Edit Profile (opens in new tab) Sköld, Martin Co-Author Distance Author ID: skold.martin Published as: Sköld, Martin; Sköld, M. External Links: ORCID Documents Indexed: 11 Publications since 1996, including 1 Book Co-Authors: 6 Co-Authors with 4 Joint Publications 132 Co-Co-Authors all top 5 Co-Authors 6 single-authored 2 Roberts, Gareth O. 1 Björnerstedt, Anders 1 Ketoja, Helena 1 Papaspiliopoulos, Omiros 1 Risch, Tore 1 Sintorn, Johan all top 5 Serials 1 Scandinavian Journal of Statistics 1 Journal of Statistical Planning and Inference 1 Statistics & Probability Letters 1 Journal of Time Series Analysis 1 Statistical Science 1 Journal of Nonparametric Statistics 1 Statistical Inference for Stochastic Processes 1 Theory of Stochastic Processes Fields 8 Statistics (62-XX) 2 Probability theory and stochastic processes (60-XX) 2 Numerical analysis (65-XX) 2 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 6 Publications have been cited 94 times in 87 Documents Cited by ▼ Year ▼ A general framework for the parametrization of hierarchical models. Zbl 1246.62195 Papaspiliopoulos, Omiros; Roberts, Gareth O.; Sköld, Martin 52 2007 Kernel regression in the presence of size-bias. Zbl 1113.62320 Sköld, Martin 19 1999 Density estimation for the Metropolis-Hastings algorithm. Zbl 1055.65020 Sköld, M.; Roberts, G. O. 7 2003 The asymptotic variance of the continuous-time kernel estimator with applications to bandwidth selection. Zbl 0984.62029 Sköld, M. 6 2001 On the asymptotic variance of the continuous-time kernel density estimator. Zbl 0947.62030 Sköld, Martin; Hössjer, Ola 5 1999 A bias correction for cross-validation bandwidth selection when a kernel estimate is based on dependent data. Zbl 0973.62033 Sköld, Martin 5 2001 A general framework for the parametrization of hierarchical models. Zbl 1246.62195 Papaspiliopoulos, Omiros; Roberts, Gareth O.; Sköld, Martin 52 2007 Density estimation for the Metropolis-Hastings algorithm. Zbl 1055.65020 Sköld, M.; Roberts, G. O. 7 2003 The asymptotic variance of the continuous-time kernel estimator with applications to bandwidth selection. Zbl 0984.62029 Sköld, M. 6 2001 A bias correction for cross-validation bandwidth selection when a kernel estimate is based on dependent data. Zbl 0973.62033 Sköld, Martin 5 2001 Kernel regression in the presence of size-bias. Zbl 1113.62320 Sköld, Martin 19 1999 On the asymptotic variance of the continuous-time kernel density estimator. Zbl 0947.62030 Sköld, Martin; Hössjer, Ola 5 1999 all cited Publications top 5 cited Publications all top 5 Cited by 190 Authors 6 Kou, Junke 5 Blanke, Delphine 4 Chaubey, Yogendra Prasad 4 Chesneau, Christophe 4 Hobert, James P. 4 Robert, Christian P. 4 Roberts, Gareth O. 4 Shirazi, Esmaeil 4 Stuart, Andrew M. 4 Tan, Linda S. L. 3 Dunlop, Matthew M. 3 Girolami, Mark A. 3 Guo, Huijun 3 Nott, David John 3 Papaspiliopoulos, Omiros 3 Roininen, Lassi 2 Alcalá, José T. 2 Cristobal, Jose A. Cristobal 2 de Uña-Álvarez, Jacobo 2 Filippone, Maurizio 2 Fox, Colin D. 2 Lasanen, Sari 2 Liu, Youming 2 Minin, Vladimir N. 2 Norton, Richard A. 2 Oliver, Dean S. 2 Rao, Vinayak A. 2 Román, Jorge Carlos 2 Zanella, Giacomo 1 Ahn, Woo-Young 1 Alexopoulos, Angelos 1 Barat, Éric 1 Bedford, Trevor 1 Bee, Marco 1 Benrabah, Ouafae 1 Beskos, Alexandros 1 Bhaskaran, Aishwarya 1 Bitto, Angela 1 Blain, C. R. V. 1 Botha, Imke 1 Brown, D. Andrew 1 