Scandinavian journal of statistics: Theory and applications

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  Año 2011, Vol. 38, Número 1

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    Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo.

    Ajay Jasra, David A. Stephens, Arnaud Doucet, Theodoros Tsagaris

    págs. 1-22

    
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    Efficient Covariance Estimation for Asynchronous Noisy High-Frequency Data.

    Markus Bibinger

    págs. 23-45

    
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    Efficient Estimation of an Additive Quantile Regression Model.

    Yebin Cheng, Jan G. De Gooijer, Dawit Zerom

    págs. 46-62

    
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    Comparing Conditional Quantile Curves

    Holger Dette, Jens Wagener, Stanislav Volgushev

    págs. 63-88

    
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    Series Estimation in Partially Linear In-Slide Regression Models.

    Jinhong You, Xian Zhou, Yong Zhou

    págs. 89-107

    
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    Estimators Based on Data-Driven Generalized Weighted Cramér-von Mises Distances under Censoring - with Applications to Mixture Models.

    Eric Beutner, Lurent Bordes

    págs. 108-129

    
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    Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means.

    Ximing Wu, Suojin Wang

    págs. 130-146

    
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    Testing for Equivalence of Means under Heteroskedasticity by an Approximate Solution of a Partial Differential Equation of Infinite Order.

    Martin Bachmaier

    págs. 147-168

    
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    ROC Curves in Non-Parametric Location-Scale Regression Models.

    Wenceslao González Manteiga , Juan Carlos Pardo Fernández , Ingrid Van Keilegom

    págs. 169-184