Scandinavian Journal of Statistics

Article	Citations
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	38
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	27
Issue Information	18
Kernel mean embedding of probability measures and its applications to functional data analysis	15
Asymptotic inference of the ARMA model with time‐functional variance noises	13
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On some publications of Sir David Cox	10
Robust optimal estimation of location from discretely sampled functional data	10
Empirical best prediction of small area bivariate parameters	9
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
Sparse concordance‐based ordinal classification	8
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	8
Editorial	8
Variable selection via thresholding	7
Sparse principal component analysis for high‐dimensional stationary time series	7
Nonparametric adaptive estimation for interacting particle systems	7
Bandwidth selection for kernel intensity estimators for spatial point processes	7
Lancaster correlation: A new dependence measure linked to maximum correlation	6
A joint estimation approach for monotonic regression functions in general dimensions	6
Estimating absorption time distributions of general Markov jump processes	6
Revisiting the sequence symmetry analysis design	6
Testing relevant hypotheses in functional variance function via self‐normalization	6
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	6
Statistical inference in the presence of imputed survey data through regression trees and random forests	6
Confidence intervals in monotone regression	5

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Pointwise comparison of two multivariate density functions	5
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	5
On high‐dimensional variance estimation in survey sampling	5
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A general framework on conditions for constraint‐based causal learning	4
Distorted distributions and ROC curves	4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	4
Issue Information	4
Weighted reduced rank estimators under cointegration rank uncertainty	4
Recursive Bayesian prediction of remaining useful life for gamma degradation process under conjugate priors	4
Corrigendum to “Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions” published in Scandinavian Journal of Statistics (2013), vol. 40, pp. 42–62	4
Deep neural network classifier for multidimensional functional data	4
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	4
Construction of maximum projection Latin hypercube designs using number‐theoretic methods	4
Selection of linear mixed‐effects models for clustered data	4
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	3
Empirical and instance‐dependent estimation of Markov chain and mixing time	3
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	3
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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	3
Rolf Sundberg's contribution to the Discussion of “On optimal linear prediction” by I. Helland	3
A proper concordance index for models with crossing hazards	3
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
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Semiparametric regression with localized Bregman divergence	3
Regularized t$$ t $$ distribution: definition, properties, and applications	3
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	3
Semiparametric regression for circular response with application in ecology	3
Learning under commission and omission event outliers	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	3
A special section honoring Nils Lid Hjort	3
Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates	3
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	3
Extrapolation estimation for nonparametric regression with measurement error	3
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	3
Issue Information	2
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Issue Information	2
Issue Information	2
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A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
On goodness‐of‐fit testing for self‐exciting point processes	2
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	2
On the robustness to outliers of the Student‐t process	2
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Sparse additive models in high dimensions with wavelets	2
David J. Olive's contribution to the Discussion of “On optimal linear prediction” by I. Helland	2

Accurate bias estimation with applications to focused model selection	2
Errata for “A framework for covariate balance using Bregman distances”	2
On maximizing the likelihood function of general geostatistical models	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
Time‐varying β‐model for dynamic directed networks	2
Multiply robust matching estimators of average and quantile treatment effects	2
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Nonparametric asymptotic confidence intervals for extreme quantiles	2
Efficient drift parameter estimation for ergodic solutions of backward SDEs	2
Distributed inference for two‐sample U‐statistics in massive data analysis	2
Estimation of generalized tail distortion risk measures with applications in reinsurance	2
Collapsibility of the Conditional Models of CG‐Graphical Models	2
Approximate reference priors for Gaussian random fields	2
Conditional Aalen–Johansen estimation	2
A non‐asymptotic analysis of the single component PLS regression	2
