial Differential Equation of Infinite Order
2011,
A test for two-sided equivalence of means has been developed under the assumption of...
Estimators Based on Data-Driven Generalized Weighted Cramér-von Mises Distances under Censoring – with Applications to Mixture Models
Estimators Based on Data-Driven Generalized Weighted Cramér-von Mises Distances under Censoring – with Applications to Mixture Models
2011,
Estimators based on data-driven generalized weighted Cramér-von Mises distances...
Buckley–James Type Estimator for Censored Data with Covariates Missing by Design
Buckley–James Type Estimator for Censored Data with Covariates Missing by Design
2011,
The Buckley–James estimator (BJE) is a well-known estimator for linear...
Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions
Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions
2011,
A goodness-of-fit test for continuous-time models is developed that examines if the...
On the Flexibility of Metropolis–Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation
On the Flexibility of Metropolis–Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation
2011,
Use of auxiliary variables for generating proposal variables within a...
Measurement Error Correction by Exploiting Gene–Environment Independence in Family-Based Case–Control Studies
Measurement Error Correction by Exploiting Gene–Environment Independence in Family-Based Case–Control Studies
2011,
Family-based case–control designs are commonly used in epidemiological studies...
Choice of Estimators Based on Different Observations: Modified AIC and LCV Criteria
Choice of Estimators Based on Different Observations: Modified AIC and LCV Criteria
2011,
It is quite common in epidemiology that we wish to assess the quality of estimators on...
On a Class of Random Probability Measures with General Predictive Structure
On a Class of Random Probability Measures with General Predictive Structure
2011,
In this study, we investigate a recently introduced class of non-parametric priors,...
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