Journal of the Royal Statistical Society Series B

1997 - 2022

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

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Volume 64, issue 4, 2002

Bayesian measures of model complexity and fit pp. 583-639

David J. Spiegelhalter, Nicola G. Best, Bradley P. Carlin and Angelika Van Der Linde

A model selection approach for the identification of quantitative trait loci in experimental crosses pp. 641-656

Karl W. Broman and Terence P. Speed

Approximate likelihood methods for estimating local recombination rates pp. 657-680

Paul Fearnhead and Peter Donnelly

Bayesian phylogenetic inference from animal mitochondrial genome arrangements pp. 681-693

Bret Larget, Donald L. Simon and Joseph B. Kadane

Assessing population differentiation and isolation from single‐nucleotide polymorphism data pp. 695-715

George Nicholson, Albert V. Smith, Frosti Jónsson, Ómar Gústafsson, Kári Stefánsson and Peter Donnelly

A statistical framework for expression‐based molecular classification in cancer pp. 717-736

Giovanni Parmigiani, Elizabeth S. Garrett, Ramaswamy Anbazhagan and Edward Gabrielson

Perfect samplers for mixtures of distributions pp. 777-790

G. Casella, K. L. Mengersen, C. P. Robert and D. M. Titterington

Bandwidth selection for local linear regression smoothers pp. 791-804

Nicolas W. Hengartner, Marten H. Wegkamp and Eric Matzner‐Løber

Modelling spatially correlated data via mixtures: a Bayesian approach pp. 805-826

Carmen Fernández and Peter J. Green

Particle filtering for partially observed Gaussian state space models pp. 827-836

Christophe Andrieu and Arnaud Doucet

Least squares variogram fitting by spatial subsampling pp. 837-854

Yoon Dong Lee and Soumendra N. Lahiri

A measure of disclosure risk for microdata pp. 855-867

C. J. Skinner and M. J. Elliot

Estimation of integrated squared density derivatives from a contaminated sample pp. 869-886

A. Delaigle and I. Gijbels

Inference in smoothing spline analysis of variance pp. 887-898

Wensheng Guo

The two‐way proportional hazards model pp. 899-909

Bradley Efron

Volume 64, issue 3, 2002

Chain graph models and their causal interpretations pp. 321-348

Steffen L. Lauritzen and Thomas S. Richardson

An adaptive estimation of dimension reduction space pp. 363-410

Yingcun Xia, Howell Tong, W. K. Li and Li‐Xing Zhu

Generalized linear models with functional predictors pp. 411-432

Gareth M. James

Conjugacy class prior distributions on metric‐based ranking models pp. 433-445

Jayanti Gupta and Paul Damien

Estimates of regression coefficients based on the sign covariance matrix pp. 447-466

Esa Ollila, Hannu Oja and Thomas P. Hettmansperger

Models for survival data from cancer prevention studies pp. 467-477

Debajyoti Sinha, Joseph G. Ibrahim and Ming‐Hui Chen

A direct approach to false discovery rates pp. 479-498

John D. Storey

Operating characteristics and extensions of the false discovery rate procedure pp. 499-517

Christopher Genovese and Larry Wasserman

Bayes model averaging with selection of regressors pp. 519-536

P. J. Brown, M. Vannucci and T. Fearn

Relative efficiencies of kernel and local likelihood density estimators pp. 537-547

Peter Hall and Terence Tao

On the adequacy of variational lower bound functions for likelihood‐based inference in Markovian models with missing values pp. 549-564

Peter Hall, K. Humphreys and D. M. Titterington

Influence diagnostics and outlier tests for semiparametric mixed models pp. 565-579

Wing‐Kam Fung, Zhong‐Yi Zhu, Bo‐Cheng Wei and Xuming He

Corrigendum: Perfect slice samplers pp. 581-581

A. Mira, J. Møller and G. O. Roberts

Volume 64, issue 2, 2002

Dimension reduction for the conditional kth moment in regression pp. 159-175

Xiangrong Yin and R. Dennis Cook

A new ranked set sample estimator of variance pp. 177-188

Steven N. MacEachern, Ömer Öztürk, Douglas A. Wolfe and Gregory V. Stark

Posterior probability intervals for wavelet thresholding pp. 189-205

Stuart Barber, Guy P. Nason and Bernard W. Silverman

On the robustness of weighted methods for fitting models to case–control data pp. 207-219

