# Danish Society for Theoretical Statistics

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# Scandinavian Journal of Statistics

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Web: http://www.blackwellpublishing.com/subs.asp?ref=0303-6898

**Current editor:**ÿrnulf Borgan

**Current editor:**Bo Lindqvist

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

**ISSN:**0303-6898

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### December 2017, Volume 44, Issue 4

**817-842 Ordered Regressions***by*Sophia Rosen & Ori Davidov**843-865 Tests for Structural Changes in Time Series of Counts***by*Šárka Hudecová & Marie Hušková & Simos G. Meintanis**866-898 High-order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth***by*Kin Wai Chan & Chun Yip Yau**899-917 Ensemble Approaches to Estimating the Population Mean with Missing Response***by*Xiaogang Duan & Guosheng Yin**918-931 Maximum Likelihood Estimators in Regression Models for Error-prone Group Testing Data***by*Xianzheng Huang & Md Shamim Sarker Warasi**932-950 A Semiparametric Regression Model for Longitudinal Data with Non-stationary Errors***by*Rui Li & Chenlei Leng & Jinhong You**951-988 Threshold Estimation for Stochastic Processes with Small Noise***by*Yasutaka Shimizu**989-1008 Geometry and Degrees of Freedom of Linearly Constrained Generalized Lasso***by*Peng Zeng & Qinqin Hu & Xiaoyu Li

### September 2017, Volume 44, Issue 3

**581-597 When and Why are Principal Component Scores a Good Tool for Visualizing High-dimensional Data?***by*Kristoffer H. Hellton & Magne Thoresen**598-616 Asymptotic Optimality of Sparse Linear Discriminant Analysis with Arbitrary Number of Classes***by*Ruiyan Luo & Xin Qi**617-635 Asymptotic Properties of QML Estimators for VARMA Models with Time-dependent Coefficients***by*Abdelkamel Alj & Rajae Azrak & Christophe Ley & Guy Mélard**636-665 Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach***by*Eugene Demidenko**666-683 Fast Inference for Network Models of Infectious Disease Spread***by*Razvan G. Romanescu & Rob Deardon**684-706 Empirical Uncertain Bayes Methods in Area-level Models***by*Shonosuke Sugasawa & Tatsuya Kubokawa & Kota Ogasawara**707-740 Adaptive Deconvolution on the Non-negative Real Line***by*Gwennaëlle Mabon**741-764 Objective Bayes Covariate-Adjusted Sparse Graphical Model Selection***by*Guido Consonni & Luca La Rocca & Stefano Peluso**765-779 Bayesian Single Changepoint Estimation in a Parameter-driven Model***by*Chigozie E. Utazi**780-797 Estimation and Prediction in the Presence of Spatial Confounding for Spatial Linear Models***by*Garritt L. Page & Yajun Liu & Zhuoqiong He & Donchu Sun**798-814 Non-parametric Bayesian Intensity Model: Exploring Time-to-Event Data on Two Time Scales***by*Tommi Härkänen & Anna But & Jari Haukka**815-816 Correction Note to ‘Analysis of Double Single Index Models’***by*Kun Chen & Yanyuan Ma

### June 2017, Volume 44, Issue 2

**285-306 Exact Goodness-of-Fit Testing for the Ising Model***by*Abraham Martín del Campo & Sarah Cepeda & Caroline Uhler**307-323 Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors***by*Subahdip Pal & Kshitij Khare & James P. Hobert**324-345 Kernel Density Estimation on a Linear Network***by*Greg McSwiggan & Adrian Baddeley & Gopalan Nair**346-368 Autocovariance Estimation in Regression with a Discontinuous Signal and m-Dependent Errors: A Difference-Based Approach***by*Inder Tecuapetla-Gómez & Axel Munk**369-395 Local Digital Algorithms Applied to Boolean Models***by*Julia Hörrmann & Anne Marie Svane**396-424 Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear-Index***by*Ming-Yueh Huang & Chin-Tsang Chiang**425-454 Statistical Inference for Expectile-based Risk Measures***by*Volker Krätschmer & Henryk Zähle**455-479 Structure Learning of Contextual Markov Networks using Marginal Pseudo-likelihood***by*Johan Pensar & Henrik Nyman & Jukka Corander**480-499 Asymptotics of Selective Inference***by*Xiaoying Tian & Jonathan Taylor**500-523 Location-invariant Multi-sample U-tests for Covariance Matrices with Large Dimension***by*M. Rauf Ahmad**524-544 Bayesian Analysis of the Proportional Hazards Model with Time-Varying Coefficients***by*Gwangsu Kim & Yongdai Kim & Taeryon Choi**545-562 Nonparametric Two-Sample Tests of the Marginal Mark Distribution with Censored Marks***by*Brent A. Johnson**563-580 Estimating the Number of Block Boundaries from Diagonal Blockwise Matrices Without Penalization***by*Vincent Brault & Maud Delattre & Emilie Lebarbier & Tristan Mary-Huard & Céline Lévy-Leduc

