# Danish Society for Theoretical Statistics

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Swedish Statistical Association

# Scandinavian Journal of Statistics

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**Current editor:**ÿrnulf Borgan

**Current editor:**Bo Lindqvist

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**Series handle:**repec:bla:scjsta

**ISSN:**0303-6898

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### 2015, Volume 42, Issue 4

**891-910 Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model***by*Enrico Bibbona & Ilia Negri**911-924 The Extensively Corrected Score for Measurement Error Models***by*Yih-Huei Huang & Chi-Chung Wen & Yu-Hua Hsu**925-946 Non-parametric Copula Estimation Under Bivariate Censoring***by*Svetlana Gribkova & Olivier Lopez**947-966 An Objective Bayesian Criterion to Determine Model Prior Probabilities***by*Cristiano Villa & Stephen Walker**967-987 Fully Bayesian Binary Markov Random Field Models: Prior Specification and Posterior Simulation***by*Petter Arnesen & Håkon Tjelmeland**988-1009 Likelihood Ratio Tests for High-Dimensional Normal Distributions***by*Tiefeng Jiang & Yongcheng Qi**1010-1022 Estimation of Fibre Length Distributions from Fibre Endpoints***by*Malte Kuhlmann & Claudia Redenbach**1023-1044 Estimation of the Jump Size Density in a Mixed Compound Poisson Process***by*Fabienne Comte & Celine Duval & Valentine Genon-Catalot & Johanna Kappus**1045-1064 Data Dependent Cells Chi-Square Test With Recurrent Events***by*Akim Adekpedjou & WITHANAGE A. De Mel & Gideon KD Zamba**1065-1077 Cluster-Specific Variable Selection for Product Partition Models***by*Fernando A. Quintana & Peter Müller & Ana Luisa Papoila**1078-1091 Variance Estimation under Two-Phase Sampling***by*Takumi Saegusa**1092-1108 Generalized Maximum Spacing Estimation for Multivariate Observations***by*Kristi Kuljus & Bo Ranneby**1109-1126 Estimation of a Copula when a Covariate Affects only Marginal Distributions***by*Irène Gijbels & Marek Omelka & Noël Veraverbeke**1127-1135 Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures***by*Alessio Farcomeni**1136-1148 Optimal PPS Sampling with Vanishing Auxiliary Variables – with Applications in Microscopy***by*Ina Trolle Andersen & Ute Hahn & Eva B. Vedel Jensen**1149-1166 Clustered Survival Data with Left-truncation***by*Frank Eriksson & Torben Martinussen & Thomas H. Scheike**1167-1193 A Model Specification Test For GARCH(1,1) Processes***by*Anne Leucht & Jens-Peter Kreiss & Michael H. Neumann**1194-1213 Adaptive Bayesian Procedures Using Random Series Priors***by*Weining Shen & Subhashis Ghosal**1214-1224 Model Selection Criterion Based on the Multivariate Quasi-Likelihood for Generalized Estimating Equations***by*Shinpei Imori

### 2015, Volume 42, Issue 3

**649-664 Tests for Coefficients in High-dimensional Additive Hazard Models***by*Ping-Shou Zhong & Tao Hu & Jun Li**665-684 Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation***by*Guang Cheng**685-700 Laplace Error Penalty-based Variable Selection in High Dimension***by*Canhong Wen & Xueqin Wang & Shaoli Wang**701-712 A Semi-empirical Bayesian Chart to Monitor Weibull Percentiles***by*Pasquale Erto & Giuliana Pallotta & Christina M. Mastrangelo**713-731 Nonparametric Benchmark Dose Estimation with Continuous Dose-Response Data***by*Lizhen Lin & Walter W. Piegorsch & Rabi Bhattacharya**732-745 Focused and Model Average Estimation for Regression Analysis of Panel Count Data***by*Haiying Wang & Yang Li & Jianguo Sun**746-759 Adjusted Supremum Score-Type Statistics for Evaluating Non-Standard Hypotheses***by*Wei-Wen Hsu & David Todem & Kyungmann Kim**760-774 An Inverse-regression Method of Dependent Variable Transformation for Dimension Reduction with Non-linear Confounding***by*Heng-Hui Lue**775-797 Uniform Ergodicity of the Particle Gibbs Sampler***by*Fredrik Lindsten & Randal Douc & Eric Moulines**798-812 Empirical Likelihood for Censored Linear Regression and Variable Selection***by*Tong Tong Wu & Gang Li & Chengyong Tang**813-831 Estimating Particle Shape and Orientation Using Volume Tensors***by*Johanna F. Ziegel & Jens R. Nyengaard & Eva B. Vedel Jensen**832-847 Iterative Scaling in Curved Exponential Families***by*Anna Klimova & Tamás Rudas**848-871 Mixture Model Analysis of Partially Rank-Ordered Set Samples: Age Groups of Fish from Length-Frequency Data***by*Armin Hatefi & Mohammad Jafari Jozani & Omer Ozturk**872-890 Geostatistical Modelling Using Non-Gaussian Matérn Fields***by*Jonas Wallin & David Bolin

