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

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Volume 74, issue 2, 2012

Cumulative incidence association models for bivariate competing risks data pp. 183-202 Downloads
Yu Cheng and Jason P. Fine
Reduced rank stochastic regression with a sparse singular value decomposition pp. 203-221 Downloads
Kun Chen, Kung‐Sik Chan and Nils Chr. Stenseth
Semiparametric tests for sufficient cause interaction pp. 223-244 Downloads
Stijn Vansteelandt, Tyler J. VanderWeele and James M. Robins
Strong rules for discarding predictors in lasso‐type problems pp. 245-266 Downloads
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 Downloads
Aurore Delaigle and Peter Hall
Local shrinkage rules, Lévy processes and regularized regression pp. 287-311 Downloads
Nicholas G. Polson and James G. Scott
The dynamic ‘expectation–conditional maximization either’ algorithm pp. 313-336 Downloads
Yunxiao He and Chuanhai Liu
Fast subset scan for spatial pattern detection pp. 337-360 Downloads
Daniel B. Neill

Volume 74, issue 1, 2012

Report of the Editors—2011 pp. 1-2 Downloads
G. Casella and G. Roberts
New consistent and asymptotically normal parameter estimates for random‐graph mixture models pp. 3-35 Downloads
Christophe Ambroise and Catherine Matias
Variance estimation using refitted cross‐validation in ultrahigh dimensional regression pp. 37-65 Downloads
Jianqing Fan, Shaojun Guo and Ning Hao
Conditional quantile analysis when covariates are functions, with application to growth data pp. 67-89 Downloads
Kehui Chen and Hans‐Georg Müller
Hybrid confidence regions based on data depth pp. 91-109 Downloads
Stephen M. S. Lee
A full scale approximation of covariance functions for large spatial data sets pp. 111-132 Downloads
Huiyan Sang and Jianhua Z. Huang
Control variates for estimation based on reversible Markov chain Monte Carlo samplers pp. 133-161 Downloads
Petros Dellaportas and Ioannis Kontoyiannis
Adaptive and dynamic adaptive procedures for false discovery rate control and estimation pp. 163-182 Downloads
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 Downloads
G. Casella and G. Roberts
Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models pp. 3-36 Downloads
Simon N. Wood
Bayesian non‐parametric hidden Markov models with applications in genomics pp. 37-57 Downloads
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 Downloads
Lexin Li, Liping Zhu and Lixing Zhu
Local and omnibus goodness‐of‐fit tests in classical measurement error models pp. 81-98 Downloads
Yanyuan Ma, Jeffrey D. Hart, Ryan Janicki and Raymond J. Carroll
Modelling non‐homogeneous Poisson processes with almost periodic intensity functions pp. 99-122 Downloads
Nan Shao and Lii, Keh‐Shin

Volume 72, issue 5, 2010

Maximum likelihood estimation of a multi-dimensional log-concave density pp. 545-607 Downloads
Madeleine Cule, Richard Samworth and Michael Stewart
Non-parametric tests for right-censored data with biased sampling pp. 609-630 Downloads
Jing Ning, Jing Qin and Yu Shen
Default priors for Bayesian and frequentist inference pp. 631-654 Downloads
D. A. S. Fraser, N. Reid, E. Marras and G. Y. Yi
A Markov process for circular data pp. 655-672 Downloads
Shogo Kato
A multiresolution approach to time warping achieved by a Bayesian prior-posterior transfer fitting strategy pp. 673-694 Downloads
Gerda Claeskens, Bernard W. Silverman and Leen Slaets
Corrigendum: A self-normalized approach to confidence interval construction in time series pp. 695-696 Downloads
Xiaofeng Shao

Volume 72, issue 4, 2010

Preface: 'Retrospective read paper' pp. 403-403 Downloads
David Firth
Discovering the false discovery rate pp. 405-416 Downloads
Yoav Benjamini
Stability selection pp. 417-473 Downloads
Nicolai Meinshausen and Peter Bühlmann
Explicit estimating equations for semiparametric generalized linear latent variable models pp. 475-495 Downloads
Yanyuan Ma and Marc G. Genton
Random-weight particle filtering of continuous time processes pp. 497-512 Downloads
Paul Fearnhead, Omiros Papaspiliopoulos, Gareth O. Roberts and Andrew Stuart
Simultaneous inference of linear models with time varying coefficients pp. 513-531 Downloads
Zhou Zhou and Wei Biao Wu
Bayesian pseudo-empirical-likelihood intervals for complex surveys pp. 533-544 Downloads
J. N. K. Rao and Changbao Wu

Volume 72, issue 3, 2010

Particle Markov chain Monte Carlo methods pp. 269-342 Downloads
Christophe Andrieu, Arnaud Doucet and Roman Holenstein
A self-normalized approach to confidence interval construction in time series pp. 343-366 Downloads
Xiaofeng Shao
Sufficient dimension reduction for spatial point processes directed by Gaussian random fields pp. 367-387 Downloads
Yongtao Guan and Hansheng Wang
On selection of spatial linear models for lattice data pp. 389-402 Downloads
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 Downloads
Valen E. Johnson and David Rossell
Local additive estimation pp. 171-191 Downloads
Juhyun Park and Burkhardt Seifert
Likelihood for statistically equivalent models pp. 193-217 Downloads
John Copas and Shinto Eguchi
Simultaneous estimation and reduction of nonconformity in interlaboratory studies pp. 219-234 Downloads
William E. Strawderman and Andrew L. Rukhin
Semiparametric marginal regression analysis for dependent competing risks under an assumed copula pp. 235-251 Downloads
Yi-Hau Chen
Minimally informative prior distributions for non-parametric Bayesian analysis pp. 253-268 Downloads
Christopher A. Bush, Juhee Lee and Steven N. MacEachern

Volume 72, issue 1, 2010

Report of the Editors-2009 pp. 1-2 Downloads
G. Casella and C. P. Robert
Sparse partial least squares regression for simultaneous dimension reduction and variable selection pp. 3-25 Downloads
Hyonho Chun and Sündüz Keleş
Combining information from multiple surveys by using regression for efficient small domain estimation pp. 27-48 Downloads
Takis Merkouris
Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression pp. 49-69 Downloads
Bo Kai, Runze Li and Hui Zou
Combining probability forecasts pp. 71-91 Downloads
Roopesh Ranjan and Tilmann Gneiting
Ordering and selecting components in multivariate or functional data linear prediction pp. 93-110 Downloads
Peter Hall and You-Jun Yang
Signed directed acyclic graphs for causal inference pp. 111-127 Downloads
Tyler J. VanderWeele and James M. Robins
Criteria for surrogate end points based on causal distributions pp. 129-142 Downloads
Chuan Ju and Zhi Geng
Page updated 2012-05-22