Journal of the Royal Statistical Society Series B

1997 - 2022

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

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Volume 67, issue 5, 2005

Residual analysis for spatial point processes (with discussion) pp. 617-666

A. Baddeley, R. Turner, J. Møller and M. Hazelton

Statistical methods for regular monitoring data pp. 667-687

Michael L. Stein

Bayes factors based on test statistics pp. 689-701

Valen E. Johnson

Maximum likelihood estimation of linear continuous time long memory processes with discrete time data pp. 703-716

Henghsiu Tsai and K. S. Chan

Bayesian likelihood methods for estimating the end point of a distribution pp. 717-729

Peter Hall and Julian Z. Wang

Bayesian inference for stochastic multitype epidemics in structured populations via random graphs pp. 731-745

Nikolaos Demiris and Philip D. O'Neill

Good randomized sequential probability forecasting is always possible pp. 747-763

Vladimir Vovk and Glenn Shafer

Addendum: Regularization and variable selection via the elastic net pp. 768-768

Hui Zou and Trevor Hastie

Volume 67, issue 4, 2005

Local model uncertainty and incomplete‐data bias (with discussion) pp. 459-513

John Copas and Shinto Eguchi

An exact distribution‐free test comparing two multivariate distributions based on adjacency pp. 515-530

Paul R. Rosenbaum

Estimated estimating equations: semiparametric inference for clustered and longitudinal data pp. 531-553

Jeng‐Min Chiou and Hans‐Georg Müller

Estimating the proportion of true null hypotheses, with application to DNA microarray data pp. 555-572

Mette Langaas, Bo Henry Lindqvist and Egil Ferkingstad

On nonparametric maximum likelihood estimation with interval censoring and left truncation pp. 573-587

Michael G. Hudgens

A note on non‐negative continuous time processes pp. 589-597

Henghsiu Tsai and K. S. Chan

Modelling directional dispersion through hyperspherical log‐splines pp. 599-616

José T. A. S. Ferreira and Mark Steel

Volume 67, issue 3, 2005

Structural learning with time‐varying components: tracking the cross‐section of financial time series pp. 321-341

Makram Talih and Nicolas Hengartner

Small confidence sets for the mean of a spherically symmetric distribution pp. 343-361

Richard Samworth

Properties of bagged nearest neighbour classifiers pp. 363-379

Peter Hall and Richard J. Samworth

Self‐weighted least absolute deviation estimation for infinite variance autoregressive models pp. 381-393

Shiqing Ling

Statistical inference for discretely observed Markov jump processes pp. 395-410

Mogens Bladt and Michael Sørensen

Variance of the number of false discoveries pp. 411-426

Art B. Owen

Geometric representation of high dimension, low sample size data pp. 427-444

Peter Hall, J. S. Marron and Amnon Neeman

Calibrated imputation in surveys under a quasi‐model‐assisted approach pp. 445-458

Jean‐François Beaumont

Volume 67, issue 2, 2005

Stopping‐time resampling for sequential Monte Carlo methods pp. 199-217

Yuguo Chen, Junyi Xie and Jun S. Liu

Bayesian classification of tumours by using gene expression data pp. 219-234

Bani K. Mallick, Debashis Ghosh and Malay Ghosh

Ascent‐based Monte Carlo expectation– maximization pp. 235-251

Brian S. Caffo, Wolfgang Jank and Galin L. Jones

Scaling limits for the transient phase of local Metropolis–Hastings algorithms pp. 253-268

Ole F. Christensen, Gareth O. Roberts and Jeffrey S. Rosenthal

Model determination for categorical data with factor level merging pp. 269-283

Petros Dellaportas and Claudia Tarantola

Model‐free variable selection pp. 285-299

Lexin Li, R. Dennis Cook and Christopher J. Nachtsheim

Regularization and variable selection via the elastic net pp. 301-320

Hui Zou and Trevor Hastie

Volume 67, issue 1, 2005

Report of the Editors—2004 pp. 1-2

R Henderson and A. Wood

T‐optimum designs for discrimination between two multiresponse dynamic models pp. 3-18

Dariusz Uciński and Barbara Bogacka

On difference‐based variance estimation in nonparametric regression when the covariate is high dimensional pp. 19-41

