Scandinavian journal of statistics: Theory and applications

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  Año 2014, Vol. 41, Número 2

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    How to Select Representative Samples.

    Anton Grafström, Lina Schelin

    págs. 277-290

    
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    Coverage-adjusted Confidence Intervals for a Binomial Proportion.

    Mans Thulin

    págs. 291-300

    
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    Poll of Polls: A Compositional Loess Model.

    Jakob Bergman, Björn Holmquist

    págs. 301-310

    
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    Self-normalization for Spatial Data.

    Xianyang Zhang, Bo Li, Xiaofeng Shao

    págs. 311-324

    
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    Deconvolution Estimation of Onset of Pregnancy with Replicate Observations.

    Fabienne Comte, Adeline Samson, Julien J. Stirnemann

    págs. 325-345

    
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    Is a Brownian Motion Skew?

    Antoine Lejay, Ernesto Mordecki, Soledad Torres

    págs. 346-364

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

    Ganggang xu, Suojin Wang, Jianhua Z. Huang

    págs. 365-381

    
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    Methods to Distinguish Between Polynomial and Exponential Tails.

    Joan del Castillo Franquet , Jalila Daoudi, Richard Lockhart

    págs. 382-393

    
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    On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate.

    Tatsuya Kubokawa, Mana Hasukawa, Kunihiko takahashi

    págs. 394-413

    
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    Geometric Anisotropic Spatial Point Pattern Analysis and Cox Processes.

    Jesper Moller, Hakon Toftaker

    págs. 414-435

    
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    The Copula Information Criteria.

    Steffen Gronneberg, Nils Lid Hjort

    págs. 436-459

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

    Yuta Koike

    págs. 460-481

    
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    Variance Components Testing in ANOVA-Type Mixed Models.

    Zaixing Li, Fei Chen, Lixing Zhu

    págs. 482-496

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

    Lixia Diao, David D. Smith, G.S. Datta, Tapabrata Maiti, Jean D. Opsomer

    págs. 497-515

    
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    Variance Estimation and Asymptotic Confidence Bands for the Mean Estimator of Sampled Functional Data with High Entropy Unequal Probability Sampling Designs.

    Hervé Cardot , Camelia Goga, Pauline Lardin

    págs. 516-534

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

    Shinpei Imori, Hirokazu Yanagihara, Hirofumi Wakaki

    págs. 535-555