# Danish Society for Theoretical Statistics

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Finnish Statistical Society

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Norwegian Statistical Association

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Swedish Statistical Association

# 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

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

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

**ISSN:**0303-6898

**Citations RSS feed:**at CitEc

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### 2008, Volume 35, Issue 2

**309-321 Likelihood Ratio Testing for Hidden Markov Models Under Non-standard Conditions***by*Jörn Dannemann & Hajo Holzmann**322-334 Intensity Estimation for Spatial Point Processes Observed with Noise***by*Lionel Cucala**335-353 Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm***by*Ravi Varadhan & Christophe Roland**354-368 Properties of Bayes Factors Based on Test Statistics***by*Valen E. Johnson**369-384 Non-parametric Bayesian Inference for Integrals with respect to an Unknown Finite Measure***by*Torkel Erhardsson

### 2008, Volume 35, Issue 1

**1-17 Tracking Edges, Corners and Vertices in an Image***by*Peter Hall & Peihua Qiu & Christian Rau**18-37 A Kernel Variogram Estimator for Clustered Data***by*Raquel Menezes & Pilar Garcia-Soidán & Manuel Febrero-Bande**38-63 Subsampling Variance Estimation for Non-stationary Spatial Lattice Data***by*Magnus Ekström**64-82 ML, PL, QL in Markov Chain Models***by*Nils Lid Hjort & Cristiano Varin**83-103 Inconsistency of the MLE for the Joint Distribution of Interval-Censored Survival Times and Continuous Marks***by*Marloes H. Maathuis & Jon A. Wellner**104-118 Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions***by*Yang Bai & Zhongyi Zhu & Wing K. Fung**119-138 A Scale-space Approach for Detecting Non-stationarities in Time Series***by*Lena R. Olsen & Sigrunn H. Sørbye & Fred Godtliebsen**139-157 Bootstrap Bandwidth Selection Using an "h"-Dependent Pilot Bandwidth***by*José E. Chacãn & Jesús Montanero & Agustín G. Nogales**158-168 Robust Inference in Conditionally Linear Nonlinear Regression Models***by*Robert L. Paige & P. Harshini Fernando**169-185 Correlated Binary Variables and Multi-level Probability Assessments***by*Michail Papathomas**186-192 A "Z"-theorem with Estimated Nuisance Parameters and Correction Note for 'Weighted Likelihood for Semiparametric Models and Two-phase Stratified Samples, with Application to Cox Regression'***by*Norman E. Breslow & Jon A. Wellner

### 2007, Volume 34, Issue 4

**643-684 Modern Statistics for Spatial Point Processes***by*Jesper Møller & Rasmus P. Waagepetersen**712-745 Latent Variable Modelling: A Survey***by*Anders Skrondal & Sophia Rabe-Hesketh**746-767 Putting a Price on Temperature***by*FRED ESPEN BENTH & JŪRATĖ SALTYTĖ BENTH & STEEN KOEKEBAKKER**768-780 Problem Solving is Often a Matter of Cooking Up an Appropriate Markov Chain***by*Olle Häggström**781-815 Convergence of Heavy-tailed Monte Carlo Markov Chain Algorithms***by*Søren F. Jarner & Gareth O. Roberts**816-828 A Robust Conflict Measure of Inconsistencies in Bayesian Hierarchical Models***by*Fredrik A. Dahl & Jørund Gåsemyr & Bent Natvig**829-840 Functionally Compatible Local Characteristics for the Local Specification of Priors in Graphical Models***by*Claudio Asci & Mauro Piccioni**841-869 Semiparametric Regression with Kernel Error Model***by*Ao Yuan & Jan G. De Gooijer**870-895 Non-parametric Maximum-Likelihood Estimation in a Semiparametric Mixture Model for Competing-Risks Data***by*I-Shou Chang & Chao A. Hsiung & Chi-Chung Wen & Yuh-Jenn Wu & Che-Chi Yang

