Scandinavian Journal of Statistics

Article	Citations
	28
Issue Information	28
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	16
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
Conditional Monte Carlo revisited	9
Robust optimal estimation of location from discretely sampled functional data	8
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	8
On some publications of Sir David Cox	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	7
Empirical best prediction of small area bivariate parameters	6
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	6
Nonparametric adaptive estimation for interacting particle systems	6
Sparse principal component analysis for high‐dimensional stationary time series	6
Sparse concordance‐based ordinal classification	6
Editorial	6
Revisiting the sequence symmetry analysis design	5
Bandwidth selection for kernel intensity estimators for spatial point processes	5
Statistical inference in the presence of imputed survey data through regression trees and random forests	5
Lancaster correlation: A new dependence measure linked to maximum correlation	5
A joint estimation approach for monotonic regression functions in general dimensions	5
Testing relevant hypotheses in functional variance function via self‐normalization	5
Estimating absorption time distributions of general Markov jump processes	4
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	4
Confidence intervals in monotone regression	4

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Professor Elja Arjas: A prominent figure in establishing statistics in Finland	4
Interactions and computer experiments	4
On high‐dimensional variance estimation in survey sampling	4
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	4
Weighted reduced rank estimators under cointegration rank uncertainty	4
Pointwise comparison of two multivariate density functions	4
Sequential change point tests based on U‐statistics	3
Conditional distribution regression for functional responses	3
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Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
Semiparametric regression with localized Bregman divergence	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
Deep neural network classifier for multidimensional functional data	3
Selection of linear mixed‐effects models for clustered data	3
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Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data	3
Generalized linear model for subordinated Lévy processes	3
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	3
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	3
Empirical and instance‐dependent estimation of Markov chain and mixing time	3
A special section honoring Nils Lid Hjort	3
Distributed inference for two‐sample U‐statistics in massive data analysis	2
Approximate reference priors for Gaussian random fields	2
Sparse additive models in high dimensions with wavelets	2
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	2
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	2
Errata for “A framework for covariate balance using Bregman distances”	2
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On the robustness to outliers of the Student‐t process	2
Conditional Aalen–Johansen estimation	2
Prior distributions expressing ignorance about convex increasing failure rates	2
Accurate bias estimation with applications to focused model selection	2
Extrapolation estimation for nonparametric regression with measurement error	2
Regularized t$$ t $$ distribution: definition, properties, and applications	2
Multistate analysis of multitype recurrent event and failure time data with event feedbacks in biomarkers	2
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	2
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	2
Nonparametric asymptotic confidence intervals for extreme quantiles	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
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	2
Issue Information	2
Bayesian nonparametric estimation in the current status continuous mark model	2
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	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
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2

Time‐varying β‐model for dynamic directed networks	2
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	2
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	2
The role of propensity score structure in asymptotic efficiency of estimated conditional quantile treatment effect	1
Modeling multivariate extreme value distributions via Markov trees	1
Asymptotic approximation of the likelihood of stationary determinantal point processes	1
Data‐driven estimation for multithreshold accelerated failure time model	1
Identifying groups of determinants in Bayesian model averaging using Dirichlet process clustering	1
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension	1
Flexible clustering via hidden hierarchical Dirichlet priors	1
Conditional quasi‐likelihood inference for mean residual life regression with clustered failure time data	1
Double debiased transfer learning for adaptive Huber regression	1
Multiply robust matching estimators of average and quantile treatment effects	1
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	1
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Issue Information	1
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	1
Enriched Pitman–Yor processes	1
Density estimation and regression analysis on hyperspheres in the presence of measurement error	1
On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	1
Remove unwanted variation retrieves unknown experimental designs	1
Estimation of graphical models for skew continuous data	1
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes	1
Efficient semiparametric estimation of time‐censored intensity‐reduction models for repairable systems	1
Likelihood analysis of latent functional response regression models for sequences of correlated binary data	1
The geometry of Gaussian double Markovian distributions	1
A historical overview of textbook presentations of statistical science	1
Unconditional empirical likelihood approach for analytic use of public survey data	1
Ultrahigh‐dimensional generalized additive model: Unified theory and methods	1
Issue Information	1
Efficient drift parameter estimation for ergodic solutions of backward SDEs	1
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	1
On maximizing the likelihood function of general geostatistical models	1
Daisee: Adaptive importance sampling by balancing exploration and exploitation	1
Statistical inference for Cox proportional hazards models with a diverging number of covariates	1
Soft maximin estimation for heterogeneous data	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	1
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Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs	1
Envelopes for censored quantile regression	1
Graph neural networks for the localization of faults in a partially observed regional transmission system	1
Estimation of win, loss probabilities, and win ratio based on right‐censored event data	1
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	1
Issue Information	1
Kernel density estimation in metric spaces	1
Asymptotically faster estimation of high‐dimensional additive models using subspace learning	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
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	1
Looking back: Selected contributions by C. R. Rao to multivariate analysis	1
Issue Information	1
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Nearly unstable integer‐valued ARCH process and unit root testing	1
On the properties of distance covariance for categorical data: Robustness, sure screening, and approximate null distributions	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
Commentary on “Pitfalls of amateur regression: The Dutch New Herring controversies”	0
Confidence bands for survival curves from outcome‐dependent stratified samples	0
On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE	0
4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019	0
Issue Information	0
Tobit models for count time series	0
Two‐part D‐vine copula models for longitudinal insurance claim data	0
Editorial	0
The effect of the working correlation on fitting models to longitudinal data	0
Structure learning for continuous time Bayesian networks via penalized likelihood	0
Use of multiple imputation in supersampled nested case‐control and case‐cohort studies	0
Partial correlation graphical LASSO	0
Robust quasi‐randomization‐based estimation with ensemble learning for missing data	0
Multivariate geometric anisotropic Cox processes	0
Estimation for change point of discretely observed ergodic diffusion processes	0
Spectral analysis of Markov switching GARCH models with statistical inference	0
Characterization of valid auxiliary functions for representations of extreme value distributions and their max‐domains of attraction	0
Multivariate quantiles with both overall and directional probability interpretation	0
Benchmarked linear shrinkage prediction in the Fay–Herriot small area model	0
Multiply robust estimators of causal effects for survival outcomes	0
Issue Information	0
Estimation of treatment effect among treatment responders with a time‐to‐event endpoint	0
Posterior consistency for the spectral density of non‐Gaussian stationary time series	0
Issue Information	0
Finite sample inference for empirical Bayesian methods	0

