# 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

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### 2003, Volume 30, Issue 4

**667-676 A Semiparametric Model for Recapture Experiments***by*Yan Wang & Paul S. F. Yip**677-698 Joint Modelling of Recurrent Infections and Antibody Response by Bayesian Data Augmentation***by*Mervi Eerola & Dario Gasbarra & P. Helena Mäkelä & Henri Linden & Andrei Andreev**699-718 Density Estimation for the Metropolis-Hastings Algorithm***by*M. Sköld & G. O. Roberts**719-737 Improved Sampling-Importance Resampling and Reduced Bias Importance Sampling***by*Øivind Skare & Erik Bølviken & Lars Holden**739-756 A Wavelet Method for Confidence Intervals in the Density Model***by*Karine Tribouley**757-766 On Expected Lengths of Predictive Intervals***by*Rahul Mukerjee & Zehua Chen**767-780 Local Influence Analysis for Penalized Gaussian Likelihood Estimators in Partially Linear Models***by*Zhong-Yi Zhu & Xuming He & Wing-Kam Fung**781-796 The Cusum Test for Parameter Change in Time Series Models***by*Sangyeol Lee & Jeongcheol Ha & Okyoung Na & Seongryong Na**797-816 Mean and Variance of Vacancy for Hard-Core Disc Processes and Applications***by*Lennart Bondesson & Jessica Fahlén**817-820 On a Dualization of Graphical Gaussian Models: A Correction Note***by*Moulinath Banerjee & Thomas Richardson

### 2003, Volume 30, Issue 3

**443-458 On Empirical Processes for Ergodic Diffusions and Rates of Convergence of "M"-estimators***by*Harry Zanten**459-480 Estimation of General Stationary Processes by Variable Length Markov Chains***by*Fiorenzo Ferrari & Abraham Wyner**481-491 A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation***by*Holger Dette & Ingrid Spreckelsen**493-508 Labelled Graphical Models***by*Jukka Corander**509-521 A Likelihood Based Estimating Equation for the Clayton-Oakes Model with Marginal Proportional Hazards***by*Christian Bressen Pipper**523-533 A Non-parametric Frailty Model for Temporally Clustered Multivariate Failure Times***by*Tommi Härkänen & Hannu Hausen & Jorma I. Virtanen & Elja Arjas**535-547 On the Posterior Consistency of Mixtures of Dirichlet Process Priors with Censored Data***by*Yongdai Kim**549-564 Likelihood and Non-parametric Bayesian MCMC Inference for Spatial Point Processes Based on Perfect Simulation and Path Sampling***by*Kasper K. Berthelsen**565-580 Bayesian Inference Under Partial Prior Information***by*Elias Moreno & Francesco Bertolino & Walter Racugno**581-595 Unsupervised Curve Clustering using B-Splines***by*C. Abraham & P. A. Cornillon & E. Matzner-Løber & N. Molinari**597-608 On Unbiased Estimation of Positive Integral Powers of the Natural Parameter in Exponential Families***by*Ludwig Baringhaus**609-616 Bartlett's Test Applied to Variance Component Models***by*Jesper Madsen & René Tabanera**617-624 Confidence Intervals for Intraclass Correlation in Inter-Rater Reliability***by*Valentin Rousson**625-636 The Use of Replicates in Logistic Measurement Error Modelling***by*Magne Thoresen**637-650 Linear Regression Models under Conditional Independence Restrictions***by*David Causeur & Thierry Dhorne

### 2003, Volume 30, Issue 2

**257-276 Simulated Likelihood Approximations for Stochastic Volatility Models***by*Helle Sørensen**277-295 Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models***by*Ole E. Barndorff-Nielsen**297-316 Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models***by*Valentine Genon-Catalot**317-337 Local Likelihood Estimation in Generalized Additive Models***by*Göran Kauermann**339-353 Likelihood Methods for Controlled Calibration***by*Ruggero Bellio**355-368 A Non-Gaussian Spatial Process Model for Opacity of Flocculated Paper***by*Patrick E. Brown**369-384 Extreme Values and Haar Series Estimates of Point Process Boundaries***by*Stéphane Girard**385-397 Algebraic Markov Bases and MCMC for Two-Way Contingency Tables***by*Fabio Rapallo**399-414 Quasi Most Powerful Invariant Goodness-of-fit Tests***by*Gilles R. Ducharme**415-427 Correction of Density Estimators that are not Densities***by*Ingrid K. Glad**429-442 A Semi-parametric Regression Model with Errors in Variables***by*Lixing Zhu

