Scandinavian Journal of Statistics

Article	Citations
	22
	21
State estimation for aoristic models	13
	10
Robust sure independence screening for nonpolynomial dimensional generalized linear models	10
The effect of the working correlation on fitting models to longitudinal data	9
The Kendall and Spearman rank correlations of the bivariate skew normal distribution	9
Kernel mean embedding of probability measures and its applications to functional data analysis	6
Empirical and instance‐dependent estimation of Markov chain and mixing time	6
	5
Semiparametric estimation and model selection for conditional mixture copula models	5
Statistical inference for Cox proportional hazards models with a diverging number of covariates	5
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	4
Issue Information	4
Adaptive estimation of intensity in a doubly stochastic Poisson process	4
	4
Conditional Monte Carlo revisited	4
Posterior consistency for the spectral density of non‐Gaussian stationary time series	4
A conversation with Nils Lid Hjort	4
Some mechanisms leading to underdispersion: Old and new proposals	4
Asymptotic inference of the ARMA model with time‐functional variance noises	4
Nonparametric estimation of densities on the hypersphere using a parametric guide	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
Flexible clustering via hidden hierarchical Dirichlet priors	3
Maximum likelihood estimator for skew Brownian motion: The convergence rate	3

On some publications of Sir David Cox	3
Issue Information	3
Robust optimal estimation of location from discretely sampled functional data	3
Partial correlation graphical LASSO	3
Copula measures and Sklar's theorem in arbitrary dimensions	3
Issue Information	3
Divergence versus decisionP‐values: A distinction worth making in theory and keeping in practice: Or, how divergenceP‐values measure evidence even when decisionP‐values do not	3
Empirical best prediction of small area bivariate parameters	3
G‐optimal grid designs for kriging models	3
Epistemic confidence in the observed confidence interval	3
Transform orders and stochastic monotonicity of statistical functionals	3
Stable inverse probability weighting estimation for longitudinal studies	3
Regression‐based network‐flow and inner‐matrix reconstruction	3
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	3
Nonstationary space–time covariance functions induced by dynamical systems	3
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
Editorial	2
Flexible specification testing in quantile regression models	2
Editorial	2
Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model	2
Extrapolation estimation for nonparametric regression with measurement error	2
Two‐part D‐vine copula models for longitudinal insurance claim data	2
Enriched Pitman–Yor processes	2
Daisee: Adaptive importance sampling by balancing exploration and exploitation	2
Efficient inference of longitudinal/functional data models with time‐varying additive structure	2
Sparse concordance‐based ordinal classification	2
Dimension‐independent Markov chain Monte Carlo on the sphere	2
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	2
Regularized t$$ t $$ distribution: definition, properties, and applications	2
Multivariate quantiles with both overall and directional probability interpretation	2
4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019	2
Nonparametric adaptive estimation for interacting particle systems	2
Nearly unstable integer‐valued ARCH process and unit root testing	2
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Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	2
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	2
Emulation‐based inference for spatial infectious disease transmission models incorporating event time uncertainty	2
Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression	2
Bayesian nonparametric estimation in the current status continuous mark model	2
Comments on Divergence vs. Decision P‐values	2
Efficiency of naive estimators for accelerated failure time models under length‐biased sampling	1
Multivariate geometric anisotropic Cox processes	1
Modeling multivariate extreme value distributions via Markov trees	1
Estimation of treatment effect among treatment responders with a time‐to‐event endpoint	1
Issue Information	1
Cutoff for a class of auto‐regressive models with vanishing additive noise	1
Model‐based clustering in simple hypergraphs through a stochastic blockmodel	1
Asymptotically faster estimation of high‐dimensional additive models using subspace learning	1
Multiply robust estimators of causal effects for survival outcomes	1
A special section honoring Nils Lid Hjort	1

Expectile‐based measures of skewness	1
Issue Information	1
Robust Lasso‐Zero for sparse corruption and model selection with missing covariates	1
Empirical likelihood M‐estimation for the varying‐coefficient model with functional response	1
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	1
A new class of nonparametric tests for second‐order stochastic dominance based on the Lorenz P–P plot	1
Issue Information	1
Issue Information	1
Minimax estimation of functional principal components from noisy discretized functional data	1
Factorized estimation of high‐dimensional nonparametric covariance models	1
Robust quasi‐randomization‐based estimation with ensemble learning for missing data	1
Bayesian mixture models (in)consistency for the number of clusters	1
Approximate reference priors for Gaussian random fields	1
Improper priors and improper posteriors	1