### 2007, Volume 34, Issue 3

**451-477 Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines***by*Jianhua Z. Huang & Liangyue Zhang & Lan Zhou**478-498 On Confounding, Prediction and Efficiency in the Analysis of Longitudinal and Cross-sectional Clustered Data***by*Stijn Vansteelandt**499-510 Approximation of the Distribution of the Location Parameter in the Growth Curve Model***by*Tõnu Kollo & Anu Roos & Dietrich Von Rosen**511-534 Non-parametric Analysis of Covariance - The Case of Inhomogeneous and Heteroscedastic Noise***by*Axel Munk & Natalie Neumeyer & Achim Scholz**535-551 Semiparametric Mixtures of Generalized Exponential Families***by*Richard Charnigo & Ramani S. Pilla**552-568 Estimating the Upper Support Point in Deconvolution***by*Lucie Aarts & Piet Groeneboom & Geurt Jongbloed**569-586 Degeneracy in the Maximum Likelihood Estimation of Univariate Gaussian Mixtures for Grouped Data and Behaviour of the EM Algorithm***by*Christophe Biernacki**587-614 A Spatio-Temporal Model for Functional Magnetic Resonance Imaging Data - with a View to Resting State Networks***by*Eva B. Vedel Jensen & Thordis L. Thorarinsdottir**615-625 Perfect Simulation for Length-interacting Polygonal Markov Fields in the Plane***by*M. N. M. Van Lieshout & T. Schreiber**626-642 On Rates of Convergence for Bayesian Density Estimation***by*Catia Scricciolo

### 2007, Volume 34, Issue 2

**259-274 Exact Bayesian Inference and Model Selection for Stochastic Models of Epidemics Among a Community of Households***by*Damian Clancy & Philip D. O'Neill**275-297 Some Results on the Control of the False Discovery Rate under Dependence***by*Alessio Farcomeni**298-316 Lévy Copulas: Dynamics and Transforms of Upsilon Type***by*Ole E. Barndorff-Nielsen & Alexander M. Lindner**317-335 Conditional Functional Principal Components Analysis***by*Hervé Cardot**336-346 A Composite Likelihood Cross-validation Approach in Selecting Bandwidth for the Estimation of the Pair Correlation Function***by*Yongtao Guan**347-364 Tests and Confidence Intervals for an Extended Variance Component Using the Modified Likelihood Ratio Statistic***by*Ole F. Christensen & Morten Frydenberg & Jens L. Jensen & Jørgen G. Pedersen**365-383 On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates***by*Jinhong You & Haibo Zhou**384-404 Estimating a Convex Function in Nonparametric Regression***by*Melanie Birke & Holger Dette**405-418 Checking the Grouped Data Version of the Cox Model for Interval-grouped Survival Data***by*Christian B. Pipper & Christian Ritz**419-431 Improving the Efficiency of the Nelson-Aalen Estimator: the Naive Local Constant Estimator***by*Montserrat Guillen & Jens P. Nielsen & Ana M. Perez-Marin**432-450 Likelihood for Generally Coarsened Observations from Multistate or Counting Process Models***by*Daniel Commenges & Anne Gégout-Petit

