# 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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### 2010, Volume 37, Issue 1

**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**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