Double debiased transfer learning for adaptive Huber regression	2
Prior distributions expressing ignorance about convex increasing failure rates	2
Looking back: Selected contributions by C. R. Rao to multivariate analysis	2
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	2
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	2
On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	1
Semiparametric efficient estimation in high‐dimensional partial linear regression models	1
Causal discovery in heavy‐tailed linear structural equation models via scalings	1
Estimation of graphical models for skew continuous data	1
Remove unwanted variation retrieves unknown experimental designs	1
Data‐driven estimation for multithreshold accelerated failure time model	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
Asymptotically faster estimation of high‐dimensional additive models using subspace learning	1
Kernel density estimation in metric spaces	1
Statistical inference for Cox proportional hazards models with a diverging number of covariates	1
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes	1
Flexible clustering via hidden hierarchical Dirichlet priors	1
The geometry of Gaussian double Markovian distributions	1
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	1
Unconditional empirical likelihood approach for analytic use of public survey data	1
Adaptive blind image deblurring and denoising	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
Gradient‐based approach to sufficient dimension reduction with functional or longitudinal covariates	1
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Daisee: Adaptive importance sampling by balancing exploration and exploitation	1
Debiasing piecewise deterministic Markov process samplers using couplings	1
Issue Information	1
Soft maximin estimation for heterogeneous data	1
Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs	1
Asymptotic distribution‐free tests related to maximum mean discrepancy	1
Likelihood analysis of latent functional response regression models for sequences of correlated binary data	1
A historical overview of textbook presentations of statistical science	1
Density estimation and regression analysis on hyperspheres in the presence of measurement error	1
Issue Information	1
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension	1
Asymptotic approximation of the likelihood of stationary determinantal point processes	1
Parameters estimation of a threshold Chan–Karolyi–Longstaff–Sanders process from continuous and discrete observations	1
Modeling multivariate extreme value distributions via Markov trees	1
Improved small‐sample inference for functions of parameters in the k$$ k $$‐sample multinomial problem	1
Enriched Pitman–Yor processes	1
Graph neural networks for the localization of faults in a partially observed regional transmission system	1
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	1
Combining probability and non‐probability samples using semi‐parametric quantile regression and a nonparametric estimator of the participation probability	1
Inference on data with both multiplicative and additive measurement errors	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	1
Corrigendum to “Kernel density estimation in metric spaces”	1
Nearly unstable integer‐valued ARCH process and unit root testing	1
Conditional quasi‐likelihood inference for mean residual life regression with clustered failure time data	1
R. D. Cook and L. Forzani's contribution to the Discussion of ‘On optimal linear prediction’ by I. Helland	1
Estimation of win, loss probabilities, and win ratio based on right‐censored event data	1
Envelopes for censored quantile regression	1
Efficient semiparametric estimation of time‐censored intensity‐reduction models for repairable systems	1
Nonparametric inference for Poisson‐Laguerre tessellations	1
Estimating Monte Carlo variance from multiple Markov chains	1
Estimation of the conditional tail moment for Weibull‐type distributions	0
Variable selection for high‐dimensional generalized linear model with block‐missing data	0
Multivariate quantiles with both overall and directional probability interpretation	0
A new reproducing kernel‐based nonlinear dimension reduction method for survival data	0
Cutoff for a class of auto‐regressive models with vanishing additive noise	0
Large‐scale simultaneous inference under dependence	0
Multivariate representations of univariate marked Hawkes processes	0
Rejoinder	0
Flexible specification testing in quantile regression models	0

Projection‐based estimators for matrix/tensor‐valued data	0
Issue Information	0
Validation of point process predictions with proper scoring rules	0
Epistemic confidence in the observed confidence interval	0
Statistical evidence and surprise unified under possibility theory	0
Longitudinal network models and permutation‐uniform Markov chains	0
Marginal additive models for population‐averaged inference in longitudinal and cluster‐correlated data	0
Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data	0
Generalizing the information content for stepped wedge designs: A marginal modeling approach	0
Xuran Meng and Yi Li's contribution to the Discussion of “On optimal linear prediction” by I. Helland	0
Outlier detection based on extreme value theory and applications	0
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Exact uniformly most powerful postselection confidence distributions	0
Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model	0
Enhanced branching Latin hypercube design and its application in automatic algorithm configuration	0
