Scandinavian Journal of Statistics

Article	Citations
	22
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	21
	13
	10
State estimation for aoristic models	10
The Kendall and Spearman rank correlations of the bivariate skew normal distribution	9
Robust sure independence screening for nonpolynomial dimensional generalized linear models	9
The effect of the working correlation on fitting models to longitudinal data	6
Kernel mean embedding of probability measures and its applications to functional data analysis	5
Empirical and instance‐dependent estimation of Markov chain and mixing time	5
	5
Statistical inference for Cox proportional hazards models with a diverging number of covariates	4
Issue Information	4
Adaptive estimation of intensity in a doubly stochastic Poisson process	4
Semiparametric estimation and model selection for conditional mixture copula models	4
Some mechanisms leading to underdispersion: Old and new proposals	4
Conditional Monte Carlo revisited	4
G‐optimal grid designs for kriging models	4
Epistemic confidence in the observed confidence interval	4
Posterior consistency for the spectral density of non‐Gaussian stationary time series	4
Asymptotic inference of the ARMA model with time‐functional variance noises	3
Nonparametric estimation of densities on the hypersphere using a parametric guide	3
Partial correlation graphical LASSO	3
Flexible clustering via hidden hierarchical Dirichlet priors	3
Regression‐based network‐flow and inner‐matrix reconstruction	3

Empirical best prediction of small area bivariate parameters	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
	3
Maximum likelihood estimator for skew Brownian motion: The convergence rate	3
Robust optimal estimation of location from discretely sampled functional data	3
Copula measures and Sklar's theorem in arbitrary dimensions	3
On some publications of Sir David Cox	3
Stable inverse probability weighting estimation for longitudinal studies	3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
A conversation with Nils Lid Hjort	3
Issue Information	3
Transform orders and stochastic monotonicity of statistical functionals	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
Bayesian nonparametric estimation in the current status continuous mark model	2
Editorial	2
Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model	2
Flexible specification testing in quantile regression models	2
Two‐part D‐vine copula models for longitudinal insurance claim data	2
Nonparametric adaptive estimation for interacting particle systems	2
Sparse concordance‐based ordinal classification	2
	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
Comments on Divergence vs. Decision P‐values	2
Enriched Pitman–Yor processes	2
Editorial	2
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
Extrapolation estimation for nonparametric regression with measurement error	2
Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression	2
Daisee: Adaptive importance sampling by balancing exploration and exploitation	2
Efficient inference of longitudinal/functional data models with time‐varying additive structure	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
Multistate analysis of multitype recurrent event and failure time data with event feedbacks in biomarkers	1
Use of multiple imputation in supersampled nested case‐control and case‐cohort studies	1
Empirical likelihood M‐estimation for the varying‐coefficient model with functional response	1
Large‐scale simultaneous inference under dependence	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
Confidence bands for survival curves from outcome‐dependent stratified samples	1
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	1
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	1
Efficiency of naive estimators for accelerated failure time models under length‐biased sampling	1
Identification and estimation of threshold matrix‐variate factor models	1

Approximate reference priors for Gaussian random fields	1
Pitfalls of amateur regression: The Dutch New Herring controversies	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
Issue Information	1
Martingale posterior distributions for cumulative hazard functions	1
Issue Information	1
Bivariate change point detection: Joint detection of changes in expectation and variance	1
Remove unwanted variation retrieves unknown experimental designs	1
Structure learning for continuous time Bayesian networks via penalized likelihood	1
Modeling multivariate extreme value distributions via Markov trees	1
Lancaster correlation: A new dependence measure linked to maximum correlation	1
Issue Information	1
Inference for all variants of the multivariate coefficient of variation in factorial designs	1
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	1
Frequentist model averaging for envelope models	1
Expectile‐based measures of skewness	1
Robust quasi‐randomization‐based estimation with ensemble learning for missing data	1
Cox processes driven by transformed Gaussian processes on linear networks—A review and new contributions	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	1
Envelopes for multivariate linear regression with linearly constrained coefficients	1
Multivariate geometric anisotropic Cox processes	1