### 2003, Volume 30, Issue 1

**1-24 Sieve Empirical Likelihood and Extensions of the Generalized Least Squares***by*Jian Zhang**25-43 Regression Parameter Estimation from Panel Counts***by*X. Joan Hu & Jianguo Sun & Lee-Jen Wei**45-59 Penalized Maximum Likelihood Estimator for Normal Mixtures***by*Gabriela Ciuperca & Andrea Ridolfi & Jérome Idier**61-73 Estimation in a General Repair Model Based on Left-truncated Data***by*Matthias Gartner**75-92 Efficient Bandwidth Selection in Non-parametric Regression***by*Kathryn A. Prewitt**93-111 Local Linear Estimation for Time-Dependent Coefficients in Cox's Regression Models***by*Zongwu Cai**113-128 Choosing a Model Selection Strategy***by*Xavier De Luna & Kostas Skouras**129-144 Graphical models for skew-normal variates***by*A. Capitanio & A. Azzalini & E. Stanghellini**145-157 Markov Properties for Acyclic Directed Mixed Graphs***by*Thomas Richardson**159-173 On an adaptive version of the Metropolis-Hastings algorithm with independent proposal distribution***by*Jørund Gåsemyr**175-192 The Bootstrap and Kriging Prediction Intervals***by*Sara Sjöstedt-de Luna**193-210 Unified Conditional Frequentist and Bayesian Testing of Composite Hypotheses***by*Sarat C. Dass & James O. Berger**211-226 Goodness of fit tests with interval censored data***by*Jian-Jian Ren**227-239 Testing Homogeneity in Gamma Mixture Models***by*Xin Liu & Cristian Pasarica & Yongzhao Shao**241-255 Testing Hypotheses in the Functional Linear Model***by*Hervé Cardot

### 2002, Volume 29, Issue 4

**577-595 Probabilistic Expert Systems for Forensic Inference from Genetic Markers***by*A. P. Dawid**597-614 On Block Updating in Markov Random Field Models for Disease Mapping***by*Leonhard Knorr-Held**637-655 Cox Regression with Covariate Measurement Error***by*Chengcheng Hu**657-663 Constructing First Order Stationary Autoregressive Models via Latent Processes***by*Michael K. Pitt**665-692 Non-parametric Estimation of the Death Rate in Branching Diffusions***by*R. Höpfner**693-719 Truncated Sequential Change-point Detection based on Renewal Counting Processes***by*Allan Gut**721-731 Partial Saddlepoint Approximations for Transformed Means***by*Bing-Yi Jing

### 2002, Volume 29, Issue 3

**333-353 A Stochastic Geometry Model for Functional Magnetic Resonance Images***by*Niels Væver Hartvig**355-374 On the Relation between Edge and Vertex Modelling in Shape Analysis***by*Asger Hobolth**375-390 Bayesian Inference for Stochastic Epidemics in Populations with Random Social Structure***by*Tom Britton**391-411 Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models***by*Alberto Roverato**413-424 Markov Beta and Gamma Processes for Modelling Hazard Rates***by*Luis E. Nieto-Barajas**425-440 Computational Aspects Related to Martingale Estimating Functions for a Discretely Observed Diffusion***by*Mathieu Kessler**441-460 Zero-Bias Locally Adaptive Density Estimators***by*Stephan R. Sain**461-483 Abelian and Tauberian Theorems on the Bias of the Hill Estimator***by*Johan Segers**485-500 A Problem of Dimensionality in Normal Mixture Analysis***by*Marco Bee**501-533 Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms***by*Axel Munk**535-545 Model Checks for Generalized Linear Models***by*Winfried Stute**547-562 Likelihood Ratio Confidence Bands in Non-parametric Regression with Censored Data***by*Gang Li**563-576 Empirical Likelihood-based Inference in Linear Models with Missing Data***by*Qihua Wang

