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Journal of the Royal Statistical Society Series B
1999 - 2013
Edited by C. Robert and A. T. A. Wood
from Royal Statistical Society EDIRC .
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Volume 75, issue 2 , 2013
A return to an old paper: ‘Tests of separate families of hypotheses’ pp. 207-215 D. R. Cox Independent screening for single-index hazard rate models with ultrahigh dimensional features pp. 217-246 Anders Gorst-Rasmussen and Thomas Scheike Residuals and goodness-of-fit tests for stationary marked Gibbs point processes pp. 247-276 Jean-François Coeurjolly and Frédéric Lavancier Non-parametric survival analysis of infectious disease data pp. 277-304 Eben Kenah Doubly robust and efficient estimators for heteroscedastic partially linear single-index models allowing high dimensional covariates pp. 305-322 Yanyuan Ma and Liping Zhu Inference for linear models with dependent errors pp. 323-343 Zhou Zhou and Xiaofeng Shao Optimal predictions of powers of conditionally heteroscedastic processes pp. 345-367 Christian Francq and Jean-Michel Zakoian Adjusting treatment effect estimates by post-stratification in randomized experiments pp. 369-396 Luke W. Miratrix , Jasjeet S. Sekhon and Bin Yu Volume 75, issue 1 , 2013
Report of the Editors—2012 pp. 1-2 G. O. Roberts and I. Van Keilegom Group sequential tests for delayed responses (with discussion) pp. 3-54 Lisa V. Hampson and Christopher Jennison Variable selection with error control: another look at stability selection pp. 55-80 Rajen D. Shah and Richard J. Samworth Mann–Whitney test with adjustments to pretreatment variables for missing values and observational study pp. 81-102 Song Xi Chen , Jing Qin and Cheng Yong Tang Estimation of the mean of functional time series and a two-sample problem pp. 103-122 Lajos Horváth , Piotr Kokoszka and Ron Reeder New local estimation procedure for a non-parametric regression function for longitudinal data pp. 123-138 Weixin Yao and Runze Li Dimension reduction and alleviation of confounding for spatial generalized linear mixed models pp. 139-159 John Hughes and Murali Haran Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration pp. 161-184 Xiaofeng Shao and Dimitris N. Politis Robust estimation for homoscedastic regression in the secondary analysis of case–control data pp. 185-206 Jiawei Wei , Raymond J. Carroll , Ursula U. Müller , Ingrid Van Keilegom and Nilanjan Chatterjee Volume 74, issue 5 , 2012
Robust detection and identification of sparse segments in ultrahigh dimensional data analysis pp. 773-797 T. Tony Cai , X. Jessie Jeng and Hongzhe Li Joint composite estimating functions in spatiotemporal models pp. 799-824 Yun Bai , Peter X.-K. Song and T. E. Raghunathan Ordinal dominance curve based inference for stochastically ordered distributions pp. 825-847 Ori Davidov and Amir Herman Correlation pursuit: forward stepwise variable selection for index models pp. 849-870 Wenxuan Zhong , Tingting Zhang , Yu Zhu and Jun S. Liu Empirical Bayes false coverage rate controlling confidence intervals pp. 871-891 Zhigen Zhao and J. T. Gene Hwang Volume 74, issue 4 , 2012
Probabilistic index models pp. 623-671 Olivier Thas , Jan De Neve , Lieven Clement and Jean-Pierre Ottoy The relative frailty variance and shared frailty models pp. 673-696 C. Paddy Farrington , Steffen Unkel and Karim Anaya-Izquierdo Local polynomial regression for symmetric positive definite matrices pp. 697-719 Ying Yuan , Hongtu Zhu , Weili Lin and J. S. Marron Inference with transposable data: modelling the effects of row and column correlations pp. 721-743 Genevera I. Allen and Robert Tibshirani A road to classification in high dimensional space: the regularized optimal affine discriminant pp. 745-771 Jianqing Fan , Yang Feng and Xin Tong Volume 74, issue 3 , 2012
Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the AIC–BIC dilemma pp. 361-417 Tim van Erven , Peter Grünwald and Steven de Rooij Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation pp. 419-474 Paul Fearnhead and Dennis Prangle Learning out of leaders pp. 475-513 Mathilde Mougeot , Dominique Picard and Karine Tribouley Adjusted Bayesian inference for selected parameters pp. 515-541 Daniel Yekutieli Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling pp. 543-567 J. L. Wadsworth and J. A. Tawn The phylogenetic Kantorovich–Rubinstein metric for environmental sequence samples pp. 569-592 Steven N. Evans and Frederick A. Matsen High dimensional variable selection via tilting pp. 593-622 Haeran Cho and Piotr Fryzlewicz Volume 74, issue 2 , 2012
Cumulative incidence association models for bivariate competing risks data pp. 183-202 Yu Cheng and Jason P. Fine Reduced rank stochastic regression with a sparse singular value decomposition pp. 203-221 Kun Chen , Kung‐Sik Chan and Nils Chr. Stenseth Semiparametric tests for sufficient cause interaction pp. 223-244 Stijn Vansteelandt , Tyler J. VanderWeele and James M. Robins Strong rules for discarding predictors in lasso‐type problems pp. 245-266 Robert Tibshirani , Jacob Bien , Jerome Friedman , Trevor Hastie , Noah Simon , Jonathan Taylor and Ryan J. Tibshirani Achieving near perfect classification for functional data pp. 267-286 Aurore Delaigle and Peter Hall Local shrinkage rules, Lévy processes and regularized regression pp. 287-311 Nicholas G. Polson and James G. Scott The dynamic ‘expectation–conditional maximization either’ algorithm pp. 313-336 Yunxiao He and Chuanhai Liu Fast subset scan for spatial pattern detection pp. 337-360 Daniel B. Neill Volume 74, issue 1 , 2012
Report of the Editors—2011 pp. 1-2 G. Casella and G. Roberts New consistent and asymptotically normal parameter estimates for random‐graph mixture models pp. 3-35 Christophe Ambroise and Catherine Matias Variance estimation using refitted cross‐validation in ultrahigh dimensional regression pp. 37-65 Jianqing Fan , Shaojun Guo and Ning Hao Conditional quantile analysis when covariates are functions, with application to growth data pp. 67-89 Kehui Chen and Hans‐Georg Müller Hybrid confidence regions based on data depth pp. 91-109 Stephen M. S. Lee A full scale approximation of covariance functions for large spatial data sets pp. 111-132 Huiyan Sang and Jianhua Z. Huang Control variates for estimation based on reversible Markov chain Monte Carlo samplers pp. 133-161 Petros Dellaportas and Ioannis Kontoyiannis Adaptive and dynamic adaptive procedures for false discovery rate control and estimation pp. 163-182 Kun Liang and Dan Nettleton
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