### 2007, Volume 34, Issue 1

**1-2 Editorial***by*Ørnulf Borgan & Bo Lindqvist**3-16 Regression Analysis for Multistate Models Based on a Pseudo-value Approach, with Applications to Bone Marrow Transplantation Studies***by*Per K. Andersen & John P. Klein**17-32 Direct Modelling of Regression Effects for Transition Probabilities in Multistate Models***by*Thomas H. Scheike & Mei-Jie Zhang**33-52 Choice between Semi-parametric Estimators of Markov and Non-Markov Multi-state Models from Coarsened Observations***by*Daniel Commenges & Pierre Joly & Anne Gégout-Petit & Benoit Liquet**53-69 Dynamic Analysis of Recurrent Event Data with Missing Observations, with Application to Infant Diarrhoea in Brazil***by*Ørnulf Borgan & Rosemeire L. Fiaccone & Robin Henderson & Mauricio L. Barreto**70-85 Dynamic Prediction by Landmarking in Event History Analysis***by*Hans C. Van Houwelingen**86-102 Weighted Likelihood for Semiparametric Models and Two-phase Stratified Samples, with Application to Cox Regression***by*Norman E. Breslow & Jon A. Wellner**103-119 Stratified Case-Cohort Analysis of General Cohort Sampling Designs***by*Sven Ove Samuelsen & Hallvard Ånestad & Anders Skrondal**120-136 Use of Cohort Information in the Design and Analysis of Case-Control Studies***by*Bryan Langholz**137-154 Cohort Sampling Schemes for the Mantel-Haenszel Estimator***by*Larry Goldstein & Bryan Langholz**155-168 What can Statistics Contribute to a Causal Understanding?***by*Odd O. Aalen & Arnoldo Frigessi**169-185 Graphical Models for Composable Finite Markov Processes***by*Vanessa Didelez**186-206 Structural Nested Models and Standard Software: A Mathematical Foundation through Partial Likelihood***by*Judith J. Lok**207-228 A Mixed Model Approach for Geoadditive Hazard Regression***by*Thomas Kneib & Ludwig Fahrmeir**229-257 Bayesian Survival Analysis in Proportional Hazard Models with Logistic Relative Risk***by*Pierpaolo De Blasi & Nils Lid Hjort

### 2006, Volume 33, Issue 4

**609-619 Semiparametric Global Cross-ratio Models for Bivariate Censored Data***by*Debashis Ghosh**621-635 Tests in a Case-control Design Including Relatives***by*Stefanie Biedermann & Eva Nagel & Axel Munk & Hajo Holzmann & Ansgar Steland**637-649 Estimation of the Association for Bivariate Interval-censored Failure Time Data***by*Liuquan Sun & Lianming Wang & Jianguo Sun**651-671 Parameter Estimation in Pair-hidden Markov Models***by*Ana Arribas-Gil & Elisabeth Gassiat & Catherine Matias**673-697 A Semiparametric Binary Regression Model Involving Monotonicity Constraints***by*Moulinath Banerjee & Pinaki Biswas & Debashis Ghosh**699-720 Pareto Sampling versus Sampford and Conditional Poisson Sampling***by*Lennart Bondesson & Imbi Traat & Anders Lundqvist**721-731 A Simulation-based Goodness-of-fit Test for Random Effects in Generalized Linear Mixed Models***by*Rasmus Waagepetersen**733-752 Semiparametric Estimation of a Two-component Mixture Model where One Component is known***by*Laurent Bordes & Céline Delmas & Pierre Vandekerkhove**753-763 Identifiability of Finite Mixtures of Elliptical Distributions***by*Hajo Holzmann & Axel Munk & Tilmann Gneiting**765-784 Objective Testing Procedures in Linear Models: Calibration of the "p"-values***by*F. Javier Girãn & M. Lina Martínez & Elías Moreno & Francisco Torres**785-806 Linear-representation Based Estimation of Stochastic Volatility Models***by*Christian Francq & Jean-Michel Zakoïan**807-823 Multilayer Perceptron with Functional Inputs: an Inverse Regression Approach***by*Louis Ferré & Nathalie Villa**825-847 Parametric Estimation for Subordinators and Induced OU Processes***by*Geurt Jongbloed & Frank H. Van Der Meulen**849-860 Integrated Square Error Asymptotics for Supersmooth Deconvolution***by*Hajo Holzmann & Leif Boysen**861-873 Two-stage "U"-statistics for Hypothesis Testing***by*Hwai-Chung Ho & Grace S. Shieh**875-893 Penalized Projection Estimator for Volatility Density***by*F. Comte & V. Genon-Catalot

