Scandinavian Journal of Statistics

Article	Citations
	33
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	21
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	17
Issue Information	13
Robust optimal estimation of location from discretely sampled functional data	9
Asymptotic inference of the ARMA model with time‐functional variance noises	9
Editorial	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
On some publications of Sir David Cox	8
Sparse concordance‐based ordinal classification	8
Nonparametric adaptive estimation for interacting particle systems	8
Empirical best prediction of small area bivariate parameters	8
Kernel mean embedding of probability measures and its applications to functional data analysis	8
Sparse principal component analysis for high‐dimensional stationary time series	7
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	7
Revisiting the sequence symmetry analysis design	7
Statistical inference in the presence of imputed survey data through regression trees and random forests	6
A joint estimation approach for monotonic regression functions in general dimensions	6
Estimating absorption time distributions of general Markov jump processes	6
Testing relevant hypotheses in functional variance function via self‐normalization	5
Bandwidth selection for kernel intensity estimators for spatial point processes	5
Lancaster correlation: A new dependence measure linked to maximum correlation	5
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	5
Sequential change point tests based on U‐statistics	4
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Pointwise comparison of two multivariate density functions	4
Construction of maximum projection Latin hypercube designs using number‐theoretic methods	4
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	4
Interactions and computer experiments	4
Weighted reduced rank estimators under cointegration rank uncertainty	4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	4
Selection of linear mixed‐effects models for clustered data	4
On high‐dimensional variance estimation in survey sampling	4
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	4
Confidence intervals in monotone regression	4
Deep neural network classifier for multidimensional functional data	3
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	3
	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
A proper concordance index for models with crossing hazards	3
Empirical and instance‐dependent estimation of Markov chain and mixing time	3
	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
A special section honoring Nils Lid Hjort	3
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	3
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	3
Distorted distributions and ROC curves	3
	3
Semiparametric regression with localized Bregman divergence	3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
Learning under commission and omission event outliers	3
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	3
Time‐varying β‐model for dynamic directed networks	2
On the robustness to outliers of the Student‐t process	2
Accurate bias estimation with applications to focused model selection	2
Errata for “A framework for covariate balance using Bregman distances”	2
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	2
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	2
	2
A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages	2
Conditional Aalen–Johansen estimation	2
Looking back: Selected contributions by C. R. Rao to multivariate analysis	2
Distributed inference for two‐sample U‐statistics in massive data analysis	2
Sparse additive models in high dimensions with wavelets	2
Collapsibility of the Conditional Models of CG‐Graphical Models	2
Extrapolation estimation for nonparametric regression with measurement error	2
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	2
Bayesian nonparametric estimation in the current status continuous mark model	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
Nonparametric asymptotic confidence intervals for extreme quantiles	2
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
Approximate reference priors for Gaussian random fields	2
Issue Information	2

Regularized t$$ t $$ distribution: definition, properties, and applications	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
Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates	2
Prior distributions expressing ignorance about convex increasing failure rates	2
On maximizing the likelihood function of general geostatistical models	2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	1
Nonparametric inference for Poisson‐Laguerre tessellations	1
Efficient drift parameter estimation for ergodic solutions of backward SDEs	1
The geometry of Gaussian double Markovian distributions	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	1
Soft maximin estimation for heterogeneous data	1
Asymptotically faster estimation of high‐dimensional additive models using subspace learning	1
	1
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	1
Data‐driven estimation for multithreshold accelerated failure time model	1
On the properties of distance covariance for categorical data: Robustness, sure screening, and approximate null distributions	1
