Scandinavian Journal of Statistics 

About: Scandinavian Journal of Statistics is an academic journal published by Wiley. The journal publishes majorly in the area(s): Estimator & Asymptotic distribution. It has an ISSN identifier of 0303-6898. Over the lifetime, 1711 publications have been published receiving 80382 citations.

A Simple Sequentially Rejective Multiple Test Procedure

Abstract: This paper presents a simple and widely ap- plicable multiple test procedure of the sequentially rejective type, i.e. hypotheses are rejected one at a tine until no further rejections can be done. It is shown that the test has a prescribed level of significance protection against error of the first kind for any combination of true hypotheses. The power properties of the test and a number of possible applications are also discussed.

Nonparametric estimation of the number of classes in a population

Abstract: On applique la methode d'Efron (1981, 1982) a la construction d'intervalles de confiance bases sur des distributions du bootstrap

A class of distributions which includes the normal ones

Abstract: On introduit une nouvelle classe de fonctions de densite dependant du parametre de forme λ, telles que λ=0 corresponde a la densite normale standard

Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling

Abstract: The normal inverse Gaussian distribution is defined as a variance-mean mixture of a normal distribution with the inverse Gaussian as the mixing distribution. The distribution determines an homogeneous Levy process, and this process is representable through subordination of Brownian motion by the inverse Gaussian process. The canonical, Levy type, decomposition of the process is determined. As a preparation for developments in the latter part of the paper the connection of the normal inverse Gaussian distribution to the classes of generalized hyperbolic and inverse Gaussian distributions is briefly reviewed. Then a discussion is begun of the potential of the normal inverse Gaussian distribution and Levy process for modelling and analysing statistical data, with particular reference to extensive sets of observations from turbulence and from finance. These areas of application imply a need for extending the inverse Gaussian Levy process so as to accommodate certain, frequently observed, temporal dependence structures. Some extensions, of the stochastic volatility type, are constructed via an observation-driven approach to state space modelling. At the end of the paper generalizations to multivariate settings are indicated.

Log Gaussian Cox Processes

Abstract: Planar Cox processes directed by a log Gaussian intensity process are investigated in the univariate and multivariate cases. The appealing properties of such models are demonstrated theoretically as well as through data examples and simulations. In particular, the first, second and third-order properties are studied and utilized in the statistical analysis of clustered point patterns. Also empirical Bayesian inference for the underlying intensity surface is considered.