### 2015, Volume 42, Issue 2

**329-335 A Proof of Bell's Inequality in Quantum Mechanics Using Causal interactions***by*James M. Robins & Tyler J. VanderWeele & Richard D. Gill**336-360 Adaptive Warped Kernel Estimators***by*Gaëlle Chagny**361-377 Study Design in Causal Models***by*Juha Karvanen**378-396 Forward Simulation Markov Chain Monte Carlo with Applications to Stochastic Epidemic Models***by*Peter Neal & Chien Lin Terry Huang**397-413 Estimating Mean Survival Time: When is it Possible?***by*Ying Ding & Bin Nan**414-426 A Cox-Aalen Model for Interval-censored Data***by*Audrey Boruvka & Richard J. Cook**427-437 The Identifiability of Dependent Competing Risks Models Induced by Bivariate Frailty Models***by*Antai Wang & Krishnendu Chandra & Ruihua Xu & Junfeng Sun**438-452 Regression Analysis of Length-biased and Right-censored Failure Time Data with Missing Covariates***by*Na Hu & Xuerong Chen & Jianguo Sun**453-470 Optimal and Robust Designs for Estimating the Concentration Curve and the AUC***by*Mohamad Belouni & Karim Benhenni**471-484 Fiducial and Confidence Distributions for Real Exponential Families***by*Piero Veronese & Eugenio Melilli**485-503 Statistical Estimation for a Class of Self-Regulating Processes***by*Antoine Echelard & Jacques Lévy Véhel & Anne Philippe**504-517 A Class of Pseudolikelihood Ratio Tests for Homogeneity in Exponential Tilt Mixture Models***by*Yang Ning & Yong Chen**518-529 Bayesian Estimators for Small Area Models when Auxiliary Information is Measured with Error***by*Serena Arima & Gauri S. Datta & Brunero Liseo**530-544 On False Discovery and Non-discovery Proportions of the Dynamic Adaptive Procedure***by*Kong Xin-Bing & Xu Qin-Feng**545-561 Inference for Quantiles of a Finite Population: Asymptotic versus Resampling Results***by*Pier Luigi Conti & Daniela Marella**562-579 A J -function for Inhomogeneous Spatio-temporal Point Processes***by*O. Cronie & M. N. M. Van Lieshout**580-608 The Partial Linear Model in High Dimensions***by*Patric Müller & Sara Geer**609-626 Non-parametric Bayesian Hazard Regression for Chronic Disease Risk Assessment***by*Olli Saarela & Elja Arjas**627-648 Log-mean Linear Parameterization for Discrete Graphical Models of Marginal Independence and the Analysis of Dichotomizations***by*Alberto Roverato