Axel Munk, Nicolai Bissantz, Thorsten Wagner and Gudrun Freitag

Smooth backfitting in practice pp. 43-61

Jens Perch Nielsen and Stefan Sperlich

Bivariate location–scale models for regression analysis, with applications to lifetime data pp. 63-78

Wenqing He and Jerald F. Lawless

A jackknife variance estimator for unequal probability sampling pp. 79-89

Yves G. Berger and Chris J. Skinner

Sparsity and smoothness via the fused lasso pp. 91-108

Robert Tibshirani, Michael Saunders, Saharon Rosset, Ji Zhu and Keith Knight

An invitation to quantum tomography pp. 109-134

L. M. Artiles, R. D. Gill and M. I. Gut¸ă

Analysis of longitudinal data unbalanced over time pp. 135-155

Wenzheng Huang and Garrett M. Fitzmaurice

Improved unbiased estimators in adaptive cluster sampling pp. 157-166

Arthur L. Dryver and Steven K. Thompson

Asymptotic bias in the linear mixed effects model under non‐ignorable missing data mechanisms pp. 167-182

Chandan Saha and Michael P. Jones

Risk‐reducing shrinkage estimation for generalized linear models pp. 183-196

Dan J. Spitzner

Acknowledgement of priority: Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach pp. 197-197

John D. Storey, Jonathan E. Taylor and David Siegmund

Volume 66, issue 4, 2004

Clustering objects on subsets of attributes (with discussion) pp. 815-849

Jerome H. Friedman and Jacqueline J. Meulman

Efficiency of generalized estimating equations for binary responses pp. 851-860

N. Rao Chaganty and Harry Joe

Nonparametric inference about service time distribution from indirect measurements pp. 861-875

Peter Hall and Juhyun Park

Approximating hidden Gaussian Markov random fields pp. 877-892

Håvard Rue, Ingelin Steinsland and Sveinung Erland

Estimation of generalized linear latent variable models pp. 893-908

Philippe Huber, Elvezio Ronchetti and Maria‐Pia Victoria‐Feser

Restricted likelihood ratio lack‐of‐fit tests using mixed spline models pp. 909-926

Gerda Claeskens

Real nonparametric regression using complex wavelets pp. 927-939

Stuart Barber and Guy P. Nason

Merging information for semiparametric density estimation pp. 941-958

Konstantinos Fokianos

Self‐modelling warping functions pp. 959-971

Daniel Gervini and Theo Gasser

Corrigendum: Estimation of global temperature fields from scattered observations by a spherical‐wavelet‐based spatially adaptive method pp. 973-973

Hee‐Seok Oh and Ta‐Hsin Li

Volume 66, issue 3, 2004

A conditional approach for multivariate extreme values (with discussion) pp. 497-546

Janet E. Heffernan and Jonathan A. Tawn

Wavelet deconvolution in a periodic setting pp. 547-573

Iain M. Johnstone, Gérard Kerkyacharian, Dominique Picard and Marc Raimondo

Bayesian variable selection and regularization for time–frequency surface estimation pp. 575-589

Patrick J. Wolfe, Simon J. Godsill and Wee‐Jing Ng

Markov chain Monte Carlo methods for high dimensional inversion in remote sensing pp. 591-607

H. Haario, M. Laine, M. Lehtinen, E. Saksman and J. Tamminen

Bayesian analysis of the scatterometer wind retrieval inverse problem: some new approaches pp. 609-626

Dan Cornford, Lehel Csató, David J. Evans and Manfred Opper

Smoothing spline estimation in varying‐coefficient models pp. 653-667

R. L. Eubank, Chunfeng Huang, Y. Muñoz Maldonado, Naisyin Wang, Suojin Wang and R. J. Buchanan

Nonparametric multistep‐ahead prediction in time series analysis pp. 669-686

Rong Chen, Lijian Yang and Christian Hafner

Joint response graphs and separation induced by triangular systems pp. 687-717

Nanny Wermuth and D. R. Cox

A nonparametric test to compare survival distributions with covariate adjustment pp. 719-733

Glenn Heller and E. S. Venkatraman

A method for combining inference across related nonparametric Bayesian models pp. 735-749

Peter Müller, Fernando Quintana and Gary Rosner

Probabilistic sensitivity analysis of complex models: a Bayesian approach pp. 751-769