Minimax estimation of functional principal components from noisy discretized functional data	1
Issue Information	1
Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation	1
Tobit models for count time series	1
Statistical evidence and surprise unified under possibility theory	1
Factorized estimation of high‐dimensional nonparametric covariance models	1
Estimating absorption time distributions of general Markov jump processes	1
Exact uniformly most powerful postselection confidence distributions	1
On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE	1
Model‐based clustering in simple hypergraphs through a stochastic blockmodel	1
Asymptotic theory for statistics based on cumulant vectors with applications	1
Cutoff for a class of auto‐regressive models with vanishing additive noise	1
A robust model averaging approach for partially linear models with responses missing at random	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 principal component analysis for high‐dimensional stationary time series	1
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	1
Nearly unstable integer‐valued ARCH process and unit root testing	1
Robust Lasso‐Zero for sparse corruption and model selection with missing covariates	1
Accurate bias estimation with applications to focused model selection	1
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	1
Bayesian inverse problems with heterogeneous variance	1
Cramér‐von Mises tests for change points	1
Improper priors and improper posteriors	1
Revisiting the sequence symmetry analysis design	1
Issue Information	1
Sparse additive models in high dimensions with wavelets	1
A new class of nonparametric tests for second‐order stochastic dominance based on the Lorenz P–P plot	1
Prior distributions expressing ignorance about convex increasing failure rates	1
Estimation of treatment effect among treatment responders with a time‐to‐event endpoint	1
Regularization in dynamic random‐intercepts models for analysis of longitudinal data	1
Bayesian mixture models (in)consistency for the number of clusters	1
Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models	0
Preliminary test estimation in uniformly locally asymptotically normal models	0
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	0
A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)	0
Optimal designs for the development of personalized treatment rules	0
Unconditional empirical likelihood approach for analytic use of public survey data	0
Locally adaptive Bayesian isotonic regression using half shrinkage priors	0
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	0
Optimal designs for testing pairwise differences: A graph‐based game theoretic approach	0
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On the robustness to outliers of the Student‐t process	0
Tests of multivariate copula exchangeability based on Lévy measures	0
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Variable selection for high‐dimensional generalized linear model with block‐missing data	0
Conditional quasi‐likelihood inference for mean residual life regression with clustered failure time data	0
Double debiased transfer learning for adaptive Huber regression	0
Corrigendum to “Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions” published in Scandinavian Journal of Statistics (2013), vol. 40, pp. 42–62	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
Moment‐based estimation for the multivariate COGARCH(1,1) process	0
Large‐scale covariate‐assisted two‐sample inference under dependence	0
A new reproducing kernel‐based nonlinear dimension reduction method for survival data	0
Large spatial data modeling and analysis: A Krylov subspace approach	0
Post‐selection inference for high‐dimensional mediation analysis with survival outcomes	0
Sequential monitoring of high‐dimensional time series	0
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	0
Editorial	0
Tests under simple order in one‐way ANCOVA	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
Multidimensional parameter estimation of heavy‐tailed moving averages	0
On maximizing the likelihood function of general geostatistical models	0
Nonparametric asymptotic confidence intervals for extreme quantiles	0
Support estimation and sign recovery in high‐dimensional heteroscedastic mean regression	0
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	0
Marginal additive models for population‐averaged inference in longitudinal and cluster‐correlated data	0
Multiply robust matching estimators of average and quantile treatment effects	0
Pointwise comparison of two multivariate density functions	0
Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model	0
Combining information across diverse sources: The II‐CC‐FF paradigm	0
The geometry of Gaussian double Markovian distributions	0
Statistical inference with semiparametric nonignorable nonresponse models	0
Minimax powerful functional analysis of covariance tests with application to longitudinal genome‐wide association studies	0
Time‐varying β‐model for dynamic directed networks	0
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	0
Asymptotic theory for the inference of the latent trawl model for extreme values	0
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	0
Break point detection for functional covariance	0
