Scandinavian journal of statistics: Theory and applications

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  Año 2014, Vol. 41, Número 4

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    Statistical Inference for High-Dimensional Global Minimum Variance Portfolios.

    Konstantin Glombek

    págs. 845-865

    
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    Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2.

    Mátyás Barczy, Márton Ispány, Gyula Pap

    págs. 866-892

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

    Thiago G. Martins, Havard Rue

    págs. 893-912

    
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    Strong Consistency of Reduced K-means Clustering.

    Yoshikazu Terada

    págs. 913-931

    
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    Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis.

    An-Maria Staicu, Yingxing Li, Ciprian M. Crainiceanu, David Ruppert

    págs. 932-949

    
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    Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes.

    Romain Azaïs, François Dufour, Anne Gégout-Petit

    págs. 950-969

    
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    Parameter Estimation for Hidden Markov Models with Intractable Likelihoods.

    Thomas A. Dean, Sumeetpal S. Singh, Ajay Jasra, Garth W. Peters

    págs. 970-987

    
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    Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions.

    Jonatan El Methni, Laurent Gardes, Stéphne Girard

    págs. 988-1012

    
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    Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables.

    Albert Vexler, Young Min Kim, Jihnhee Yu, Nicole A. Lazar, Alan D. Hutson

    págs. 1013-1030

    
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    Semiparametric Regression Analysis of Longitudinal Skewed Data

    Huazhen Lin, Ling Zhou, Xiaohua Zhou

    págs. 1031-1050

    
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    The Impact of Measurement Error on Principal Component Analysis.

    Kristoffer Herland Hellton, Magne Thoresen

    págs. 1051-1063

    
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    Selection of Latent Variables for Multiple Mixed-outcome Models.

    Ling Zhou, Huazhen Lin, Xinyuan Song, Yi Li

    págs. 1064-1082

    
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    MMCTest-A Safe Algorithm for Implementing Multiple Monte Carlo Tests.

    Axel Gandy, Georg Hahn

    págs. 1083-1101

    
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    Sample Path Asymmetries in Non-Gaussian Random Processes.

    Anastassia Baxevani, Krzysztof Podgórski, Jörg wegener

    págs. 1102-1123

    
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    A New Model for Multivariate Markov Chains.

    Joao Nicolau

    págs. 1124-1135

    
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    Parameter Change Test for Poisson Autoregressive Models.

    Jiwon Kang, Sangyeol Lee

    págs. 1136-1152

    
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    Local Influence Analysis in AB-BA Crossover Designs.

    chengcheng Hao, Dietrich von Rosen, Tatjana von Rosen

    págs. 1153-1166

    
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    On Efficient Estimators of the Proportion of True Null Hypotheses in a Multiple Testing Setup.

    Van Hanh Nguyen, Catherine Matias

    págs. 1167-1194

    
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    Acknowledgement of Priority.

    Weixin Yao, Longhai Li

    pág. 1195