Scandinavian Journal of Statistics: Vol 27, No 1

Model Reduction for Prediction in Regression Models

Approximate Representation of Estimators in Constrained Regression Problems

On Consistency of the Self-Consistent Estimator of Survival Functions with Interval-Censored Data

Consistency of the GMLE with Mixed Case Interval-Censored Data

Characterizations of Competing Risks in Terms of Independent-Risks Proxy Models

Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process

Non-parametric Kernel Estimation of the Coefficient of a Diffusion

A New Kind of Asymptotic Quasi-Score Estimating Function

Independence Structure of Natural Conjugate Densities to Exponential Families and the Gibbs' Sampler

Exact Distributional Results for Random Resistance Trees

Spectral Density Based Goodness-of-Fit Tests for Time Series Models

Asymptotic Bias in Parameter Estimation of AR-Processes Using Recursive Least Squares with Exponential Forgetting

Scandinavian Journal of Statistics

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Scandinavian Journal of Statistics: Volume 27, Issue 1

Model Reduction for Prediction in Regression Models

Approximate Representation of Estimators in Constrained Regression Problems

On Consistency of the Self-Consistent Estimator of Survival Functions with Interval-Censored Data

Consistency of the GMLE with Mixed Case Interval-Censored Data

Characterizations of Competing Risks in Terms of Independent-Risks Proxy Models

Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process

Non-parametric Kernel Estimation of the Coefficient of a Diffusion

A New Kind of Asymptotic Quasi-Score Estimating Function

Independence Structure of Natural Conjugate Densities to Exponential Families and the Gibbs' Sampler

Exact Distributional Results for Random Resistance Trees

Spectral Density Based Goodness-of-Fit Tests for Time Series Models

Asymptotic Bias in Parameter Estimation of AR-Processes Using Recursive Least Squares with Exponential Forgetting

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Scandinavian Journal of Statistics

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Scandinavian Journal of Statistics: Volume 27, Issue 1

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Model Reduction for Prediction in Regression Models

Approximate Representation of Estimators in Constrained Regression Problems

On Consistency of the Self-Consistent Estimator of Survival Functions with Interval-Censored Data

Consistency of the GMLE with Mixed Case Interval-Censored Data

Characterizations of Competing Risks in Terms of Independent-Risks Proxy Models

Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process

Non-parametric Kernel Estimation of the Coefficient of a Diffusion

A New Kind of Asymptotic Quasi-Score Estimating Function

Independence Structure of Natural Conjugate Densities to Exponential Families and the Gibbs' Sampler

Exact Distributional Results for Random Resistance Trees

Spectral Density Based Goodness-of-Fit Tests for Time Series Models

Asymptotic Bias in Parameter Estimation of AR-Processes Using Recursive Least Squares with Exponential Forgetting

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