### 2015, Volume 42, Issue 1

**1-31 Semiparametric Time Series Models with Log-concave Innovations: Maximum Likelihood Estimation and its Consistency***by*Yining Chen**32-42 Classification Error of the Thresholded Independence Rule***by*Britta Anker Bak & Jens Ledet Jensen & Morten Fenger-Grøn**43-62 A Note on Estimation in Hilbertian Linear Models***by*Siegfried Hörmann & Łukasz Kidziński**63-86 Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non-stationary Volatility***by*Ke-Li Xu & Jui-Chung Yang**87-103 Marginal and Conditional Distribution Estimation from Double-sampled Semi-competing Risks Data***by*Menggang Yu & Constantin T. Yiannoutsos**104-117 Instrument Assisted Regression for Errors in Variables Models with Binary Response***by*Kun Xu & Yanyuan Ma & Liqun Wang**118-136 Regression Analysis of Current Status Data Under the Additive Hazards Model with Auxiliary Covariates***by*Yanqin Feng & Ling Ma & Jianguo Sun**137-154 Inference of Seasonal Long-memory Time Series with Measurement Error***by*Henghsiu Tsai & Heiko Rachinger & Edward M.H. Lin**155-179 Enriching Surveys with Supplementary Data and its Application to Studying Wage Regression***by*Denis Heng Yan Leung & Ken Yamada & Biao Zhang**180-196 Deterministic Evolution of Strength in Multiple Comparisons Models: Who is the Greatest Golfer?***by*Rose D. Baker & Ian G. McHale**197-213 A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions***by*Juan Carlos Pardo-Fernández & María Dolores Jiménez-Gamero & Anouar El Ghouch**214-233 Guided Censored Regression***by*Majda Talamakrouni & Anouar El Ghouch & Ingrid Van Keilegom**234-255 Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root***by*Yu Miao & Yanling Wang & Guangyu Yang**256-269 A Central Limit Theorem in Non-parametric Regression with Truncated, Censored and Dependent Data***by*Han-Ying Liang & Jacobo Uña-álvarez & María Iglesias-pérez**270-289 Sparse Principal Component Analysis in Hilbert Space***by*Xin Qi & Ruiyan Luo**290-305 Parametric Estimation of Menarcheal Age Distribution Based on Recall Data***by*Sedigheh Mirzaei Salehabadi & Debasis Sengupta & Rituparna Das**306-328 Efficient Estimation of the Partly Linear Additive Hazards Model with Current Status Data***by*Xuewen Lu & Peter X.-K. Song

### 2014, Volume 41, Issue 4

**845-865 Statistical Inference for High-Dimensional Global Minimum Variance Portfolios***by*Konstantin Glombek**866-892 Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2***by*Mátyás Barczy & Márton Ispány & Gyula Pap**893-912 Extending Integrated Nested Laplace Approximation to a Class of Near-Gaussian Latent Models***by*Thiago G. Martins & Håvard Rue**913-931 Strong Consistency of Reduced K-means Clustering***by*Yoshikazu Terada**932-949 Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis***by*Ana-Maria Staicu & Yingxing Li & Ciprian M. Crainiceanu & David Ruppert**950-969 Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes***by*Romain Azaïs & François Dufour & Anne Gégout-Petit**970-987 Parameter Estimation for Hidden Markov Models with Intractable Likelihoods***by*Thomas A. Dean & Sumeetpal S. Singh & Ajay Jasra & Gareth W. Peters**988-1012 Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions***by*Jonathan El Methni & Laurent Gardes & Stéphane Girard**1013-1030 Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables***by*Albert Vexler & Young Min Kim & Jihnhee Yu & Nicole A. Lazar & Alan D. Hutson**1031-1050 Semiparametric Regression Analysis of Longitudinal Skewed Data***by*Huazhen Lin & Ling Zhou & Xiaohua Zhou**1051-1063 The Impact of Measurement Error on Principal Component Analysis***by*Kristoffer Herland Hellton & Magne Thoresen**1064-1082 Selection of Latent Variables for Multiple Mixed-outcome Models***by*Ling Zhou & Huazhen Lin & Xinyuan Song & Yi Li**1083-1101 MMCTest—A Safe Algorithm for Implementing Multiple Monte Carlo Tests***by*Axel Gandy & Georg Hahn**1102-1123 Sample Path Asymmetries in Non-Gaussian Random Processes***by*Anastassia Baxevani & Krzysztof Podgórski & Jörg Wegener**1124-1135 A New Model for Multivariate Markov Chains***by*João Nicolau**1136-1152 Parameter Change Test for Poisson Autoregressive Models***by*Jiwon Kang & Sangyeol Lee**1153-1166 Local Influence Analysis in AB–BA Crossover Designs***by*Chengcheng Hao & Dietrich Rosen & Tatjana Rosen**1167-1194 On Efficient Estimators of the Proportion of True Null Hypotheses in a Multiple Testing Setup***by*Van Hanh Nguyen & Catherine Matias**1195-1195 Acknowledgement of Priority***by*Weixin Yao & Longhai Li

