# Danish Society for Theoretical Statistics

&

Finnish Statistical Society

&

Norwegian Statistical Association

&

Swedish Statistical Association

# Scandinavian Journal of Statistics

**Order information:**

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

**Current editor:**ÿrnulf Borgan

**Current editor:**Bo Lindqvist

**For corrections or technical questions regarding this series, please contact (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum)**

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

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### 2012, Volume 39, Issue 4

**784-797 Outliers and Patterns of Outliers in Contingency Tables with Algebraic Statistics***by*Fabio Rapallo**798-812 Adaptive Multiple Importance Sampling***by*Jean-Marie Cornuet & Jean-Michel Marin & Antonietta Mira & Christian P. Robert**813-829 On Sampling with Prescribed Second-order Inclusion Probabilities***by*Lennart Bondesson**830-838 Negative Dependence in Sampling***by*Petter Brändén & Johan Jonasson

### 2012, Volume 39, Issue 3

**399-415 Clustering Gene Expression Data using a Posterior Split-Merge-Birth Procedure***by*Erlandson F. Saraiva & Luis A. Milan**416-443 Takacs–Fiksel Method for Stationary Marked Gibbs Point Processes***by*Jean-Franois Coeurjolly & David Dereudre & Rémy Drouilhet & Frédéric Lavancier**444-460 A Class of Normalized Random Measures with an Exact Predictive Sampling Scheme***by*Lorenzo Trippa & Stefano Favaro**461-479 Estimating Archimedean Copulas in High Dimensions***by*Christian Hering & Ulrich Stadtmüller**480-496 A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas***by*Ivan Kojadinovic & Jun Yan**497-514 Testing for Bivariate Extreme Dependence Using Kendall's Process***by*Jean-François Quessy**515-527 Orthogonalized Residuals for Estimation of Marginally Specified Association Parameters in Multivariate Binary Data***by*Bahjat F. Qaqish & Richard C. Zink & John S. Preisser**528-542 Model-Based Non-parametric Variance Estimation for Systematic Sampling***by*Jean D. Opsomer & Mario Francisco-Fernández & Xiaoxi Li**543-553 Simultaneous Confidence Bands for Linear Regression with Covariates Constrained in Intervals***by*Wei Liu & Pascal Ah-Kine & Sanyu Zhou**554-567 Checking the Short-Term and Long-Term Hazard Ratio Model for Survival Data***by*Song Yang & Yichuan Zhao**568-589 Inference for Box–Cox Transformed Threshold GARCH Models with Nuisance Parameters***by*Sangyeol Lee & Taewook Lee

### 2012, Volume 39, Issue 2

**185-204 The Current Duration Approach to Estimating Time to Pregnancy***by*Niels Keiding & Oluf K. Højbjerg Hansen & Ditte Nørbo Sørensen & Rémy Slama**205-206 Discussion of ‘The Current Duration Approach to Estimating Time to Pregnancy’***by*Odd O. Aalen**207-209 Discussion of ‘The Current Duration Approach to Estimating Time to Pregnancy’***by*Philip Hougaard**210-213 Reply to the Comments by Drs Aalen and Hougaard on ‘The Current Duration Approach to Estimating Time to Pregnancy’ by Niels Keiding et al***by*Niels Keiding & Oluf K. Højbjerg Hansen & Ditte Nørbo Sørensen & Rémy Slama**214-235 Regularized Posteriors in Linear Ill-Posed Inverse Problems***by*Jean-Pierre Florens & Anna Simoni**236-247 A Matching Prior for the Shape Parameter of the Skew-Normal Distribution***by*Stefano Cabras & Walter Racugno & María Eugenia Castellanos & Laura Ventura**248-258 Regression Analysis of Longitudinal Data with Time-Dependent Covariates and Informative Observation Times***by*Xinyuan Song & Xiaoyun Mu & Liuquan Sun**259-281 Estimating the Conditional Error Distribution in Non-parametric Regression***by*Sebastian Kiwitt & Natalie Neumeyer**282-304 A Convolution Estimator for the Density of Nonlinear Regression Observations***by*Bård Støve & Dag Tjøstheim**305-322 Model Checks in Inverse Regression Models with Convolution-Type Operators***by*Nicolai Bissantz & Holger Dette & Katharina Proksch**323-339 Scale Checks in Censored Regression***by*Holger Dette & Cedric Heuchenne**340-357 Confidence Regions for Means of Random Sets Using Oriented Distance Functions***by*Hanna Jankowski & Larissa Stanberry**358-381 Two-Sample Test Against One-Sided Alternatives***by*Teresa Ledwina & Grzegorz Wyłupek**382-397 False Discovery Rate Control of Step-Up-Down Tests with Special Emphasis on the Asymptotically Optimal Rejection Curve***by*Helmut Finner & Veronika Gontscharuk & Thorsten Dickhaus