### March 2017, Volume 44, Issue 1

**1-20 Analysis of Double Single Index Models***by*Kun Chen & Yanyuan Ma**21-45 Models for Extremal Dependence Derived from Skew-symmetric Families***by*Boris Beranger & Simone A. Padoan & Scott A. Sisson**46-80 Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference***by*Michele Nguyen & Almut E. D. Veraart**81-96 Collapsing of Non-centred Parameterized MCMC Algorithms with Applications to Epidemic Models***by*Peter Neal & Fei Xiang**97-111 Empirical Processes in Survey Sampling with (Conditional) Poisson Designs***by*Patrice Bertail & Emilie Chautru & Stephan Clémençon**112-129 A Semi-parametric Transformation Frailty Model for Semi-competing Risks Survival Data***by*Fei Jiang & Sebastien Haneuse**130-149 Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions***by*Alexis Bienvenüe & Christian Y. Robert**150-167 Bayesian Estimators for Small Area Models Shrinking Both Means and Variances***by*Shonosuke Sugasawa & Hiromasa Tamae & Tatsuya Kubokawa**168-191 Semi-parametric Estimation in a Single-index Model with Endogenous Variables***by*Melanie Birke & Sebastien Van Bellegem & Ingrid Van Keilegom**192-203 Palm Distributions for Log Gaussian Cox Processes***by*Jean-François Coeurjolly & Jesper Møller & Rasmus Waagepetersen**204-229 Contrast Estimation for Parametric Stationary Determinantal Point Processes***by*Christophe Ange Napoléon Biscio & Frédéric Lavancier**230-248 Impact of Model Choice on LR Assessment in Case of Rare Haplotype Match (Frequentist Approach)***by*Giulia Cereda**249-267 On the Estimation of the Density of a Directional Data Stream***by*Aboubacar Amiri & Baba Thiam & Thomas Verdebout**268-284 Unified Inference for Sparse and Dense Longitudinal Data in Time-varying Coefficient Models***by*Yixin Chen & Weixin Yao

### December 2016, Volume 43, Issue 4

**921-938 Semiparametric Quantile Regression Analysis of Right-censored and Length-biased Failure Time Data with Partially Linear Varying Effects***by*Xuerong Chen & Yeqian Liu & Jianguo Sun & Yong Zhou**939-961 Parameter Estimation for Inhomogeneous Space-Time Shot-Noise Cox Point Processes***by*Jiří Dvořák & Michaela Prokešová**962-977 Compositional Tables Analysis in Coordinates***by*Kamila Fačevicová & Karel Hron & Valentin Todorov & Matthias Templ**978-995 Approaches to the Estimation of the Local Average Treatment Effect in a Regression Discontinuity Design***by*Aidan G. O'Keeffe & Gianluca Baio**996-1018 Linear Increments with Non-monotone Missing Data and Measurement Error***by*Shaun R. Seaman & Daniel Farewell & Ian R. White**1019-1034 Robust Inference in Two-phase Sampling Designs with Application to Unit Nonresponse***by*Cyril Favre-Martinoz & David Haziza & Jean-François Beaumont**1035-1045 Generic Identifiability of Linear Structural Equation Models by Ancestor Decomposition***by*Mathias Drton & Luca Weihs**1046-1063 A Framework for Monte Carlo based Multiple Testing***by*Axel Gandy & Georg Hahn**1064-1077 Bayesian Conditional Mean Estimation in Log-Normal Linear Regression Models with Finite Quadratic Expected Loss***by*Enrico Fabrizi & Carlo Trivisano**1078-1102 Inference for Multi-dimensional High-frequency Data with an Application to Conditional Independence Testing***by*Markus Bibinger & Per A. Mykland**1103-1123 An Automatic Test for the Umbrella Alternatives***by*Grzegorz Wyłupek**1124-1139 Generalized Method of Moments for Additive Hazards Model with Clustered Dental Survival Data***by*Hui Li & Xiaogang Duan & Guosheng Yin**1140-1152 An Extended Single-index Model with Missing Response at Random***by*Qihua Wang & Tao Zhang & Wolfgang Karl Härdle**1153-1161 Visualization for Large-scale Gaussian Updates***by*Jonathan Rougier & Andrew Zammit-Mangion**1162-1177 Restricted most powerful Bayesian tests for linear models***by*Scott D. Goddard & Valen E. Johnson**1178-1191 Testing parametric models in linear-directional regression***by*Eduardo GarcÍa-Portugués & Ingrid Van Keilegom & Rosa M. Crujeiras and & Wenceslao González-Manteiga**1192-1213 Statistical Analysis Of Mixture Vector Autoregressive Models***by*Maddalena Cavicchioli**1214-1235 Conditional Akaike Information Criteria for a Class of Poisson Mixture Models with Random Effects***by*Dalei Yu

