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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 Contact information at EDIRC . Series data maintained by Wiley-Blackwell Digital Licensing ().
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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