Scandinavian Journal of Statistics

Article	Citations
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	33
	19
Asymptotic inference of the ARMA model with time‐functional variance noises	15
Kernel mean embedding of probability measures and its applications to functional data analysis	13
Robust optimal estimation of location from discretely sampled functional data	9
On some publications of Sir David Cox	9
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	8
Greenland, S. (2023). Divergence vs. decision P‐values: A distinction worth making in theory and keeping in practice. Scandinavian Journal of Statistics, 50, 1–35, https://onlinelibrary.wiley.c	8
Issue Information	8
Nonparametric adaptive estimation for interacting particle systems	8
Empirical best prediction of small area bivariate parameters	7
Sparse principal component analysis for high‐dimensional stationary time series	7
Editorial	7
Sparse concordance‐based ordinal classification	7
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	7
A joint estimation approach for monotonic regression functions in general dimensions	6
Lancaster correlation: A new dependence measure linked to maximum correlation	6
Statistical inference in the presence of imputed survey data through regression trees and random forests	6
Revisiting the sequence symmetry analysis design	6
Bandwidth selection for kernel intensity estimators for spatial point processes	5
Testing relevant hypotheses in functional variance function via self‐normalization	5
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	5
Estimating absorption time distributions of general Markov jump processes	5
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Weighted reduced rank estimators under cointegration rank uncertainty	4

Confidence intervals in monotone regression	4
Selection of linear mixed‐effects models for clustered data	4
Sequential change point tests based on U‐statistics	4
Interactions and computer experiments	4
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	4
Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data	4
On high‐dimensional variance estimation in survey sampling	4
Pointwise comparison of two multivariate density functions	4
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	4
Deep neural network classifier for multidimensional functional data	4
	3
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	3
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Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
Bayesian nonparametric estimation in the current status continuous mark model	3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
Corrigendum to “Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions” published in Scandinavian Journal of Statistics (2013), vol. 40, pp. 42–62	3
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	3
Empirical and instance‐dependent estimation of Markov chain and mixing time	3
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	3
Regularized t$$ t $$ distribution: definition, properties, and applications	3
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Semiparametric regression with localized Bregman divergence	3
A special section honoring Nils Lid Hjort	3
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	3
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	3
Accurate bias estimation with applications to focused model selection	2
Discussion of “Divergence vs. Decision P$$ P $$‐values: A Distinction Worth Making in Theory and Keeping in Practice – or, How Divergence P$$ P $$‐values Measure Evidence Even When Decision P$$ P $$‐v	2
Time‐varying β‐model for dynamic directed networks	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages	2
Errata for “A framework for covariate balance using Bregman distances”	2
A proper concordance index for models with crossing hazards	2
Approximate reference priors for Gaussian random fields	2
Issue Information	2
	2
Nonparametric asymptotic confidence intervals for extreme quantiles	2
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
Extrapolation estimation for nonparametric regression with measurement error	2
Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates	2
Sparse additive models in high dimensions with wavelets	2
Conditional Aalen–Johansen estimation	2
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	2
Distributed inference for two‐sample U‐statistics in massive data analysis	2
Prior distributions expressing ignorance about convex increasing failure rates	2
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	2
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	2
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	2

Issue Information	1
Semiparametric efficient estimation in high‐dimensional partial linear regression models	1
Daisee: Adaptive importance sampling by balancing exploration and exploitation	1
On the properties of distance covariance for categorical data: Robustness, sure screening, and approximate null distributions	1
Flexible clustering via hidden hierarchical Dirichlet priors	1
Graph neural networks for the localization of faults in a partially observed regional transmission system	1
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Modeling multivariate extreme value distributions via Markov trees	1
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Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs	1
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Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	1
Nearly unstable integer‐valued ARCH process and unit root testing	1
Likelihood analysis of latent functional response regression models for sequences of correlated binary data	1
