Scandinavian Journal of Statistics

Papers
(The TQCC of Scandinavian Journal of Statistics is 2. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-08-01 to 2025-08-01.)
ArticleCitations
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information33
19
Asymptotic inference of the ARMA model with time‐functional variance noises15
Kernel mean embedding of probability measures and its applications to functional data analysis13
On some publications of Sir David Cox9
Robust optimal estimation of location from discretely sampled functional data9
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.c8
Issue Information8
Nonparametric adaptive estimation for interacting particle systems8
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors8
Editorial7
Sparse concordance‐based ordinal classification7
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes7
Empirical best prediction of small area bivariate parameters7
Sparse principal component analysis for high‐dimensional stationary time series7
Lancaster correlation: A new dependence measure linked to maximum correlation6
Statistical inference in the presence of imputed survey data through regression trees and random forests6
Revisiting the sequence symmetry analysis design6
A joint estimation approach for monotonic regression functions in general dimensions6
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements5
Estimating absorption time distributions of general Markov jump processes5
5
Bandwidth selection for kernel intensity estimators for spatial point processes5
Testing relevant hypotheses in functional variance function via self‐normalization5
Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data4
On high‐dimensional variance estimation in survey sampling4
Pointwise comparison of two multivariate density functions4
Professor Elja Arjas: A prominent figure in establishing statistics in Finland4
Deep neural network classifier for multidimensional functional data4
Weighted reduced rank estimators under cointegration rank uncertainty4
Confidence intervals in monotone regression4
Selection of linear mixed‐effects models for clustered data4
Sequential change point tests based on U‐statistics4
Interactions and computer experiments4
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models4
Corrigendum to “Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions” published in Scandinavian Journal of Statistics (2013), vol. 40, pp. 42–623
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization3
Empirical and instance‐dependent estimation of Markov chain and mixing time3
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data3
Regularized t$$ t $$ distribution: definition, properties, and applications3
3
Semiparametric regression with localized Bregman divergence3
A special section honoring Nils Lid Hjort3
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application3
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric3
3
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods3
3
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 model3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths3
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time2
Extrapolation estimation for nonparametric regression with measurement error2
Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates2
Sparse additive models in high dimensions with wavelets2
Conditional Aalen–Johansen estimation2
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes2
Distributed inference for two‐sample U‐statistics in massive data analysis2
Prior distributions expressing ignorance about convex increasing failure rates2
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation2
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model2
Statistical disaggregation—A Monte Carlo approach for imputation under constraints2
Accurate bias estimation with applications to focused model selection2
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$$ P $$‐v2
Time‐varying β‐model for dynamic directed networks2
General purpose multiply robust data integration procedures for handling nonprobability samples2
A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages2
Errata for “A framework for covariate balance using Bregman distances”2
A proper concordance index for models with crossing hazards2
Approximate reference priors for Gaussian random fields2
Issue Information2
2
Nonparametric asymptotic confidence intervals for extreme quantiles2
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