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Journal of the Royal Statistical Society Series B

1999 - 2016

Current editor(s): P. Fryzlewicz and I. Van Keilegom

From Royal Statistical Society
Contact information at EDIRC.

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Volume 78, issue 5, 2016

Causal inference by using invariant prediction: identification and confidence intervals pp. 947-1012 Downloads
Jonas Peters, Peter Bühlmann and Nicolai Meinshausen
Model checking for parametric single-index models: a dimension reduction model-adaptive approach pp. 1013-1035 Downloads
Xu Guo, Tao Wang and Lixing Zhu
Variable selection via additive conditional independence pp. 1037-1055 Downloads
Kuang-Yao Lee, Bing Li and Hongyu Zhao
Set estimation from reflected Brownian motion pp. 1057-1078 Downloads
Alejandro Cholaquidis, Ricardo Fraiman, Gábor Lugosi and Beatriz Pateiro-López
Tests for high dimensional generalized linear models pp. 1079-1102 Downloads
Bin Guo and Song Xi Chen
A general framework for updating belief distributions pp. 1103-1130 Downloads
P. G. Bissiri, C. C. Holmes and S. G. Walker

Volume 78, issue 4, 2016

Mixtures, envelopes and hierarchical duality pp. 701-727 Downloads
Nicholas G. Polson and James G. Scott
Generalized additive and index models with shape constraints pp. 729-754 Downloads
Yining Chen and Richard J. Samworth
Double one-sided cross-validation of local linear hazards pp. 755-779 Downloads
María Luz Gámiz, Enno Mammen, María Dolores Martínez Miranda and Jens Perch Nielsen
Making the cut: improved ranking and selection for large-scale inference pp. 781-804 Downloads
Nicholas C. Henderson and Michael A. Newton
Robust inference in sample selection models pp. 805-827 Downloads
Mikhail Zhelonkin, Marc G. Genton and Elvezio Ronchetti
Principal causal effect identification and surrogate end point evaluation by multiple trials pp. 829-848 Downloads
Zhichao Jiang, Peng Ding and Zhi Geng
Distance shrinkage and Euclidean embedding via regularized kernel estimation pp. 849-867 Downloads
Luwan Zhang, Grace Wahba and Ming Yuan
Estimation of a two-component mixture model with applications to multiple testing pp. 869-893 Downloads
Rohit Kumar Patra and Bodhisattva Sen
Inference for multiple change points in time series via likelihood ratio scan statistics pp. 895-916 Downloads
Chun Yip Yau and Zifeng Zhao
Extensible grids: uniform sampling on a space filling curve pp. 917-931 Downloads
Zhijian He and Art B. Owen
Bayesian regularization of the length of memory in reversible sequences pp. 933-946 Downloads
Sergio Bacallado, Vijay Pande, Stefano Favaro and Lorenzo Trippa

Volume 78, issue 3, 2016

Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings pp. 505-562 Downloads
Werner Ehm, Tilmann Gneiting, Alexander Jordan and Fabian Krüger
Drift estimation in sparse sequential dynamic imaging, with application to nanoscale fluorescence microscopy pp. 563-587 Downloads
Alexander Hartmann, Stephan Huckemann, Jörn Dannemann, Oskar Laitenberger, Claudia Geisler, Alexander Egner and Axel Munk
High dimensional ordinary least squares projection for screening variables pp. 589-611 Downloads
Xiangyu Wang and Chenlei Leng
Estimating multivariate volatility models equation by equation pp. 613-635 Downloads
Christian Francq and Jean-Michel Zakoian
Truncated linear models for functional data pp. 637-653 Downloads
Peter Hall and Giles Hooker
Randomization inference for treatment effect variation pp. 655-671 Downloads
Peng Ding, Avi Feller and Luke Miratrix
Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting pp. 673-700 Downloads
Kwun Chuen Gary Chan, Sheung Chi Phillip Yam and Zheng Zhang