### 2006, Volume 33, Issue 3

**409-434 Comparison of Regression Curves with Censored Responses***by*Juan Carlos Pardo-Fernández & Ingrid Van Keilegom**435-450 Robust Tests in Semiparametric Partly Linear Models***by*Ana Bianco & Graciela Boente & Elena Martínez**451-462 A Simple Estimator of Error Correlation in Non-parametric Regression Models***by*Byeong U. Park & Young Kyung Lee & Tae Yoon Kim & Cheolyong Park**463-475 Testing Constancy for Isotonic Regressions***by*Ana Colubi & J. Santos Domínguez-Menchero & Gil González-Rodríguez**477-501 Comparison of Separable Components in Different Samples***by*Natalie Neumeyer & Stefan Sperlich**503-522 Estimation of Wood Fibre Length Distributions from Censored Data through an EM Algorithm***by*Ingrid Svensson & Sara Sjöstedt-De Luna & Lennart Bondesson**523-540 On Optimal Point and Block Prediction in Log-Gaussian Random Fields***by*Victor De Oliveira**541-559 Estimation of Polygons and Areas***by*Anna H. Persson & Lennart Bondesson & Niclas Börlin**561-574 On the Unification of Families of Skew-normal Distributions***by*Reinaldo B. Arellano-Valle & Adelchi Azzalini**575-590 A Note on Collapsibility in DAG Models of Contingency Tables***by*Sung-Ho Kim & Seong-Ho Kim**591-608 Empirical and Hierarchical Bayesian Estimation in Finite Population Sampling under Structural Measurement Error Models***by*Malay Ghosh & Karabi Sinha & Dalho Kim

### 2006, Volume 33, Issue 2

**169-190 Inference on Survival Data with Covariate Measurement Error - An Imputation-based Approach***by*Yi Li & Louise Ryan**191-207 Rate/Mean Regression for Multiple-Sequence Recurrent Event Data with Missing Event Category***by*Douglas Schaubel & Jianwen Cai**209-218 On a Posterior Predictive Density Sample Size Criterion***by*Theodoros Nicoleris & Stephen G. Walker**219-226 Computations via Auxiliary Random Functions for Survival Models***by*Purushottam W. Laud & Paul Damien & Stephen G. Walker**227-237 False Discovery Control for Multiple Tests of Association Under General Dependence***by*Nicolai Meinshausen**239-246 On the Relationship between Directional and Omnibus Statistical Tests***by*Qian H. Li & Stephen W. Lagakos**247-257 Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property***by*Mathias Drton & Michael Eichler**259-278 Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing***by*Holger Dette & Mark Podolskij & Mathias Vetter**279-291 On the Distance Between Cumulative Sum Diagram and Its Greatest Convex Minorant for Unequally Spaced Design Points***by*Jayanta Kumar Pal & Michael Woodroofe**293-306 Simultaneous Wavelet Deconvolution in Periodic Setting***by*Daniela De Canditiis & Marianna Pensky**307-335 Non-parametric Estimation of Tail Dependence***by*Rafael Schmidt & Ulrich Stadtmüller**337-366 Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation***by*Christian Genest & Jean-François Quessy & Bruno Rémillard**367-378 Consistency of the Semi-parametric MLE in Linear Regression Models with Interval-censored Data***by*Qiqing Yu & George Y. C. Wong & Fanhui Kong**379-390 Quadratic Artificial Likelihood Functions Using Estimating Functions***by*Jinfang Wang**391-408 Hypotheses Testing: Poisson Versus Self-exciting***by*Sergueï Dachian & Yury A. Kutoyants

