Scandinavian journal of statistics: Theory and applications
Analysis of Double Single Index Models.
Kun Chen, Yanyuan Ma
págs. 1-20
Models for Extremal Dependence Derived from Skew-symmetric Families.
Boris Beranger, Simone Padoan, Scott A. Sisson
págs. 21-45
Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference.
Michelle Nguyen, Almut E.D. Veraart
págs. 46-80
Peter Neal, Fei Xiang
págs. 81-96
Empirical Processes in Survey Sampling with (Conditional) Poisson Designs.
Patrice Bertail, Emilie Chautru, Stéphan Clemençon
págs. 97-111
A Semi-parametric Transformation Frailty Model for Semi-competing Risks Survival Data.
Fei Jiang, Sebastien Haneuse
págs. 112-129
Alexis Bienvenüe, Christian Y. Robert
págs. 130-149
Bayesian Estimators for Small Area Models Shrinking Both Means and Variances.
Shonosuke Sugasawa, Hiromasa Tamae, Tatsuya Kubokawa
págs. 150-167
Semi-parametric Estimation in a Single-index Model with Endogenous Variables.
Melanie Birke, Sebastien Van Bellegem, Ingrid Van Keilegom
págs. 168-191
Palm Distributions for Log Gaussian Cox Processes.
Jean-François Coeurjolly, Jesper Moller, Rasmus Waagepetersen
págs. 192-203
Contrast Estimation for Parametric Stationary Determinantal Point Processes.
Christophe Ange Napoléon Biscio, Frédéric Lavancier
págs. 204-229
Impact of Model Choice on LR Assessment in Case of Rare Haplotype Match (Frequentist Approach)
Giulia Cereda
págs. 230-248
On the Estimation of the Density of a Directional Data Stream.
Aboubacar Amiri, Baba Thiam, Thomas Verdebout
págs. 249-267
Unified Inference for Sparse and Dense Longitudinal Data in Time-varying Coefficient Models.
Yixin Chen, Weixin Yao
págs. 268-284
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