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Journal of the Royal Statistical Society Series B
1999 - 2012
Edited by C. Robert and A. T. A. Wood
from Royal Statistical Society EDIRC .
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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 Volume 73, issue 4 , 2011
An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach pp. 423-498 Finn Lindgren , Håvard Rue and Johan Lindström Thick pen transformation for time series pp. 499-529 P. Fryzlewicz and H.‐S. Oh Adaptive inference for the mean of a Gaussian process in functional data pp. 531-538 Florentina Bunea , Andrada E. Ivanescu and Marten H. Wegkamp Multiscale adaptive regression models for neuroimaging data pp. 559-578 Yimei Li , Hongtu Zhu , Dinggang Shen , Weili Lin , John H. Gilmore and Joseph G. Ibrahim Bayesian smoothing of photon‐limited images with applications in astronomy pp. 579-599 John Thomas White and Subhashis Ghosal Data‐driven density estimation in the presence of additive noise with unknown distribution pp. 601-627 F. Comte and C. Lacour Volume 73, issue 3 , 2011
Regression shrinkage and selection via the lasso: a retrospective pp. 273-282 Robert Tibshirani Robustness and accuracy of methods for high dimensional data analysis based on Student's t‐statistic pp. 283-301 Aurore Delaigle , Peter Hall and Jiashun Jin Functional singular component analysis pp. 303-324 Wenjing Yang , Hans‐Georg Müller and Ulrich Stadtmüller Penalized composite quasi‐likelihood for ultrahigh dimensional variable selection pp. 325-349 Jelena Bradic , Jianqing Fan and Weiwei Wang Regression for compositional data by using distributions defined on the hypersphere pp. 351-375 J. L. Scealy and A. H. Welsh Non‐parametric Bayesian inference on bivariate extremes pp. 377-406 Simon Guillotte , François Perron and Johan Segers Self‐consistent method for density estimation pp. 407-422 Alberto Bernacchia and Simone Pigolotti Volume 73, issue 2 , 2011
Riemann manifold Langevin and Hamiltonian Monte Carlo methods pp. 123-214 Mark Girolami and Ben Calderhead Robustness of design in dose–response studies pp. 215-238 Pengfei Li and Douglas P. Wiens A geometric characterization of optimal designs for regression models with correlated observations pp. 239-252 Tim Holland‐Letz , Holger Dette and Andrey Pepelyshev Efficient probabilistic forecasts for counts pp. 253-272 Brendan McCabe , Gael Margaret Martin and David Harris Volume 73, issue 1 , 2011
Report of the Editors—2010 pp. 1-2 G. Casella and G. Roberts Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models pp. 3-36 Simon N. Wood Bayesian non‐parametric hidden Markov models with applications in genomics pp. 37-57 C. Yau , Omiros Papaspiliopoulos , G. O. Roberts and C. Holmes Inference on the primary parameter of interest with the aid of dimension reduction estimation pp. 59-80 Lexin Li , Liping Zhu and Lixing Zhu Local and omnibus goodness‐of‐fit tests in classical measurement error models pp. 81-98 Yanyuan Ma , Jeffrey D. Hart , Ryan Janicki and Raymond J. Carroll Modelling non‐homogeneous Poisson processes with almost periodic intensity functions pp. 99-122 Nan Shao and Lii, Keh‐Shin Volume 72, issue 5 , 2010
Maximum likelihood estimation of a multi-dimensional log-concave density pp. 545-607 Madeleine Cule , Richard Samworth and Michael Stewart Non-parametric tests for right-censored data with biased sampling pp. 609-630 Jing Ning , Jing Qin and Yu Shen Default priors for Bayesian and frequentist inference pp. 631-654 D. A. S. Fraser , N. Reid , E. Marras and G. Y. Yi A Markov process for circular data pp. 655-672 Shogo Kato A multiresolution approach to time warping achieved by a Bayesian prior-posterior transfer fitting strategy pp. 673-694 Gerda Claeskens , Bernard W. Silverman and Leen Slaets Corrigendum: A self-normalized approach to confidence interval construction in time series pp. 695-696 Xiaofeng Shao Volume 72, issue 4 , 2010
Preface: 'Retrospective read paper' pp. 403-403 David Firth Discovering the false discovery rate pp. 405-416 Yoav Benjamini Stability selection pp. 417-473 Nicolai Meinshausen and Peter Bühlmann Explicit estimating equations for semiparametric generalized linear latent variable models pp. 475-495 Yanyuan Ma and Marc G. Genton Random-weight particle filtering of continuous time processes pp. 497-512 Paul Fearnhead , Omiros Papaspiliopoulos , Gareth O. Roberts and Andrew Stuart Simultaneous inference of linear models with time varying coefficients pp. 513-531 Zhou Zhou and Wei Biao Wu Bayesian pseudo-empirical-likelihood intervals for complex surveys pp. 533-544 J. N. K. Rao and Changbao Wu Volume 72, issue 3 , 2010
Particle Markov chain Monte Carlo methods pp. 269-342 Christophe Andrieu , Arnaud Doucet and Roman Holenstein A self-normalized approach to confidence interval construction in time series pp. 343-366 Xiaofeng Shao Sufficient dimension reduction for spatial point processes directed by Gaussian random fields pp. 367-387 Yongtao Guan and Hansheng Wang On selection of spatial linear models for lattice data pp. 389-402 Jun Zhu , Hsin-Cheng Huang and Perla E. Reyes Volume 72, issue 2 , 2010
On the use of non-local prior densities in Bayesian hypothesis tests pp. 143-170 Valen E. Johnson and David Rossell Local additive estimation pp. 171-191 Juhyun Park and Burkhardt Seifert Likelihood for statistically equivalent models pp. 193-217 John Copas and Shinto Eguchi Simultaneous estimation and reduction of nonconformity in interlaboratory studies pp. 219-234 William E. Strawderman and Andrew L. Rukhin Semiparametric marginal regression analysis for dependent competing risks under an assumed copula pp. 235-251 Yi-Hau Chen Minimally informative prior distributions for non-parametric Bayesian analysis pp. 253-268 Christopher A. Bush , Juhee Lee and Steven N. MacEachern Volume 72, issue 1 , 2010
Report of the Editors-2009 pp. 1-2 G. Casella and C. P. Robert Sparse partial least squares regression for simultaneous dimension reduction and variable selection pp. 3-25 Hyonho Chun and Sündüz Keleş Combining information from multiple surveys by using regression for efficient small domain estimation pp. 27-48 Takis Merkouris Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression pp. 49-69 Bo Kai , Runze Li and Hui Zou Combining probability forecasts pp. 71-91 Roopesh Ranjan and Tilmann Gneiting Ordering and selecting components in multivariate or functional data linear prediction pp. 93-110 Peter Hall and You-Jun Yang Signed directed acyclic graphs for causal inference pp. 111-127 Tyler J. VanderWeele and James M. Robins Criteria for surrogate end points based on causal distributions pp. 129-142 Chuan Ju and Zhi Geng
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