Journal of the Royal Statistical Society Series B
1997 - 2022
Current editor(s): P. Fryzlewicz and I. Van Keilegom
From Royal Statistical Society
Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().
Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
Volume 60, issue 4, 1998
- Estimation in multitype epidemics pp. 663-679

- T. Britton
- Nonparametric estimation of the mode of a distribution of random curves pp. 681-691

- Th. Gasser, P. Hall and B. Presnell
- Testing heteroscedasticity in nonparametric regression pp. 693-708

- H. Dette and A. Munk
- A class of local likelihood methods and near‐parametric asymptotics pp. 709-724

- S. Eguchi and J. Copas
- Wavelet thresholding via a Bayesian approach pp. 725-749

- F. Abramovich, T. Sapatinas and B. W. Silverman
- Estimating the variance in nonparametric regression—what is a reasonable choice? pp. 751-764

- H. Dette, A. Munk and T. Wagner
- On efficient point prediction systems pp. 765-780

- K. Skouras and A. P. Dawid
- On the statistical inference of a machine‐generated autoregressive AR(1) model pp. 781-798

- Stockis J.‐p and H. Tong
- Bias‐corrected confidence bands in nonparametric regression pp. 797-811

- Y. Xia
- Acknowledgement of priority: Unbiased estimation of central moments by using U‐statistics pp. 813-813

- P. M. Heffernan
Volume 60, issue 3, 1998
- Some algebra and geometry for hierarchical models, applied to diagnostics pp. 497-536

- J. S. Hodges
- Bivariate quantile smoothing splines pp. 537-550

- X. He, P. Ng and S. Portnoy
- A note on the unification of the Akaike information criterion pp. 551-558

- P. Shi and C‐L. Tsai
- Fast EM‐type implementations for mixed effects models pp. 559-578

- X.‐L. Meng and D. Van Dyk
- Calibrating the excess mass and dip tests of modality pp. 579-589

- M.‐Y. Cheng and P. Hall
- Local maximum likelihood estimation and inference pp. 591-608

- Jianqing Fan, M. Farmen and I. Gijbels
- Boundary detection through dynamic polygons pp. 609-626

- A. Pievatolo and P. J. Green
- Multivariate Bayesian variable selection and prediction pp. 627-641

- P. J. Brown, M. Vannucci and T. Fearn
- Bayesian image analysis with Markov chain Monte Carlo and coloured continuum triangulation models pp. 643-659

- G. K. Nicholls
- Corrigendum: On Bayesian analysis of mixtures with an unknown number of components pp. 661-661

- S. Richardson and P. J. Green
Volume 60, issue 2, 1998
- Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion pp. 271-293

- Clifford Hurvich, Jeffrey S. Simonoff and Chih‐Ling Tsai
- Detecting possibly non‐consecutive outliers in industrial time series pp. 295-310

- Alberto Luceñ0
- Additive nonparametric regression with autocorrelated errors pp. 311-331

- Michael Smith, Chi‐Ming Wong and Robert Kohn
- Automatic Bayesian curve fitting pp. 333-350

- D. G. T. Denison, B. K. Mallick and A. F. M. Smith
- Curve registration pp. 351-363

- J. O. Ramsay and Xiaochun Li
- Estimating smooth monotone functions pp. 365-375

- J. O. Ramsay
- Bayesian versus frequentist measures of error in small area estimation pp. 377-396

- A. C. Singh, D. M. Stukel and D. Pfeffermann
- Limited information likelihood analysis of survey data pp. 397-411

- Raymond L. Chambers, Alan H. Dorfman and Suojin Wang
- Bias‐calibrated estimation from sample surveys containing outliers pp. 413-428

- A. H. Welsh and Elvezio Ronchetti
- Testing for pairwise serial independence via the empirical distribution function pp. 429-453

- Yongmiao Hong
- Triple‐goal estimates in two‐stage hierarchical models pp. 455-471

- Wei Shen and Thomas A. Louis
- Ordered multivariate extremes pp. 473-496

- S. Nadarajah, C. W. Anderson and J. A. Tawn
Volume 60, issue 1, 1998
- Report of the Editors—1997 pp. 1-2

- M. C. Jones and G. A. Young
- Robust models in probability sampling pp. 3-21

- D. Firth and K. E. Bennett
- Weighting for unequal selection probabilities in multilevel models pp. 23-40

- D. Pfeffermann, C. J. Skinner, D. J. Holmes, H. Goldstein and J. Rasbash
- Model‐based inference for categorical survey data subject to non‐ignorable non‐response pp. 57-70

- Jonathan J. Forster and Peter W. F. Smith
- Analysis of longitudinal binary data from multiphase sampling pp. 71-87

- David Clayton, David Spiegelhalter, Graham Dunn and Andrew Pickles
- Second‐derivative functional regression with applications to near infra‐red spectroscopy pp. 103-114

- Constantinos Goutis
- Improving survey‐weighted least squares regression pp. 115-126

- Lonnie Magee
- A semiparametric method of multiple imputation pp. 127-144

- Stuart R. Lipsitz, Lue Ping Zhao and Geert Molenberghs
- On an adaptive transformation–retransformation estimate of multivariate location pp. 145-157

- Biman Chakraborty and Probul Chaudhuri
- Mixed effects smoothing spline analysis of variance pp. 159-174

- Yuedong Wang
- Extending the family of Bayesian bootstraps and exchangeable urn schemes pp. 175-182

- Pietro Muliere and Stephen Walker
- On an alternative solution to the vector spline problem pp. 183-188

- Thomas W. Yee
- Polynomial regression with errors in the variables pp. 189-199

- Chi‐Lung Cheng and Hans Schneeweiss
- Residuals for the linear model with general covariance structure pp. 201-215

- John Haslett and Kevin Hayes
- An optimization interpretation of integration and back‐fitting estimators for separable nonparametric models pp. 217-222

- J. P. Nielsen and Oliver Linton
- Nonparametric validation of similar distributions and assessment of goodness of fit pp. 223-241

- Axel Munk and Claudia Czado
- Semiparametric likelihood‐based inference for biased and truncated data when the total sample size is known pp. 243-254

- Gang Li and Jing Qin
- Optimal scaling of discrete approximations to Langevin diffusions pp. 255-268

- Gareth O. Roberts and Jeffrey S. Rosenthal
- Simpson’s paradox and the Bayes factor pp. 269-270

- Murray Aitkin