# Scandinavian Journal of Statistics

Scandinavian Journal of Statistics > 41 > 4 > 1153 - 1166

Scandinavian Journal of Statistics > 41 > 4 > 1124 - 1135

Scandinavian Journal of Statistics > 41 > 4 > 1102 - 1123

Scandinavian Journal of Statistics > 41 > 4 > 950 - 969

Scandinavian Journal of Statistics > 41 > 4 > 932 - 949

Scandinavian Journal of Statistics > 41 > 4 > 1051 - 1063

Scandinavian Journal of Statistics > 41 > 4 > 1064 - 1082

*a priori*, the misspecification will distort the dependence structure and lead to unreliable model inference. Moreover, multiple outcomes with varying types present enormous analytical challenges. In this paper, we present...

Scandinavian Journal of Statistics > 41 > 4 > 913 - 931

*k*‐means clustering is a method for clustering objects in a low‐dimensional subspace. The advantage of this method is that both clustering of objects and low‐dimensional subspace reflecting the cluster structure are simultaneously obtained. In this paper, the relationship between conventional

*k*‐means clustering and reduced

*k*‐means clustering is discussed. Conditions ensuring almost sure convergence...

Scandinavian Journal of Statistics > 41 > 4 > 1136 - 1152

Scandinavian Journal of Statistics > 41 > 4 > 1031 - 1050

Scandinavian Journal of Statistics > 41 > 4 > 970 - 987

Scandinavian Journal of Statistics > 41 > 4 > 1013 - 1030

*p*‐values of exact tests by combining Monte Carlo simulations and statistical tables generated

*a priori*. To use the data from Monte Carlo generations...

Scandinavian Journal of Statistics > 41 > 4 > 845 - 865

*n*+ 1 and the sample dimension

*d*both go to infinity while

*d*∕

*n*→

*c*∈ (0,1). In this paper, we analyze the estimators...

Scandinavian Journal of Statistics > 41 > 4 > 1167 - 1194

**of true null hypotheses in a multiple testing context. The setup is classically modelled through a semiparametric mixture with two components: a uniform distribution on interval**

*θ***with prior probability**

*[0,1]***and a non‐parametric density**

*θ***. We discuss asymptotic efficiency results and establish that two different cases occur whether**

*f***vanishes...**

*f*Scandinavian Journal of Statistics > 41 > 4 > 866 - 892

Scandinavian Journal of Statistics > 41 > 4 > 893 - 912

Scandinavian Journal of Statistics > 41 > 4 > 988 - 1012

*a*≥ 0 of the loss distribution above the upper

*α*‐quantile where

*α*∈ (0,1). Estimating the conditional tail moment permits us to estimate all risk measures based on conditional moments such as conditional tail expectation, conditional value at risk or conditional tail variance...

Scandinavian Journal of Statistics > 41 > 4 > 1083 - 1101

*p*‐values. The method can be used with a class of multiple testing procedures that...