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Biometrika
2002 - 2012
Edited by A C Davison
from Oxford University Press for Biometrika Trust
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Volume 99, issue 1 , 2012
Studies in the history of probability and statistics, L: Karl Pearson and the Rule of Three pp. 1-14 Stephen M. Stigler Factor profiled sure independence screening pp. 15-28 H. Wang A direct approach to sparse discriminant analysis in ultra-high dimensions pp. 29-42 Qing Mai , Hui Zou and Ming Yuan Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds pp. 43-55 Emma F. Eastoe and Jonathan A. Tawn Conservative hypothesis tests and confidence intervals using importance sampling pp. 57-69 Matthew T. Harrison Optimal fractions of two-level factorials under a baseline parameterization pp. 71-84 Rahul Mukerjee and Boxin Tang Combining data from two independent surveys: a model-assisted approach pp. 85-100 Jae Kwang Kim and J. N. K. Rao Optimal allocation to maximize the power of two-sample tests for binary response pp. 101-113 D. Azriel , M. Mandel and Y. Rinott Directed acyclic graphs with edge-specific bounds pp. 115-126 Tyler J. Vanderweele and Zhiqiang Tan Bayesian analysis of multistate event history data: beta-Dirichlet process prior pp. 127-140 Yongdai Kim , Lancelot James and Rafael Weissbach A moving average Cholesky factor model in covariance modelling for longitudinal data pp. 141-150 Weiping Zhang and Chenlei Leng A functional generalized method of moments approach for longitudinal studies with missing responses and covariate measurement error pp. 151-165 Grace Y. Yi , Yanyuan Ma and Raymond J. Carroll Estimating treatment effects with treatment switching via semicompeting risks models: an application to a colorectal cancer study pp. 167-184 Donglin Zeng , Qingxia Chen , Ming-Hui Chen and Joseph G. Ibrahim Mean residual life models with time-dependent coefficients under right censoring pp. 185-197 Liuquan Sun , Xinyuan Song and Zhigang Zhang A maximum pseudo-profile likelihood estimator for the Cox model under length-biased sampling pp. 199-210 Chiung-Yu Huang , Jing Qin and Dean A. Follmann A proportional likelihood ratio model pp. 211-222 Xiaodong Luo and Wei Yann Tsai Proportional likelihood ratio models for mean regression pp. 223-229 Alan Huang and Paul J. Rathouz Estimating overdispersion when fitting a generalized linear model to sparse data pp. 230-237 D. J. Fletcher On robust estimation via pseudo-additive information pp. 238-244 Davide Ferrari and Davide La Vecchia Optimality of group testing in the presence of misclassification pp. 245-251 Aiyi Liu , Chunling Liu , Zhiwei Zhang and Paul S. Albert Volume 98, issue 4 , 2011
Non-Gaussian spatiotemporal modelling through scale mixing pp. 761-774 Thaís C. O. Fonseca and Mark Steel Nonparametric estimation of the variogram and its spectrum pp. 775-789 Chunfeng Huang , Tailen Hsing and Noel Cressie Square-root lasso: pivotal recovery of sparse signals via conic programming pp. 791-806 A. Belloni , Victor Chernozhukov and L. Wang Sparse estimation of a covariance matrix pp. 807-820 Jacob Bien and Robert J. Tibshirani Forward adaptive banding for estimating large covariance matrices pp. 821-830 Chenlei Leng and Bo Li The Aalen additive gamma frailty hazards model pp. 831-843 Torben Martinussen , Thomas H. Scheike and David M. Zucker Optimizing randomized trial designs to distinguish which subpopulations benefit from treatment pp. 845-860 M. Rosenblum and M. J. van der Laan Covariate selection for the nonparametric estimation of an average treatment effect pp. 861-875 Xavier De Luna , Ingeborg Waernbaum and Thomas S. Richardson A goodness-of-fit test of logistic regression models for case-control data with measurement error pp. 877-886 Ganggang Xu and Suojin Wang Threshold estimation based on a p-value framework in dose-response and regression settings pp. 887-900 A. Mallik , Binayak Sen , M. Banerjee and G. Michailidis Estimation of latent factors for high-dimensional time series pp. 901-918 Clifford