Journal Of The Royal Statistical Society Series B

1999 - 2009

Edited by C. Robert and A. T. A. Wood

from Royal Statistical Society
Series data maintained by Christopher F. Baum ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 71, issue 5, 2009

A Bayesian discovery procedure pp. 905-925

Michele Guindani, Peter Müller and Song Zhang

Detecting changes in the mean of functional observations pp. 927-946

István Berkes, Robertas Gabrys, Lajos Horvath and Piotr Kokoszka

Causal inference in outcome-dependent two-phase sampling designs pp. 947-969

Weiwei Wang, Daniel Scharfstein, Zhiqiang Tan and Ellen J. MacKenzie

A hierarchical eigenmodel for pooled covariance estimation pp. 971-992

Peter D. Hoff

Bayesian non-parametric inference for species variety with a two-parameter Poisson-Dirichlet process prior pp. 993-1008

Stefano Favaro, Antonio Lijoi, Ramsés H. Mena and Igor Prünster

Sparse additive models pp. 1009-1030

Pradeep Ravikumar, John Lafferty, Han Liu and Larry Wasserman

Controlling the familywise error rate with plug-in estimator for the proportion of true null hypotheses pp. 1031-1048

Helmut Finner and Veronika Gontscharuk

Volume 71, issue 4, 2009

Hybrid Dirichlet mixture models for functional data pp. 755-782

Sonia Petrone, Michele Guindani and Alan E. Gelfand

Tilting methods for assessing the influence of components in a classifier pp. 783-803

Peter Hall, D. M. Titterington and Jing-Hao Xue

Robust discrimination designs pp. 805-829

Douglas P. Wiens

Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities pp. 831-857

Holger Dette and Efstathios Paparoditis

Adaptively varying-coefficient spatiotemporal models pp. 859-880

Zudi Lu, Dag Johan Steinskog, Dag Tjøstheim and Qiwei Yao

Semiparametric estimation and inference for distributional and general treatment effects pp. 881-904

Jing Cheng, Jing Qin and Biao Zhang

Volume 71, issue 3, 2009

Invariant co-ordinate selection pp. 549-592

David E. Tyler, Frank Critchley, Lutz Dümbgen and Hannu Oja

On-line expectation-maximization algorithm for latent data models pp. 593-613

Olivier Cappé and Eric Moulines

Covariance-regularized regression and classification for high dimensional problems pp. 615-636

Daniela M. Witten and Robert Tibshirani

Fully exponential Laplace approximations for the joint modelling of survival and longitudinal data pp. 637-654

Dimitris Rizopoulos, Geert Verbeke and Emmanuel Lesaffre

Splines for financial volatility pp. 655-670

Francesco Audrino and Peter Bühlmann

Shrinkage tuning parameter selection with a diverging number of parameters pp. 671-683

Hansheng Wang, Bo Li and Chenlei Leng

Two-step estimation for inhomogeneous spatial point processes pp. 685-702

Rasmus Waagepetersen and Yongtao Guan

Deconvolution methods for non-parametric inference in two-level mixed models pp. 703-718

Peter Hall and Tapabrata Maiti

A general dynamical statistical model with causal interpretation pp. 719-736

Daniel Commenges and Anne Gégout-Petit

Copula structure analysis pp. 737-753

Claudia Klüppelberg and Gabriel Kuhn

Volume 71, issue 2, 2009

Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations pp. 319-392

Håvard Rue, Sara Martino and Nicolas Chopin

Large-scale multiple testing under dependence pp. 393-424

Wenguang Sun and T. Tony Cai

Variance estimation in the analysis of microarray data pp. 425-445

Yuedong Wang, Yanyuan Ma and Raymond J. Carroll

Finding an unknown number of multivariate outliers pp. 447-466

Marco Riani, Anthony C. Atkinson and Andrea Cerioli

Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR("p") models pp. 467-485

Feike C. Drost, Ramon van den Akker and Bas J. M. Werker

Some asymptotic results on generalized penalized spline smoothing pp. 487-503

Göran Kauermann, Tatyana Krivobokova and Ludwig Fahrmeir

Smoothing parameter selection for a class of semiparametric linear models pp. 505-523

Philip T. Reiss and R. Todd Ogden

On distribution-weighted partial least squares with diverging number of highly correlated predictors pp. 525-548

Li-Ping Zhu and Li-Xing Zhu

Volume 71, issue 1, 2009

Report of the Editors-2008 pp. 1-2

G. Casella and C.P. Robert

Pseudomartingale estimating equations for modulated renewal process models pp. 3-23