### 2012, Volume 39, Issue 1

**1-14 A Statistical Analysis of Probabilistic Counting Algorithms***by*Peter Clifford & Ioana A. Cosma**15-33 Smooth Plug‐in Inverse Estimators in the Current Status Continuous Mark Model***by*Piet Groeneboom & Geurt Jongbloed & Birgit I. Witte**34-52 Estimation of Stratified Mark‐Specific Proportional Hazards Models with Missing Marks***by*Yanqing Sun & Peter B. Gilbert**53-74 Coverage Properties of Confidence Intervals for Generalized Additive Model Components***by*Giampiero Marra & Simon N. Wood**75-96 Polynomial Histograms for Multivariate Density and Mode Estimation***by*Junmei Jing & Inge Koch & Kanta Naito**97-115 Performance of Robust GCV and Modified GCV for Spline Smoothing***by*Mark A. Lukas & Frank R. De Hoog & Robert S. Anderssen**116-130 Iterative Bias Correction of the Cross‐Validation Criterion***by*Hirokazu Yanagihara & Hironori Fujisawa**131-152 A General Statistical Framework for Multistage Designs***by*Maria Grünewald & Ola Hössjer**153-165 Average Collapsibility of Distribution Dependence and Quantile Regression Coefficients***by*P. Vellaisamy**166-184 Rubbery Polya Tree***by*Luis E. Nieto‐Barajas & Peter Müller

### 2011, Volume 38, Issue 4

**617-630 Residual Analysis for Inhomogeneous Neyman–Scott Processes***by*Abdollah H. Jalilian & Mohammad Q. Vahidi‐Asl**631-649 On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives***by*Feng Chen & Paul S. F. Yip & K. F. Lam**650-665 Generalized Additive Models for Zero‐Inflated Data with Partial Constraints***by*Hai Liu & Kung‐Sik Chan**666-690 Choosing Priors for Constrained Analysis of Variance: Methods Based on Training Data***by*Floryt Van Wesel & Herbert Hoijtink & Irene Klugkist**691-711 Bayesian Robustness Modelling of Location and Scale Parameters***by*Jose Ailton Alencar Andrade & Anthony O'Hagan**712-725 Simultaneous Credible Bands for Latent Gaussian Models***by*Sigrunn H. Sørbye & Håvard Rue**726-747 Non‐stationary Cross‐Covariance Models for Multivariate Processes on a Globe***by*Mikyoung Jun**748-765 Central Limit Theorems for the Non‐Parametric Estimation of Time‐Changed Lévy Models***by*José E. Figueroa‐López**766-780 Estimation of a Conditional Copula and Association Measures***by*Noël Veraverbeke & Marek Omelka & Irène Gijbels**781-787 Empirical Likelihood Intervals for Conditional Value‐at‐Risk in Heteroscedastic Regression Models***by*Zhouping Li & Yun Gong & Liang Peng**788-800 Inference on Polychotomous Responses in Finite Populations***by*Sumanta Adhya & Tathagata Banerjee & Gaurangadeb Chattopadhyay

