Scandinavian journal of statistics: Theory and applications
Constructing likelihood functions for interval‐valued random variables
X. Zhang, B. Beranger, Scott A. Sisson
págs. 1-35
Confidence intervals for extreme Pareto‐type quantiles
Sven Buitendag, Jan Beirlant, Tertius de Wet
págs. 36-55
Estimation of the marginal expected shortfall under asymptotic independence
Juan-Juan Cai, Eni Musta
págs. 56-83
Novel criteria to exclude the surrogate paradox and their optimalities
Yunjian Yin, Lan Liu, Zhi Geng, Peng Luo
págs. 84-103
Estimation of cyclic long‐memory parameters
Huda Mohammed Alomari, Antoine Ayache, Myriam Fradon, Andriy Olenko
págs. 104-133
Dimension reduction for the conditional mean and variance functions in time series
Jin-Hong Park, S. Yaser Samadi
págs. 134-155
Sarah Ouadah, Stéphane Robin
, Pierre Latouchepágs. 156-181
Local Whittle likelihood approach for generalized divergence
Yujie Xue, Masanobu Taniguchi
págs. 182-195
Exact dimensionality selection for Bayesian PCA
Charles Bouveyron, Pierre Latouche, Pierre-Alexandre Mattei
págs. 196-211
Nan Bi, Jelena Markovic, Lucy Xia, Jonathan Taylor
págs. 212-249
Multiple‐output quantile regression through optimal quantization
Isabelle Charlier, Davy Paindaveine, Jérôme Saracco
págs. 250-278
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