A historical overview of textbook presentations of statistical science	1
Remove unwanted variation retrieves unknown experimental designs	1
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	1
Unconditional empirical likelihood approach for analytic use of public survey data	1
	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
Multiply robust matching estimators of average and quantile treatment effects	1
Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs	1
Nearly unstable integer‐valued ARCH process and unit root testing	1
Density estimation and regression analysis on hyperspheres in the presence of measurement error	1
Flexible clustering via hidden hierarchical Dirichlet priors	1
On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	1
Daisee: Adaptive importance sampling by balancing exploration and exploitation	1
Statistical inference with semiparametric nonignorable nonresponse models	1
Statistical inference for Cox proportional hazards models with a diverging number of covariates	1
Graph neural networks for the localization of faults in a partially observed regional transmission system	1
Likelihood analysis of latent functional response regression models for sequences of correlated binary data	1
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Conditional quasi‐likelihood inference for mean residual life regression with clustered failure time data	1
Envelopes for censored quantile regression	1
Modeling multivariate extreme value distributions via Markov trees	1
Efficient semiparametric estimation of time‐censored intensity‐reduction models for repairable systems	1
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Issue Information	1
Inference on data with both multiplicative and additive measurement errors	1
	1
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes	1
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension	1
Issue Information	1
Gradient‐based approach to sufficient dimension reduction with functional or longitudinal covariates	1
Enriched Pitman–Yor processes	1
Improved small‐sample inference for functions of parameters in the k$$ k $$‐sample multinomial problem	1
Issue Information	1
Estimation of graphical models for skew continuous data	1
Kernel density estimation in metric spaces	1
Issue Information	1
Estimation of win, loss probabilities, and win ratio based on right‐censored event data	1
Double debiased transfer learning for adaptive Huber regression	1
Parameters estimation of a threshold Chan–Karolyi–Longstaff–Sanders process from continuous and discrete observations	1
Asymptotic approximation of the likelihood of stationary determinantal point processes	1
Issue Information	1
Benchmarked linear shrinkage prediction in the Fay–Herriot small area model	0
Penalized angular regression for personalized predictions	0
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables	0
Minimax estimation of functional principal components from noisy discretized functional data	0
Optimal designs for testing pairwise differences: A graph‐based game theoretic approach	0
A conversation with Nils Lid Hjort	0
Frequentist model averaging for envelope models	0
Structure learning for continuous time Bayesian networks via penalized likelihood	0
Copula measures and Sklar's theorem in arbitrary dimensions	0
Variable importance measures for heterogeneous treatment effects with survival outcome	0
Issue Information	0
Validation of point process predictions with proper scoring rules	0
Design for order‐of‐addition experiments with two‐level components	0
Flexible specification testing in quantile regression models	0
A minimum Wasserstein distance approach to Fisher's combination of independent, discrete p‐values	0
Marginal additive models for population‐averaged inference in longitudinal and cluster‐correlated data	0
Adaptive estimation of intensity in a doubly stochastic Poisson process	0
Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation	0
Dimension reduction for the estimation of the conditional tail index	0
Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data	0

Ratio‐consistency of some invariant U‐statistic‐based estimators with an application to high‐dimensional data ranking	0
Robust inference for high‐dimensional single index models	0
Spectral analysis of Markov switching GARCH models with statistical inference	0
Exact uniformly most powerful postselection confidence distributions	0
	0
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel	0
Mode‐adaptive factor models	0
Comments on Divergence vs. Decision P‐values	0
Tobit models for count time series	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
Robust quasi‐randomization‐based estimation with ensemble learning for missing data	0
Cox processes driven by transformed Gaussian processes on linear networks—A review and new contributions	0
Estimation of the conditional tail moment for Weibull‐type distributions	0
Tests of multivariate copula exchangeability based on Lévy measures	0
Dimension‐independent Markov chain Monte Carlo on the sphere	0
A new reproducing kernel‐based nonlinear dimension reduction method for survival data	0
Issue Information	0
The Kendall and Spearman rank correlations of the bivariate skew normal distribution	0