Buchner, Johannes 1 Buckland, Stephen T. 1 Burger, L. W. jun. 1 Carlin, Bradley P. 1 Carta, Alessandro 1 Cazelles, Bernard 1 Chada, Neil K. 1 Charton, Sophie 1 Cheng, Jianqiang 1 Chopin, Nicolas 1 Christen, J. Andrés 1 Cui, Tianyu 1 Dautremer, Thomas 1 de Langlard, Mathieu 1 Debayle, Johan 1 Del Moral, Pierre 1 Dellaportas, Petros 1 Drovandi, Christopher C. 1 Duan, Leo L. 1 Dudas, Gytis 1 Dunbar, Oliver R. A. 1 Dunson, David Brian 1 Elliott, Charles M. 1 Emzir, Muhammad Fuady 1 Espa, Giuseppe 1 Evans, K. O. 1 Faulkner, James R. 1 Fearnhead, Paul 1 Flegal, James M. 1 Frühwirth-Schnatter, Sylvia 1 Fujisawa, Hironori 1 Geyer, Charles J. 1 Ghosh, Sujit Kumar 1 Gibson, Gavin J. 1 Giordano, Francesco 1 Giuliani, Diego 1 Gneiting, Tilmann 1 Goncharov, Fedor O. 1 Green, Peter J. 1 Griffin, Jim E. 1 Gugushvili, Shota 1 Harttgen, Kenneth 1 Havulinna, Aki S. 1 Hazra, Arnab 1 He, Youhua 1 He, Yulin 1 Helin, Tapio 1 Herring, Amy H. 1 Hoang, Viet Ha 1 Hu, Guanyu 1 Huang, Defa 1 Huang, Joshua Zhexue 1 Huser, Raphaël 1 Iglesias-Pérez, Maria Carmen 1 Iglesias, Marco A. 1 Irie, Kaoru 1 Jacob, Pierre E. 1 Johansen, Adam M. 1 Johndrow, James E. ...and 90 more Authors all top 5 Cited in 49 Serials 6 Bayesian Analysis 5 Journal of Statistical Planning and Inference 5 Statistical Science 5 Computational Statistics and Data Analysis 4 Communications in Statistics. Theory and Methods 4 SIAM/ASA Journal on Uncertainty Quantification 3 Scandinavian Journal of Statistics 3 Annals of the Institute of Statistical Mathematics 3 Journal of Computational and Graphical Statistics 3 Statistics and Computing 2 Inverse Problems 2 Journal of Econometrics 2 Statistics & Probability Letters 2 Journal of Nonparametric Statistics 2 Journal of Machine Learning Research (JMLR) 2 Electronic Journal of Statistics 2 The Annals of Applied Statistics 1 Advances in Applied Probability 1 Applicable Analysis 1 Mathematical Biosciences 1 The Annals of Statistics 1 Information Sciences 1 International Statistical Review 1 Journal of Computational and Applied Mathematics 1 Journal of Mathematical Psychology 1 Results in Mathematics 1 Journal of Time Series Analysis 1 Computational Statistics 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 Linear Algebra and its Applications 1 Stochastic Processes and their Applications 1 Test 1 SIAM Journal on Scientific Computing 1 Statistical Papers 1 Bernoulli 1 Journal of Shanghai University 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Statistical Inference for Stochastic Processes 1 Methodology and Computing in Applied Probability 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 International Journal of Wavelets, Multiresolution and Information Processing 1 REVSTAT 1 Inverse Problems and Imaging 1 Mathematical Geosciences 1 Statistics Surveys 1 ISRN Probability and Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 SMAI Journal of Computational Mathematics all top 5 Cited in 15 Fields 78 Statistics (62-XX) 23 Numerical analysis (65-XX) 19 Probability theory and stochastic processes (60-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Computer science (68-XX) 4 Biology and other natural sciences (92-XX) 2 History and biography (01-XX) 2 Integral equations (45-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Information and communication theory, circuits (94-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year