### 2011, Volume 38, Issue 3

**393-408 Image‐Based Empirical Importance Sampling: An Efficient Way of Estimating Intensities***by*Linda V. Hansen & Markus Kiderlen & Eva B. Vedel Jensen**409-423 The Additive Risk Model for Estimation of Effect of Haplotype Match in BMT Studies***by*Thomas H. Scheike & Torben Martinussen & Mei‐Jie Zhang**424-446 Inference on 3D Procrustes Means: Tree Bole Growth, Rank Deficient Diffusion Tensors and Perturbation Models***by*Stephan Huckemann**447-465 Quasi‐Symmetric Graphical Log‐Linear Models***by*Anna Gottard & Giovanni Maria Marchetti & Alan Agresti**466-479 The Loss Rank Criterion for Variable Selection in Linear Regression Analysis***by*Minh‐Ngoc Tran**480-498 Supervised Classification for a Family of Gaussian Functional Models***by*Amparo Baíllo & Antonio Cuevas & Juan Antonio Cuesta‐Albertos**499-513 A Method for Bayesian Monotonic Multiple Regression***by*Olli Saarela & Elja Arjas**514-528 Approximate Bayesian Inference for Survival Models***by*Sara Martino & Rupali Akerkar & Håvard Rue**529-550 A Graphical Diagnostic for Identifying Influential Model Choices in Bayesian Hierarchical Models***by*Ida Scheel & Peter J. Green & Jonathan C. Rougier**551-563 Controlled Direct and Mediated Effects: Definition, Identification and Bounds***by*Tyler J. Vanderweele**564-577 Statistical Analysis of ‘Probabilities of Causation’ Using Co‐variate Information***by*Manabu Kuroki & Zhihong Cai**578-599 Inference for Epidemics with Three Levels of Mixing: Methodology and Application to a Measles Outbreak***by*Tom Britton & Theodore Kypraios & Philip D. O'Neill**600-616 Bayesian Inference for Contact Networks Given Epidemic Data***by*Chris Groendyke & David Welch & David R. Hunter

### 2011, Volume 38, Issue 2

**185-194 On Future Directions in Statistical Methodologies – Some Speculations***by*Elja Arjas**195-196 Reflections on Future Directions***by*Ulf Grenander**197-214 Estimation for High‐Dimensional Linear Mixed‐Effects Models Using ℓ 1 ‐Penalization***by*Jürg Schelldorfer & Peter Bühlmann & Sara Van De Geer**215-236 The Double Gaussian Approximation for High Frequency Data***by*Per A. Mykland & Lan Zhang**237-251 Measurement Error Correction by Exploiting Gene–Environment Independence in Family‐Based Case–Control Studies***by*Annamaria Guolo**252-267 Buckley–James Type Estimator for Censored Data with Covariates Missing by Design***by*Menggang Yu**268-287 Choice of Estimators Based on Different Observations: Modified AIC and LCV Criteria***by*Benoit Liquet & Daniel Commenges**288-310 Goodness‐of‐Fit based on Downsampling with Applications to Linear Drift Diffusions***by*Julie L. Forman & Bo Markussen & Helle Sørensen**311-331 On the Product of Inverse Wishart and Normal Distributions with Applications to Discriminant Analysis and Portfolio Theory***by*Taras Bodnar & Yarema Okhrin**332-341 On the Optimality of Multivariate S‐Estimators***by*Christophe Croux & Catherine Dehon & Abdelilah Yadine**342-358 On the Flexibility of Metropolis–Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation***by*Geir Storvik**359-376 On a Class of Random Probability Measures with General Predictive Structure***by*Stefano Favaro & Igor Prünster & Stephen G. Walker**377-392 An Extension of Sampford's Method for Unequal Probability Sampling***by*Lennart Bondesson & Anton Grafström

### 2011, Volume 38, Issue 1

**1-22 Inference for Lévy‐Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo***by*Ajay Jasra & David A. Stephens & Arnaud Doucet & Theodoros Tsagaris**23-45 Efficient Covariance Estimation for Asynchronous Noisy High‐Frequency Data***by*Markus Bibinger**46-62 Efficient Estimation of an Additive Quantile Regression Model***by*Yebin Cheng & Jan G. De Gooijer & Dawit Zerom**63-88 Comparing Conditional Quantile Curves***by*Holger Dette & Jens Wagener & Stanislav Volgushev**89-107 Series Estimation in Partially Linear In‐Slide Regression Models***by*Jinhong You & Xian Zhou & Yong Zhou**108-129 Estimators Based on Data‐Driven Generalized Weighted Cramér‐von Mises Distances under Censoring – with Applications to Mixture Models***by*Eric Beutner & Laurent Bordes**130-146 Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means***by*Ximing Wu & Suojin Wang**147-168 Testing for Equivalence of Means under Heteroskedasticity by an Approximate Solution of a Partial Differential Equation of Infinite Order***by*Martin Bachmaier**169-184 ROC Curves in Non‐Parametric Location‐Scale Regression Models***by*Wenceslao González‐Manteiga & Juan Carlos Pardo‐Fernández & Ingrid Van Keilegom