### 2002, Volume 29, Issue 2

**189-191 Large Structured Models in Applied Sciences; Challenges for Statistics***by*Tore Schweder**193-213 Statistical Issues in Macroeconomic Modelling-super-***by*Eilev S. Jansen**213-216 Discussion***by*Søren Johansen**216-217 Reply to Discussion***by*Eilev S Jansen**219-239 Statistical Issues in Weather Forecasting-super-***by*Nils Gustafsson**239-241 Discussion***by*Gudmund Høst**242-243 Reply to Discussion***by*Nils Gustafsson**245-267 Statistical Issues in Fisheries' Stock Assessments-super-***by*Stratis Gavaris & James N. Ianelli**268-269 Discussion***by*Elja Arjas**270-271 Reply to Discussion***by*Stratis Gavaris & James N. Ianelli**297-307 Statistical Genetics and Genetical Statistics: a Forensic Perspective-super-***by*Thore Egeland & Petter F. Mostad**309-332 Confidence and Likelihood-super-***by*Tore Schweder

### 2002, Volume 29, Issue 1

**51-56 A Bayesian Non-parametric Comparison of Two Treatments***by*Paul Damien**57-74 Efficient Estimation of Fixed and Time-varying Covariate Effects in Multiplicative Intensity Models***by*Torben Martinussen**75-88 An Additive-Multiplicative Cox-Aalen Regression Model***by*Thomas H. Scheike**101-110 Goodness-of-fit Tests for GEE with Correlated Binary Data***by*Wei Pan**111-123 Resampling Methods for Testing a Semiparametric Random Censorship Model***by*L. X. Zhu**139-152 On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals***by*Gauri Sankar Datta

### 2001, Volume 28, Issue 4

**577-602 On Quasi Likelihood Equations with Non-parametric Weights***by*Bing Li**603-616 The Consistency of Estimators in Finite Mixture Models***by*R. C. H. Cheng**617-623 A Note on Consistent Estimation of Multivariate Parameters in Ergodic Diffusion Models***by*J. H. van Zanten**645-659 Truncated Poisson Regression for Time Series of Counts***by*Konstantinos Fokianos**661-673 Empirical Likelihood for Censored Linear Regression***by*Gengsheng Qin**675-698 Boundary and Bias Correction in Kernel Hazard Estimation***by*Jens Perch Nielsen**699-713 Exact Non-parametric Confidence Intervals for Quantiles with Progressive Type-II Censoring***by*Olivier Guilbaud**715-724 On Non-parametric Estimation of the Survival Function with Competing Risks***by*Paul H. Kvam**725-732 Non-parametric Tests for the Comparison of Point Processes Based on Incomplete Data***by*Jianguo Sun

### 2001, Volume 28, Issue 3

**417-428 On the History of the Correction for Grouping, 1873-1922***by*Anders Hald**429-443 Likelihood Based Inference in Non-linear Regression Models Using the "p" and "R" Approach***by*A. S. Tocquet**445-454 Heteroscedastic Regression Models and Applications to Off-line Quality Control***by*Lai K. Chan**455-470 Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions***by*Mathieu Kessler**471-488 Space-time Multi Type Log Gaussian Cox Processes with a View to Modelling Weeds***by*Anders Brix**489-504 Markov Chains and De-initializing Processes***by*Gareth O. Roberts**505-525 Goodness-of-fit Tests for Semi-Markov and Markov Survival Models with One Intermediate State***by*I-Shou Chang**527-535 Unmasking the Trend Sought by Jonckheere-Type Tests for Right-Censored Data***by*Michael P. Jones**537-547 The NPMLE for Doubly Censored Current Status Data***by*Mark J. Van Der Laan**549-567 Non-parametric Estimation of the Residual Distribution***by*Michael G. Akritas**569-575 Penultimate Approximation for Hill's Estimator***by*S. Cheng

### 2001, Volume 28, Issue 2

**257-270 Efficient Semi-Latin Rectangles: Designs for Plant Disease Experiments***by*R. A. Bailey**271-281 Proper Dispersion State Space Models for Stochastic Volatility***by*Paolo Vidoni**283-293 Conditional Studentized Survival Tests for Randomly Censored Models***by*Arnold Janssen**295-302 A Composite Likelihood Approach to Multivariate Survival Data***by*E. T. Parner**303-323 Sampling Adjusted Analysis of Dynamic Additive Regression Models for Longitudinal Data***by*Torben Martinussen**325-341 Functional Estimation of a Density Under a New Weak Dependence Condition***by*Paul Doukhan**343-354 Consistency of Generalized Maximum Spacing Estimates***by*Magnus Ekstrom**355-375 Modelling Heterogeneity With and Without the Dirichlet Process***by*Peter J. Green**377-406 Conditionally Reducible Natural Exponential Families and Enriched Conjugate Priors***by*Guido Consonni**407-414 Approximate Inference for the Factor Loading of a Simple Factor Analysis Model***by*A. C. M. Wong

