Journal Of The Royal Statistical Society Series B

1999 - 2009

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

from Royal Statistical Society
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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