### 2010, Volume 37, Issue 4

**531-552 The Dantzig Selector in Cox's Proportional Hazards Model***by*Anestis Antoniadis & Piotr Fryzlewicz & Frédérique Letué**553-567 A Class of Convolution-Based Models for Spatio-Temporal Processes with Non-Separable Covariance Structure***by*Alexandre Rodrigues & Peter J. Diggle**568-587 Two-Sample Bootstrap Hypothesis Tests for Three-Dimensional Labelled Landmark Data***by*Simon P. Preston & Andrew T. A. Wood**588-611 Influence Functions for Dimension Reduction Methods: An Example Influence Study of Principal Hessian Direction Analysis***by*Luke A. Prendergast & Jodie A. Smith**612-631 On the Bumpy Road to the Dominant Mode***by*Hua Zhou & Kenneth L. Lange**632-643 Flat and Multimodal Likelihoods and Model Lack of Fit in Curved Exponential Families***by*Rolf Sundberg**644-663 Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data***by*Liugen Xue**664-679 Optimal Composite Markers for Time-Dependent Receiver Operating Characteristic Curves with Censored Survival Data***by*Hung Hung & Chin-Tsang Chiang**680-700 Inverse Probability of Censoring Weighted "U"-statistics for Right-Censored Data with an Application to Testing Hypotheses***by*Somnath Datta & Dipankar Bandyopadhyay & Glen A. Satten**701-714 Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions***by*SIMOS G. MEINTANIS & ZDENĚK HLÁVKA

### 2010, Volume 37, Issue 3

**355-364 Asymptotics for the Hirsch Index***by*Jan Beirlant & John H. J. Einmahl**365-381 Likelihood Inference for Unions of Interacting Discs***by*Jesper Møller & Katerina Helisová**382-402 Count Data Models with Correlated Unobserved Heterogeneity***by*Stefan Boes**403-421 A Model Validation Procedure when Covariate Data are Missing at Random***by*Lei Jin & Suojin Wang**422-441 Goodness-of-Fit Test for Monotone Functions***by*Cécile Durot & Laurence Reboul**442-457 On Variance Components in Semiparametric Mixed Models for Longitudinal Data***by*Zaixing Li & Lixing Zhu**458-476 A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times***by*Jean-Marc Bardet & Pierre R. Bertrand**477-495 Weak Convergence of the Regularization Path in Penalized M-Estimation***by*Jean-Francois Germain & Francois Roueff**496-513 Transformation and Smoothing in Sample Survey Data***by*Yanyuan Ma & Alan H. Welsh**514-530 Conditional and Restricted Pareto Sampling: Two New Methods for Unequal Probability Sampling***by*Lennart Bondesson

### 2010, Volume 37, Issue 2

**179-199 Biases and Uncertainty in Climate Projections***by*Christoph M. Buser & Hans R. Künsch & Alain Weber**200-220 Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application***by*Benjamin Favetto & Adeline Samson**221-236 Some General Comparative Points on Chao's and Zelterman's Estimators of the Population Size***by*Dankmar Böhning**237-252 Robust Estimation for Zero-Inflated Poisson Regression***by*Daniel B. Hall & Jing Shen**253-263 An Orthogonality-Based Estimation of Moments for Linear Mixed Models***by*Ping Wu & Li Xing Zhu**264-285 Disagreement Loop and Path Creation/Annihilation Algorithms for Binary Planar Markov Fields with Applications to Image Segmentation***by*Tomasz Schreiber & Marie-Colette Van Lieshout**286-306 On the Validity of the Bootstrap in Non-Parametric Functional Regression***by*Frédéric Ferraty & Ingrid Van Keilegom & Philippe Vieu**307-320 Bias Reduction of Likelihood Estimators in Semiparametric Frailty Models***by*Il Do Ha & Maengseok Noh & Youngjo Lee**321-337 Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ***by*Sylvain Sardy & Paul Tseng**338-354 A Spline-Based Semiparametric Maximum Likelihood Estimation Method for the Cox Model with Interval-Censored Data***by*Ying Zhang & Lei Hua & Jian Huang