### 2006, Volume 33, Issue 1

**1-23 Rank Regression Analysis of Multivariate Failure Time Data Based on Marginal Linear Models***by*Z. Jin & D. Y. Lin & Z. Ying**25-36 Bayesian Inference from Case-cohort Data with Multiple End-points***by*Sangita Kulathinal & Elja Arjas**37-51 Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution***by*James P. Hobert & Galin L. Jones & Christian P. Robert**53-64 Bayesian Geostatistical Design***by*Peter Diggle & Søren Lophaven**65-81 On Block Ordering of Variables in Graphical Modelling***by*Alberto Roverato & Luca La Rocca**83-104 Parameter Estimation for a Discretely Observed Integrated Diffusion Process***by*Arnaud Gloter**105-120 Conjugacy as a Distinctive Feature of the Dirichlet Process***by*Lancelot F. James & Antonio Lijoi & Igor Prünster**121-138 Residuals in the Extended Growth Curve Model***by*Jemila Seid Hamid & Dietrich Von Rosen**139-151 Large Sample Approximation of the Distribution for Convex-Hull Estimators of Boundaries***by*S.-O. Jeong & B. U. Park**153-168 Empirical Likelihood Confidence Region for Parameters in Semi-linear Errors-in-Variables Models***by*Hengjian Cui & Efang Kong

### 2005, Volume 32, Issue 4

**507-525 Likelihood Ratio Tests Under Local and Fixed Alternatives in Monotone Function Problems***by*Moulinath Banerjee**527-550 Non-parametric Quantile Regression with Censored Data***by*Ali Gannoun & Jérôme Saracco & Ao Yuan & George E. Bonney**551-562 A New Kernel Distribution Function Estimator Based on a Non-parametric Transformation of the Data***by*Jan W. H. Swanepoel & Francois C. Van Graan**563-581 Uniform Representation of Product-Limit Integrals with Applications***by*César Sánchez Sellero & Wenceslao González Manteiga & Ingrid Keilegom**583-597 Temporal Aggregation of Stationary and Non-stationary Continuous-Time Processes***by*Henghsiu Tsai & K. S. Chan**599-616 Goodness-of-fit Tests Based on the Kernel Density Estimator***by*Ricardo Cao & Gábor Lugosi**617-637 Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes***by*Ole Eiler Barndorff-Nielsen & Robert Stelzer**639-660 Rates of Convergence for a Bayesian Level Set Estimation***by*Ghislaine Gayraud & Judith Rousseau

### 2005, Volume 32, Issue 3

**351-363 A Shot-Noise Model for Paper Fibres with Non-uniform Random Orientations***by*Jan-Olof Johansson & Ola Hössjer**365-383 Covariate Adjusted Correlation Analysis via Varying Coefficient Models***by*DAMLA ŞENTÜRK & HANS-GEORG MÜLLER**385-404 Influence Functions for Sliced Inverse Regression***by*L. A. Prendergast**405-424 Confidence Intervals for Current Status Data***by*Moulinath Banerjee & Jon A. Wellner**425-445 On Goodness-of-Fit Tests for Aalen's Additive Risk Model***by*Axel Gandy & Uwe Jensen**447-466 Bayesian Survival Analysis Using Bernstein Polynomials***by*I-Shou Chang & Chao A. Hsiung & Yuh-Jenn Wu & Che-Chi Yang**467-483 Asymptotic Normality of Kernel-Type Deconvolution Estimators***by*Bert Van Es & Hae-Won Uh**485-506 Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation***by*Tarn Duong & Martin L. Hazelton

### 2005, Volume 32, Issue 2

**159-188 The Skew-normal Distribution and Related Multivariate Families***by*Adelchi Azzalini**189-198 Discussion of ''The Skew-normal''***by*Marc G. Genton**199-200 Rejoinder***by*Adelchi Azzalini**201-215 Teletraffic as a Stochastic Playground***by*Ilkka Norros**217-218 Discussion of ''Teletraffic''***by*Armand M. Makowski**219-221 Discussion of ''Teletraffic''***by*Ryszard Szekli**223-240 Functional Modelling and Classification of Longitudinal Data***by*Hans-Georg Müller**241-241 Discussion of ''Functional Modelling''***by*Ivar Heuch**243-243 Discussion of ''Functional Modelling''***by*James O. Ramsay**245-246 Rejoinder***by*Hans-Georg Müller**247-264 On the Breakdown Properties of Some Multivariate M-Functionals***by*Lutz Dümbgen & David E. Tyler**265-280 Bayesian inference for epidemics with two levels of mixing***by*Nikolaos Demiris & Philip D. O'Neill**281-294 Linear Discriminant Analysis of Multivariate Spatial-Temporal Regressions***by*JŪRATĖ SALTYTĖ-BENTH & K&Ecedil;STUTIS DUČINSKAS**295-312 A Unified Approach to the Characterization of Equivalence Classes of DAGs, Chain Graphs with no Flags and Chain Graphs***by*Alberto Roverato**313-326 Subsample distribution distance and McMC convergence***by*Urban Hjorth & Anna Vadeby**327-350 On Maximum Depth and Related Classifiers***by*Anil K. Ghosh & Probal Chaudhuri**241-242 Discussion of ''Functional Modelling''***by*Rima Izem