Cramér‐von Mises tests for change points	1
On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE	1
Exact uniformly most powerful postselection confidence distributions	1
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	1
Structure learning for continuous time Bayesian networks via penalized likelihood	1
Sparse principal component analysis for high‐dimensional stationary time series	1
Frequentist model averaging for envelope models	1
Confidence bands for survival curves from outcome‐dependent stratified samples	1
Asymptotic theory for statistics based on cumulant vectors with applications	1
Use of multiple imputation in supersampled nested case‐control and case‐cohort studies	1
Envelopes for multivariate linear regression with linearly constrained coefficients	1
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	1
Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation	1
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	1
Revisiting the sequence symmetry analysis design	1
Martingale posterior distributions for cumulative hazard functions	1
Statistical evidence and surprise unified under possibility theory	1
A robust model averaging approach for partially linear models with responses missing at random	1
Bivariate change point detection: Joint detection of changes in expectation and variance	1
Accurate bias estimation with applications to focused model selection	1
Identification and estimation of threshold matrix‐variate factor models	1
Remove unwanted variation retrieves unknown experimental designs	1
Estimating absorption time distributions of general Markov jump processes	1
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	1
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	1
Sparse additive models in high dimensions with wavelets	1
Large‐scale simultaneous inference under dependence	1
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	1
Cox processes driven by transformed Gaussian processes on linear networks—A review and new contributions	1
Inference for all variants of the multivariate coefficient of variation in factorial designs	1
Pitfalls of amateur regression: The Dutch New Herring controversies	1
Regularization in dynamic random‐intercepts models for analysis of longitudinal data	1
Lancaster correlation: A new dependence measure linked to maximum correlation	1
Bayesian inverse problems with heterogeneous variance	1
Issue Information	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
Multistate analysis of multitype recurrent event and failure time data with event feedbacks in biomarkers	1
Prior distributions expressing ignorance about convex increasing failure rates	1
Tobit models for count time series	1
A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages	0
Tests of multivariate copula exchangeability based on Lévy measures	0
Efficient spatial designs using Hausdorff distances and Bayesian optimization	0
The geometry of Gaussian double Markovian distributions	0
Issue Information	0
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	0
Efficient semiparametric estimation of time‐censored intensity‐reduction models for repairable systems	0
The Greenwood statistic, stochastic dominance, clustering and heavy tails	0
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Break point detection for functional covariance	0
Large spatial data modeling and analysis: A Krylov subspace approach	0
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	0
General purpose multiply robust data integration procedures for handling nonprobability samples	0
Penalized angular regression for personalized predictions	0
Optimal designs for testing pairwise differences: A graph‐based game theoretic approach	0
Benchmarked linear shrinkage prediction in the Fay–Herriot small area model	0
Characterization of valid auxiliary functions for representations of extreme value distributions and their max‐domains of attraction	0
Optimal designs for the development of personalized treatment rules	0
A nested semiparametric method for case‐control study with missingness	0
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension	0
Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets	0
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel	0
Minimax powerful functional analysis of covariance tests with application to longitudinal genome‐wide association studies	0
The effect of screening for publication bias on the outcomes of meta‐analyses	0
Ultrahigh‐dimensional generalized additive model: Unified theory and methods	0
Sequential monitoring of high‐dimensional time series	0

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Estimation of the adjusted standard‐deviatile for extreme risks	0
Outlier detection based on extreme value theory and applications	0
Statistical inference for generative adversarial networks and other minimax problems	0
Double debiased transfer learning for adaptive Huber regression	0
Asymptotic properties of resampling‐based processes for the average treatment effect in observational studies with competing risks	0
Issue Information	0
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables	0
Looking back: Selected contributions by C. R. Rao to multivariate analysis	0
Spectral analysis of Markov switching GARCH models with statistical inference	0
An n‐dimensional Rosenbrock distribution for Markov chain Monte Carlo testing	0
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Pointwise comparison of two multivariate density functions	0
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Commentary on “Pitfalls of amateur regression: The Dutch New Herring controversies”	0