Alastair Scott and Chris Wild

Publication bias and meta‐analysis for 2×2 tables: an average Markov chain Monte Carlo EM algorithm pp. 221-236

Jian Qing Shi and John Copas

Regression model selection—a residual likelihood approach pp. 237-252

Peide Shi and Chih‐Ling Tsai

Econometric analysis of realized volatility and its use in estimating stochastic volatility models pp. 253-280

Ole E. Barndorff‐Nielsen and Neil Shephard

Powerful goodness‐of‐fit tests based on the likelihood ratio pp. 281-294

Jin Zhang

A probabilistic nearest neighbour method for statistical pattern recognition pp. 295-306

C. C. Holmes and N. M. Adams

Spline smoothing over difficult regions pp. 307-319

Tim Ramsay

Volume 64, issue 1, 2002

Report of the Editors—2001 pp. 1-2

A. C. Davison and D. Firth

Criteria for confounders in epidemiological studies pp. 3-15

Zhi Geng, Jianhua Guo and Wing‐Kam Fung

Censored regression with the multistate accelerated sojourn times model pp. 17-29

Yijian Huang

Bootstrapping survival times in stochastic systems by using saddlepoint approximations pp. 31-49

Ronald W. Butler and Douglas A. Bronson

Cox regression in cohort studies with validation sampling pp. 51-62

Yi‐Hau Chen

Familywise robustness criteria for multiple‐comparison procedures pp. 63-77

Burt Holland and Siu Hung Cheung

Consistency of Bernstein polynomial posteriors pp. 79-100

Sonia Petrone and Larry Wasserman

Robust estimation in generalized linear mixed models pp. 101-117

Kelvin K. W. Yau and Anthony Y. C. Kuk

Model selection in spline nonparametric regression pp. 119-139

Sally Wood, Robert Kohn, Tom Shively and Wenxin Jiang

High order data sharpening for density estimation pp. 141-157

Peter Hall and Michael C. Minnotte

Volume 63, issue 4, 2001

Detection of interactions in experiments on large numbers of factors pp. 633-672

S. M. Lewis and A. M. Dean

Dynamic models for spatiotemporal data pp. 673-689

Jonathan R. Stroud, Peter Müller and Bruno Sansó

On expected volumes of multidimensional confidence sets associated with the usual and adjusted likelihoods pp. 691-703

Gauri S. Datta and Thomas J. DiCiccio

Epidemics in heterogeneous communities: estimation of R0 and secure vaccination coverage pp. 705-715

Tom Britton

Improving coverage accuracy of nonparametric prediction intervals pp. 717-725

Peter Hall and Andrew Rieck

Tree‐structured generalized autoregressive conditional heteroscedastic models pp. 727-744

Francesco Audrino and Peter Bühlmann

Effects of model misspecification on tests of no randomized treatment effect arising from Cox’s proportional hazards model pp. 745-757

A. G. DiRienzo and S. W. Lagakos

Using information on realized effects to determine prospective causal effects pp. 759-774

Marshall M. Joffe

Parametric models for response‐biased sampling pp. 775-789

Kani Chen

Generalized case–cohort sampling pp. 791-809

Kani Chen

On Bayesian consistency pp. 811-821

Stephen Walker and Nils Lid Hjort

Spatiotemporal prediction for log‐Gaussian Cox processes pp. 823-841

Anders Brix and Peter J. Diggle

Statistical aspects of chaotic maps with negative dependence in a communications setting pp. 843-853

A. J. Lawrance and N. Balakrishna

A risk set calibration method for failure time regression by using a covariate reliability sample pp. 855-870