### 2010, Volume 37, Issue 1

**1-1 Editorial***by*Juha Alho & Paavo Salminen**2-25 Structured Spatio-Temporal Shot-Noise Cox Point Process Models, with a View to Modelling Forest Fires***by*Jesper Møller & Carlos Díaz-Avalos**26-46 Polynomial Spline Estimation for a Generalized Additive Coefficient Model***by*Lan Xue & Hua Liang**47-66 On the Estimation of Integrated Covariance Functions of Stationary Random Fields***by*Ursa Pantle & Volker Schmidt & Evgeny Spodarev**67-90 Stochastic Differential Mixed-Effects Models***by*Umberto Picchini & Andrea De Gaetano & Susanne Ditlevsen**91-108 Semiparametric Density Deconvolution***by*Martin L. Hazelton & Berwin A. Turlach**109-125 On Bias Reduction in Robust Inference for Generalized Linear Models***by*Wasimul Bari & Brajendra C. Sutradhar**126-146 Estimating Optimal Dynamic Regimes: Correcting Bias under the Null***by*Erica E. M. Moodie & Thomas S. Richardson**147-165 New Tests of Spatial Segregation Based on Nearest Neighbour Contingency Tables***by*Elvan Ceyhan**166-175 Krylov Sequences as a Tool for Analysing Iterated Regression Algorithms***by*Anders Björkström

### 2009, Volume 36, Issue 4

**577-601 Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection***by*Sylvain Sardy**602-619 Covariate Selection for the Semiparametric Additive Risk Model***by*Torben Martinussen & Thomas H. Scheike**620-635 Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function***by*Xingwei Tong & Xin He & Liuquan Sun & Jianguo Sun**636-648 Accelerated Recurrence Time Models***by*Yijian Huang & Limin Peng**649-670 Non-parametric Tests for Recurrent Events under Competing Risks***by*Jean-Yves Dauxois & Sophie Sencey**671-685 Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random***by*Liugen Xue**686-712 Diagnostic Measures for Generalized Linear Models with Missing Covariates***by*Hongtu Zhu & Joseph G. Ibrahim & Xiaoyan Shi**713-734 Estimation and Inference Based on Neumann Series Approximation to Locally Efficient Score in Missing Data Problems***by*Hua Yun Chen**735-748 Improved Prediction Intervals and Distribution Functions***by*Paolo Vidoni**749-763 Log-density Deconvolution by Wavelet Thresholding***by*Jérémie Bigot & Sébastien Van Bellegem**764-781 End-Point Estimation for Decreasing Densities: Asymptotic Behaviour of the Penalized Likelihood Ratio***by*Jayanta Kumar Pal**782-799 Goodness-of-Fit Tests for Multiplicative Models with Dependent Data***by*Holger Dette & Juan Carlos Pardo-Fernández & Ingrid Van Keilegom**800-821 Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes***by*Marios Sergides & Efstathios Paparoditis**822-838 Extensions of a Conflict Measure of Inconsistencies in Bayesian Hierarchical Models***by*Jørund Gåsemyr & Bent Natvig**839-853 Hybrid Samplers for Ill-Posed Inverse Problems***by*RADU HERBEI & IAN W. McKEAGUE

