Scandinavian journal of statistics: Theory and applications

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  Año 2013, Vol. 40, Número 1

  • Quantile Regression Estimator for GARCH Models.

    Sangyeol Lee, Jungsik Noh

    págs. 2-20

    

  • A Copula-Based Non-parametric Measure of Regression Dependence.

    Holger Dette, Karl F. Siburg, Pavel A. Stoimenov

    págs. 21-41

    

  • Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions.

    Reinaldo Boris Arellano-Valle, Javier E. Contreras-Reyes, Marc G. Genton

    págs. 42-62

    

  • Objective Bayesian Analysis of Skew-t Distributions.

    Marcia D'Elia Branco, Marc G. Genton, Brunero Liseo

    págs. 63-85

    

  • Leverage and Influence Diagnostics for Spatial Point Processes.

    Adrian Baddeley, Ya-Mei Chang, Yong Song

    págs. 86-104

    

  • Quality of Fit Measures in the Framework of Quantile Regression.

    Hohsuk Noh, Anouar El Ghouch, Ingrid Van Keilegom

    págs. 105-118

    

  • Decomposition of Variance for Spatial Cox Processes.

    Abdollah Jalilian, Yongtao Guan, Rasmus Waagepetersen

    págs. 119-137

    

  • Testing the Equality of Covariance Operators in Functional Samples.

    Stefan Fremdt, Josef G. Steinebach, Lajos Horváth, Piotr Kokoszka

    págs. 138-152

    

  • Non-Parametric Change-Point Tests for Long-Range Dependent Data.

    Herold Dehling, Aeneas Rooch, Murad S. Taqqu

    págs. 153-173

    

  • Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence.

    Yuri Goegebeur, Armelle Guillou

    págs. 174-189