Asymptotically faster estimation of high‐dimensional additive models using subspace learning	1
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension	1
Nonparametric estimation of densities on the hypersphere using a parametric guide	1
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	1
Epistemic confidence in the observed confidence interval	1
Statistical inference for Cox proportional hazards models with a diverging number of covariates	1
Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data	1
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	1
Statistical inference with semiparametric nonignorable nonresponse models	1
Asymptotic approximation of the likelihood of stationary determinantal point processes	1
Estimation of graphical models for skew continuous data	1
Issue Information	1
Data‐driven estimation for multithreshold accelerated failure time model	1
Multiply robust matching estimators of average and quantile treatment effects	1
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes	1
Efficient drift parameter estimation for ergodic solutions of backward SDEs	1
Conditional quasi‐likelihood inference for mean residual life regression with clustered failure time data	1
Looking back: Selected contributions by C. R. Rao to multivariate analysis	1
Unconditional empirical likelihood approach for analytic use of public survey data	1
On the sign recovery by least absolute shrinkage and selection operator, thresholded least absolute shrinkage and selection operator, and thresholded basis pursuit denoising	1
Remove unwanted variation retrieves unknown experimental designs	1
Envelopes for censored quantile regression	1
Robust sure independence screening for nonpolynomial dimensional generalized linear models	1
Double debiased transfer learning for adaptive Huber regression	1
Gradient‐based approach to sufficient dimension reduction with functional or longitudinal covariates	1
Issue Information	1
Soft maximin estimation for heterogeneous data	1
Efficient semiparametric estimation of time‐censored intensity‐reduction models for repairable systems	1
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On the robustness to outliers of the Student‐t process	1
On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	1
Estimation of win, loss probabilities, and win ratio based on right‐censored event data	1
Issue Information	1
Issue Information	1
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	1
The geometry of Gaussian double Markovian distributions	1
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	1
On maximizing the likelihood function of general geostatistical models	1
Kernel density estimation in metric spaces	1
Enriched Pitman–Yor processes	1
Density estimation and regression analysis on hyperspheres in the presence of measurement error	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	1
A historical overview of textbook presentations of statistical science	1
G‐optimal grid designs for kriging models	1
A unifying class of compound Poisson integer‐valued ARMA and GARCH models	0
Estimation of treatment effect among treatment responders with a time‐to‐event endpoint	0
Exact uniformly most powerful postselection confidence distributions	0
Smooth backfitting for additive hazard rates	0
Bayesian mixture models (in)consistency for the number of clusters	0
Martingale posterior distributions for cumulative hazard functions	0
Asymptotic properties of resampling‐based processes for the average treatment effect in observational studies with competing risks	0
Efficient spatial designs using Hausdorff distances and Bayesian optimization	0
Use of multiple imputation in supersampled nested case‐control and case‐cohort studies	0
Corrigendum to “Statistical inference for generative adversarial networks and other minimax problems”	0
Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care	0
Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model	0
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel	0
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A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)	0
Robust Composite Quantile Regression with Large‐scale Streaming Data Sets	0
Issue Information	0
A two‐step estimation procedure for semiparametric mixture cure models	0
Regression‐based network‐flow and inner‐matrix reconstruction	0
Optimal designs for the development of personalized treatment rules	0
Adaptive estimation of intensity in a doubly stochastic Poisson process	0

Approximate exchangeability and de Finetti priors in 2022	0
Estimation of the adjusted standard‐deviatile for extreme risks	0
Maximum likelihood estimator for skew Brownian motion: The convergence rate	0
Combining stochastic tendency and distribution overlap towards improved nonparametric effect measures and inference	0
Robust inference with censored survival data	0
Structure recovery for partially observed discrete Markov random fields on graphs under not necessarily positive distributions	0
Issue Information	0
Cox processes driven by transformed Gaussian processes on linear networks—A review and new contributions	0
Comments on Divergence vs. Decision P‐values: A Distinction Worth Making in Theory and Keeping in Practice – or, How Divergence P‐values Measure Evidence Even When Decision P‐valu	0
Issue Information	0
Frequentist model averaging for envelope models	0
Mode‐adaptive factor models	0
Comments on Divergence vs. Decision P‐values	0
Multiply robust estimators of causal effects for survival outcomes	0
A new class of nonparametric tests for second‐order stochastic dominance based on the Lorenz P–P plot	0
