Scandinavian journal of statistics: Theory and applications

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  Año 2015, Vol. 42, Número 1. Texto Completo Ejemplar

  • Semiparametric Time Series Models with Log-concave Innovations: Maximum Likelihood Estimation and its Consistency.

    Yining Chen

    • Resumen
    • Texto completo

    págs. 1-31

    

  • Classification Error of the Thresholded Independence Rule.

    Britta Anker Bak, Jens L. Jensen, Morten Fenger-Grøn

    • Resumen
    • Texto completo

    págs. 32-42

    

  • A Note on Estimation in Hilbertian Linear Models

    Siegfried Hörmann, Łukasz Kidziński

    • Resumen
    • Texto completo

    págs. 43-62

    

  • Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non-stationary Volatility.

    Ke-Li Xu, Jui-Chung Yang

    • Resumen
    • Texto completo

    págs. 63-86

    

  • Marginal and Conditional Distribution Estimation from Double-sampled Semi-competing Risks Data.

    Menggang Yu, Constantin T. Yiannoutsos

    • Resumen
    • Texto completo

    págs. 87-103

    

  • Instrument Assisted Regression for Errors in Variables Models with Binary Response.

    Kun Xu, Yanyuan Ma, Liqun Wang

    • Resumen
    • Texto completo

    págs. 104-117

    

  • Regression Analysis of Current Status Data Under the Additive Hazards Model with Auxiliary Covariates.

    Yanquin Feng, Ling Ma, Jianguo Sun

    • Resumen
    • Texto completo

    págs. 118-136

    

  • Inference of Seasonal Long-memory Time Series with Measurement Error.

    Henghsiu Tsai, Heiko Jürgen Rachinger, Edward M.H. Lin

    • Resumen
    • Texto completo

    págs. 137-154

    

  • Enriching Surveys with Supplementary Data and its Application to Studying Wage Regression.

    Denis Heng Yan Leung, Ken Yamada, Biao Zhang

    • Resumen
    • Texto completo

    págs. 155-179

    

  • Deterministic Evolution of Strength in Multiple Comparisons Models: Who is the Greatest Golfer?

    Rose D. Baker, Ian G. McHale

    • Resumen
    • Texto completo

    págs. 180-196

    

  • A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions

    Juan Carlos Pardo Fernández, María Dolores Jiménez Gamero, Anouar El Ghouch

    • Resumen
    • Texto completo

    págs. 197-213

    

  • Guided Censored Regression.

    Majda Talamakrouni, Anouar El Ghouch, Ingrid Van Keilegom

    • Resumen
    • Texto completo

    págs. 214-233

    

  • Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root.

    Yu Miao, Yanling Wang, Guangyu Yang

    • Resumen
    • Texto completo

    págs. 234-255

    

  • A Central Limit Theorem in Non-parametric Regression with Truncated, Censored and Dependent Data.

    Han-Ying Liang, Jacobo de Uña Álvarez, María del Carmen Iglesias Pérez

    • Resumen
    • Texto completo

    págs. 256-269

    

  • Sparse Principal Component Analysis in Hilbert Space.

    Xin Qi, Ruiyan Luo

    • Resumen
    • Texto completo

    págs. 270-289

    

  • Parametric Estimation of Menarcheal Age Distribution Based on Recall Data.

    Sedigheh Mirzaei Salehabadi, Debasis Sengupta, Rituparna Das

    • Resumen
    • Texto completo

    págs. 290-305

    

  • Efficient Estimation of the Partly Linear Additive Hazards Model with Current Status Data.

    Xuewen Lu, Peter X.-K. Song

    • Resumen
    • Texto completo

    págs. 306-328