Journal of the Royal Statistical Society Series B

1997 - 2022

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

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Volume 61, issue 4, 1999

Bayesian analysis of agricultural field experiments pp. 691-746

J. Besag and D. Higdon

The achievable region approach to the optimal control of stochastic systems pp. 747-791

M. Dacre, K. Glazebrook and J. Niño‐Mora

Multivariate bandwidth selection for local linear regression pp. 793-815

Lijian Yang and Rolf Tschernig

Analysing competing risks data with transformation models pp. 817-830

J. P. Fine

Upper probabilities based only on the likelihood function pp. 831-847

P. Walley and S. Moral

On the construction of Bayes–confidence regions pp. 849-861

T. J. Sweeting

Bayesian inference for semiparametric regression using a Fourier representation pp. 863-879

P. J. Lenk

Priors and component structures in autoregressive time series models pp. 881-899

G. Huerta and M. West

On a class of m out of n bootstrap confidence intervals pp. 901-911

S. M. S. Lee

The complex Watson distribution and shape analysis pp. 913-926

K. V. Mardia and I. L. Dryden

One‐step local quasi‐likelihood estimation pp. 927-943

Jianqing Fan and J. Chen

On confidence intervals associated with the usual and adjusted likelihoods pp. 945-953

R. Mukerjee and N. Reid

Extensions of Fill's algorithm for perfect simulation pp. 955-969

J. Møller and K. Schladitz

Covariance structure of wavelet coefficients: theory and models in a Bayesian perspective pp. 971-986

M. Vannucci and F. Corradi

Corrigendum: Second‐order approach to local influence pp. 990-990

X. Wu and Z. Luo

Volume 61, issue 3, 1999

Bayesian Nonparametric Inference for Random Distributions and Related Functions pp. 485-527

Stephen G. Walker, Paul Damien, PuruShottam W. Laud and Adrian F. M. Smith

The Covariance Inflation Criterion for Adaptive Model Selection pp. 529-546

Robert Tibshirani and Keith Knight

Polynomial Regression and Estimating Functions in the Presence of Multiplicative Measurement Error pp. 547-561

Stephen J. Iturria, Raymond J. Carroll and David Firth

Saddlepoint Approximations for the Difference of Order Statistics and Studentized Sample Quantiles pp. 563-577

Chunsheng Ma and John Robinson

Statistical applications of the multivariate skew normal distribution pp. 579-602

A. Azzalini and A. Capitanio

A Simple Derivation of Deletion Diagnostic Results for the General Linear Model with Correlated Errors pp. 603-609

John Haslett

Probabilistic Principal Component Analysis pp. 611-622

Michael E. Tipping and Christopher M. Bishop

An Analysis of Swendsen–Wang and Related Sampling Methods pp. 623-641

George S. Fishman

Convergence of Slice Sampler Markov Chains pp. 643-660

Gareth O. Roberts and Jeffrey S. Rosenthal

Biased Bootstrap Methods for Reducing the Effects of Contamination pp. 661-680

Peter Hall and Brett Presnell

A Goodness‐of‐fit Test for Exponentiality Based on the Memoryless Property pp. 681-689

Ibrahim A. Ahmad and Ibrahim A. Alwasel

Volume 61, issue 2, 1999

Statistical studies of infectious disease incidence pp. 287-307

N. G. Becker and T. Britton

On the time to extinction in recurrent epidemics pp. 309-330

I. Nåsell

Gibbs sampling for Bayesian non‐conjugate and hierarchical models by using auxiliary variables pp. 331-344

P. Damlen, J. Wakefield and S. Walker

Discrete approximations to continuous univariate distributions—an alternative to simulation pp. 345-352

A. Luceño

The effect of Monte Carlo approximation on coverage error of double‐bootstrap confidence intervals pp. 353-366

S. M. S. Lee and G. A. Young

Effect of frailty on marginal regression estimates in survival analysis pp. 367-379

R Henderson and P. Oman

Inference in generalized additive mixed modelsby using smoothing splines pp. 381-400

X. Lin and D. Zhang

Parametric regression models for continuous time removal and recapture studies pp. 401-411

D. Y. Lin and P. S. F. Yip

Semiparametric methods for response‐selective and missing data problems in regression pp. 413-438

J. F. Lawless, J. D. Kalbfleisch and C. J. Wild

Multivariate boundary kernels and a continuous least squares principle pp. 439-458

H. G. Müller and U. Stadtmüller

Weighted empirical adaptive variance estimators for correlated data regression pp. 459-477

T. Lumley and P. Heagerty

Direct calculation of the information matrix via the EM pp. 479-482

D. Oakes

Corrigendum: Characterizing a joint probability distribution by conditionals pp. 483-483

A. Gelman and T. P. Speed

Volume 61, issue 1, 1999

Report of the Editors—1998 pp. 1-2

D. Firth and M. C. Jones

Fractal analysis of surface roughness by using spatial data pp. 3-37

S. Davies and P. Hall

Understanding exponential smoothing via kernel regression pp. 39-50

I. Gijbels, A. Pope and M. P. Wand

Conformal normal curvature and assessment of local influence pp. 51-61

W.‐Y. Poon and Y. S. Poon

Density and hazard rate estimation for right‐censored data by using wavelet methods pp. 63-84

A. Antoniadis, G. Grégoire and G. Nason

Minimum aberration and model robustness for two‐level fractional factorial designs pp. 85-93

C.‐S. Cheng, D. M. Steinberg and D. X. Sun

A Bayesian restoration of an ion channel signal pp. 95-114

M. E. A. Hodgson

On the effect of overdispersion on exact conditional tests pp. 115-126

T. A. Severini

Empirical transform estimation for indexed stochastic models pp. 127-141

Q. Yao and B. J. T. Morgan

Intentionally biased bootstrap methods pp. 143-158

P. Hall and B. Presnell

Test inversion bootstrap confidence intervals pp. 159-172

J. Carpenter

Missing covariates in generalized linear models when the missing data mechanism is non‐ignorable pp. 173-190

J. G. Ibrahim, S. R. Lipsitz and M.‐H. Chen

Double‐blind deconvolution: the analysis of post‐synaptic currents in nerve cells pp. 191-212

Donald Poskitt, K. Dogancay and S.‐H. Chung

Exponential family state space models based on a conjugate latent process pp. 213-221

P. Vidoni

Prior elicitation, variable selection and Bayesian computation for logistic regression models pp. 223-242

M.‐H. Chen, J. G. Ibrahim and C. Yiannoutsos

A nonparametric test for current status data with unequal censoring pp. 243-250

J. Sun

Perfect simulation of conditionally specified models pp. 251-264

J. Møller

Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm pp. 265-285

J. G. Booth and J. P. Hobert