### 2009, Volume 36, Issue 3

**369-388 Single-Index Additive Vector Autoregressive Time Series Models***by*Yehua Li & Marc G. Genton**389-412 Local Power Analyses of Goodness-of-fit Tests for Copulas***by*Daniel Berg & Jean-François Quessy**413-432 Empirical Likelihood for Non-Smooth Criterion Functions***by*Elisa M. Molanes Lopez & Ingrid Van Keilegom & Noël Veraverbeke**433-443 Empirical Likelihood-Based Inferences for Generalized Partially Linear Models***by*Hua Liang & Yongsong Qin & Xinyu Zhang & David Ruppert**444-462 Empirical Likelihood Inference for the Cox Model with Time-dependent Coefficients via Local Partial Likelihood***by*Yanqing Sun & Rajeshwari Sundaram & Yichuan Zhao**463-480 Simpson's Paradox in Survival Models***by*Clelia Di Serio & Yosef Rinott & Marco Scarsini**481-500 Marginal Regression Analysis for Semi-Competing Risks Data Under Dependent Censoring***by*A. Adam Ding & Guangkai Shi & Weijing Wang & Jin-Jian Hsieh**501-517 Generalized Augmentation to Control the False Discovery Exceedance in Multiple Testing***by*Alessio Farcomeni**518-541 Change-Point Tests for the Error Distribution in Non-parametric Regression***by*Natalie Neumeyer & Ingrid Van Keilegom**542-558 An Optimal Retrospective Change Point Detection Policy***by*Albert Vexler & Chengqing Wu**559-576 Parameterizations and Fitting of Bi-directed Graph Models to Categorical Data***by*Monia Lupparelli & Giovanni M. Marchetti & Wicher P. Bergsma

### 2009, Volume 36, Issue 2

**185-203 Collapsibility for Directed Acyclic Graphs***by*Xianchao Xie & Zhi Geng**204-228 Smooth Residual Bootstrap for Empirical Processes of Non-parametric Regression Residuals***by*Natalie Neumeyer**229-247 Kernel-based Generalized Cross-validation in Non-parametric Mixed-effect Models***by*Wangli Xu & Lixing Zhu**248-269 An Adaptive Two-stage Estimation Method for Additive Models***by*Lu Lin & Xia Cui & Lixing Zhu**270-296 Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps***by*Cecilia Mancini**297-319 Bayesian Semiparametric Modelling in Quantile Regression***by*Athanasios Kottas & Milovan Krnjajic**320-336 Posterior Predictive "p"-values in Bayesian Hierarchical Models***by*Gunnhildur Högnadãttir Steinbakk & Geir Olve Storvik**337-354 Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions***by*ROSS McVINISH & JUDITH ROUSSEAU & KERRIE MENGERSEN**355-369 Empirical Bayes Estimation of Small Area Means under a Nested Error Linear Regression Model with Measurement Errors in the Covariates***by*Mahmoud Torabi & Gauri S. Datta & J. N. K. Rao

### 2009, Volume 36, Issue 1

**1-22 Approximate Bayesian Inference in Spatial Generalized Linear Mixed Models***by*Jo Eidsvik & Sara Martino & Håvard Rue**23-41 The Multi-scale Marked Area-interaction Point Process: A Model for the Spatial Pattern of Trees***by*Nicolas Picard & Avner Bar-Hen & Frédéric Mortier & Joël Chadœuf**42-59 Models for Dependent Extremes Using Stable Mixtures***by*Anne-Laure Fougères & John P. Nolan & Holger Rootzén**60-75 Parametric Estimation Procedures in Multivariate Generalized Pareto Models***by*René Michel**76-97 Posterior Analysis for Normalized Random Measures with Independent Increments***by*Lancelot F. James & Antonio Lijoi & Igor Prünster**98-111 Saddlepoint-Based Bootstrap Inference for Quadratic Estimating Equations***by*Robert L. Paige & A. Alexandre Trindade & P. Harshini Fernando**112-126 Variance Reduction in Smoothing Splines***by*Robert L. Paige & Shan Sun & Keyi Wang**127-140 Kernel Likelihood Inference for Time Series***by*Carlo Grillenzoni**141-156 Cressie-Read Power-Divergence Statistics for Non-Gaussian Vector Stationary Processes***by*Hiroaki Ogata & Masanobu Taniguchi**157-170 Normal Mixture Quasi-maximum Likelihood Estimator for GARCH Models***by*Taewook Lee & Sangyeol Lee**171-184 Strong Consistency of the Maximum Likelihood Estimator for Finite Mixtures of Location-Scale Distributions When Penalty is Imposed on the Ratios of the Scale Parameters***by*Kentaro Tanaka