### 2001, Volume 28, Issue 1

**1-1 Editorial***by*Lennart Bondesson**3-32 Likelihood Asymptotics***by*Ib M. Skovgaard**33-85 Alternative Markov Properties for Chain Graphs***by*Steen A. Andersson**87-97 A Bayesian Approach to Selecting Covariates for Prediction***by*J. M. Marriott**99-112 Simplified Estimating Functions for Diffusion Models with a High-dimensional Parameter***by*Bo Martin Bibby**113-121 Discretely Observed Diffusions: Approximation of the Continuous-time Score Function***by*Helle Sørensen**123-149 Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ-optimality***by*Martin Jacobsen**151-160 Minimax Linear Smoothers***by*Helge Blaker**161-183 Sieved Maximum Likelihood Estimation in Wicksell's Problem and Related Deconvolution Problems***by*Geurt Jongbloed**185-203 An Estimation Method of the Pair Potential Function for Gibbs Point Processes on Spheres***by*Jean-Michel Billiot**205-223 Mode Jumping Proposals in MCMC***by*Hakon Tjelmeland**225-239 Optimal Bootstrap Sample Size in Construction of Percentile Confidence Bounds***by*Kam-Hin Chung**241-256 Goodness of Fit Tests for Multivariate Counting Process Models with Applications***by*Yanqing Sun

### 2000, Volume 27, Issue 4

**577-588 Caries on Permanent Teeth: A Non-parametric Bayesian Analysis***by*Tommi Harkanen**589-604 Sampling Bias in Population Studies-How to Use the Lexis Diagram***by*Jens Lund**605-617 Analysis of Competing Risks by Using Bayesian Smoothing***by*Dario Gasbarra**619-639 A Non-stationary Cox Model***by*Odile Pons**641-656 Improving Ratio Estimators of Second Order Point Process Characteristics***by*Dietrich Stoyan**657-671 A Third Order Point Process Characteristic***by*K. Schladitz**673-687 Autoregressive Forecasting of Some Functional Climatic Variations***by*Philippe C. Besse**689-702 Quasi-likelihood Estimation of Non-invertible Moving Average Processes***by*Jian Huang**703-713 Bayesian Analysis of a Growth Curve Model with a General Autoregressive Covariance Structure***by*J. C. Lee**715-731 Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models***by*Jianqing Fan**733-746 Consistent Estimation of the Structural Distribution Function***by*Chris A. J. Klaassen**747-763 Testing for No Effect by Cosine Series Methods***by*R. L. Eubank

### 2000, Volume 27, Issue 3

**385-403 Estimating the Nitrous Oxide Emission Rate from the Soil Surface by Means of a Diffusion Model***by*Asger Roer Pedersen**405-414 Delay Estimation for Some Stationary Diffusion-type Processes***by*Uwe Kuchler**415-432 Empirical Bayes Age-Period-Cohort Analysis of Retrospective Incidence Data***by*Yosihiko Ogata**433-444 Mixed Graphical Models with Missing Data and the Partial Imputation EM Algorithm***by*Zhi Geng**445-458 Penalized Pseudolikelihood Inference in Spatial Interaction Models with Covariates***by*Fabio Divino**459-473 Shrinkage Structure of Partial Least Squares***by*O. C. Lingjaerde**475-499 Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors***by*Rainer Von Sachs**501-519 Non-parametric Estimation for the Location of a Change-point in an Otherwise Smooth Hazard Function under Random Censoring***by*Anestis Antoniadis**521-534 Density Approximation by Summary Statistics: An Information-theoretic Approach***by*Zvi Gilula**535-542 Adjustment of the Profile Likelihood for a Class of Normal Regression Models***by*Maria Durban**543-561 Resampling "m"-Dependent Random Variables with Applications to Forecasting***by*Sara Sjostedt**563-573 On the Critical Value Behaviour of Multiple Decision Procedures***by*H. Finner**575-576 A Note on the Innovation Distribution of a Gamma Distributed Autoregressive Process***by*S. G. Walker