### 2005, Volume 32, Issue 1

**1-20 Pseudo Self-Consistent Estimation of a Copula Model with Informative Censoring***by*Hongyu Jiang & Jason P. Fine & Michael R. Kosorok & Rick Chappell**21-47 Semiparametric Time-Varying Coefficients Regression Model for Longitudinal Data***by*Yanqing Sun & Hulin Wu**49-57 Generalized Log-Rank Tests for Interval-Censored Failure Time Data***by*Jianguo Sun & Qiang Zhao & Xingqiu Zhao**59-75 Maximum Likelihood Estimation in a Semiparametric Logistic/Proportional-Hazards Mixture Model***by*Hong-Bin Fang & Gang Li & Jianguo Sun**77-91 Kernel Estimation of Rate Function for Recurrent Event Data***by*Chin-Tsang Chiang & Mei-Cheng Wang & Chiung-Yu Huang**93-113 Marginal Regression for Binary Longitudinal Data in Adaptive Clinical Trials***by*Brajendra C. Sutradhar & Atanu Biswas & Wasimul Bari**115-131 Asymptotic Normality in Mixtures of Power Series Distributions***by*Dankmar Böhning & Valentin Patilea**133-158 A Study of Blockwise Wavelet Estimates Via Lower Bounds for a Spike Function***by*Sam Efromovich

### 2004, Volume 31, Issue 4

**487-513 Goodness of Fit via Non-parametric Likelihood Ratios***by*Gerda Claeskens & Nils Lid Hjort**515-534 Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach***by*Jianhua Z. Huang & Haipeng Shen**535-551 Collapsibility of Graphical CG-Regression Models***by*Vanessa Didelez & David Edwards**553-566 Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions***by*Masayuki Uchida**567-584 On Non-parametric Testing, the Uniform Behaviour of the "t"-test, and Related Problems***by*Joseph P. Romano**585-601 A Dimensional CLT for Non-Central Wilks' Lambda in Multivariate Analysis***by*Ronald W. Butler & Andrew T. A. Wood**603-612 Comparison of Within-Subject Covariance Matrices in 2 × 2 Crossover Trials with Multivariate Response***by*Niclas Sjögren & Olivier Guilbaud**613-628 Minimum Contrast Estimation for Fractional Diffusions***by*Carenne ludeña**629-637 Efficiency of a Linear Combination of the Median and the Sample Mean: The Double Truncated Normal Distribution***by*Gabriela Damilano & Pedro Puig