Fengchang Lin and Jason P. Fine

Testing for lack of fit in inverse regression-with applications to biophotonic imaging pp. 25-48

Nicolai Bissantz, Gerda Claeskens, Hajo Holzmann and Axel Munk

Parameter estimation for partially observed hypoelliptic diffusions pp. 49-73

Yvo Pokern, Andrew M. Stuart and Petter Wiberg

Testing in semiparametric models with interaction, with applications to gene-environment interactions pp. 75-96

Arnab Maity, Raymond J. Carroll, Enno Mammen and Nilanjan Chatterjee

Multiscale methods for data on graphs and irregular multidimensional situations pp. 97-125

Maarten Jansen, Guy P. Nason and B. W. Silverman

DASSO: connections between the Dantzig selector and lasso pp. 127-142

Gareth M. James, Peter Radchenko and Jinchi Lv

Bayesian model selection using test statistics pp. 143-158

Jianhua Hu and Valen E. Johnson

A Bayesian approach to non-parametric monotone function estimation pp. 159-175

Thomas S. Shively, Thomas W. Sager and Stephen G. Walker

Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach pp. 177-190

Lan Wang and Annie Qu

Fourier analysis of irregularly spaced data on "R"-super-"d" pp. 191-217

Yasumasa Matsuda and Yoshihiro Yajima

A new class of models for bivariate joint tails pp. 219-241

Alexandra Ramos and Anthony Ledford

Non-parametric tests for distributional treatment effect for randomly censored responses pp. 243-264

Myoung-jae Lee

Empirical Bayes confidence intervals shrinking both means and variances pp. 265-285

J. T. Gene Hwang, Jing Qiu and Zhigen Zhao

Shrinkage inverse regression estimation for model-free variable selection pp. 287-299

Howard D. Bondell and Lexin Li

Robust linear clustering pp. 301-318

L. A. García-Escudero, A. Gordaliza, R. San Martín, S. Van Aelst and R. Zamar

Volume 70, issue 5, 2008

Sure independence screening for ultrahigh dimensional feature space pp. 849-911

Jianqing Fan and Jinchi Lv

Semiparametric inference in generalized mixed effects models pp. 913-930

María José Lombardía and Stefan Sperlich

Soap film smoothing pp. 931-955

Simon N. Wood, Mark V. Bravington and Sharon L. Hedley

Separation measures and the geometry of Bayes factor selection for classification pp. 957-980

Jim Q. Smith, Paul E. Anderson and Silvia Liverani

Generalization of Jeffreys divergence-based priors for Bayesian hypothesis testing pp. 981-1003

M. J. Bayarri and G. García-Donato

Graphical Gaussian models with edge and vertex symmetries pp. 1005-1027

Søren Højsgaard and Steffen L. Lauritzen

Non-parametric heteroscedastic transformation regression models for skewed data with an application to health care costs pp. 1029-1047

Xiao-Hua Zhou, Huazhen Lin and Eric Johnson

Estimation of controlled direct effects pp. 1049-1066

Sylvie Goetgeluk, Stijn Vansteelandt and Els Goetghebeur

Clarification: Regression model selection-a residual likelihood approach pp. 1067-1067

Chenlei Leng, Peide Shi and Chih-Ling Tsai

Volume 70, issue 4, 2008

Sampling bias and logistic models pp. 643-677

Peter McCullagh

Modelling multivariate volatilities via conditionally uncorrelated components pp. 679-702

Jianqing Fan, Mingjin Wang and Qiwei Yao

Modelling sparse generalized longitudinal observations with latent Gaussian processes pp. 703-723

Peter Hall, Hans-Georg Müller and Fang Yao

Non-parametric inference for clustered binary and count data when only summary information is available pp. 725-738

Peter Hall and Tapabrata Maiti

Isotropic spectral additive models of the covariogram pp. 739-753

Miro R. Powojowski

Particle filters for partially observed diffusions pp. 755-777

Paul Fearnhead, Omiros Papaspiliopoulos and Gareth O. Roberts

Robust estimation in the normal mixture model based on robust clustering pp. 779-802

