Scandinavian Journal of Statistics: Vol 49, No 3

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Ultrahigh-dimensional generalized additive model: Unified theory and methods

Open Access

Conditional Monte Carlo revisited

Open Access

Improper priors and improper posteriors

Open Access

Vector-valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation

Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data

Open Access

Efficient spatial designs using Hausdorff distances and Bayesian optimization

Approximate maximum likelihood estimation for one-dimensional diffusions observed on a fine grid

Large spatial data modeling and analysis: A Krylov subspace approach

Open Access

Copula measures and Sklar's theorem in arbitrary dimensions

Open Access

Sequential change point tests based on U-statistics

Tests of multivariate copula exchangeability based on Lévy measures

Open Access

A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages

Open Access

Interactions and computer experiments

Multiply robust estimators of causal effects for survival outcomes

Open Access

Bayesian nonparametric estimation in the current status continuous mark model

Uniform convergence rates for nonparametric estimators smoothed by the beta kernel

Identification and estimation of threshold matrix-variate factor models

Open Access

Corrigendum to “On the unification of families of skew-normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574

Scandinavian Journal of Statistics

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Scandinavian Journal of Statistics: Volume 49, Issue 3

Issue Information

Ultrahigh-dimensional generalized additive model: Unified theory and methods

Conditional Monte Carlo revisited

Improper priors and improper posteriors

Vector-valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation

Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data

Efficient spatial designs using Hausdorff distances and Bayesian optimization

Approximate maximum likelihood estimation for one-dimensional diffusions observed on a fine grid

Large spatial data modeling and analysis: A Krylov subspace approach

Copula measures and Sklar's theorem in arbitrary dimensions

Sequential change point tests based on U-statistics

Tests of multivariate copula exchangeability based on Lévy measures

A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages

Interactions and computer experiments

Multiply robust estimators of causal effects for survival outcomes

Bayesian nonparametric estimation in the current status continuous mark model

Uniform convergence rates for nonparametric estimators smoothed by the beta kernel

Identification and estimation of threshold matrix-variate factor models

Corrigendum to “On the unification of families of skew-normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574

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Scandinavian Journal of Statistics

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Scandinavian Journal of Statistics: Volume 49, Issue 3

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Issue Information

Ultrahigh-dimensional generalized additive model: Unified theory and methods

Conditional Monte Carlo revisited

Improper priors and improper posteriors

Vector-valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation

Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data

Efficient spatial designs using Hausdorff distances and Bayesian optimization

Approximate maximum likelihood estimation for one-dimensional diffusions observed on a fine grid

Large spatial data modeling and analysis: A Krylov subspace approach

Copula measures and Sklar's theorem in arbitrary dimensions

Sequential change point tests based on U-statistics

Tests of multivariate copula exchangeability based on Lévy measures

A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages

Interactions and computer experiments

Multiply robust estimators of causal effects for survival outcomes

Bayesian nonparametric estimation in the current status continuous mark model

Uniform convergence rates for nonparametric estimators smoothed by the beta kernel

Identification and estimation of threshold matrix-variate factor models

Corrigendum to “On the unification of families of skew-normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574

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