Scandinavian journal of statistics: Theory and applications

• 

  Año 2014, Vol. 41, Número 4

  • Statistical Inference for High-Dimensional Global Minimum Variance Portfolios.

    Konstantin Glombek

    págs. 845-865

    

  • Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2.

    Mátyás Barczy, Márton Ispány, Gyula Pap

    págs. 866-892

    

  • Extending Integrated Nested Laplace Approximation to a Class of Near-Gaussian Latent Models.

    Thiago G. Martins, Havard Rue

    págs. 893-912

    

  • Strong Consistency of Reduced K-means Clustering.

    Yoshikazu Terada

    págs. 913-931

    

  • Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis.

    An-Maria Staicu, Yingxing Li, Ciprian M. Crainiceanu, David Ruppert

    págs. 932-949

    

  • Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes.

    Romain Azaïs, François Dufour, Anne Gégout-Petit

    págs. 950-969

    

  • Parameter Estimation for Hidden Markov Models with Intractable Likelihoods.

    Thomas A. Dean, Sumeetpal S. Singh, Ajay Jasra, Garth W. Peters

    págs. 970-987

    

  • Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions.

    Jonatan El Methni, Laurent Gardes, Stéphne Girard

    págs. 988-1012

    

  • Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables.

    Albert Vexler, Young Min Kim, Jihnhee Yu, Nicole A. Lazar, Alan D. Hutson

    págs. 1013-1030

    

  • Semiparametric Regression Analysis of Longitudinal Skewed Data

    Huazhen Lin, Ling Zhou, Xiaohua Zhou

    págs. 1031-1050

    

  • The Impact of Measurement Error on Principal Component Analysis.

    Kristoffer Herland Hellton, Magne Thoresen

    págs. 1051-1063

    

  • Selection of Latent Variables for Multiple Mixed-outcome Models.

    Ling Zhou, Huazhen Lin, Xinyuan Song, Yi Li

    págs. 1064-1082

    

  • MMCTest-A Safe Algorithm for Implementing Multiple Monte Carlo Tests.

    Axel Gandy, Georg Hahn

    págs. 1083-1101

    

  • Sample Path Asymmetries in Non-Gaussian Random Processes.

    Anastassia Baxevani, Krzysztof Podgórski, Jörg wegener

    págs. 1102-1123

    

  • A New Model for Multivariate Markov Chains.

    Joao Nicolau

    págs. 1124-1135

    

  • Parameter Change Test for Poisson Autoregressive Models.

    Jiwon Kang, Sangyeol Lee

    págs. 1136-1152

    

  • Local Influence Analysis in AB-BA Crossover Designs.

    chengcheng Hao, Dietrich von Rosen, Tatjana von Rosen

    págs. 1153-1166

    

  • On Efficient Estimators of the Proportion of True Null Hypotheses in a Multiple Testing Setup.

    Van Hanh Nguyen, Catherine Matias

    págs. 1167-1194

    

  • Acknowledgement of Priority.

    Weixin Yao, Longhai Li

    pág. 1195