Journal of the Royal Statistical Society Series B

1997 - 2022

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

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Volume 62, issue 4, 2000

Inference in molecular population genetics pp. 605-635

Matthew Stephens and Peter Donnelly

Failure time regression with continuous covariates measured with error pp. 657-665

Halbo Zhou and C.‐Y. Wang

Proportional hazards estimate of the conditional survival function pp. 667-680

Ronghui Xu and John O'Quigley

Flexible empirical Bayes estimation for wavelets pp. 681-698

Merlise Clyde and Edward I. George

A small sample estimator for a polynomial regression with errors in the variables pp. 699-709

Chi‐Lun Cheng, Hans Schneeweiss and Markus Thamerus

Semiparametric regression for the mean and rate functions of recurrent events pp. 711-730

D. Y. Lin, L. J. Wei, I. Yang and Z. Ying

Confidence intervals for secondary parameters following a sequential test pp. 731-745

John Whitehead, Susan Todd and W. J. Hall

A model for markers and latent health status pp. 747-762

Mel‐Ling Ting Lee, Victor DeGruttola and David Schoenfeld

Partial least squares estimator for single‐index models pp. 763-771

Prasad Naik and Chih‐Ling Tsai

Regression analysis under non‐standard situations: a pairwise pseudolikelihood approach pp. 773-786

Kung‐Yee Liang and Jing Qin

Cochran's rule for simple random sampling pp. 787-793

R. A. Sugden, T. M. F. Smith and R. P. Jones

Dealing with label switching in mixture models pp. 795-809

Matthew Stephens

Almost nonparametric inference for repeated measures in mixture models pp. 811-825

T. P. Hettmansperger and Hoben Thomas

Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood pp. 827-838

David M. Zucker, Offer Lieberman and Orly Manor

Closure of the class of binary generalized linear models in some non‐standard settings pp. 839-846

John M. Neuhaus

Blur‐generated non‐separable space–time models pp. 847-860

Patrick E. Brown, Gareth O. Roberts, Kjetil F. Kåresen and Stefano Tonellato

Volume 62, issue 3, 2000

On variable bandwidth selection in local polynomial regression pp. 431-448

Kjell Doksum, Derick Peterson and Alex Samarov

A unified approach to regression analysis under double‐sampling designs pp. 449-460

Yi‐Hau Chen and Hung Chen

Mixture Kalman filters pp. 493-508

Rong Chen and Jun S. Liu

Expected estimating equations to accommodate covariate measurement error pp. 509-524

C.‐Y. Wang and Margaret Sullivan Pepe

Bayesian Poisson models for the graphical combination of dependent expert information pp. 525-544

Jim Q. Smith and Álvaro E. Faria, Jr

Asymptotic separability in sensitivity analysis pp. 545-555

Joseph L. Gastwirth, Abba M. Krieger and Paul R. Rosenbaum

Generalized spectral tests for serial dependence pp. 557-574

Yongmiao Hong

Recursive formulae for the average efficiency factor in block and row‐column designs pp. 575-583

J. A. John and D. Whitaker

The peculiar shrinkage properties of partial least squares regression pp. 585-593

Neil A. Butler and Michael C. Denham

Median treatment effect in randomized trials pp. 595-604

Myoung-jae Lee

Volume 62, issue 2, 2000

Invariance and factorial models pp. 209-256

P. McCullagh

Standard errors for EM estimation pp. 257-270

M. Jamshidian and R. I. Jennrich

Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum pp. 271-292

G. P. Nason, R. Von Sachs and G. Kroisandt

Regression analysis of panel count data with covariate‐dependent observation and censoring times pp. 293-302

J. Sun and L. J. Wei

Two‐step estimation of functional linear models with applications to longitudinal data pp. 303-322

Jianqing Fan and J.‐T. Zhang

Goodness of fit of generalized linear models to sparse data pp. 323-333

S. R. Paul and D. Deng

Adaptive weights smoothing with applications to image restoration pp. 335-354

J. Polzehl and V. G. Spokoiny

Bayesian latent variable models for clustered mixed outcomes pp. 355-366

D. B. Dunson

Rank statistics expressible as integrals under P–P‐plots and receiver operating characteristic curves pp. 367-382

A. J. Girling

On the estimation of an instantaneous transformation for time series pp. 383-397

Y. Xia, Howell Tong, W. K. Li and L.‐X. Zhu

Inference for multivariate normal hierarchical models pp. 399-412

P. J. Everson and C. N. Morris

Modelling and smoothing parameter estimation with multiple quadratic penalties pp. 413-428

S. N. Wood

Priors and component structures in autoregressive time series models pp. 429-429

G. Huerta and M. West

Bootstrap confidence regions computed from autoregressions of arbitrary order pp. 461-477

Edwin Choi and Peter Hall

Importance of interpolation when constructing double‐bootstrap confidence intervals pp. 479-491

Peter Hall, Stephen M.‐S. Lee and G. Alastair Young

Volume 62, issue 1, 2000

Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives pp. 3-56

James Durbin and Siem Jan Koopman

Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method pp. 57-75

C. P. Robert, T. Rydén and D. M. Titterington

Latent variable models with mixed continuous and polytomous data pp. 77-87

J.‐Q. Shi and S.‐Y. Lee

The exact bootstrap mean and variance of an L‐estimator pp. 89-94

A. D. Hutson and M. D. Ernst

On a mixture autoregressive model pp. 95-115

C. S. Wong and W. K. Li

Extremal analysis of processes sampled at different frequencies pp. 117-135

M. E. Robinson and J. A. Tawn

A weighted bootstrap approach to bootstrap iteration pp. 137-144

P. Hall and Y. Maesono

Maximum entropy sampling and optimal Bayesian experimental design pp. 145-157

P. Sebastiani and H. P. Wynn

Asymptotic inference for mixture models by using data‐dependent priors pp. 159-180

L. Wasserman

A class of weighted dependence measures for bivariate failure time data pp. 181-190

Jianqing Fan, R. L. Prentice and L. Hsu

Local likelihood smoothing of sample extremes pp. 191-208

A. C. Davison and N. I. Ramesh