### 2014, Volume 41, Issue 3

**557-579 Spatial Matérn Fields Driven by Non-Gaussian Noise***by*David Bolin**580-605 A Predictive Study of Dirichlet Process Mixture Models for Curve Fitting***by*Sara Wade & Stephen G. Walker & Sonia Petrone**606-621 A Latent Process Model for Temporal Extremes***by*Paola Bortot & Carlo Gaetan**622-638 Semiparametric Inference for the Two-way Layout Under Order Restrictions***by*OrI Davidov & Konstantinos Fokianos & George Iliopoulos**639-655 Sparse Markov Chains for Sequence Data***by*Väinö Jääskinen & Jie Xiong & Jukka Corander & Timo Koski**656-671 A New Regression Model: Modal Linear Regression***by*Weixin Yao & Longhai Li**672-692 Generalized Mann–Whitney Type Tests for Microarray Experiments***by*Daniel Fischer & Hannu Oja & Johanna Schleutker & Pranab K. Sen & Tiina Wahlfors**693-724 Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes***by*Ole E. Barndorff-Nielsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart**725-741 New Robust Variable Selection Methods for Linear Regression Models***by*Ziqi Chen & Man-Lai Tang & Wei Gao & Ning-Zhong Shi**742-761 Weighted Logrank Permutation Tests for Randomly Right Censored Life Science Data***by*Michael Brendel & Arnold Janssen & Claus-Dieter Mayer & Markus Pauly**762-774 Some Statistical Properties of Efficiency Robust Tests with Applications to Genetic Association Studies***by*Gang Zheng & Qizhai Li & Ao Yuan**775-790 Prediction Error of Small Area Predictors Shrinking Both Means and Variances***by*Tapabrata Maiti & Hao Ren & Samiran Sinha**791-808 Generalized Scan Statistics for Disease Surveillance***by*Pei-Sheng Lin**809-829 Estimation of the Intensity Parameter of the Germ-Grain Quermass-Interaction Model when the Number of Germs is not Observed***by*David Dereudre & Frédéric Lavancier & Kateřina Staňková Helisová**830-843 Statistical Inference for Single-index Panel Data Models***by*Liping Zhu & Jinhong You & Qunfang Xu

### 2014, Volume 41, Issue 2

**277-290 How to Select Representative Samples***by*Anton Grafström & Lina Schelin**291-300 Coverage-adjusted Confidence Intervals for a Binomial Proportion***by*Måns Thulin**301-310 Poll of Polls: A Compositional Loess Model***by*Jakob Bergman & Björn Holmquist**311-324 Self-normalization for Spatial Data***by*Xianyang Zhang & Bo Li & Xiaofeng Shao**325-345 Deconvolution Estimation of Onset of Pregnancy with Replicate Observations***by*Fabienne Comte & Adeline Samson & Julien J Stirnemann**346-364 Is a Brownian Motion Skew?***by*Antoine Lejay & Ernesto Mordecki & Soledad Torres**365-381 Focused information criterion and model averaging based on weighted composite quantile regression***by*Ganggang Xu & Suojin Wang & Jianhua Z. Huang**382-393 Methods to Distinguish Between Polynomial and Exponential Tails***by*Joan Del Castillo & Jalila Daoudi & Richard Lockhart**394-413 On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate***by*Tatsuya Kubokawa & Mana Hasukawa & Kunihiko Takahashi**414-435 Geometric Anisotropic Spatial Point Pattern Analysis and Cox Processes***by*Jesper Møller & Håkon Toftaker**436-459 The Copula Information Criteria***by*Steffen Grønneberg & Nils Lid Hjort**460-481 An estimator for the cumulative co-volatility of asynchronously observed semimartingales with jumps***by*Yuta Koike**482-496 Variance Components Testing in ANOVA-Type Mixed Models***by*Zaixing Li & Fei Chen & Lixing Zhu**497-515 Accurate Confidence Interval Estimation of Small Area Parameters Under the Fay–Herriot Model***by*Lixia Diao & David D. Smith & Gauri Sankar Datta & Tapabrata Maiti & Jean D. Opsomer**516-534 Variance Estimation and Asymptotic Confidence Bands for the Mean Estimator of Sampled Functional Data with High Entropy Unequal Probability Sampling Designs***by*Hervé Cardot & Camelia Goga & Pauline Lardin**535-555 Simple Formula for Calculating Bias-corrected AIC in Generalized Linear Models***by*Shinpei Imori & Hirokazu Yanagihara & Hirofumi Wakaki