Jeremy E. Oakley and Anthony O'Hagan

Exact filtering for partially observed continuous time models pp. 771-789

Paul Fearnhead and Loukia Meligkotsidou

Analysis of longitudinal data with irregular, outcome‐dependent follow‐up pp. 791-813

Haiqun Lin, Daniel O. Scharfstein and Robert A. Rosenheck

Volume 66, issue 2, 2004

Approximating likelihoods for large spatial data sets pp. 275-296

Michael L. Stein, Zhiyi Chi and Leah J. Welty

A note on the adaptive control of false discovery rates pp. 297-304

M. A. Black

Hazard‐based nonparametric survivor function estimation pp. 305-319

Ross L. Prentice, F. Zoe Moodie and Jianrong Wu

Semiparametric non‐linear time series model selection pp. 321-336

Jiti Gao and Howell Tong

Smoothing spline Gaussian regression: more scalable computation via efficient approximation pp. 337-356

Young‐Ju Kim and Chong Gu

Interval estimation for log‐linear models with one variable subject to non‐ignorable non‐response pp. 357-368

Paul S. Clarke and Peter W. F. Smith

Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes pp. 369-393

Gareth O. Roberts, Omiros Papaspiliopoulos and Petros Dellaportas

A simple procedure for the selection of significant effects pp. 395-400

D. R. Cox and Man Yu Wong

Stepwise likelihood ratio statistics in sequential studies pp. 401-409

Wenzheng Huang

On the use of local optimizations within Metropolis–Hastings updates pp. 411-427

Håkon Tjelmeland and Jo Eidsvik

Modelling spatial intensity for replicated inhomogeneous point patterns in brain imaging pp. 429-446

C. G. Wager, B. A. Coull and N. Lange

Estimating functions in indirect inference pp. 447-462

Knut Heggland and Arnoldo Frigessi

Identification of non‐linear additive autoregressive models pp. 463-477

Jianhua Z. Huang and Lijian Yang

Small area estimates for cross‐classifications pp. 479-496

Li‐Chun Zhang and Raymond L. Chambers

Volume 66, issue 1, 2004

Report of the Editors—2003 pp. 1-2

A. C. Davison and R Henderson

Hypothesis testing in mixture regression models pp. 3-16

Hong‐Tu Zhu and Heping Zhang

Local polynomial regression and simulation–extrapolation pp. 17-30

John Staudenmayer and David Ruppert

Low order approximations in deconvolution and regression with errors in variables pp. 31-46

Raymond J. Carroll and Peter Hall

Compatible prior distributions for directed acyclic graph models pp. 47-61

Alberto Roverato and Guido Consonni

Estimation and testing stationarity for double‐autoregressive models pp. 63-78

Shiqing Ling

Detecting dependence between marks and locations of marked point processes pp. 79-93

Martin Schlather, Paulo J. Ribeiro and Peter J. Diggle

Testing for a finite mixture model with two components pp. 95-115

Hanfeng Chen, Jiahua Chen and John D. Kalbfleisch

Power transformations to induce normality and their applications pp. 117-130

Willa W. Chen and Rohit Deo

Application of ‘delete = replace’ to deletion diagnostics for variance component estimation in the linear mixed model pp. 131-143

John Haslett and Dominic Dillane

Penalized triograms: total variation regularization for bivariate smoothing pp. 145-163

Roger Koenker and Ivan Mizera

Likelihood ratio tests in linear mixed models with one variance component pp. 165-185

Ciprian M. Crainiceanu and David Ruppert

Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach pp. 187-205

John D. Storey, Jonathan E. Taylor and David Siegmund

An estimating equation for parametric shared frailty models with marginal additive hazards pp. 207-220

Christian Bressen Pipper and Torben Martinussen

Estimation of global temperature fields from scattered observations by a spherical‐wavelet‐based spatially adaptive method pp. 221-238

Hee‐Seok Oh and Ta‐Hsin Li

Recurrent events analysis in the presence of time‐dependent covariates and dependent censoring pp. 239-257

Maja Miloslavsky, Sündüz Keleş, Mark J. van der Laan and Steve Butler

Composite conditional likelihood for sparse clustered data pp. 259-273

John J. Hanfelt