### 2004, Volume 31, Issue 3

**319-331 On Robust and Efficient Designs for Risk Estimation in Epidemiological Studies***by*Holger Dette**333-346 Local Linear Additive Quantile Regression***by*Keming Yu & Zudi Lu**347-366 Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes***by*Tina Herberts & Uwe Jensen**367-386 Quasi-Likelihood Regression with Multiple Indices and Smooth Link and Variance Functions***by*Jeng-Min Chiou & Hans-Georg Müller**387-401 Variance Estimation in Spatial Regression Using a Non-parametric Semivariogram Based on Residuals***by*Hyon-Jung Kim & Dennis D. Boos**403-416 On Parametric Bootstrapping and Bayesian Prediction***by*Tadayoshi Fushiki & Fumiyasu Komaki & Kazuyuki Aihara**417-429 Inference for Observations of Integrated Diffusion Processes***by*Susanne Ditlevsen & Michael Sørensen**431-442 Outlier Identification Procedures for Contingency Tables using Maximum Likelihood and "L"***by*Sonja Kuhnt**443-458 Goodness-of-fit Tests for Mixed Models***by*Christian Ritz**459-468 Flexible Class of Skew-Symmetric Distributions***by*Yanyuan Ma & Marc G. Genton**469-486 Mean-Based Iterative Procedures in Linear Models with General Errors and Grouped Data***by*Carlos Rivero & Teófilo Valdés

### 2004, Volume 31, Issue 2

**159-160 Introduction to Causal Modelling and Inference***by*Juni Palmgren**161-170 Direct and Indirect Causal Effects via Potential Outcomes***by*Donald B. Rubin**171-187 Causal Reasoning from Longitudinal Data***by*Elja Arjas & Jan Parner**189-193 Discussion on Causality***by*Steffen L. Lauritzen**193-195 Discussion of Causality***by*Odd O. Aalen**196-201 Reply to Discussion***by*Donald B. Rubin & Elja Arjas**198-201 Reply to Discussion***by*Elja Arjas**203-216 Statistical and Combinatorial Aspects of Comparative Genomics***by*Kimmo Eriksson**217-234 On Optimality of Bayesian Wavelet Estimators***by*Felix Abramovich & Umberto Amato & Claudia Angelini**235-246 Conjugate Priors Represent Strong Pre-Experimental Assumptions***by*Eduardo Gutiérrez-Peña & Pietro Muliere**247-264 Statistical Modelling and Deconvolution of Yield Meter Data***by*Frede Aakmann Tøgersen & Rasmus Waagepetersen**265-281 Exact Non-Parametric Confidence, Prediction and Tolerance Intervals with Progressive Type-II Censoring***by*Olivier Guilbaud**283-293 Maximum Likelihood Estimation for Cox's Regression Model Under Case-Cohort Sampling***by*Thomas H. Scheike & Torben Martinussen**295-318 All Invariant Moments of the Wishart Distribution***by*Gérard Letac & Hélène Massam

### 2004, Volume 31, Issue 1

**1-1 Editorial***by*Thomas Scheike**3-19 Backfitting Random Varying-Coefficient Models with Time-Dependent Smoothing Covariates***by*Hulin Wu & Hua Liang**21-41 Consistency of the NPML Estimator in the Right-Censored Transformation Model***by*E. V. Slud & F. Vonta**43-50 An Exact Corrected Log-Likelihood Function for Cox's Proportional Hazards Model under Measurement Error and Some Extensions***by*Thomas Augustin**51-62 On Estimation and Tests of Time-Varying Effects in the Proportional Hazards Model***by*Thomas H. Scheike & Torben Martinussen**63-78 Root "n" consistent and optimal density estimators for moving average processes***by*Anton Schick & Wolfgang Wefelmeyer**79-91 On Testing Dependence between Time to Failure and Cause of Failure via Conditional Probabilities***by*Isha Dewan & J. V. Deshpande & S. B. Kulathinal**93-114 Parameter Orthogonality and Bias Adjustment for Estimating Functions***by*Bent Jørgensen & Sven Jesper Knudsen**115-130 Interpreting DNA Mixtures with Related Contributors in Subdivided Populations***by*Wing K. Fung & Yue-Qing Hu**131-142 Statistical Inference for Transformation Inhomogeneous Point Processes***by*Linda Stougaard Nielsen & Eva B. Vedel Jensen**143-158 Statistical Inference in Context Specific Interaction Models for Contingency Tables***by*Søren Højsgaard

### 2003, Volume 30, Issue 4

**651-665 Bayesian Semiparametric Regression for Median Residual Life***by*Alan E. Gelfand & Athanasios Kottas