### 2014, Volume 41, Issue 1

**3-7 Connections and Extensions: A Discussion of the Paper by Girolami and Byrne***by*Persi Diaconis & Christof Seiler & Susan Holmes**8-9 Comment on Geodesic Monte Carlo on Embedded Manifolds by Byrne and Girolami***by*Ian L. Dryden**10-11 Contribution to the Discussion of the Paper Geodesic Monte Carlo on Embedded Manifolds***by*John T. Kent**12-13 Discussion on the Paper by Byrne and Girolami***by*Marcelo Pereyra**14-15 Contribution to the Discussion of the Paper ‘Geodesic Monte Carlo on Embedded Manifolds’***by*Babak Shahbaba & Shiwei Lan & Jeffrey Streets**16-18 Contribution to the Discussion of the Paper “Geodesic Monte Carlo on Embedded Manifolds”***by*Daniel Simpson**19-21 Rejoinder: Geodesic Monte Carlo on Embedded Manifolds***by*Simon Byrne & Mark Girolami**22-22 Six Papers on Dynamic Statistical Models***by*Susanne Ditlevsen & Thomas Scheike & Michael Søensen**23-50 Spectral Estimation of Covolatility from Noisy Observations Using Local Weights***by*Markus Bibinger & Markus Reiß**51-71 One-Way anova for Functional Data via Globalizing the Pointwise F-test***by*Jin-Ting Zhang & Xuehua Liang**72-86 Weakly decomposable regularization penalties and structured sparsity***by*Sara Geer**87-103 Integrative Analysis of Cancer Diagnosis Studies with Composite Penalization***by*Jin Liu & Shuangge Ma & Jian Huang**104-140 Inference in Targeted Group-Sequential Covariate-Adjusted Randomized Clinical Trials***by*Antoine Chambaz & Mark J. Laan**141-151 Estimation of Causal Odds of Concordance using the Aalen Additive Model***by*Torben Martinussen & Christian Bressen Pipper**152-166 Combining Multivariate Bioassays: Accurate Inference Using Small Sample Asymptotics***by*Gaurav Sharma & Thomas Mathew & Ionut Bebu**167-186 Multistate Survival Models as Transient Electrical Networks***by*Ronald W. Butler & Douglas A. Bronson**187-199 Bayesian Transformation Models for Multivariate Survival Data***by*Mário Castro & Ming-Hui Chen & Joseph G. Ibrahim & John P. Klein**200-226 Wavelet Thresholding Estimation in a Poissonian Interactions Model with Application to Genomic Data***by*Laure Sansonnet**227-239 Semiparametric Mixtures of Symmetric Distributions***by*Cristina Butucea & Pierre Vandekerkhove**240-258 Block-threshold-adapted Estimators via a Maxiset Approach***by*Florent Autin & Jean-Marc Freyermuth & Rainer Von Sachs**259-275 Goodness-of-fit Test for Directional Data***by*Graciela Boente & Daniela Rodriguez & Wenceslao González Manteiga