J. A. Cuesta-Albertos, C. Matrán and A. Mayo-Iscar

Improving semiparametric estimation by using surrogate data pp. 803-823

Song Xi Chen, Denis H. Y. Leung and Jing Qin

Gaussian predictive process models for large spatial data sets pp. 825-848

Sudipto Banerjee, Alan E. Gelfand, Andrew O. Finley and Huiyan Sang

Volume 70, issue 3, 2008

Proportion of non-zero normal means: universal oracle equivalences and uniformly consistent estimators pp. 461-493

Jiashun Jin

Fast stable direct fitting and smoothness selection for generalized additive models pp. 495-518

Simon N. Wood

A semiparametric approach to canonical analysis pp. 519-543

Yingcun Xia

Dated ancestral trees from binary trait data and their application to the diversification of languages pp. 545-566

Geoff K. Nicholls and Russell D. Gray

A wavelet- or lifting-scheme-based imputation method pp. 567-587

T. J. Heaton and B. W. Silverman

Marginal likelihood estimation via power posteriors pp. 589-607

N. Friel and A. N. Pettitt

Non-crossing non-parametric estimates of quantile curves pp. 609-627

Holger Dette and Stanislav Volgushev

On casting random-effects models in a survival framework pp. 629-642

Ramani S. Pilla, Yongdai Kim and Hakbae Lee

Volume 70, issue 2, 2008

Binary models for marginal independence pp. 287-309

Mathias Drton and Thomas S. Richardson

Generalized linear models incorporating population level information: an empirical-likelihood-based approach pp. 311-328

Sanjay Chaudhuri, Mark S. Handcock and Michael S. Rendall

Empirical-likelihood-based difference-in-differences estimators pp. 329-349

Jing Qin and Biao Zhang

Variable selection in semiparametric linear regression with censored data pp. 351-370

Brent A. Johnson

Every missingness not at random model has a missingness at random counterpart with equal fit pp. 371-388

Geert Molenberghs, Caroline Beunckens, Cristina Sotto and Michael G. Kenward

Semiparametrically efficient inference based on signs and ranks for median-restricted models pp. 389-412

Marc Hallin, Catherine Vermandele and Bas J. M. Werker

Practical filtering with sequential parameter learning pp. 413-428

Nicholas G. Polson, Jonathan R. Stroud and Peter Müller

"&agr;"-investing: a procedure for sequential control of expected false discoveries pp. 429-444

Dean P. Foster and Robert A. Stine

A new method for analysing discrete life history data with missing covariate values pp. 445-460

E. A. Catchpole, B. J. T. Morgan and G. Tavecchia

Volume 70, issue 1, 2008

Report of the Editors-2007 pp. 1-2

C. P. Robert and A. T. A. Wood

Regression analysis based on semicompeting risks data pp. 3-20

Jin-Jian Hsieh, Weijing Wang and A. Adam Ding

The analysis of randomized response sum score variables pp. 21-30

Maarten J. L. F. Cruyff, Ardo van den Hout and Peter G. M. van der Heijden

Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses pp. 31-52

M. Ivette Gomes, Laurens de Haan and Lígia Henriques Rodrigues

The group lasso for logistic regression pp. 53-71

Lukas Meier, Sara van de Geer and Peter Bühlmann

The combination of ecological and case-control data pp. 73-93

Sebastien J.-P. A. Haneuse and Jonathan C. Wakefield

Model selection in high dimensions: a quadratic-risk-based approach pp. 95-118

Surajit Ray and Bruce G. Lindsay

Clustering using objective functions and stochastic search pp. 119-139

James G. Booth, George Casella and James P. Hobert

Partially linear hazard regression with varying coefficients for multivariate survival data pp. 141-158

Jianwen Cai, Jianqing Fan, Jiancheng Jiang and Haibo Zhou

Theoretical measures of relative performance of classifiers for high dimensional data with small sample sizes pp. 159-173

Peter Hall, Yvonne Pittelkow and Malay Ghosh

Variance estimation for statistics computed from inhomogeneous spatial point processes pp. 175-190

Yongtao Guan

A two-stage procedure for comparing hazard rate functions pp. 191-208

Peihua Qiu and Jun Sheng

Fixed rank kriging for very large spatial data sets pp. 209-226

Noel Cressie and Gardar Johannesson

A new reconstruction of multivariate normal orthant probabilities pp. 227-243

Peter Craig

Graphical models for marked point processes based on local independence pp. 245-264

Vanessa Didelez

Non-parametric small area estimation using penalized spline regression pp. 265-286

J. D. Opsomer, G. Claeskens, M. G. Ranalli, G. Kauermann and F. J. Breidt