Lam , Qiwei Yao and Neil Bathia Quantifying the failure of bootstrap likelihood ratio tests pp. 919-934 Mathias Drton and Benjamin Williams Elliptical graphical modelling pp. 935-951 D. Vogel and R. Fried Inverse probability weighting for clustered nonresponse pp. 953-966 C. J. Skinner and D'arrigo Blocking, efficiency and weighted optimality pp. 967-978 Xiaowei Wang and J. P. Morgan False discovery rate for scanning statistics pp. 979-985 D. O. Siegmund , N. R. Zhang and B. Yakir Likelihood analysis of the binary instrumental variable model pp. 987-994 R. R. Ramsahai and S. L. Lauritzen Wild bootstrap for quantile regression pp. 995-999 Xingdong Feng , Xuming He and Jianhua Hu Empirical likelihood and quantile regression in longitudinal data analysis pp. 1001-1006 Cheng Yong Tang and Chenlei Leng Generalized linear time series regression pp. 1007-1014 Enno Mammen , Jens Perch Nielsen and Bernd Fitzenberger Volume 98, issue 3 , 2011
Sample size formulae for two-stage randomized trials with survival outcomes pp. 503-518 Zhiguo Li and Susan A. Murphy The covariate-adaptive biased coin design for balancing clinical trials in the presence of prognostic factors pp. 519-535 A. Baldi Antognini and M. Zagoraiou Bayesian isotonic density regression pp. 537-551 Lianming Wang and David B. Dunson A class of mixtures of dependent tail-free processes pp. 553-566 A. Jara and T. E. Hanson Semiparametric inference in mixture models with predictive recursion marginal likelihood pp. 567-582 Ryan Martin and Surya T. Tokdar Functional mixed effects spectral analysis pp. 583-598 Robert T. Krafty , Martica Hall and Wensheng Guo Testing parametric assumptions of trends of a nonstationary time series pp. 599-614 Ting Zhang and Wei Biao Wu Aggregation-cokriging for highly multivariate spatial data pp. 615-631 Reinhard Furrer and Marc G. Genton A construction principle for multivariate extreme value distributions pp. 633-645 F. Ballani and M. Schlather Marginal methods for correlated binary data with misclassified responses pp. 647-662 Zhijian Chen , Grace Y. Yi and Changbao Wu Efficient restricted estimators for conditional mean models with missing data pp. 663-684 Z. Tan Conditional Akaike information under generalized linear and proportional hazards mixed models pp. 685-700 M. C. Donohue , R. Overholser , R. Xu and F. Vaida Generalized varying coefficient models with unknown link function pp. 701-710 C. N. Kuruwita , K. B. Kulasekera and C. M. Gallagher Sudoku-based space-filling designs pp. 711-720 Xu Xu , BEN Haaland and Peter Z. G. Qian Nested orthogonal array-based Latin hypercube designs pp. 721-731 Xu He and Peter Z. G. Qian Robust designs through partially clear two-factor interactions pp. 733-739 Ryan Lekivetz and Boxin Tang Construction of φp -optimal exact designs with minimum experimental run size for a linear log contrast model in mixture experiments pp. 741-747 Baisuo Jin and Mong-Na Lo Huang On protected estimation of an odds ratio model with missing binary exposure and confounders pp. 749-754 E. J. Tchetgen Tchetgen and A. Rotnitzky Multinomial logit bias reduction via the Poisson log-linear model pp. 755-759 Ioannis Kosmidis and David Firth Volume 98, issue 2 , 2011
False discovery rates and copy number variation pp. 251-271 Bradley Efron and Nancy R. Zhang Sample size and power analysis for sparse signal recovery in genome-wide association studies pp. 273-290 Jichun Xie , T. Tony Cai and Hongzhe Li Sparse Bayesian infinite factor models pp. 291-306 A. Bhattacharya and D. B. Dunson Bayesian influence analysis: a geometric approach pp. 307-323 Hongtu Zhu , Joseph G. Ibrahim and Niansheng Tang Nonparametric inference for competing risks current status data with continuous, discrete or grouped observation times pp. 325-340 M. H. Maathuis and M. G. Hudgens Time-dependent cross ratio estimation for bivariate failure times pp. 341-354 Tianle Hu , Bin Nan , Xihong Lin and James M. Robins Efficient semiparametric regression for longitudinal data with nonparametric covariance estimation pp. 