Volume 78, issue 2, 2016

Empirical likelihood confidence intervals for complex sampling designs pp. 319-341 Downloads
Y. G. Berger and O. De La Riva Torres
Simulation of multivariate diffusion bridges pp. 343-369 Downloads
Mogens Bladt, Samuel Finch and Michael Sørensen
Detecting relevant changes in time series models pp. 371-394 Downloads
Holger Dette and Dominik Wied
On the coverage bound problem of empirical likelihood methods for time series pp. 395-421 Downloads
Xianyang Zhang and Xiaofeng Shao
Sequential selection procedures and false discovery rate control pp. 423-444 Downloads
Max Grazier G'Sell, Stefan Wager, Alexandra Chouldechova and Robert Tibshirani
Making a non-parametric density estimator more attractive, and more accurate, by data perturbation pp. 445-462 Downloads
Hassan Doosti and Peter Hall
Bootstrapping the portmanteau tests in weak auto-regressive moving average models pp. 463-485 Downloads
Ke Zhu
Joint estimation of multiple graphical models from high dimensional time series pp. 487-504 Downloads
Huitong Qiu, Fang Han, Han Liu and Brian Caffo

Volume 78, issue 1, 2016

Data envelope fitting with constrained polynomial splines pp. 3-30 Downloads
Abdelaati Daouia, Hohsuk Noh and Byeong U. Park
Statistics of heteroscedastic extremes pp. 31-51 Downloads
John H. J. Einmahl, Laurens Haan and Chen Zhou
Variable selection for support vector machines in moderately high dimensions pp. 53-76 Downloads
Xiang Zhang, Yichao Wu, Lan Wang and Runze Li
A tilting approach to ranking influence pp. 77-97 Downloads
Marc G. Genton and Peter Hall
Non-parametric inference for density modes pp. 99-126 Downloads
Christopher R. Genovese, Marco Perone-Pacifico, Isabella Verdinelli and Larry Wasserman
Semiparametric estimation in the secondary analysis of case–control studies pp. 127-151 Downloads
Yanyuan Ma and Raymond J. Carroll
Lasso regression: estimation and shrinkage via the limit of Gibbs sampling pp. 153-174 Downloads
Bala Rajaratnam, Steven Roberts, Doug Sparks and Onkar Dalal
Optimal designs for the prediction of individual parameters in hierarchical models pp. 175-191 Downloads
Maryna Prus and Rainer Schwabe
The lasso for high dimensional regression with a possible change point pp. 193-210 Downloads
Sokbae Lee, Myung Hwan Seo and Youngki Shin
Non-parametric estimation of finite mixtures from repeated measurements pp. 211-229 Downloads
Stéphane Bonhomme, Koen Jochmans and Jean-Marc Robin
Methodology for non-parametric deconvolution when the error distribution is unknown pp. 231-252 Downloads
Aurore Delaigle and Peter Hall
Hypothesis testing for automated community detection in networks pp. 253-273 Downloads
Peter J. Bickel and Purnamrita Sarkar
An M-estimator of spatial tail dependence pp. 275-298 Downloads
John H. J. Einmahl, Anna Kiriliouk, Andrea Krajina and Johan Segers
Using post-outcome measurement information in censoring-by-death problems pp. 299-318 Downloads
Fan Yang and Dylan S. Small

Volume 77, issue 5, 2015

A new non-parametric stationarity test of time series in the time domain pp. 893-922 Downloads
Lei Jin, Suojin Wang and Haiyan Wang
Group bound: confidence intervals for groups of variables in sparse high dimensional regression without assumptions on the design pp. 923-945 Downloads
Nicolai Meinshausen
A split-and-merge Bayesian variable selection approach for ultrahigh dimensional regression pp. 947-972 Downloads
Qifan Song and Faming Liang
Bayesian non-parametric models for spatially indexed data of mixed type pp. 973-999 Downloads
Georgios Papageorgiou, Sylvia Richardson and Nicky Best
Estimation of extreme quantiles for functions of dependent random variables pp. 1001-1024 Downloads
Jinguo Gong, Yadong Li, Liang Peng and Qiwei Yao

Volume 77, issue 4, 2015

Causal inference from 2-super-K factorial designs by using potential outcomes pp. 727-753 Downloads
Tirthankar Dasgupta, Natesh S. Pillai and Donald B. Rubin
Regression analysis of sparse asynchronous longitudinal data pp. 755-776 Downloads
Hongyuan Cao, Donglin Zeng and Jason P. Fine
Components and completion of partially observed functional data pp. 777-801 Downloads
David Kraus
A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees pp. 803-825 Downloads
Kshitij Khare, Sang-Yun Oh and Bala Rajaratnam
Sparsifying the Fisher linear discriminant by rotation pp. 827-851 Downloads
Ning Hao, Bin Dong and Jianqing Fan
Determinantal point process models and statistical inference pp. 853-877 Downloads
Frédéric Lavancier, Jesper Møller and Ege Rubak
Sequential sufficient dimension reduction for large p, small n problems pp. 879-892 Downloads
Xiangrong Yin and Haileab Hilafu

