Scandinavian Journal of Statistics

Volume 26.

(as bibtex)

55 references.

Articles

• 1-15. Shrinkage and orthogonal decomposition
  Blaker, Helge
• 107-128. Statistical models for birth and death on a flow: Local absolute continuity and likelihood ratio processes
  Locherbach, E., Loecherbach, E., Hopfner, R., Hoepfner, R., Höpfner, R., Löcherbach, E.
• 129-144. Conditional prior proposals in dynamic models
  Knorr-Held, Leonhard
• 145-157. Flowgraph models for generalized phase type distributions having non-exponential waiting times
  Huzurbazar, Aparna V.
• 159-159. Correction to ``Expected survival in the Cox model'' (1997V24 p275-287)
  Nielsen, Bent
• 161-191. Multivariate calibration -- Direct and indirect regression methodology (Disc: p192-207)
  Sundberg, Rolf
• 161-207. Multivariate Calibration — Direct and Indirect Regression Methodology
  Sundberg, Rolf
• 17-30. A generalized view on continuum regression
  Bjorkstrom, Anders, Bjoerkstroem, Anders, Björkström, Anders, Sundberg, Rolf
• 192-193. Comment on ``Multivariate calibration -- Direct and indirect regression methodology''
  Brown, Philip J.
• 193-196. Comment on ``Multivariate calibration -- Direct and indirect regression methodology''
  Martens, Harald
• 196-199. Comment on ``Multivariate calibration -- Direct and indirect regression methodology''
  Naes, Tormod, Næs, Tormod
• 200-204. Comment on ``Multivariate calibration -- Direct and indirect regression methodology''
  Oman, Samuel D.
• 204-205. Comment on ``Multivariate calibration -- Direct and indirect regression methodology''
  Wold, Svante
• 205-207. Reply to comments on ``Multivariate calibration -- Direct and indirect regression methodology''
  Sundberg, Rolf
• 209-220. Likelihood factorizations for mixed discrete and continuous variables
  Cox, D. R., Wermuth, Nanny
• 221-238. Testing a regression model when we have smooth alternatives in mind
  Haerdle, Wolfgang, Hardle, Wolfgang, Härdle, Wolfgang, Kneip, Alois
• 239-252. Smoothing splines and shape restrictions
  Mammen, E., Thomas-Agnan, C.
• 253-264. Tail exactness of multivariate saddlepoint approximations
  Kluppelberg, C., Klueppelberg, C., Barndorff-Nielsen, O. E., Klüppelberg, C.
• 265-279. A generalized Bayes rule for prediction
  Corcuera, Jose Manuel, Corcuera, José Manuel
• 281-295. Weighted approximations to continuous time martingales with applications
  Haeusler, Erich, Mason, David M.
• 297-318. Asymptotic Properties of M-estimators Based on Estimating Equations and Censored Data
  Wang, Jane-Ling
• 297-318. Asymptotic properties of $M$-estimators based on estimating equations and censored data
  Wang, Jane-Ling
• 31-46. Estimated generalized least squares for random coefficient regression models
  Anh, V. V., Chelliah, T.
• 319-343. Affine invariant multivariate sign and rank tests and corresponding estimates: A review
  Oja, Hannu
• 345-361. Semiparametric additive accelerated life models
  Bordes, Laurent
• 363-372. Semiparametric likelihood estimation in the Clayton-Oakes failure time model
  Glidden, D. V., Self, S. G.
• 363-372. Semiparametric Likelihood Estimation in the Clayton–Oakes Failure Time Model
  Self, S. G., Glidden, D. V.
• 373-393. Random Bernstein polynomials
  Petrone, Sonia
• 395-411. On exact simulation of Markov random fields using coupling from the past
  Haeggstroem, Olle, Haggstrom, Olle, Häggström, Olle, Nelander, Karin
• 413-431. On the validity of the Markov interpretation of path diagrams of Gaussian structural equations systems with correlated errors
  Koster, Jan T. A.
• 433-450. The Whittle estimator for strongly dependent stationary Gaussian fields
  Ludena, Carenne, Ludeña, Carenne, Lavielle, Marc
• 451-464. On a bivariate distribution with exponential marginals
  Kotz, Samuel, Singpurwalla, Nozer D.
• 465-473. Asymptotic minimax risk for the white noise model on the sphere
  Klemelae, Jussi, Klemela, Jussi, Klemelä, Jussi
• 47-59. Beta-Bernstein smoothing for regression curves with compact support
  Brown, Bruce M., Chen, Song Xi
• 475-476. Comment on ``Berry-Esséen and bootstrap results for generalized $L$-statistics'' (1990V17 p65-77)
  Putt, Mary, Chinchilli, Vernon M.
• 475-476. Generalized L-statistics: Correction to the Form of the Asymptotic Variance Presented by Helmers et al. (1990)
  Chinchilli, Vernon M., Putt, Mary
• 477-477. Correction to ``Exact and approximate distributions of the maximum likelihood estimate in a simple factor analysis model'' (1998V25 p39-51)
  Anderson, T. W., Laake, Petter
• 479-491. Cox regression with incomplete covariate measurements using the EM-algorithm
  Martinussen, Torben
• 493-509. The efficiency of simple and counter-matched nested case-control sampling
  Borgan, Ornulf, Borgan, Oernulf, Borgan, Ørnulf, Olsen, Espen F.
• 511-532. Indices of dependence between types in multivariate point patterns
  van Lieshout, M. N. M., Baddeley, A. J.
• 533-537. A note on empirical process methods in the theory of Poisson point processes
  Liese, F., Ziegler, K.
• 539-561. Kernel density estimation with generalized binning
  Stadtmueller, U., Stadtmuller, U., Pawlak, M., Stadtmüller, U.
• 563-578. Estimating the prediction mean squared error in Gaussian stochastic processes with exponential correlation structure
  Abt, Markus
• 579-592. The loss of efficiency estimating linear functions under restrictions
  Fernandez, Miguel A., Fernández, Miguel A., Rueda, Cristina, Salvador, Bonifacio
• 593-609. Properties and applications of the generalized likelihood as a summary function for prediction problems
  Bedrick, Edward J., Hill, Joe R.
• 61-72. Multiple kernel procedure: An asymptotic support
  Vieu, Philippe
• 611-620. On statistical models for $d$-dimensional stable processes, and some generalizations
  Hoepfner, Reinhard, Hopfner, Reinhard, Höpfner, Reinhard
• 611-620. On Statistical Models for d-Dimensional Stable Processes, and Some Generalizations
  Hopfner, Reinhard
• 621-633. Analogues of Khintchine, Marcinkiewicz-Zygmund and Rosenthal inequalities for symmetric statistics
  Ibragimov, R., Sharakhmetov, Sh.
• 621-633. Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics
  Ibragimov, R., Sharakhmetov, Sh.
• 73-86. Logspline deconvolution in Besov space
  Koo, Ja-Yong
• 87-105. Logspline density estimation under censoring and truncation
  Koo, Ja-Yong, Kooperberg, Charles, Park, Jinho
• -. Correction Note to “Exact and Approximate Distributions of the Maximum Likelihood Estimate in a Simple Factor Analysis Model”
  Laake, Petter, Anderson, T. W.
• -. Expected Survival in the Cox Model: an Addendum
  Nielsen, Brent
• -. Index to Volume 26, 1999