Scandinavian journal of statistics: Theory and applications
Learning from a lot: Empirical Bayes for high‐dimensional model‐based prediction
Mark A. van de Wiel, Dennis E. te Beest, Magnus M. Münch
págs. 2-25
Specification testing in nonparametric AR‐ARCH models
Marie Husková, Natalie Neumeyer, Tobias Niebuhr, Leonie Selk
págs. 26-58
Shuang Li, James Gleaton, James Lynch
págs. 59-86
Wataru Sakamoto
págs. 87-115
Efficient estimation in partially linear single‐index models for longitudinal data
Quan Cai, Suojin Wang
págs. 116-141
An unconditional space–time scan statistic for ZIP‐distributed data
Benjamin Allévius, Michael Höhle
págs. 142-159
Estimating nonlinear additive models with nonstationarities and correlated errors
Michael Vogt, Christopher Walsh
págs. 160-199
Model‐free causal inference of binary experimental data
Peng Ding, Luke W. Miratrix
págs. 200-214
Wavelet‐based estimators for mixture regression
Michel H. Montoril, Aluisio Pinheiro, Brani Vidakovic
págs. 215-234
Wild adaptive trimming for robust estimation and cluster analysis
Andrea Cerioli, Alessio Farcomeni, Marco Riani
págs. 235-256
Testing the equality of two high‐dimensional spatial sign covariance matrices
Guanghui Cheng, Baisen Liu, Liuhua Peng, Baoxue Zhang, Shurong Zheng
págs. 257-271
A unified empirical likelihood approach for testing MCAR and subsequent estimation
Shixiao Zhang, Peisong Han, Changbao Wu
págs. 272-288
On the accuracy in high‐dimensional linear models and its application to genomic selection
Charles-Elie Rabier, Brigitte Mangin, Simona Grusea
págs. 289-313
Qiang Sun, Bai Jiang, Hongtu Zhu, Joseph G. Ibrahim
págs. 314-328
The local fractional bootstrap
Mikkel Bennedsen, Ulrich Hounyo, Asger Lunde, Mikko S. Pakkanen
págs. 329-359
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