355-370 Yehua Li Sure independence screening and compressed random sensing pp. 371-380 Lingzhou Xue and Hui Zou Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control pp. 381-390 Jelle J. Goeman , Hans C. van Houwelingen and Livio Finos The union closure method for testing a fixed sequence of families of hypotheses pp. 391-401 Han-Joo Kim , A. Richard Entsuah and Justine Shults Maximum smoothed likelihood for multivariate mixtures pp. 403-416 M. Levine , D. R. Hunter and D. Chauveau Distribution estimators and confidence intervals for stereological volumes pp. 417-431 Peter Hall and Johanna Ziegel Maximum likelihood estimation of a generalized threshold stochastic regression model pp. 433-448 Noelle I. Samia and Kung-Sik Chan Optimal design for additive partially nonlinear models pp. 449-458 S. Biedermann , H. Dette and D. C. Woods On balanced random imputation in surveys pp. 459-471 G. Chauvet , J.-C. Deville and D. Haziza Empirical likelihood for small area estimation pp. 473-480 Sanjay Chaudhuri and Malay Ghosh On the likelihood function of Gaussian max-stable processes pp. 481-488 Marc G. Genton , Yanyuan Ma and Huiyan Sang The dimple in Gneiting's spatial-temporal covariance model pp. 489-494 John T. Kent , Mohsen Mohammadzadeh and Ali M. Mosammam An Akaike-type information criterion for model selection under inequality constraints pp. 495-501 R. M. Kuiper , H. Hoijtink and M. J. Silvapulle Volume 98, issue 1 , 2011
Joint estimation of multiple graphical models pp. 1-15 Jian Guo , Elizaveta Levina , George Michailidis and Ji Zhu The multivariate beta process and an extension of the Polya tree model pp. 17-34 Lorenzo Trippa , Peter Müller and Wesley Johnson Bayesian geostatistical modelling with informative sampling locations pp. 35-48 D. Pati , B. J. Reich and D. B. Dunson Bootstrap inference for mean reflection shape and size-and-shape with three-dimensional landmark data pp. 49-63 S. P. Preston and Andrew T. A. Wood Particle approximations of the score and observed information matrix in state space models with application to parameter estimation pp. 65-80 George Poyiadjis , Arnaud Doucet and Sumeetpal S. Singh A self-normalized confidence interval for the mean of a class of nonstationary processes pp. 81-90 Zhibiao Zhao On asymptotic normality and variance estimation for nondifferentiable survey estimators pp. 91-106 Jianqiang C. Wang and J. D. Opsomer Horvitz--Thompson estimators for functional data: asymptotic confidence bands and optimal allocation for stratified sampling pp. 107-118 Hervé Cardot and Etienne Josserand Parametric fractional imputation for missing data analysis pp. 119-132 Jae Kwang Kim Partial envelopes for efficient estimation in multivariate linear regression pp. 133-146 Zhihua Su and R. Dennis Cook Estimation of covariate effects in generalized linear mixed models with informative cluster sizes pp. 147-162 John M. Neuhaus and Charles E. McCulloch A unified framework for studying parameter identifiability and estimation in biased sampling designs pp. 163-175 Hua Yun Chen Nonparametric estimation for length-biased and right-censored data pp. 177-186 Chiung-Yu Huang and Jing Qin Variance estimation for generalized Cavalieri estimators pp. 187-198 Johanna Ziegel , Eva B. Vedel Jensen and Karl-Anton Dorph-Petersen The effect of correlation in false discovery rate estimation pp. 199-214 Armin Schwartzman and Xihong Lin Assessing the validity of weighted generalized estimating equations pp. 215-224 A. Qu , G. Y. Yi , P. X.-K. Song and P. Wang Data-driven selection of the spline dimension in penalized spline regression pp. 225-230 Göran Kauermann and Jean D. Opsomer A novel reversible jump algorithm for generalized linear models pp. 231-236 M. Papathomas , P. Dellaportas and V. G. S. Vasdekis Recapture models under equality constraints for the conditional capture probabilities pp. 237-242 A. Farcomeni Testing a linear time series model against its threshold extension pp. 243-250 Guodong Li and Wai Keung Li
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