Scandinavian Journal of Statistics

Article	Citations
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	33
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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
On some publications of Sir David Cox	9
Robust optimal estimation of location from discretely sampled functional data	9
Nonparametric adaptive estimation for interacting particle systems	8
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	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
Issue Information	8
Sparse concordance‐based ordinal classification	7
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	7
Empirical best prediction of small area bivariate parameters	7
Sparse principal component analysis for high‐dimensional stationary time series	7
Editorial	7
Revisiting the sequence symmetry analysis design	6
A joint estimation approach for monotonic regression functions in general dimensions	6
Lancaster correlation: A new dependence measure linked to maximum correlation	6
Statistical inference in the presence of imputed survey data through regression trees and random forests	6
Estimating absorption time distributions of general Markov jump processes	5
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Bandwidth selection for kernel intensity estimators for spatial point processes	5
Testing relevant hypotheses in functional variance function via self‐normalization	5
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	5
Pointwise comparison of two multivariate density functions	4

Professor Elja Arjas: A prominent figure in establishing statistics in Finland	4
Deep neural network classifier for multidimensional functional data	4
Weighted reduced rank estimators under cointegration rank uncertainty	4
Confidence intervals in monotone regression	4
Selection of linear mixed‐effects models for clustered data	4
Sequential change point tests based on U‐statistics	4
Interactions and computer experiments	4
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	4
Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data	4
On high‐dimensional variance estimation in survey sampling	4
	3
Semiparametric regression with localized Bregman divergence	3
A special section honoring Nils Lid Hjort	3
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	3
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	3
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Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	3
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Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
Bayesian nonparametric estimation in the current status continuous mark model	3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	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
Empirical and instance‐dependent estimation of Markov chain and mixing time	3
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	3
Regularized t$$ t $$ distribution: definition, properties, and applications	3
Conditional Aalen–Johansen estimation	2
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	2
Distributed inference for two‐sample U‐statistics in massive data analysis	2
Prior distributions expressing ignorance about convex increasing failure rates	2
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	2
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	2
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	2
Accurate bias estimation with applications to focused model selection	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
Time‐varying β‐model for dynamic directed networks	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
Errata for “A framework for covariate balance using Bregman distances”	2
A proper concordance index for models with crossing hazards	2
Approximate reference priors for Gaussian random fields	2
Issue Information	2
	2
Nonparametric asymptotic confidence intervals for extreme quantiles	2
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
Extrapolation estimation for nonparametric regression with measurement error	2
Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates	2
Sparse additive models in high dimensions with wavelets	2

Graph neural networks for the localization of faults in a partially observed regional transmission system	1
Flexible clustering via hidden hierarchical Dirichlet priors	1
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Estimation of win, loss probabilities, and win ratio based on right‐censored event data	1
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	1
Issue Information	1
Nearly unstable integer‐valued ARCH process and unit root testing	1
The geometry of Gaussian double Markovian distributions	1
Asymptotically faster estimation of high‐dimensional additive models using subspace learning	1
Kernel density estimation in metric spaces	1
Nonparametric estimation of densities on the hypersphere using a parametric guide	1
Density estimation and regression analysis on hyperspheres in the presence of measurement error	1
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension	1
Epistemic confidence in the observed confidence interval	1
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	1
Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data	1
Statistical inference for Cox proportional hazards models with a diverging number of covariates	1
Statistical inference with semiparametric nonignorable nonresponse models	1
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	1
Estimation of graphical models for skew continuous data	1
Asymptotic approximation of the likelihood of stationary determinantal point processes	1
Issue Information	1
Multiply robust matching estimators of average and quantile treatment effects	1
Efficient drift parameter estimation for ergodic solutions of backward SDEs	1
Modeling multivariate extreme value distributions via Markov trees	1
Looking back: Selected contributions by C. R. Rao to multivariate analysis	1
Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs	1
Unconditional empirical likelihood approach for analytic use of public survey data	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
Remove unwanted variation retrieves unknown experimental designs	1
Likelihood analysis of latent functional response regression models for sequences of correlated binary data	1
Robust sure independence screening for nonpolynomial dimensional generalized linear models	1
Envelopes for censored quantile regression	1
Gradient‐based approach to sufficient dimension reduction with functional or longitudinal covariates	1
Double debiased transfer learning for adaptive Huber regression	1
Soft maximin estimation for heterogeneous data	1
Issue Information	1
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Efficient semiparametric estimation of time‐censored intensity‐reduction models for repairable systems	1
On the robustness to outliers of the Student‐t process	1
On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	1
Issue Information	1
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	1
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	1
Data‐driven estimation for multithreshold accelerated failure time model	1
On maximizing the likelihood function of general geostatistical models	1
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes	1
Enriched Pitman–Yor processes	1
Conditional quasi‐likelihood inference for mean residual life regression with clustered failure time data	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	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
G‐optimal grid designs for kriging models	1
A historical overview of textbook presentations of statistical science	1
Semiparametric efficient estimation in high‐dimensional partial linear regression models	1
Issue Information	1
On the properties of distance covariance for categorical data: Robustness, sure screening, and approximate null distributions	1
Daisee: Adaptive importance sampling by balancing exploration and exploitation	1
Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model	0
Sequential monitoring of high‐dimensional time series	0
Characterization of valid auxiliary functions for representations of extreme value distributions and their max‐domains of attraction	0
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Some mechanisms leading to underdispersion: Old and new proposals	0
A minimum Wasserstein distance approach to Fisher's combination of independent, discrete p‐values	0
Issue Information	0
Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression	0
Marginal additive models for population‐averaged inference in longitudinal and cluster‐correlated data	0
Optimal designs for the development of personalized treatment rules	0
Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model	0
Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets	0
Maximum likelihood estimator for skew Brownian motion: The convergence rate	0
Multivariate quantiles with both overall and directional probability interpretation	0
Stein's method of moments	0
Estimation of the adjusted standard‐deviatile for extreme risks	0
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Identification and estimation of threshold matrix‐variate factor models	0
Structure recovery for partially observed discrete Markov random fields on graphs under not necessarily positive distributions	0
Issue Information	0