Sharon X. Xie, C. Y. Wang and Ross L. Prentice

Local sensitivity approximations for selectivity bias pp. 871-895

John Copas and Shinto Eguchi

Volume 63, issue 3, 2001

Bayesian calibration of computer models pp. 425-464

Marc C. Kennedy and Anthony O'Hagan

A penalized likelihood approach to image warping pp. 465-492

C. A. Glasbey and K. V. Mardia

Generalized least squares with misspecified serial correlation structures pp. 515-531

Sergio G. Koreisha and Yue Fang

Functional linear discriminant analysis for irregularly sampled curves pp. 533-550

Gareth M. James and Trevor J. Hastie

Robust projection indices pp. 551-567

Guy P. Nason

Local likelihood tracking of fault lines and boundaries pp. 569-582

Peter Hall, Liang Peng and Christian Rau

Parameterization and inference for nonparametric regression problems pp. 583-591

Wenxin Jiang, Victor Kipnis, Douglas Midthune and Raymond J. Carroll

Perfect slice samplers pp. 593-606

A. Mira, J. Møller and G. O. Roberts

Parametric and semiparametric models for recapture and removal studies: a likelihood approach pp. 607-619

Kani Chen

A general method of constructing E(s2)‐optimal supersaturated designs pp. 621-632

Neil A. Butler, Roger Mead, Kent M. Eskridge and Steven G. Gilmour

Volume 63, issue 2, 2001

Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics pp. 167-241

Ole E. Barndorff‐Nielsen and Neil Shephard

Nonparametric maximum likelihood estimation for shifted curves pp. 243-259

Birgitte B. Rønn

Moment estimation for statistics from marked point processes pp. 261-275

Dimitris N. Politis and Michael Sherman

Robust estimation for finite populations based on a working model pp. 277-292

Anthony Y. C. Kuk and A. H. Welsh

A diagnostic for selecting the threshold in extreme value analysis pp. 293-305

Armelle Guillou and Peter Hall

Influence analysis based on the case sensitivity function pp. 307-323

Frank Critchley, Richard A. Atkinson, Guobing Lu and Elenice Biazi

Fast sampling of Gaussian Markov random fields pp. 325-338

Håvard Rue

Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation pp. 339-355

Ming Gao Gu and Hong‐Tu Zhu

Smoothing for discrete‐valued time series pp. 357-375

Zongwu Cai, Qiwei Yao and Wenyang Zhang

Inference in high dimensional generalized linear models based on soft thresholding pp. 377-392

Artur Klinger

Estimating the structural dimension of regressions via parametric inverse regression pp. 393-410

Efstathia Bura and R. Dennis Cook

Estimating the number of clusters in a data set via the gap statistic pp. 411-423

Robert Tibshirani, Guenther Walther and Trevor Hastie

Volume 63, issue 1, 2001

Report of the Editors—2000 pp. 1-2

A. C. Davison and D. Firth

Bayesian regression with multivariate linear splines pp. 3-17

C. C. Holmes and B. K. Mallick

A modified likelihood ratio test for homogeneity in finite mixture models pp. 19-29

Hanfeng Chen, Jiahua Chen and John D. Kalbfleisch

Distance sampling methodology pp. 23-31

Simon C. Barry and A. H. Welsh

On repeated measures analysis with misspecified covariance structure pp. 55-62

Martin Crowder

On heteroscedastic hazards regression models: theory and application pp. 63-79

Fushing Hsieh

On measuring sensitivity to parametric model misspecification pp. 81-94

Paul Gustafson

Non‐conjugate prior distribution assessment for multivariate normal sampling pp. 95-110

Paul H. Garthwaite and Shafeeqah A. Al‐Awadhi

Local influence for incomplete data models pp. 111-126

Hong‐Tu Zhu and Sik‐Yum Lee

Following a moving target—Monte Carlo inference for dynamic Bayesian models pp. 127-146

Walter R. Gilks and Carlo Berzuini

Testing generalized linear and semiparametric models against smooth alternatives pp. 147-166

Göran Kauermann and Gerhard Tutz