Scandinavian Journal of Statistics

Article	Citations
	27
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	26
	13
Copula measures and Sklar's theorem in arbitrary dimensions	10
State estimation for aoristic models	10
Robust sure independence screening for nonpolynomial dimensional generalized linear models	7
	7
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	6
Empirical and instance‐dependent estimation of Markov chain and mixing time	6
	5
G‐optimal grid designs for kriging models	5
Conditional Monte Carlo revisited	4
Some mechanisms leading to underdispersion: Old and new proposals	4
Statistical inference for Cox proportional hazards models with a diverging number of covariates	4
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	4
Issue Information	4
Posterior consistency for the spectral density of non‐Gaussian stationary time series	4
Maximum likelihood estimator for skew Brownian motion: The convergence rate	3
Asymptotic inference of the ARMA model with time‐functional variance noises	3
Nonparametric estimation of densities on the hypersphere using a parametric guide	3
Robust optimal estimation of location from discretely sampled functional data	3
Flexible clustering via hidden hierarchical Dirichlet priors	3
On some publications of Sir David Cox	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3

Adaptive estimation of intensity in a doubly stochastic Poisson process	3
	3
The Kendall and Spearman rank correlations of the bivariate skew normal distribution	3
Partial correlation graphical LASSO	3
Issue Information	3
Epistemic confidence in the observed confidence interval	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
Regression‐based network‐flow and inner‐matrix reconstruction	3
Road traffic estimation and algorithmic routing in a spatially dependent network	3
Sparse concordance‐based ordinal classification	2
Sparse principal component analysis for high‐dimensional stationary time series	2
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	2
Stable inverse probability weighting estimation for longitudinal studies	2
Empirical best prediction of small area bivariate parameters	2
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	2
Two‐part D‐vine copula models for longitudinal insurance claim data	2
Editorial	2
Flexible specification testing in quantile regression models	2
Bayesian nonparametric estimation in the current status continuous mark model	2
Regularized t$$ t $$ distribution: definition, properties, and applications	2
Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model	2
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	2
Editorial	2
Multivariate quantiles with both overall and directional probability interpretation	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
4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019	2
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	2
Extrapolation estimation for nonparametric regression with measurement error	2
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	2
Multiply robust estimators of causal effects for survival outcomes	2
Emulation‐based inference for spatial infectious disease transmission models incorporating event time uncertainty	2
Frequentist model averaging for envelope models	2
Dimension‐independent Markov chain Monte Carlo on the sphere	2
Efficient inference of longitudinal/functional data models with time‐varying additive structure	2
Issue Information	1
Martingale posterior distributions for cumulative hazard functions	1
Issue Information	1
Cramér‐von Mises tests for change points	1
Cutoff for a class of auto‐regressive models with vanishing additive noise	1
Structure learning for continuous time Bayesian networks via penalized likelihood	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
Modeling multivariate extreme value distributions via Markov trees	1
Nearly unstable integer‐valued ARCH process and unit root testing	1
Model‐based clustering in simple hypergraphs through a stochastic blockmodel	1
Enriched Pitman–Yor processes	1
Remove unwanted variation retrieves unknown experimental designs	1
Bandwidth selection for kernel intensity estimators for spatial point processes	1

Exact uniformly most powerful postselection confidence distributions	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
A joint estimation approach for monotonic regression functions in general dimensions	1
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes	1
A new class of nonparametric tests for second‐order stochastic dominance based on the Lorenz P–P plot	1
Improper priors and improper posteriors	1
Accurate bias estimation with applications to focused model selection	1
Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation	1
Bayesian inverse problems with heterogeneous variance	1
Bivariate change point detection: Joint detection of changes in expectation and variance	1
Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression	1
Efficiency of naive estimators for accelerated failure time models under length‐biased sampling	1
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	1
Bayesian mixture models (in)consistency for the number of clusters	1
Asymptotically faster estimation of high‐dimensional additive models using subspace learning	1
Empirical likelihood M‐estimation for the varying‐coefficient model with functional response	1
Confidence bands for survival curves from outcome‐dependent stratified samples	1
