Scandinavian Journal of Statistics

On Empirical Processes for Ergodic Diffusions and Rates of Convergence of M-estimators
pp. 443-458(16)
Author: Zanten H.

Estimation of General Stationary Processes by Variable Length Markov Chains
pp. 459-480(22)
Authors: Ferrari F.; Wyner A.

A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation
pp. 481-491(11)
Authors: Dette H.; Spreckelsen I.

Labelled Graphical Models
pp. 493-508(16)
Author: Corander J.

A Likelihood Based Estimating Equation for the Clayton–Oakes Model with Marginal Proportional Hazards
pp. 509-521(13)
Authors: Pipper C.B.; Martinussen T.

A Non-parametric Frailty Model for Temporally Clustered Multivariate Failure Times
pp. 523-533(11)
Authors: Härkänen T.; Hausen H.; Virtanen J.I.; Arjas E.

On the Posterior Consistency of Mixtures of Dirichlet Process Priors with Censored Data
pp. 535-547(13)
Author: Kim Y.

Likelihood and Non-parametric Bayesian MCMC Inference for Spatial Point Processes Based on Perfect Simulation and Path Sampling
pp. 549-564(16)
Authors: Berthelsen K.K.; Møller J.

Bayesian Inference Under Partial Prior Information
pp. 565-580(16)
Authors: Moreno E.; Bertolino F.; Racugno W.

Unsupervised Curve Clustering using B-Splines
pp. 581-595(15)
Authors: Abraham C.; Cornillon P.A.; Matzner-Løber E.; Molinari N.

On Unbiased Estimation of Positive Integral Powers of the Natural Parameter in Exponential Families
pp. 597-608(12)
Author: Baringhaus L.

Bartlett's Test Applied to Variance Component Models
pp. 609-616(8)
Authors: Madsen J.; Tabanera R.

Confidence Intervals for Intraclass Correlation in Inter-Rater Reliability
pp. 617-624(8)
Authors: Rousson V.; Gasser T.; Seifert B.

The Use of Replicates in Logistic Measurement Error Modelling
pp. 625-636(12)
Authors: Thoresen M.; Laake P.

Linear Regression Models under Conditional Independence Restrictions
pp. 637-650(14)
Authors: Causeur D.; Dhorne T.