# Scandinavian Journal of Statistics

© Board of the Foundation of the Scandinavian Journal of Statistics

Edited By: Peter Dalgaard and Niels Richard Hansen

Impact Factor: 0.867

ISI Journal Citation Reports © Ranking: 2014: 63/122 (Statistics & Probability)

Online ISSN: 1467-9469

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Tests for Coefficients in High-dimensional Additive Hazard Models

Laplace Error Penalty-based Variable Selection in High Dimension

Nonparametric Benchmark Dose Estimation with Continuous Dose-Response Data

Focused and Model Average Estimation for Regression Analysis of Panel Count Data

Uniform Ergodicity of the Particle Gibbs Sampler

Empirical Likelihood for Censored Linear Regression and Variable Selection

Estimating Particle Shape and Orientation Using Volume Tensors

The Partial Linear Model in High Dimensions

A *J*-function for Inhomogeneous Spatio-temporal Point Processes

Inference for Quantiles of a Finite Population: Asymptotic versus Resampling Results

A Class of Pseudolikelihood Ratio Tests for Homogeneity in Exponential Tilt Mixture Models

Fiducial and Confidence Distributions for Real Exponential Families

Optimal and Robust Designs for Estimating the Concentration Curve and the AUC

Regression Analysis of Length-biased and Right-censored Failure Time Data with Missing Covariates

The Identifiability of Dependent Competing Risks Models Induced by Bivariate Frailty Models

A Cox-Aalen Model for Interval-censored Data

Estimating Mean Survival Time: When is it Possible?

Forward Simulation Markov Chain Monte Carlo with Applications to Stochastic Epidemic Models

Adaptive Warped Kernel Estimators

Efficient Estimation of the Partly Linear Additive Hazards Model with Current Status Data

Sparse Principal Component Analysis in Hilbert Space

A Central Limit Theorem in Non-parametric Regression with Truncated, Censored and Dependent Data

Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root

A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions

Inference of Seasonal Long-memory Time Series with Measurement Error

Instrument Assisted Regression for Errors in Variables Models with Binary Response

Marginal and Conditional Distribution Estimation from Double-sampled Semi-competing Risks Data

Local Influence Analysis in AB–BA Crossover Designs

Parameter Change Test for Poisson Autoregressive Models

A New Model for Multivariate Markov Chains

MMCTest—A Safe Algorithm for Implementing Multiple Monte Carlo Tests

Selection of Latent Variables for Multiple Mixed-outcome Models

The Impact of Measurement Error on Principal Component Analysis

Semiparametric Regression Analysis of Longitudinal Skewed Data

Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

Strong Consistency of Reduced K-means Clustering

Extending Integrated Nested Laplace Approximation to a Class of Near-Gaussian Latent Models

Statistical Inference for Single-index Panel Data Models

Generalized Scan Statistics for Disease Surveillance

Prediction Error of Small Area Predictors Shrinking Both Means and Variances

Some Statistical Properties of Efficiency Robust Tests with Applications to Genetic Association Studies

Weighted Logrank Permutation Tests for Randomly Right Censored Life Science DataNew Robust Variable Selection Methods for Linear Regression Models

Generalized Mann–Whitney Type Tests for Microarray Experiments

Semiparametric Inference for the Two-way Layout Under Order Restrictions

A Latent Process Model for Temporal Extremes

A Predictive Study of Dirichlet Process Mixture Models for Curve Fitting

Simple Formula for Calculating Bias-corrected AIC in Generalized Linear Models

Accurate Confidence Interval Estimation of Small Area Parameters Under the Fay–Herriot Model

Variance Components Testing in ANOVA-Type Mixed Models

An estimator for the cumulative co-volatility of asynchronously observed semimartingales with jumps

The Copula Information Criteria

Geometric Anisotropic Spatial Point Pattern Analysis and Cox Processes

Methods to Distinguish Between Polynomial and Exponential Tails

Focused information criterion and model averaging based on weighted composite quantile regression

Self-normalization for Spatial Data

Coverage-adjusted Confidence Intervals for a Binomial Proportion

Goodness-of-fit Test for Directional Data

Block-threshold-adapted Estimators via a Maxiset Approach

Semiparametric Mixtures of Symmetric Distributions

Wavelet Thresholding Estimation in a Poissonian Interactions Model with Application to Genomic Data

Bayesian Transformation Models for Multivariate Survival Data

Multistate Survival Models as Transient Electrical Networks

Integrative Analysis of Cancer Diagnosis Studies with Composite Penalization

Uncertainty Quantification in the Ensemble Kalman Filter

Efficient Bayesian Multivariate Surface Regression

How Many Iterations are Sufficient for Efficient Semiparametric Estimation?

Component Selection in the Additive Regression Model

Characteristic Function-based Semiparametric Inference for Skew-symmetric Models

Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing

Testing Monotonicity of Regression Functions – An Empirical Process Approach

Estimation in Discretely Observed Diffusions Killed at a Threshold

Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence

Quality of Fit Measures in the Framework of Quantile Regression

Leverage and Influence Diagnostics for Spatial Point Processes