Nonparametric adaptive estimation for interacting particle systems	1
Robust Lasso‐Zero for sparse corruption and model selection with missing covariates	1
On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE	1
Minimax estimation of functional principal components from noisy discretized functional data	1
Multistate analysis of multitype recurrent event and failure time data with event feedbacks in biomarkers	1
Factorized estimation of high‐dimensional nonparametric covariance models	1
Tobit models for count time series	1
Sparse additive models in high dimensions with wavelets	1
Daisee: Adaptive importance sampling by balancing exploration and exploitation	1
Identification and estimation of threshold matrix‐variate factor models	1
Envelopes for multivariate linear regression with linearly constrained coefficients	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	1
Approximate reference priors for Gaussian random fields	1
Estimation of treatment effect among treatment responders with a time‐to‐event endpoint	1
Large‐scale simultaneous inference under dependence	1
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	1
Inference for all variants of the multivariate coefficient of variation in factorial designs	1
A robust model averaging approach for partially linear models with responses missing at random	1
A special section honoring Nils Lid Hjort	1
Issue Information	1
Cox processes driven by transformed Gaussian processes on linear networks—A review and new contributions	1
Comments on Divergence vs. Decision P‐values	1
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	1
Use of multiple imputation in supersampled nested case‐control and case‐cohort studies	1
Revisiting the sequence symmetry analysis design	1
Statistical inference in the presence of imputed survey data through regression trees and random forests	1
Regularization in dynamic random‐intercepts models for analysis of longitudinal data	1
Lancaster correlation: A new dependence measure linked to maximum correlation	1
Multivariate geometric anisotropic Cox processes	1
Estimating absorption time distributions of general Markov jump processes	1
Pitfalls of amateur regression: The Dutch New Herring controversies	1
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	0
Post‐selection inference for the Cox model with interval‐censored data	0
Estimation of graphical models for skew continuous data	0
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables	0
Optimal designs for testing pairwise differences: A graph‐based game theoretic approach	0
The role of propensity score structure in asymptotic efficiency of estimated conditional quantile treatment effect	0
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	0
An n‐dimensional Rosenbrock distribution for Markov chain Monte Carlo testing	0
Combining information across diverse sources: The II‐CC‐FF paradigm	0
Issue Information	0
Optimal designs for the development of personalized treatment rules	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
Tests of multivariate copula exchangeability based on Lévy measures	0
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Structure recovery for partially observed discrete Markov random fields on graphs under not necessarily positive distributions	0
Density estimation and regression analysis on hyperspheres in the presence of measurement error	0
The negative binomial process: A tractable model with composite likelihood‐based inference	0
A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)	0
Estimation of the conditional tail moment for Weibull‐type distributions	0
Kernel density estimation in metric spaces	0
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	0
On high‐dimensional variance estimation in survey sampling	0
A nested semiparametric method for case‐control study with missingness	0
Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model	0
Issue Information	0
Issue Information	0
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension	0
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	0
Asymptotic properties of resampling‐based processes for the average treatment effect in observational studies with competing risks	0
Robust quasi‐randomization‐based estimation with ensemble learning for missing data	0
Support estimation and sign recovery in high‐dimensional heteroscedastic mean regression	0
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Graph neural networks for the localization of faults in a partially observed regional transmission system	0
Outlier detection based on extreme value theory and applications	0
On the properties of distance covariance for categorical data: Robustness, sure screening, and approximate null distributions	0
A classical hypothesis test for assessing the homogeneity of disease transmission in stochastic epidemic models	0
Asymptotic theory for the inference of the latent trawl model for extreme values	0
Penalized angular regression for personalized predictions	0
Post‐selection inference for high‐dimensional mediation analysis with survival outcomes	0
Errata for “A framework for covariate balance using Bregman distances”	0
Locally adaptive Bayesian isotonic regression using half shrinkage priors	0
Large‐scale covariate‐assisted two‐sample inference under dependence	0
Data‐driven estimation for multithreshold accelerated failure time model	0