Adaptive estimation of intensity in a doubly stochastic Poisson process	0
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Statistical inference for generative adversarial networks and other minimax problems	0
Asymptotic properties of resampling‐based processes for the average treatment effect in observational studies with competing risks	0
Flexible specification testing in quantile regression models	0
Identification and estimation of threshold matrix‐variate factor models	0
Locally adaptive Bayesian isotonic regression using half shrinkage priors	0
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Copula measures and Sklar's theorem in arbitrary dimensions	0
Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation	0
Robust inference with censored survival data	0
Statistical inference with semiparametric nonignorable nonresponse models	0
Tests of multivariate copula exchangeability based on Lévy measures	0
Mode‐adaptive factor models	0
Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model	0
Robust Composite Quantile Regression with Large‐scale Streaming Data Sets	0
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Enhanced branching Latin hypercube design and its application in automatic algorithm configuration	0
A classical hypothesis test for assessing the homogeneity of disease transmission in stochastic epidemic models	0
Comments on Divergence vs. Decision P‐values	0
Efficient inference of longitudinal/functional data models with time‐varying additive structure	0
Longitudinal network models and permutation‐uniform Markov chains	0
Model‐based clustering in simple hypergraphs through a stochastic blockmodel	0
Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets	0
Stable inverse probability weighting estimation for longitudinal studies	0
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables	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
Inference for all variants of the multivariate coefficient of variation in factorial designs	0
Improving Lasso for model selection and prediction	0
Bivariate change point detection: Joint detection of changes in expectation and variance	0
Estimation of the adjusted standard‐deviatile for extreme risks	0
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Efficient spatial designs using Hausdorff distances and Bayesian optimization	0
Large‐scale simultaneous inference under dependence	0
Some mechanisms leading to underdispersion: Old and new proposals	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
Issue Information	0
Statistical evidence and surprise unified under possibility theory	0
Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care	0
Nonparametric estimation of densities on the hypersphere using a parametric guide	0
Design for order‐of‐addition experiments with two‐level components	0
Generalizing the information content for stepped wedge designs: A marginal modeling approach	0
Validation of point process predictions with proper scoring rules	0
State estimation for aoristic models	0
Pitfalls of amateur regression: The Dutch New Herring controversies	0
Break point detection for functional covariance	0
Gradient‐based approach to sufficient dimension reduction with functional or longitudinal covariates	0
A conversation with Nils Lid Hjort	0
Ratio‐consistency of some invariant U‐statistic‐based estimators with an application to high‐dimensional data ranking	0
Maximum likelihood estimator for skew Brownian motion: The convergence rate	0
Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data	0
Issue Information	0
Robust inference for high‐dimensional single index models	0
Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression	0
A new class of nonparametric tests for second‐order stochastic dominance based on the Lorenz P–P plot	0
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Issue Information	0
Exact uniformly most powerful postselection confidence distributions	0
Dimension‐independent Markov chain Monte Carlo on the sphere	0
Robust Lasso‐Zero for sparse corruption and model selection with missing covariates	0
Martingale posterior distributions for cumulative hazard functions	0
Nonparametric bounds for the survivor function under general dependent truncation	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
A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)	0
Empirical likelihood M‐estimation for the varying‐coefficient model with functional response	0
Large‐scale covariate‐assisted two‐sample inference under dependence	0
Bayesian mixture models (in)consistency for the number of clusters	0
Issue Information	0
Minimax estimation of functional principal components from noisy discretized functional data	0
A new reproducing kernel‐based nonlinear dimension reduction method for survival data	0
Frequentist model averaging for envelope models	0
A two‐step estimation procedure for semiparametric mixture cure models	0
Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model	0
Regression‐based network‐flow and inner‐matrix reconstruction	0
Road traffic estimation and algorithmic routing in a spatially dependent network	0
Robust sure independence screening for nonpolynomial dimensional generalized linear models	0
High‐dimensional robust inference for Cox regression models using desparsified Lasso	0
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Marginal additive models for population‐averaged inference in longitudinal and cluster‐correlated data	0
Optimal designs for testing pairwise differences: A graph‐based game theoretic approach	0
G‐optimal grid designs for kriging models	0
Variable selection for high‐dimensional generalized linear model with block‐missing data	0
Approximate exchangeability and de Finetti priors in 2022	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
Combining stochastic tendency and distribution overlap towards improved nonparametric effect measures and inference	0
A minimum Wasserstein distance approach to Fisher's combination of independent, discrete p‐values	0
Cutoff for a class of auto‐regressive models with vanishing additive noise	0
Semiparametric efficient estimation in high‐dimensional partial linear regression models	0
Penalized angular regression for personalized predictions	0
Issue Information	0
Outlier detection based on extreme value theory and applications	0
Epistemic confidence in the observed confidence interval	0
Optimal designs for the development of personalized treatment rules	0