Scandinavian Journal of Statistics

Cover image for Vol. 40 Issue 1

March 2013

Volume 40, Issue 1

Pages 1–189

  1. Editorial

    1. Top of page
    2. Editorial
    3. Original Articles
    1. Editorial (page 1)

      Holger Rootzén and Mats Rudemo

      Version of Record online: 15 FEB 2013 | DOI: 10.1111/sjos.12011

  2. Original Articles

    1. Top of page
    2. Editorial
    3. Original Articles
    1. Quantile Regression Estimator for GARCH Models (pages 2–20)

      SANGYEOL LEE and JUNGSIK NOH

      Version of Record online: 26 JAN 2012 | DOI: 10.1111/j.1467-9469.2011.00759.x

    2. A Copula-Based Non-parametric Measure of Regression Dependence (pages 21–41)

      HOLGER DETTE, KARL F. SIBURG and PAVEL A. STOIMENOV

      Version of Record online: 20 FEB 2012 | DOI: 10.1111/j.1467-9469.2011.00767.x

    3. Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions (pages 42–62)

      REINALDO B. ARELLANO-VALLE, JAVIER E. CONTRERAS-REYES and MARC G. GENTON

      Version of Record online: 27 FEB 2012 | DOI: 10.1111/j.1467-9469.2011.00774.x

    4. Objective Bayesian Analysis of Skew-t Distributions (pages 63–85)

      MARCIA D'ELIA BRANCO, MARC G. GENTON and BRUNERO LISEO

      Version of Record online: 27 FEB 2012 | DOI: 10.1111/j.1467-9469.2011.00779.x

    5. Leverage and Influence Diagnostics for Spatial Point Processes (pages 86–104)

      ADRIAN BADDELEY, YA-MEI CHANG and YONG SONG

      Version of Record online: 14 JUN 2012 | DOI: 10.1111/j.1467-9469.2011.00786.x

    6. Quality of Fit Measures in the Framework of Quantile Regression (pages 105–118)

      HOHSUK NOH, ANOUAR EL GHOUCH and INGRID VAN KEILEGOM

      Version of Record online: 7 JUN 2012 | DOI: 10.1111/j.1467-9469.2012.00792.x

    7. Decomposition of Variance for Spatial Cox Processes (pages 119–137)

      ABDOLLAH JALILIAN, YONGTAO GUAN and RASMUS WAAGEPETERSEN

      Version of Record online: 26 JUL 2012 | DOI: 10.1111/j.1467-9469.2012.00795.x

    8. Testing the Equality of Covariance Operators in Functional Samples (pages 138–152)

      STEFAN FREMDT, JOSEF G. STEINEBACH, LAJOS HORVÁTH and PIOTR KOKOSZKA

      Version of Record online: 21 MAY 2012 | DOI: 10.1111/j.1467-9469.2012.00796.x

    9. Non-Parametric Change-Point Tests for Long-Range Dependent Data (pages 153–173)

      HEROLD DEHLING, AENEAS ROOCH and MURAD S. TAQQU

      Version of Record online: 2 JUL 2012 | DOI: 10.1111/j.1467-9469.2012.00799.x

    10. Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (pages 174–189)

      YURI GOEGEBEUR and ARMELLE GUILLOU

      Version of Record online: 30 MAY 2012 | DOI: 10.1111/j.1467-9469.2012.00800.x

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