Errata for “A framework for covariate balance using Bregman distances”	0
Statistical inference with semiparametric nonignorable nonresponse models	0
Issue Information	0
	0
Preliminary test estimation in uniformly locally asymptotically normal models	0
Efficient drift parameter estimation for ergodic solutions of backward SDEs	0
Soft maximin estimation for heterogeneous data	0
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	0
Tests under simple order in one‐way ANCOVA	0
A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)	0
Design for order‐of‐addition experiments with two‐level components	0
A historical overview of textbook presentations of statistical science	0
Variable selection for high‐dimensional generalized linear model with block‐missing data	0
Time‐varying β‐model for dynamic directed networks	0
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A new reproducing kernel‐based nonlinear dimension reduction method for survival data	0
Discussion on the SJS invited paper by Sander Greenland Divergence vs. DecisionP$$ P $$‐values: A Distinction worth making in theory and keeping in Practice	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
Identifying groups of determinants in Bayesian model averaging using Dirichlet process clustering	0
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	0
Structure recovery for partially observed discrete Markov random fields on graphs under not necessarily positive distributions	0
Issue Information	0
Combining information across diverse sources: The II‐CC‐FF paradigm	0
Approximate exchangeability and de Finetti priors in 2022	0
On maximizing the likelihood function of general geostatistical models	0
Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid	0
Generalizing the information content for stepped wedge designs: A marginal modeling approach	0
Locally adaptive Bayesian isotonic regression using half shrinkage priors	0
Functional central limit theorems for persistent Betti numbers on cylindrical networks	0
Moment‐based estimation for the multivariate COGARCH(1,1) process	0
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	0
Estimation of the conditional tail moment for Weibull‐type distributions	0
Some approximations to the path formula for some nonlinear models	0
Multiply robust matching estimators of average and quantile treatment effects	0
Issue Information	0
Multidimensional parameter estimation of heavy‐tailed moving averages	0
Density estimation and regression analysis on hyperspheres in the presence of measurement error	0
A two‐step estimation procedure for semiparametric mixture cure models	0
Editorial	0
Improving Lasso for model selection and prediction	0
Robust inference for high‐dimensional single index models	0
Deep neural network classifier for multidimensional functional data	0
Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models	0
Finite sample inference for empirical Bayesian methods	0
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Unconditional empirical likelihood approach for analytic use of public survey data	0
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Issue Information	0
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Envelopes for censored quantile regression	0
Graph neural networks for the localization of faults in a partially observed regional transmission system	0
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	0
Estimation for change point of discretely observed ergodic diffusion processes	0
Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data	0
The negative binomial process: A tractable model with composite likelihood‐based inference	0
Interactions and computer experiments	0
Semiparametric efficient estimation in high‐dimensional partial linear regression models	0
On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	0
Asymptotic approximation of the likelihood of stationary determinantal point processes	0
Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model	0
Distributed inference for two‐sample U‐statistics in massive data analysis	0
Large‐scale covariate‐assisted two‐sample inference under dependence	0
Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care	0
Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models	0
Longitudinal network models and permutation‐uniform Markov chains	0
On the robustness to outliers of the Student‐t process	0
Data‐driven estimation for multithreshold accelerated failure time model	0
Nonparametric detection of changes over time in image data from fluorescence microscopy of living cells	0
On the sign recovery by least absolute shrinkage and selection operator, thresholded least absolute shrinkage and selection operator, and thresholded basis pursuit denoising	0
Gradient‐based approach to sufficient dimension reduction with functional or longitudinal covariates	0
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Efficient estimation via envelope chain in magnetic resonance imaging‐based studies	0
Nonparametric asymptotic confidence intervals for extreme quantiles	0
Validation of point process predictions with proper scoring rules	0
Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data	0
Marginal additive models for population‐averaged inference in longitudinal and cluster‐correlated data	0
Projection‐based and cross‐validated estimation in high‐dimensional Cox model	0
Robust inference with censored survival data	0
Sequential change point tests based on U‐statistics	0
Multivariate boundary regression models	0