A two‐step estimation procedure for semiparametric mixture cure models	0
Robust inference for high‐dimensional single index models	0
Issue Information	0
Deep neural network classifier for multidimensional functional data	0
Asymptotic approximation of the likelihood of stationary determinantal point processes	0
Issue Information	0
Efficient drift parameter estimation for ergodic solutions of backward SDEs	0
A historical overview of textbook presentations of statistical science	0
A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages	0
Multidimensional parameter estimation of heavy‐tailed moving averages	0
Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets	0
Generalizing the information content for stepped wedge designs: A marginal modeling approach	0
A new reproducing kernel‐based nonlinear dimension reduction method for survival data	0
Characterization of valid auxiliary functions for representations of extreme value distributions and their max‐domains of attraction	0
Looking back: Selected contributions by C. R. Rao to multivariate analysis	0
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Robust inference with censored survival data	0
Benchmarked linear shrinkage prediction in the Fay–Herriot small area model	0
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	0
Gradient‐based approach to sufficient dimension reduction with functional or longitudinal covariates	0
Longitudinal network models and permutation‐uniform Markov chains	0
Large spatial data modeling and analysis: A Krylov subspace approach	0
The geometry of Gaussian double Markovian distributions	0
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Finite sample inference for empirical Bayesian methods	0
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Issue Information	0
Efficient spatial designs using Hausdorff distances and Bayesian optimization	0
Unconditional empirical likelihood approach for analytic use of public survey data	0
Some approximations to the path formula for some nonlinear models	0
Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs	0
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On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	0
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Approximate exchangeability and de Finetti priors in 2022	0
High‐dimensional robust inference for Cox regression models using desparsified Lasso	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
The effect of screening for publication bias on the outcomes of meta‐analyses	0
Improving Lasso for model selection and prediction	0
Estimation of the adjusted standard‐deviatile for extreme risks	0
Minimax powerful functional analysis of covariance tests with application to longitudinal genome‐wide association studies	0
Conditional distribution regression for functional responses	0
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	0
Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data	0
Generalized linear model for subordinated Lévy processes	0
Envelopes for censored quantile regression	0
Marginal additive models for population‐averaged inference in longitudinal and cluster‐correlated data	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
Tests under simple order in one‐way ANCOVA	0
Design for order‐of‐addition experiments with two‐level components	0
Identifying groups of determinants in Bayesian model averaging using Dirichlet process clustering	0
Sequential change point tests based on U‐statistics	0
Nonparametric asymptotic confidence intervals for extreme quantiles	0
Break point detection for functional covariance	0
Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models	0
Variable selection for high‐dimensional generalized linear model with block‐missing data	0
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Soft maximin estimation for heterogeneous data	0
Pointwise comparison of two multivariate density functions	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
General purpose multiply robust data integration procedures for handling nonprobability samples	0
Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care	0
Time‐varying β‐model for dynamic directed networks	0
The Greenwood statistic, stochastic dominance, clustering and heavy tails	0
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	0
Semiparametric efficient estimation in high‐dimensional partial linear regression models	0
Issue Information	0
Editorial	0
Prior distributions expressing ignorance about convex increasing failure rates	0
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	0
Efficient semiparametric estimation of time‐censored intensity‐reduction models for repairable systems	0
Validation of point process predictions with proper scoring rules	0
Multiply robust matching estimators of average and quantile treatment effects	0
Statistical inference with semiparametric nonignorable nonresponse models	0
Estimation of win, loss probabilities, and win ratio based on right‐censored event data	0
Selection of linear mixed‐effects models for clustered data	0
Estimation for change point of discretely observed ergodic diffusion processes	0
Spectral analysis of Markov switching GARCH models with statistical inference	0
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	0
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Issue Information	0
Statistical inference for generative adversarial networks and other minimax problems	0