### 2013, Volume 40, Issue 4

**647-668 Guaranteed Conditional Performance of Control Charts via Bootstrap Methods***by*Axel Gandy & Jan Terje Kvaløy**669-684 Fast Covariance Estimation for Innovations Computed from a Spatial Gibbs Point Process***by*Jean-François Coeurjolly & Ege Rubak**685-705 Flexible Copula Density Estimation with Penalized Hierarchical B-splines***by*Göran Kauermann & Christian Schellhase & David Ruppert**706-723 Efficient Bayesian Multivariate Surface Regression***by*Feng Li & Mattias Villani**724-733 On Sampling Designs with Ordered Conditional Inclusion Probabilities***by*Lennart Bondesson & Imbi Traat**734-751 Discrete Multicolour Random Mosaics with an Application to Network Extraction***by*M.N.M. Lieshout**752-769 Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics***by*Camilo Rivera & Guenther Walther**770-788 Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach***by*Leonie Selk & Natalie Neumeyer**789-806 Fast Censored Linear Regression***by*Yijian Huang**807-824 Statistical Corrections of Invalid Correlation Matrices***by*Anders Løland & Ragnar Bang Huseby & Nils Lid Hjort & Arnoldo Frigessi**825-845 Geodesic Monte Carlo on Embedded Manifolds***by*Simon Byrne & Mark Girolami**846-867 Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model***by*Olivier Wintenberger**868-885 Uncertainty Quantification in the Ensemble Kalman Filter***by*Jon Sætrom & Henning Omre**886-898 Powerful Parametric Tests Based on Sum-Functions of Spacings***by*Magnus Ekström

### 2013, Volume 40, Issue 3

**387-402 Weak Convergence of the Wild Bootstrap for the Aalen–Johansen Estimator of the Cumulative Incidence Function of a Competing Risk***by*Jan Beyersmann & Susanna Di Termini & Markus Pauly**403-416 Outcome Prediction for Heart Failure Telemonitoring Via Generalized Linear Models with Functional Covariates***by*Stefano Baraldo & Francesca Ieva & Anna Maria Paganoni & Valeria Vitelli**417-437 Testing Semiparametric Hypotheses in Locally Stationary Processes***by*Philip Preuss & Mathias Vetter & Holger Dette**438-454 Testing Monotonicity of Regression Functions – An Empirical Process Approach***by*Melanie Birke & Natalie Neumeyer**455-470 Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing***by*Anouar El Ghouch & Marc G. Genton & Taoufik Bouezmarni**471-490 Characteristic Function-based Semiparametric Inference for Skew-symmetric Models***by*Cornelis J. Potgieter & Marc G. Genton**491-510 Component Selection in the Additive Regression Model***by*Xia Cui & Heng Peng & Songqiao Wen & Lixing Zhu**511-529 Lévy-based Modelling in Brain Imaging***by*Kristjana Ýr Jónsdóttir & Anders Rønn-Nielsen & Kim Mouridsen & Eva B. Vedel Jensen**530-548 Maximum Likelihood Estimation for Multinomial-Poisson Models: A Generalization of Birch's Numerical Invariance Results***by*Joseph B. Lang**549-570 Bayesian Optimal Adaptive Estimation Using a Sieve Prior***by*Julyan Arbel & Ghislaine Gayraud & Judith Rousseau**571-591 M-estimation for general ARMA Processes with Infinite Variance***by*Rongning Wu**592-618 How Many Iterations are Sufficient for Efficient Semiparametric Estimation?***by*Guang Cheng**619-646 Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model***by*Hendrik P. Lopuhaä & Gabriela F. Nane

