Journal of the Royal Statistical Society Series B

1997 - 2022

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

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Volume 65, issue 4, 2003

On quantum statistical inference pp. 775-804

Ole E. Barndorff‐Nielsen, Richard D. Gill and Peter E. Jupp

Causal inference with generalized structural mean models pp. 817-835

S. Vansteelandt and E. Goetghebeur

Accommodating stochastic departures from percentile invariance in causal models pp. 837-849

Kevin K. Dobbin and Thomas A. Louis

Extremes of Markov chains with tail switching potential pp. 851-867

Paola Bortot and Stuart Coles

Nonparametric methods for deconvolving multiperiodic functions pp. 869-886

Peter Hall and Jiying Yin

On‐line inference for hidden Markov models via particle filters pp. 887-899

Paul Fearnhead and Peter Clifford

Free‐knot polynomial splines with confidence intervals pp. 901-919

Wenxin Mao and Linda H. Zhao

Nonparametric estimation of the sojourn time distributions for a multipath model pp. 921-935

Weijing Wang

A general condition for avoiding effect reversal after marginalization pp. 937-941

D. R. Cox and Nanny Wermuth

Corrigendum: Spatiotemporal prediction for log‐Gaussian Cox processes pp. 946-946

Anders Brix and Peter J. Diggle

Volume 65, issue 3, 2003

A theory of statistical models for Monte Carlo integration pp. 585-604

A. Kong, P. McCullagh, X.‐L. Meng, D. Nicolae and Z. Tan

Bayesian inversion of geoelectrical resistivity data pp. 619-642

Kim E. Andersen, Stephen P. Brooks and Martin B. Hansen

Estimation of dependence between paired correlated failure times in the presence of covariate measurement error pp. 643-661

Malka Gorfine, Li Hsu and Ross L. Prentice

An empirical likelihood goodness‐of‐fit test for time series pp. 663-678

Song Chen, Wolfgang Härdle and Ming Li

Reversible jump, birth‐and‐death and more general continuous time Markov chain Monte Carlo samplers pp. 679-700

Olivier Cappé, Christian P. Robert and Tobias Rydén

The identifiability of the mixed proportional hazards competing risks model pp. 701-710

Jaap Abbring and Gerard van den Berg

Likelihood methods for missing covariate data in highly stratified studies pp. 711-723

Paul J. Rathouz

Efficient design of experiments in the Monod model pp. 725-742

Holger Dette, Viatcheslav B. Melas, Andrey Pepelyshev and Nikolai Strigul

Bayesian inference for non‐stationary spatial covariance structure via spatial deformations pp. 743-758

Alexandra M. Schmidt and Anthony O'Hagan

Semiparametric models: a generalized self‐consistency approach pp. 759-774

A. Tsodikov

Volume 65, issue 2, 2003

Optimal dynamic treatment regimes pp. 331-355

S. A. Murphy

Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution pp. 367-389

Adelchi Azzalini and Antonella Capitanio

Interpreting statistical evidence by using imperfect models: robust adjusted likelihood functions pp. 391-404

Richard Royall and Tsung‐Shan Tsou

Functional quasi‐likelihood regression models with smooth random effects pp. 405-423

Jeng‐Min Chiou, Hans‐Georg Müller and Jane‐Ling Wang

Data tilting for time series pp. 425-442

Peter Hall and Qiwei Yao

Using difference‐based methods for inference in nonparametric regression with time series errors pp. 443-456

Peter Hall and Ingrid Van Keilegom

Estimation of bivariate and marginal distributions with censored data pp. 457-471

Michael G. Akritas and Ingrid Van Keilegom

Iterated residuals and time‐varying covariate effects in Cox regression pp. 473-488

Angela Winnett and Peter Sasieni

Maximum likelihood estimation for the proportional hazards model with partly interval‐censored data pp. 489-502

Jong S. Kim

Classical model selection via simulated annealing pp. 503-520

S. P. Brooks, N. Friel and R. King

Diagnostics for dependence within time series extremes pp. 521-543

Anthony W. Ledford and Jonathan A. Tawn

Inference for clusters of extreme values pp. 545-556

Christopher A. T. Ferro and Johan Segers

Bayesian clustering and product partition models pp. 557-574

Fernando A. Quintana and Pilar L. Iglesias

A note on the prospective analysis of outcome‐dependent samples pp. 575-584

Hua Yun Chen

Volume 65, issue 1, 2003

Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions pp. 3-39

S. P. Brooks, Paolo Giudici and G. O. Roberts

Discussion on the paper by Brooks, Giudici and Roberts pp. 39-55

Christian P. Robert, Xiao‐Li Meng, Jesper Møller, Jeffrey S Rosenthal, C Jennison, M. A Hurn, F Al‐Awadhi, Peter McCullagh, Christophe Andrieu, Arnaud Doucet, Petros Dellaportas, Ioulia Papageorgiou, Ricardo S Ehlers, Elena A Erosheva, Stephen E Fienberg, Jonathan J Forster, Roger C Gill, Nial Friel, Peter Green, David Hastie, R King, Hans R Künsch, N. A. Lazar and C Osinski

Adaptive varying‐coefficient linear models pp. 57-80

Jianqing Fan, Qiwei Yao and Zongwu Cai

Comprehensive definitions of breakdown points for independent and dependent observations pp. 81-94

Marc G. Genton and Andre Lucas

Thin plate regression splines pp. 95-114

Simon N. Wood

Goodness‐of‐fit tests based on maximum correlations and their orthogonal decompositions pp. 115-126

J. Fortiana and A. Grané

Building adaptive estimating equations when inverse of covariance estimation is difficult pp. 127-142

Annie Qu and Bruce G. Lindsay

Sequential classification on partially ordered sets pp. 143-157

Curtis Tatsuoka and Thomas Ferguson

A skew extension of the t‐distribution, with applications pp. 159-174

M. C. Jones and M. J. Faddy

Estimating variance components by using survey data pp. 175-190

Edward L. Korn and Barry I. Graubard

Efficiency of projected score methods in rectangular array asymptotics pp. 191-208

Haihong Li, Bruce G. Lindsay and Richard P. Waterman

Covariate selection for estimating the causal effect of control plans by using causal diagrams pp. 209-222

Manabu Kuroki and Masami Miyakawa

The evaluation of general non‐centred orthant probabilities pp. 223-234

Tetsuhisa Miwa, A. J. Hayter and Satoshi Kuriki

Efficient calculation of the normalizing constant of the autologistic and related models on the cylinder and lattice pp. 235-246

A. N. Pettitt, N. Friel and R. Reeves

Posterior bimodality in the balanced one‐way random‐effects model pp. 247-255

Jiannong Liu and James S. Hodges

Estimating the association parameter for copula models under dependent censoring pp. 257-273

Weijing Wang

Pattern–mixture and selection models for analysing longitudinal data with monotone missing patterns pp. 275-297

Jolene Birmingham, Andrea Rotnitzky and Garrett M. Fitzmaurice

Conditional statistical inference and quantification of relevance pp. 299-315

Rolf Sundberg

A simple estimator for a shared frailty regression model pp. 317-329

Jason P. Fine, David V. Glidden and Kristine E. Lee