Estimation of treatment effect among treatment responders with a time‐to‐event endpoint	0
Exact uniformly most powerful postselection confidence distributions	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
A unifying class of compound Poisson integer‐valued ARMA and GARCH models	0
Martingale posterior distributions for cumulative hazard functions	0
Asymptotic properties of resampling‐based processes for the average treatment effect in observational studies with competing risks	0
Comments on Divergence vs. Decision P‐values	0
Bayesian mixture models (in)consistency for the number of clusters	0
Corrigendum to “Statistical inference for generative adversarial networks and other minimax problems”	0
Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care	0
Dimension reduction for the estimation of the conditional tail index	0
Use of multiple imputation in supersampled nested case‐control and case‐cohort studies	0
Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid	0
A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)	0
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel	0
Commentary on “Pitfalls of amateur regression: The Dutch New Herring controversies”	0
A two‐step estimation procedure for semiparametric mixture cure models	0
Robust Composite Quantile Regression with Large‐scale Streaming Data Sets	0
On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE	0
Adaptive estimation of intensity in a doubly stochastic Poisson process	0
Regression‐based network‐flow and inner‐matrix reconstruction	0
Longitudinal network models and permutation‐uniform Markov chains	0
Combining stochastic tendency and distribution overlap towards improved nonparametric effect measures and inference	0
Approximate exchangeability and de Finetti priors in 2022	0
Variable selection for high‐dimensional generalized linear model with block‐missing data	0
Cox processes driven by transformed Gaussian processes on linear networks—A review and new contributions	0
Robust inference with censored survival data	0
Copula measures and Sklar's theorem in arbitrary dimensions	0
Frequentist model averaging for envelope models	0
Mode‐adaptive factor models	0
A conversation with Nils Lid Hjort	0
Multiply robust estimators of causal effects for survival outcomes	0
A new class of nonparametric tests for second‐order stochastic dominance based on the Lorenz P–P plot	0
Large‐scale covariate‐assisted two‐sample inference under dependence	0
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Minimax estimation of functional principal components from noisy discretized functional data	0
Pitfalls of amateur regression: The Dutch New Herring controversies	0
Break point detection for functional covariance	0
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Empirical likelihood M‐estimation for the varying‐coefficient model with functional response	0
Nonparametric bounds for the survivor function under general dependent truncation	0
Two‐part D‐vine copula models for longitudinal insurance claim data	0
Regularization in dynamic random‐intercepts models for analysis of longitudinal data	0
Tobit models for count time series	0
Locally adaptive Bayesian isotonic regression using half shrinkage priors	0
Design for order‐of‐addition experiments with two‐level components	0
Envelopes for multivariate linear regression with linearly constrained coefficients	0
A classical hypothesis test for assessing the homogeneity of disease transmission in stochastic epidemic models	0
Finite sample inference for empirical Bayesian methods	0
Enhanced branching Latin hypercube design and its application in automatic algorithm configuration	0
Robust Lasso‐Zero for sparse corruption and model selection with missing covariates	0
Tests of multivariate copula exchangeability based on Lévy measures	0
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables	0
Spectral analysis of Markov switching GARCH models with statistical inference	0
Robust inference for high‐dimensional single index models	0
The effect of screening for publication bias on the outcomes of meta‐analyses	0
Bivariate change point detection: Joint detection of changes in expectation and variance	0
Outlier detection based on extreme value theory and applications	0
State estimation for aoristic models	0
Issue Information	0
Penalized angular regression for personalized predictions	0
Flexible specification testing in quantile regression models	0
Statistical evidence and surprise unified under possibility theory	0
Cutoff for a class of auto‐regressive models with vanishing additive noise	0
Confidence bands for survival curves from outcome‐dependent stratified samples	0
Generalizing the information content for stepped wedge designs: A marginal modeling approach	0
The effect of the working correlation on fitting models to longitudinal data	0
Large‐scale simultaneous inference under dependence	0
Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation	0
A new reproducing kernel‐based nonlinear dimension reduction method for survival data	0
Posterior consistency for the spectral density of non‐Gaussian stationary time series	0
Variable importance measures for heterogeneous treatment effects with survival outcome	0
Ratio‐consistency of some invariant U‐statistic‐based estimators with an application to high‐dimensional data ranking	0
Estimation of the conditional tail moment for Weibull‐type distributions	0
Issue Information	0
Multivariate geometric anisotropic Cox processes	0
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Inference for all variants of the multivariate coefficient of variation in factorial designs	0
Road traffic estimation and algorithmic routing in a spatially dependent network	0
Structure learning for continuous time Bayesian networks via penalized likelihood	0
Validation of point process predictions with proper scoring rules	0
Statistical inference for generative adversarial networks and other minimax problems	0
Bayesian inverse problems with heterogeneous variance	0
Model‐based clustering in simple hypergraphs through a stochastic blockmodel	0
Estimation for change point of discretely observed ergodic diffusion processes	0
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A robust model averaging approach for partially linear models with responses missing at random	0
Benchmarked linear shrinkage prediction in the Fay–Herriot small area model	0
Smooth backfitting for additive hazard rates	0
Robust quasi‐randomization‐based estimation with ensemble learning for missing data	0
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Efficient spatial designs using Hausdorff distances and Bayesian optimization	0
Transform orders and stochastic monotonicity of statistical functionals	0
Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models	0