Volume 77, issue 3, 2015

Sequential quasi Monte Carlo pp. 509-579 Downloads
Mathieu Gerber and Nicolas Chopin
Causal mediation analysis in the multilevel intervention and multicomponent mediator case pp. 581-615 Downloads
Cheng Zheng and Xiao-Hua Zhou
Frequentist accuracy of Bayesian estimates pp. 617-646 Downloads
Bradley Efron
Local dependence in random graph models: characterization, properties and statistical inference pp. 647-676 Downloads
Michael Schweinberger and Mark S. Handcock
Quasi-likelihood for spatial point processes pp. 677-697 Downloads
Yongtao Guan, Abdollah Jalilian and Rasmus Waagepetersen
An h-likelihood method for spatial mixed linear models based on intrinsic auto-regressions pp. 699-726 Downloads
Somak Dutta and Debashis Mondal

Volume 77, issue 2, 2015

Dynamic functional principal components pp. 319-348 Downloads
Siegfried Hörmann, Łukasz Kidziński and Marc Hallin
Inference for non-stationary time series regression with or without inequality constraints pp. 349-371 Downloads
Zhou Zhou
Doubly robust estimation of the local average treatment effect curve pp. 373-396 Downloads
Elizabeth L. Ogburn, Andrea Rotnitzky and James M. Robins
Semiparametric transformation models for causal inference in time-to-event studies with all-or-nothing compliance pp. 397-415 Downloads
Wen Yu, Kani Chen, Michael E. Sobel and Zhiliang Ying
Estimation of the marginal expected shortfall: the mean when a related variable is extreme pp. 417-442 Downloads
Juan-Juan Cai, John H. J. Einmahl, Laurens Haan and Chen Zhou
Sparse additive regression on a regular lattice pp. 443-459 Downloads
Felix Abramovich and Tal Lahav
Asymptotic permutation tests in general factorial designs pp. 461-473 Downloads
Markus Pauly, Edgar Brunner and Frank Konietschke
Multiple-change-point detection for high dimensional time series via sparsified binary segmentation pp. 475-507 Downloads
Haeran Cho and Piotr Fryzlewicz

Volume 77, issue 1, 2015

Stochastic partial differential equation based modelling of large space–time data sets pp. 3-33 Downloads
Fabio Sigrist, Hans R. Künsch and Werner A. Stahel
Marginally specified priors for non-parametric Bayesian estimation pp. 35-58 Downloads
David C. Kessler, Peter D. Hoff and David B. Dunson
False discovery control in large-scale spatial multiple testing pp. 59-83 Downloads
Wenguang Sun, Brian J. Reich, T. Tony Cai, Michele Guindani and Armin Schwartzman
Excursion and contour uncertainty regions for latent Gaussian models pp. 85-106 Downloads
David Bolin and Finn Lindgren
Quantile regression adjusting for dependent censoring from semicompeting risks pp. 107-130 Downloads
Ruosha Li and Limin Peng
Joint modelling of repeated measurements and time-to-event outcomes: flexible model specification and exact likelihood inference pp. 131-148 Downloads
Jessica Barrett, Peter Diggle, Robin Henderson and David Taylor-Robinson
Confidence bands in non-parametric errors-in-variables regression pp. 149-169 Downloads
Aurore Delaigle, Peter Hall and Farshid Jamshidi
Variance function partially linear single-index models pp. 171-194 Downloads
Heng Lian, Hua Liang and Raymond J. Carroll
Conditional inferential models: combining information for prior-free probabilistic inference pp. 195-217 Downloads
Ryan Martin and Chuanhai Liu
A joint modelling approach for longitudinal studies pp. 219-238 Downloads
Weiping Zhang, Chenlei Leng and Cheng Yong Tang
Estimation of Hüsler–Reiss distributions and Brown–Resnick processes pp. 239-265 Downloads
Sebastian Engelke, Alexander Malinowski, Zakhar Kabluchko and Martin Schlather
Bootstrapping locally stationary processes pp. 267-290 Downloads
Jens-Peter Kreiss and Efstathios Paparoditis
Jointly interventional and observational data: estimation of interventional Markov equivalence classes of directed acyclic graphs pp. 291-318 Downloads
Alain Hauser and Peter Bühlmann
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