### September 2016, Volume 43, Issue 3

**625-648 Graphs for Margins of Bayesian Networks***by*Robin J. Evans**649-663 A Semiparametrically Efficient Estimator of the Time-Varying Effects for Survival Data with Time-Dependent Treatment***by*Huazhen Lin & Zhe Fei & Yi Li**664-682 On Local Power Properties of Frequency Domain-based Tests for Stationarity***by*Efstathios Paparoditis & Philip Preuß**683-699 Doubly Robust Inference for the Distribution Function in the Presence of Missing Survey Data***by*Helene Boistard & Guillaume Chauvet & David Haziza**700-720 Quantile Regression for Location-Scale Time Series Models with Conditional Heteroscedasticity***by*Jungsik Noh & Sangyeol Lee**721-735 Empirical Likelihood Inference for the Rao-Hartley-Cochran Sampling Design***by*Yves G. Berger**736-756 Penalized Weighted Least Squares to Small Area Estimation***by*Rong Zhu & Guohua Zou & Hua Liang & Lixing Zhu**757-773 Asymptotic Properties of the Empirical Spatial Extremogram***by*Yong Bum Cho & Richard A. Davis & Souvik Ghosh**774-787 Exponential Family Techniques for the Lognormal Left Tail***by*Søren Asmussen & Jens Ledet Jensen & Leonardo Rojas-Nandayapa**788-805 Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers***by*Tore Selland Kleppe**806-826 Outlier Robust Small-Area Estimation Under Spatial Correlation***by*Timo Schmid & Nikos Tzavidis & Ralf Münnich & Ray Chambers**827-844 An Empirical Process View of Inverse Regression***by*François Portier**845-862 A Note on the Large Sample Properties of Estimators Based on Generalized Linear Models for Correlated Pseudo-observations***by*Martin Jacobsen & Torben Martinussen**863-878 Subgroup Analysis with Time-to-Event Data Under a Logistic-Cox Mixture Model***by*Ruo-fan Wu & Ming Zheng & Wen Yu**879-885 Simultaneous Confidence Tubes in Multivariate Linear Regression***by*Wei Liu & Yang Han & Fang Wan & Frank Bretz & Anthony J. Hayter**886-903 Functional Mixed Effects Model for Small Area Estimation***by*Tapabrata Maiti & Samiran Sinha & Ping-Shou Zhong**904-920 Frame Correction Modelling with Applications to the German Register-Assisted Census 2011***by*Lucie Dostál & Siegfried Gabler & Matthias Ganninger & Ralf Münnich