### 2000, Volume 27, Issue 2

**193-226 Matrix-analytic Models and their Analysis***by*Søren Asmussen**227-261 The Semiparametric Normal Variance-Mean Mixture Model***by*Lars Korsholm**263-280 "M"-estimation Under a Two-Sample Semiparametric Model***by*Biao Zhang**281-297 Data Driven Rank Test for Two-Sample Problem***by*Alicja Janic-Wró**299-303 A Note on the Absolute Continuity and Singularity of Polya Tree Priors and Posteriors***by*L. Draghici**305-320 Multivariate Dispersion Models Generated From Gaussian Copula***by*Peter Xue-Kun Song**321-334 Longitudinal Data Estimating Equations for Dispersion Models***by*Rinaldo Artes**335-351 Adaptive Estimation of the Integral of Squared Regression Derivatives***by*Sam Efromovich**353-370 Asymptotic Analysis of the Sieve Estimator for a Class of Parabolic SPDEs***by*M. Huebner**371-384 Approaching in Distribution with Applications to Resampling of Stochastic Processes***by*Y. K. Belyaev

### 2000, Volume 27, Issue 1

**1-20 Model Reduction for Prediction in Regression Models***by*Inge S. Helland**21-33 Approximate Representation of Estimators in Constrained Regression Problems***by*Jinde Wang**35-44 On Consistency of the Self-Consistent Estimator of Survival Functions with Interval-Censored Data***by*Qiqing Yu**45-55 Consistency of the GMLE with Mixed Case Interval-Censored Data***by*Anton Schick**57-64 Characterizations of Competing Risks in Terms of Independent-Risks Proxy Models***by*Martin Crowder**65-82 Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process***by*Mathieu Kessler**83-96 Non-parametric Kernel Estimation of the Coefficient of a Diffusion***by*Jean Jacod**97-109 A New Kind of Asymptotic Quasi-Score Estimating Function***by*Yan-Xia Lin**111-127 Independence Structure of Natural Conjugate Densities to Exponential Families and the Gibbs' Sampler***by*Mauro Piccioni**129-141 Exact Distributional Results for Random Resistance Trees***by*Ole E. Barndorff-Nielsen**143-176 Spectral Density Based Goodness-of-Fit Tests for Time Series Models***by*Efstathios Paparoditis**177-192 Asymptotic Bias in Parameter Estimation of AR-Processes Using Recursive Least Squares with Exponential Forgetting***by*L. Arvastson

### 1999, Volume 26, Issue 4

**479-491 Cox Regression with Incomplete Covariate Measurements using the EM-algorithm***by*Torben Martinussen**493-509 The Efficiency of Simple and Counter-matched Nested Case-control Sampling***by*Ornulf Borgan**511-532 Indices of Dependence Between Types in Multivariate Point Patterns***by*M. N. M. Van Lieshout**533-537 A Note on Empirical Process Methods in the Theory of Poisson Point Processes***by*F. Liese**539-561 Kernel Density Estimation with Generalized Binning***by*M. Pawlak**563-578 Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure***by*Markus Abt**579-592 The Loss of Efficiency Estimating Linear Functions under Restrictions***by*Miguel A. Fernandez**593-609 Properties and Applications of the Generalized Likelihood as a Summary Function for Prediction Problems***by*Edward J. Bedrick**611-620 On Statistical Models for "d"-Dimensional Stable Processes, and Some Generalizations***by*Reinhard Hopfner**621-633 Analogues of Khintchine, Marcinkiewicz-Zygmund and Rosenthal Inequalities for Symmetric Statistics***by*R. Ibragimov

### 1999, Volume 26, Issue 3

**319-343 Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review***by*Hannu Oja**345-361 Semiparametric Additive Accelerated Life Models***by*Laurent Bordes**363-372 Semiparametric Likelihood Estimation in the Clayton-Oakes Failure Time Model***by*D. V. Glidden**373-393 Random Bernstein Polynomials***by*Sonia Petrone**395-411 On Exact Simulation of Markov Random Fields Using Coupling from the Past***by*Olle Haggstrom**413-431 On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems with Correlated Errors***by*Jan T. A. Koster**433-450 The Whittle Estimator for Strongly Dependent Stationary Gaussian Fields***by*Carenne Ludena**451-464 On a Bivariate Distribution with Exponential Marginals***by*Samuel Kotz**465-473 Asymptotic Minimax Risk for the White Noise Model on the Sphere***by*Jussi Klemela**475-476 Generalized "L"-statistics: Correction to the Form of the Asymptotic Variance Presented by Helmers "et al." (1990)***by*Mary Putt**477-477 Correction Note to "Exact and Approximate Distributions of the Maximum Likelihood Estimate in a Simple Factor Analysis Model"***by*T. W. Anderson