### 2013, Volume 40, Issue 2

**191-203 Collapsibility of Conditional Graphical Models***by*Binghui Liu & Jianhua Guo**204-218 Estimating the Period of a Cyclic Non-Homogeneous Poisson Process***by*Eduard Belitser & Paulo Serra & Harry Van Zanten**219-237 On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach***by*Luke A. Prendergast & Simon J. Sheather**238-255 Non-parametric Regression for Circular Responses***by*Marco Di Marzio & Agnese Panzera & Charles C. Taylor**256-273 Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions***by*Guanqun Cao & David Todem & Lijian Yang & Jason P. Fine**274-293 Estimation in Discretely Observed Diffusions Killed at a Threshold***by*Enrico Bibbona & Susanne Ditlevsen**294-321 Markov Chain Monte Carlo for Exact Inference for Diffusions***by*Giorgos Sermaidis & Omiros Papaspiliopoulos & Gareth O. Roberts & Alexandros Beskos & Paul Fearnhead**322-343 Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects***by*Maud Delattre & Valentine Genon-Catalot & Adeline Samson**344-362 Joint Estimation of Intersecting Context Tree Models***by*Antonio Galves & Aurélien Garivier & Elisabeth Gassiat**363-386 On Projection-type Estimators of Multivariate Isotonic Functions***by*Abdelaati Daouia & Byeong U. Park

### 2013, Volume 40, Issue 1

**1-1 Editorial***by*Holger Rootzén & Mats Rudemo**2-20 Quantile Regression Estimator for GARCH Models***by*Sangyeol Lee & Jungsik Noh**21-41 A Copula-Based Non-parametric Measure of Regression Dependence***by*Holger Dette & Karl F. Siburg & Pavel A. Stoimenov**42-62 Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions***by*Reinaldo B. Arellano-Valle & Javier E. Contreras-Reyes & Marc G. Genton**63-85 Objective Bayesian Analysis of Skew-t Distributions***by*Marcia D'Elia Branco & Marc G. Genton & Brunero Liseo**86-104 Leverage and Influence Diagnostics for Spatial Point Processes***by*Adrian Baddeley & Ya-Mei Chang & Yong Song**105-118 Quality of Fit Measures in the Framework of Quantile Regression***by*Hohsuk Noh & Anouar El Ghouch & Ingrid Van Keilegom**119-137 Decomposition of Variance for Spatial Cox Processes***by*Abdollah Jalilian & Yongtao Guan & Rasmus Waagepetersen**138-152 Testing the Equality of Covariance Operators in Functional Samples***by*Stefan Fremdt & Josef G. Steinebach & Lajos Horváth & Piotr Kokoszka**153-173 Non-Parametric Change-Point Tests for Long-Range Dependent Data***by*Herold Dehling & Aeneas Rooch & Murad S. Taqqu**174-189 Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence***by*Yuri Goegebeur & Armelle Guillou

### 2012, Volume 39, Issue 4

**591-617 Geometrically Corrected Second Order Analysis of Events on a Linear Network, with Applications to Ecology and Criminology***by*Qi Wei Ang & Adrian Baddeley & Gopalan Nair**618-634 A Sequential Point Process Model and Bayesian Inference for Spatial Point Patterns with Linear Structures***by*Jesper Møller & Jakob Gulddahl Rasmussen**635-644 Conditional Score Approach to Errors-in-Variable Current Status Data Under the Proportional Odds Model***by*Chi-Chung Wen & Yi-Hau Chen**645-662 Likelihood Ratio Type Two-Sample Tests for Current Status Data***by*Piet Groeneboom**663-680 Generalized Linear Latent Variable Models with Flexible Distribution of Latent Variables***by*Irina Irincheeva & Eva Cantoni & Marc G. Genton**681-694 Statistical Analysis of the Hirsch Index***by*Luca Pratelli & Alberto Baccini & Lucio Barabesi & Marzia Marcheselli**695-713 Near Optimal Prediction from Relevant Components***by*Inge S. Helland & Solve Saebø & Ha˚Kon Tjelmeland**714-728 Advantages of Variance Stabilization***by*Stephan Morgenthaler & Robert G. Staudte**729-742 Comparing Normal Random Samples, with Uncertainty About the Priors and Utilities***by*Nicholas T. Longford**743-756 Objective Bayes Factors for Gaussian Directed Acyclic Graphical Models***by*Guido Consonni & Luca La Rocca**757-771 Estimation of Correlation for Continuous Semimartingales***by*Mathias Vetter**772-783 Parametric Inference in Stationary Time Series Models with Dependent Errors***by*Xiaofeng Shao