Minimax estimation of functional principal components from noisy discretized functional data	0
Pitfalls of amateur regression: The Dutch New Herring controversies	0
Dimension reduction for the estimation of the conditional tail index	0
Regularization in dynamic random‐intercepts models for analysis of longitudinal data	0
Empirical likelihood M‐estimation for the varying‐coefficient model with functional response	0
Nonparametric bounds for the survivor function under general dependent truncation	0
Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid	0
Envelopes for multivariate linear regression with linearly constrained coefficients	0
Tobit models for count time series	0
Locally adaptive Bayesian isotonic regression using half shrinkage priors	0
Commentary on “Pitfalls of amateur regression: The Dutch New Herring controversies”	0
Robust Lasso‐Zero for sparse corruption and model selection with missing covariates	0
A classical hypothesis test for assessing the homogeneity of disease transmission in stochastic epidemic models	0
Finite sample inference for empirical Bayesian methods	0
On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE	0
Spectral analysis of Markov switching GARCH models with statistical inference	0
Longitudinal network models and permutation‐uniform Markov chains	0
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables	0
Bivariate change point detection: Joint detection of changes in expectation and variance	0
Variable selection for high‐dimensional generalized linear model with block‐missing data	0
The effect of screening for publication bias on the outcomes of meta‐analyses	0
Issue Information	0
Copula measures and Sklar's theorem in arbitrary dimensions	0
State estimation for aoristic models	0
Statistical evidence and surprise unified under possibility theory	0
Large‐scale covariate‐assisted two‐sample inference under dependence	0
A conversation with Nils Lid Hjort	0
Flexible specification testing in quantile regression models	0
Break point detection for functional covariance	0
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Confidence bands for survival curves from outcome‐dependent stratified samples	0
Generalizing the information content for stepped wedge designs: A marginal modeling approach	0
Two‐part D‐vine copula models for longitudinal insurance claim data	0
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Large‐scale simultaneous inference under dependence	0
Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation	0
Design for order‐of‐addition experiments with two‐level components	0
Variable importance measures for heterogeneous treatment effects with survival outcome	0
Ratio‐consistency of some invariant U‐statistic‐based estimators with an application to high‐dimensional data ranking	0
Inference for all variants of the multivariate coefficient of variation in factorial designs	0
Multivariate geometric anisotropic Cox processes	0
Issue Information	0
Enhanced branching Latin hypercube design and its application in automatic algorithm configuration	0
Bayesian inverse problems with heterogeneous variance	0
Structure learning for continuous time Bayesian networks via penalized likelihood	0
Validation of point process predictions with proper scoring rules	0
Tests of multivariate copula exchangeability based on Lévy measures	0
A robust model averaging approach for partially linear models with responses missing at random	0
Model‐based clustering in simple hypergraphs through a stochastic blockmodel	0
Estimation for change point of discretely observed ergodic diffusion processes	0
Robust inference for high‐dimensional single index models	0
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Benchmarked linear shrinkage prediction in the Fay–Herriot small area model	0
Outlier detection based on extreme value theory and applications	0
Robust quasi‐randomization‐based estimation with ensemble learning for missing data	0
Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models	0
Penalized angular regression for personalized predictions	0
Transform orders and stochastic monotonicity of statistical functionals	0
Characterization of valid auxiliary functions for representations of extreme value distributions and their max‐domains of attraction	0
Cutoff for a class of auto‐regressive models with vanishing additive noise	0
Sequential monitoring of high‐dimensional time series	0
A minimum Wasserstein distance approach to Fisher's combination of independent, discrete p‐values	0
A new reproducing kernel‐based nonlinear dimension reduction method for survival data	0
The effect of the working correlation on fitting models to longitudinal data	0
Some mechanisms leading to underdispersion: Old and new proposals	0
Marginal additive models for population‐averaged inference in longitudinal and cluster‐correlated data	0
Estimation of the conditional tail moment for Weibull‐type distributions	0
Posterior consistency for the spectral density of non‐Gaussian stationary time series	0
Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression	0
Issue Information	0
Issue Information	0
Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model	0
Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets	0
Statistical inference for generative adversarial networks and other minimax problems	0
Road traffic estimation and algorithmic routing in a spatially dependent network	0
Multivariate quantiles with both overall and directional probability interpretation	0
Stein's method of moments	0
Issue Information	0
Identification and estimation of threshold matrix‐variate factor models	0
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