Efficient semiparametric estimation of time‐censored intensity‐reduction models for repairable systems	0
Asymptotic properties of resampling‐based processes for the average treatment effect in observational studies with competing risks	0
Approximate exchangeability and de Finetti priors in 2022	0
Structure recovery for partially observed discrete Markov random fields on graphs under not necessarily positive distributions	0
On the properties of distance covariance for categorical data: Robustness, sure screening, and approximate null distributions	0
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension	0
Characterization of valid auxiliary functions for representations of extreme value distributions and their max‐domains of attraction	0
Functional central limit theorems for persistent Betti numbers on cylindrical networks	0
Estimation for change point of discretely observed ergodic diffusion processes	0
The negative binomial process: A tractable model with composite likelihood‐based inference	0
Confidence intervals in monotone regression	0
Gradient‐based approach to sufficient dimension reduction with functional or longitudinal covariates	0
On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	0
Estimation of the adjusted standard‐deviatile for extreme risks	0
Projection‐based and cross‐validated estimation in high‐dimensional Cox model	0
Finite sample inference for empirical Bayesian methods	0
Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care	0
Graph neural networks for the localization of faults in a partially observed regional transmission system	0
The effect of screening for publication bias on the outcomes of meta‐analyses	0
Generalizing the information content for stepped wedge designs: A marginal modeling approach	0
A historical overview of textbook presentations of statistical science	0
Asymptotic approximation of the likelihood of stationary determinantal point processes	0
Conditional distribution regression for functional responses	0
Statistical inference for generative adversarial networks and other minimax problems	0
Selection of linear mixed‐effects models for clustered data	0
Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets	0
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables	0
The Greenwood statistic, stochastic dominance, clustering and heavy tails	0
Density estimation and regression analysis on hyperspheres in the presence of measurement error	0
An n‐dimensional Rosenbrock distribution for Markov chain Monte Carlo testing	0
Looking back: Selected contributions by C. R. Rao to multivariate analysis	0
Improving Lasso for model selection and prediction	0
Errata for “A framework for covariate balance using Bregman distances”	0
High‐dimensional robust inference for Cox regression models using desparsified Lasso	0
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Issue Information	0
Sequential change point tests based on U‐statistics	0
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Semiparametric efficient estimation in high‐dimensional partial linear regression models	0
Validation of point process predictions with proper scoring rules	0
General purpose multiply robust data integration procedures for handling nonprobability samples	0
A nested semiparametric method for case‐control study with missingness	0
Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data	0
Some approximations to the path formula for some nonlinear models	0
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Soft maximin estimation for heterogeneous data	0
Post‐selection inference for the Cox model with interval‐censored data	0
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	0
Identifying groups of determinants in Bayesian model averaging using Dirichlet process clustering	0
Estimation of the conditional tail moment for Weibull‐type distributions	0
Penalized angular regression for personalized predictions	0
Benchmarked linear shrinkage prediction in the Fay–Herriot small area model	0
Outlier detection based on extreme value theory and applications	0
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Issue Information	0
Efficient estimation via envelope chain in magnetic resonance imaging‐based studies	0
Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data	0
Issue Information	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
	0
Data‐driven estimation for multithreshold accelerated failure time model	0
Spectral analysis of Markov switching GARCH models with statistical inference	0
Design for order‐of‐addition experiments with two‐level components	0
Estimation of graphical models for skew continuous data	0
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	0
Efficient spatial designs using Hausdorff distances and Bayesian optimization	0
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel	0
Issue Information	0
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Robust inference with censored survival data	0
A two‐step estimation procedure for semiparametric mixture cure models	0
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A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages	0
Robust inference for high‐dimensional single index models	0
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	0