Scandinavian Journal of Statistics

Article	Citations
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	41
On some publications of Sir David Cox	30
	21
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	15
Kernel mean embedding of probability measures and its applications to functional data analysis	12
Asymptotic inference of the ARMA model with time‐functional variance noises	12
Spectral characteristics of Harmonizable VARMA processes	11
Time‐Varying Degree‐Corrected Stochastic Block Models	11
Empirical best prediction of small area bivariate parameters	11
Editorial	10
Sparse concordance‐based ordinal classification	9
Greenland, S. (2023). Divergence vs. decision P‐values: A distinction worth making in theory and keeping in practice. Scandinavian Journal of Statistics	8
Group Regression With Tailored Penalties for High‐Dimensional Data With or Without Predefined Groups	8
Efficient multiple‐robust estimation for nonresponse data under informative sampling	8
Nonparametric adaptive estimation for interacting particle systems	8
Optimal subsampling for estimation of dimension reduction directions	7
Variable selection via thresholding	7
A joint estimation approach for monotonic regression functions in general dimensions	7
Revisiting the sequence symmetry analysis design	7
A Semiparametric Approach for Robust Modeling of Electronic Health Record Linked Biobank Data	7
Maximum Spacing Estimation for Multivariate Observations Under a General Class of Information‐Type Measures for Misspecified Models	7
Statistical inference in the presence of imputed survey data through regression trees and random forests	7
Issue Information	7
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	7
Sparse principal component analysis for high‐dimensional stationary time series	7

Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	6
Estimating absorption time distributions of general Markov jump processes	6
Testing relevant hypotheses in functional variance function via self‐normalization	6
Fixed effects Bayesian testing in high‐dimensional linear mixed models	6
Lancaster correlation: A new dependence measure linked to maximum correlation	5
On high‐dimensional variance estimation in survey sampling	5
Issue Information	5
Bandwidth selection for kernel intensity estimators for spatial point processes	5
	5
Weighted reduced rank estimators under cointegration rank uncertainty	5
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	5
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	5
Kernel‐based marginal testing for covariate effects in high‐dimensional settings	5
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects	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
On Robustness of Pairwise Kalman Filters	4
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	4
Confidence intervals in monotone regression	4
Construction of maximum projection Latin hypercube designs using number‐theoretic methods	4
Issue Information	4
Deep neural network classifier for multidimensional functional data	4
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	4
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	4
Recursive Bayesian prediction of remaining useful life for gamma degradation process under conjugate priors	4
Selection of linear mixed‐effects models for clustered data	4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	4
Semiparametric regression with localized Bregman divergence	4
A Modified Random Survival Forest for Improving Prediction Accuracy in Case‐Cohort and Generalized Case‐Cohort Studies	4
Empirical and instance‐dependent estimation of Markov chain and mixing time	4
A general framework on conditions for constraint‐based causal learning	4
Distorted distributions and ROC curves	4
	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
Learning under commission and omission event outliers	3
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
Issue Information	3
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	3
A proper concordance index for models with crossing hazards	3
Dimension reduction for optimal design problems with Kronecker product structure	3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates	3
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	3
David J. Olive's contribution to the Discussion of “On optimal linear prediction” by I. Helland	3
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	3
Rolf Sundberg's contribution to the Discussion of “On optimal linear prediction” by I. Helland	3
	3
A special section honoring Nils Lid Hjort	3
Regularized t$$ t $$ distribution: definition, properties, and applications	3
Semiparametric regression for circular response with application in ecology	3

Repelled Point Processes With Application to Numerical Integration	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
Estimation of generalized tail distortion risk measures with applications in reinsurance	2
Sparse additive models in high dimensions with wavelets	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
	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
Issue Information	2
Distributed inference for two‐sample U‐statistics in massive data analysis	2
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	2
Conditional Aalen–Johansen estimation	2
On goodness‐of‐fit testing for self‐exciting point processes	2
Optimal Poisson Subsampling for Multiplicative Regressions With Massive Data	2
	2
Efficient drift parameter estimation for ergodic solutions of backward SDEs	2
Asymptotic approximation of the likelihood of stationary determinantal point processes	2
Nonparametric asymptotic confidence intervals for extreme quantiles	2
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension	2
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	2
Time‐varying β‐model for dynamic directed networks	2
Looking back: Selected contributions by C. R. Rao to multivariate analysis	2
Extended generalized Marshall–Olkin model for dependent censoring	2
	2
Sensitivity analysis for generalized estimating equation with non‐ignorable missing data	2
Collapsibility of the Conditional Models of CG‐Graphical Models	2
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	2
Issue Information	2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
A non‐asymptotic analysis of the single component PLS regression	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
On the robustness to outliers of the Student‐t process	2
Gradient‐based approach to sufficient dimension reduction with functional or longitudinal covariates	1
Semiparametric efficient estimation in high‐dimensional partial linear regression models	1
Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data	1
Remove unwanted variation retrieves unknown experimental designs	1
Spatial depth for data in metric spaces	1
Parameters estimation of a threshold Chan–Karolyi–Longstaff–Sanders process from continuous and discrete observations	1
Graph neural networks for the localization of faults in a partially observed regional transmission system	1
Inference on data with both multiplicative and additive measurement errors	1
Enriched Pitman–Yor processes	1
Kernel density estimation in metric spaces	1
Nonparametric Cure Models Through Extreme‐Value Tail Estimation	1
Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs	1
Estimating Monte Carlo variance from multiple Markov chains	1
R. D. Cook and L. Forzani's contribution to the Discussion of ‘On optimal linear prediction’ by I. Helland	1
	1
Daisee: Adaptive importance sampling by balancing exploration and exploitation	1
Advanced Posterior Analyses of Hidden Markov Models: Finite Markov Chain Imbedding and Hybrid Decoding	1
Extremal Alignments in LCS‐Inference	1
Nearly unstable integer‐valued ARCH process and unit root testing	1
On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	1
Asymptotic distribution‐free tests related to maximum mean discrepancy	1
Rejoinder	1
Online differentially private inference for linear regression model	1
Statistical inference with semiparametric nonignorable nonresponse models	1
Bayesian Estimation of Transition Rates in Two‐State Nonhomogeneous Markov Jump Processes With Intermittent Observations: An Honest‐Time Data‐Augmentation Approach	1
Results on Branching Random Walks and Rumor Processes via Germ Order	1
Estimation of win, loss probabilities, and win ratio based on right‐censored event data	1
Adaptive blind image deblurring and denoising	1
Combining probability and non‐probability samples using semi‐parametric quantile regression and a nonparametric estimator of the participation probability	1
Causal discovery in heavy‐tailed linear structural equation models via scalings	1
Issue Information	1
A historical overview of textbook presentations of statistical science	1
Conditional quasi‐likelihood inference for mean residual life regression with clustered failure time data	1
Corrigendum to “Kernel density estimation in metric spaces”	1
	1
Issue Information	1
Robust estimation of change points in linear spline models with missing data	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
On the properties of distance covariance for categorical data: Robustness, sure screening, and approximate null distributions	1
Data‐driven estimation for multithreshold accelerated failure time model	1
Modeling multivariate extreme value distributions via Markov trees	1
Likelihood analysis of latent functional response regression models for sequences of correlated binary data	1
Nonparametric inference for Poisson‐Laguerre tessellations	1
Density estimation and regression analysis on hyperspheres in the presence of measurement error	1
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	1
Debiasing piecewise deterministic Markov process samplers using couplings	1

Asymptotically faster estimation of high‐dimensional additive models using subspace learning	1
Double debiased transfer learning for adaptive Huber regression	1
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes	1