Estimation of treatment effect among treatment responders with a time‐to‐event endpoint	0
Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care	0
The effect of the working correlation on fitting models to longitudinal data	0
Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models	0
Multiply robust estimators of causal effects for survival outcomes	0
Locally adaptive Bayesian isotonic regression using half shrinkage priors	0
Posterior consistency for the spectral density of non‐Gaussian stationary time series	0
Multivariate quantiles with both overall and directional probability interpretation	0
A two‐step estimation procedure for semiparametric mixture cure models	0
Issue Information	0
Some mechanisms leading to underdispersion: Old and new proposals	0
Generalizing the information content for stepped wedge designs: A marginal modeling approach	0
Finite sample inference for empirical Bayesian methods	0
Variable selection for high‐dimensional generalized linear model with block‐missing data	0
Combining stochastic tendency and distribution overlap towards improved nonparametric effect measures and inference	0
Robust inference with censored survival data	0
Cutoff for a class of auto‐regressive models with vanishing additive noise	0
Nonparametric estimation of densities on the hypersphere using a parametric guide	0
Statistical evidence and surprise unified under possibility theory	0
Enhanced branching Latin hypercube design and its application in automatic algorithm configuration	0
Semiparametric efficient estimation in high‐dimensional partial linear regression models	0
Issue Information	0
Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model	0
Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression	0
Identification and estimation of threshold matrix‐variate factor models	0
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Two‐part D‐vine copula models for longitudinal insurance claim data	0
Longitudinal network models and permutation‐uniform Markov chains	0
Corrigendum to “Statistical inference for generative adversarial networks and other minimax problems”	0
Issue Information	0
Characterization of valid auxiliary functions for representations of extreme value distributions and their max‐domains of attraction	0
A unifying class of compound Poisson integer‐valued ARMA and GARCH models	0
Large‐scale covariate‐assisted two‐sample inference under dependence	0
Issue Information	0
Editorial	0
Martingale posterior distributions for cumulative hazard functions	0
Nonparametric bounds for the survivor function under general dependent truncation	0
Road traffic estimation and algorithmic routing in a spatially dependent network	0
Regularization in dynamic random‐intercepts models for analysis of longitudinal data	0
Multivariate geometric anisotropic Cox processes	0
Estimation for change point of discretely observed ergodic diffusion processes	0
Maximum likelihood estimator for skew Brownian motion: The convergence rate	0
Issue Information	0
Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model	0
Asymptotic properties of resampling‐based processes for the average treatment effect in observational studies with competing risks	0
	0
Large‐scale simultaneous inference under dependence	0
G‐optimal grid designs for kriging models	0
Issue Information	0
Robust sure independence screening for nonpolynomial dimensional generalized linear models	0
Approximate exchangeability and de Finetti priors in 2022	0
On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE	0
	0
Regression‐based network‐flow and inner‐matrix reconstruction	0
Statistical inference for generative adversarial networks and other minimax problems	0
On optimal linear prediction	0
Epistemic confidence in the observed confidence interval	0
A new class of nonparametric tests for second‐order stochastic dominance based on the Lorenz P–P plot	0
Smooth backfitting for additive hazard rates	0
State estimation for aoristic models	0
Pitfalls of amateur regression: The Dutch New Herring controversies	0
Outlier detection based on extreme value theory and applications	0
Confidence bands for survival curves from outcome‐dependent stratified samples	0
Stein's method of moments	0
Efficient spatial designs using Hausdorff distances and Bayesian optimization	0
A classical hypothesis test for assessing the homogeneity of disease transmission in stochastic epidemic models	0
Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets	0
Commentary on “Pitfalls of amateur regression: The Dutch New Herring controversies”	0
Model‐based clustering in simple hypergraphs through a stochastic blockmodel	0
Structure recovery for partially observed discrete Markov random fields on graphs under not necessarily positive distributions	0
Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid	0
Inference for all variants of the multivariate coefficient of variation in factorial designs	0
Estimation of the adjusted standard‐deviatile for extreme risks	0
Optimal designs for the development of personalized treatment rules	0
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	0
Empirical likelihood M‐estimation for the varying‐coefficient model with functional response	0