Spectral analysis of Markov switching GARCH models with statistical inference	0
Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation	0
Optimal designs for the development of personalized treatment rules	0
Tobit models for count time series	0
On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE	0
A conversation with Nils Lid Hjort	0
A two‐step estimation procedure for semiparametric mixture cure models	0
On optimal blocked definitive screening designs: Theoretical insights and computational simplifications	0
Corrigendum to “Statistical inference for generative adversarial networks and other minimax problems”	0
Estimation of the adjusted standard‐deviatile for extreme risks	0
Spectral analysis for the inference of noisy Hawkes processes	0
Estimation of treatment effect among treatment responders with a time‐to‐event endpoint	0
Large‐scale covariate‐assisted two‐sample inference under dependence	0
Design for order‐of‐addition experiments with two‐level components	0
Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression	0
Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care	0
Penalized angular regression for personalized predictions	0
Empirical likelihood M‐estimation for the varying‐coefficient model with functional response	0
Robust Lasso‐Zero for sparse corruption and model selection with missing covariates	0
Issue Information	0
Locally adaptive Bayesian isotonic regression using half shrinkage priors	0
Regression‐based network‐flow and inner‐matrix reconstruction	0
A minimum Wasserstein distance approach to Fisher's combination of independent, discrete p‐values	0
Robust inference for high‐dimensional single index models	0
Benchmarked linear shrinkage prediction in the Fay–Herriot small area model	0
Combining stochastic tendency and distribution overlap towards improved nonparametric effect measures and inference	0
Statistical inference for generative adversarial networks and other minimax problems	0
Commentary on “Pitfalls of amateur regression: The Dutch New Herring controversies”	0
Comments on Divergence vs. Decision P‐values	0
Statistical inference with semiparametric nonignorable nonresponse models	0
A new class of nonparametric tests for second‐order stochastic dominance based on the Lorenz P–P plot	0
Robust quasi‐randomization‐based estimation with ensemble learning for missing data	0
Smooth backfitting for additive hazard rates	0
Variable importance measures for heterogeneous treatment effects with survival outcome	0
Pitfalls of amateur regression: The Dutch New Herring controversies	0
Issue Information	0
Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models	0
Mode‐adaptive factor models	0
Maximum likelihood estimator for skew Brownian motion: The convergence rate	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
Posterior consistency for the spectral density of non‐Gaussian stationary time series	0
Break point detection for functional covariance	0
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Cox processes driven by transformed Gaussian processes on linear networks—A review and new contributions	0
Structure recovery for partially observed discrete Markov random fields on graphs under not necessarily positive distributions	0
False selection rate control in mixture models	0
Multivariate geometric anisotropic Cox processes	0
Nonparametric bounds for the survivor function under general dependent truncation	0
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Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model	0
Optimal designs for testing pairwise differences: A graph‐based game theoretic approach	0
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables	0
Robust inference with censored survival data	0
On optimal linear prediction	0
Asymptotic properties of resampling‐based processes for the average treatment effect in observational studies with competing risks	0
G‐optimal grid designs for kriging models	0
Approximate exchangeability and de Finetti priors in 2022	0
Two‐part D‐vine copula models for longitudinal insurance claim data	0
Estimation of the number of principal components in high‐dimensional multivariate extremes	0
On the properties of distance covariance for categorical data: Robustness, sure screening, and approximate null distributions	0
Identification and estimation of threshold matrix‐variate factor models	0
Characterization of valid auxiliary functions for representations of extreme value distributions and their max‐domains of attraction	0
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Adaptive estimation of intensity in a doubly stochastic Poisson process	0
Issue Information	0
Data integration with nonprobability sample: Semiparametric model‐assisted approach	0
Dimension reduction for the estimation of the conditional tail index	0
Frequentist model averaging for envelope models	0
Ratio‐consistency of some invariant U‐statistic‐based estimators with an application to high‐dimensional data ranking	0
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Martingale posterior distributions for cumulative hazard functions	0
Stein's method of moments	0
The effect of the working correlation on fitting models to longitudinal 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
Road traffic estimation and algorithmic routing in a spatially dependent network	0
Minimax estimation of functional principal components from noisy discretized functional data	0
Estimation for change point of discretely observed ergodic diffusion processes	0
Issue Information	0
Structure learning for continuous time Bayesian networks via penalized likelihood	0