Scandinavian journal of statistics: Theory and applications

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  Año 2020, Vol. 47, Número 3

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    Maximum likelihood drift estimation for a threshold diffusion

    Antoine Lejay, Paolo Pigato

    págs. 609-637

    
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    Stochastic functional estimates in longitudinal models with interval‐censored anchoring events

    Chenghao Chu, Ying Zhang, Wanzhu Tu

    págs. 638-661

    
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    Concordance‐based estimation approaches for the optimal sufficient dimension reduction score

    Shao-Hsuan Wang, Chin-Tsang Chiang

    págs. 662-689

    
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    On aggregation of strongly dependent time series

    Jan Beran, Haiyan Liu, Sucharita Ghosh

    págs. 690-710

    
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    The null hypothesis of (common) jumps in case of irregular and asynchronous observations

    Ole Martin, Mathias Vetter

    págs. 711-756

    
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    Combined multiple testing of multivariate survival times by censored empirical likelihood

    Judith H. Parkinson

    págs. 757-786

    
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    An autoregressive model based on the generalized hyperbolic distribution

    Henri Karttunen

    págs. 787-816

    
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    Confidence intervals for variance component ratios in unbalanced linear mixed models

    Mahesh N. Fernando, Ronald W. Butler

    págs. 817-838

    
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    Asymptotic theory and inference of predictive mean matching imputation using a superpopulation model framework

    Shu Yang, Jae Kwang Kim

    págs. 839-861

    
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    Efficient volatility estimation in a two‐factor model

    Olivier Féron, Pierre Gruet, Marc Hoffmann

    págs. 862-898

    
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    Geometric consistency of principal component scores for high‐dimensional mixture models and its application

    Kazuyoshi Yata, Makoto Aoshima

    págs. 899-921

    
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    Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization

    Laurent Gardes, Stéphane Girard, Gilles Stupfler

    págs. 922-949

    
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    Implementing Monte Carlo tests with p‐value buckets

    Axel Gandy, Georg Hahn, Dong Ding

    págs. 950-967

    
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    Asymptotic normality of generalized maximum spacing estimators for multivariate observations

    Kristi Kuljus, Bo Ranneby

    págs. 968-989

    
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    Conditional covariance penalties for mixed models

    Benjamin Säfken, Thomas Kneib

    págs. 990-1010

    
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    Orientation relationship in finite dimensional space

    Jayant Jha, Atanu Biswas

    págs. 1011-1034