### 2008, Volume 35, Issue 4

**577-596 Simplex Mixed-Effects Models for Longitudinal Proportional Data***by*Zhenguo Qiu & Peter X.-K. Song & Ming Tan**597-612 On a Unified Generalized Quasi-likelihood Approach for Familial-Longitudinal Non-Stationary Count Data***by*Brajendra C. Sutradhar & Vandna Jowaheer & Gary Sneddon**613-628 Non-parametric Maximum Likelihood Estimation for Cox Regression with Subject-Specific Measurement Error***by*C. Y. Wang**629-649 Focused Information Criterion for Capture-Recapture Models for Closed Populations***by*Francesco Bartolucci & Monia Lupparelli**650-663 Estimating the Basic Reproductive Number in the General Epidemic Model with an Unknown Initial Number of Susceptible Individuals***by*Eric H. Y. Lau & Paul S. F. Yip**664-676 Building and Fitting Non-Gaussian Latent Variable Models via the Moment-Generating Function***by*Tore Selland Kleppe & Hans J. Skaug**677-690 Adaptive Proposal Construction for Reversible Jump MCMC***by*Ricardo S. Ehlers & Stephen P. Brooks**691-700 On the Second-Order Random Walk Model for Irregular Locations***by*Finn Lindgren & Håvard Rue**701-718 Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case***by*Claudia Klüppelberg & Gabriel Kuhn & Liang Peng**719-738 Non-parametric Regression Tests Using Dimension Reduction Techniques***by*Berthold R. Haag**739-761 Uniform in Bandwidth Estimation of Integral Functionals of the Density Function***by*Evarist Giné & David M. Mason**762-762 Correction Note to ''Density Approximation by Summary Statistics: An Information-theoretic Approach''***by*Zvi Gilula & Shelby J. Haberman

### 2008, Volume 35, Issue 3

**385-399 The Support Reduction Algorithm for Computing Non-Parametric Function Estimates in Mixture Models***by*Piet Groeneboom & Geurt Jongbloed & Jon A. Wellner**400-414 Control Variates for the Metropolis-Hastings Algorithm***by*Hugo Hammer & Håkon Tjelmeland**415-437 Asymmetry and Gradient Asymmetry Functions: Density-Based Skewness and Kurtosis***by*Frank Critchley & M. C. Jones**438-465 The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes***by*Julie Lyng Forman & Michael Sørensen**466-483 A List Sequential Sampling Method Suitable for Real-Time Sampling***by*Lennart Bondesson & Daniel Thorburn**484-495 Empirical Bayes Confidence Intervals for Means of Natural Exponential Family-Quadratic Variance Function Distributions with Application to Small Area Estimation***by*Malay Ghosh & Tapabrata Maiti**496-523 Prediction Error Estimation Under Bregman Divergence for Non-Parametric Regression and Classification***by*Chunming Zhang**524-539 Bayesian Non-Parametric Estimation of Smooth Hazard Rates for Seismic Hazard Assessment***by*Luca La Rocca**540-556 Bayesian Semiparametric Cure Rate Model with an Unknown Threshold***by*Luis E. Nieto-Barajas & Guosheng Yin**557-576 Estimation Strategies for Censored Lifetimes with a Lexis-Diagram Type Model***by*Elodie Brunel & Fabienne Comte & Agathe Guilloux

### 2008, Volume 35, Issue 2

**193-211 Non-parametric Estimation of a Survival Function with Two-stage Design Studies***by*Gang Li & Chi-Hong Tseng**212-227 Semiparametric Inference for ROC Curves with Censoring***by*Hua Liang & Yong Zhou**228-247 Non-parametric Regression with Dependent Censored Data***by*Anouar El Ghouch & Ingrid Van Keilegom**248-265 Nonlinear Censored Regression Using Synthetic Data***by*Michel Delecroix & Olivier Lopez & Valentin Patilea**266-285 Optimal Sequential Design in a Controlled Non-parametric Regression***by*Sam Efromovich**286-294 Local Influence in Generalized Estimating Equations***by*Kang-Mo Jung**295-308 Iterated Bootstrap-"t" Confidence Intervals for Density Functions***by*Yvonne H. S. Ho & Stephen M. S. Lee