### June 2016, Volume 43, Issue 2

**321-348 Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models***by*Søren Johansen & Bent Nielsen**349-352 Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen***by*Anthony C. Atkinson & Andrea Cerioli & Marco Riani**353-356 Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’***by*Christophe Croux & Ines Wilms**357-359 An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen***by*Jurgen A. Doornik**360-365 Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen***by*Jurgen A. Doornik & David F. Hendry**366-367 Discussion on "Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Problems" by Søren Johansen and Bent Nielsen***by*Hannu Oja**368-370 Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen***by*Elvezio Ronchetti**371-373 Discussion of the Paper ”Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Søren Johansen and Bent Nielsen***by*Silvelyn Zwanzig**374-381 Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models***by*Søren Johansen & Bent Nielsen**382-395 Subset Selection in Linear Regression using Sequentially Normalized Least Squares: Asymptotic Theory***by*Jussi Määttä & Daniel F. Schmidt & Teemu Roos**396-415 Composite Estimating Equation Method for the Accelerated Failure Time Model with Length-biased Sampling Data***by*Zhiping Qiu & Jing Qin & Yong Zhou**416-435 Consistent Smooth Bootstrap Kernel Intensity Estimation for Inhomogeneous Spatial Poisson Point Processes***by*Isabel Fuentes-Santos & Wenceslao González-Manteiga & Jorge Mateu**436-454 Likelihood-based Inference with Missing Data Under Missing-at-Random***by*Shu Yang & Jae Kwang Kim**455-475 Hidden Second-order Stationary Spatial Point Processes***by*Ute Hahn & Eva B. Vedel Jensen**476-486 Fitting Cox Models with Doubly Censored Data Using Spline-Based Sieve Marginal Likelihood***by*Zhiguo Li & Kouros Owzar**487-504 An Additive–Multiplicative Restricted Mean Residual Life Model***by*Zahra Mansourvar & Torben Martinussen & Thomas H. Scheike**505-519 On the Estimation Accuracy of Causal Effects using Supplementary Variables***by*Manabu Kuroki & Takahiro Hayashi**520-542 Asymptotic Inference for Jump Diffusions with State-Dependent Intensity***by*I. Gaia Becheri & Feike C. Drost & Bas J.M. Werker**543-557 Collective versus Individual Effects in Survival Analysis of Multiple Failures***by*Jialiang Li & Zhipeng Huang & Shuangge Ma & Mei-Ling Ting Lee**558-572 Locally Efficient Semiparametric Estimators for Proportional Hazards Models with Measurement Error***by*Yuhang Xu & Yehua Li & Xiao Song**573-586 Estimating Abundance from Presence–Absence Maps via a Paired Negative-Binomial Model***by*Wen-Han Hwang & Richard Huggins**587-609 Modelling Aggregation on the Large Scale and Regularity on the Small Scale in Spatial Point Pattern Datasets***by*Frédéric Lavancier & Jesper Møller**610-624 A Necessary Condition for the Strong Oracle Property***by*Yongdai Kim & Jong-June Jeon & Sangmi Han

### March 2016, Volume 43, Issue 1

**1-2 Editorial***by*Niels Richard Hansen & Peter Dalgaard**3-19 A Rejection Principle for Sequential Tests of Multiple Hypotheses Controlling Familywise Error Rates***by*Jay Bartroff & Jinlin Song**20-34 Uniformity of Node Level Conflict Measures in Bayesian Hierarchical Models Based on Directed Acyclic Graphs***by*Jørund Gåsemyr**35-48 Model-Averaged Confidence Intervals***by*Paul Kabaila & A. H. Welsh & Waruni Abeysekera**49-69 On Nonsmooth Estimating Functions via Jackknife Empirical Likelihood***by*Zhouping Li & Jinfeng Xu & Wang Zhou**70-82 Estimation of the Spectral Density with Assigned Risk***by*Sam Efromovich**83-102 A class of Stein-rules in multivariate regression model with structural changes***by*Fuqi Chen & Sévérien Nkurunziza**103-122 A Proportional Hazards Regression Model for the Subdistribution with Covariates-adjusted Censoring Weight for Competing Risks Data***by*Peng He & Frank Eriksson & Thomas H. Scheike & Mei-Jie Zhang**123-138 Minimum Scoring Rule Inference***by*A. Philip Dawid & Monica Musio & Laura Ventura**139-155 On a Mixture Model for Directional Data on the Sphere***by*Jürgen Franke & Claudia Redenbach & Na Zhang**156-171 Optimal Estimator for Logistic Model with Distribution-free Random Intercept***by*Tanya P. Garcia & Yanyuan Ma**172-190 A Sample Selection Model with Skew-normal Distribution***by*Emmanuel O. Ogundimu & Jane L. Hutton**191-201 Integrated Likelihood Inference in Small Sample Meta-analysis for Continuous Outcomes***by*Ruggero Bellio & Annamaria Guolo**202-212 Trimmed Mean Isotonic Regression***by*Subhra sankar Dhar**213-227 Second-order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family***by*Nicola Lunardon & Gianfranco Adimari**228-245 The Identification of Direct and Indirect Effects in Studies with an Unmeasured Intermediate Variable***by*Manabu Kuroki**246-260 Combining Inverse Probability Weighting and Multiple Imputation to Improve Robustness of Estimation***by*Peisong Han**261-274 Functional Partial Linear Single-index Model***by*Guochang Wang & Xiang-Nan Feng & Min Chen**275-291 Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models***by*Xinyu Zhang & Hua Liang & Anna Liu & David Ruppert & Guohua Zou**292-320 Dependence Estimation for High-frequency Sampled Multivariate CARMA Models***by*Vicky Fasen

### December 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

### September 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

### June 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

### March 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

### December 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