Journal of the Royal Statistical Society Series B

1997 - 2022

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

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Volume 59, issue 4, 1997

On Bayesian Analysis of Mixtures with an Unknown Number of Components (with discussion) pp. 731-792

Sylvia. Richardson and Peter J. Green

On Bayesian D‐optimum Design Criteria and the Equivalence Theorem in Non‐linear Models pp. 793-797

D. Firth and J. P. Hinde

Parameter Neutral Optimum Design for Non‐linear Models pp. 799-811

D. Firth and J. P. Hinde

Optimal Bayesian Randomization pp. 813-819

Scott M. Berry and Joseph B. Kadane

Kernel Smoothing to Improve Bootstrap Confidence Intervals pp. 821-838

Alan M. Polansky and William. R. Schucany

A Note on Local Influence Based on Normal Curvature pp. 839-843

Wing K. Fung and C. W. Kwan

Hierarchical Generalized Linear Models and Frailty Models with Bayesian Nonparametric Mixing pp. 845-860

Stephen G. Walker and Bani K. Mallick

Unbiased Estimation of Central Moments by using U‐statistics pp. 861-863

Peter M. Heffernan

Volume 59, issue 3, 1997

The EM Algorithm—an Old Folk‐song Sung to a Fast New Tune pp. 511-567

Xiao‐Li Meng and David Van Dyk

Acceleration of the EM Algorithm by using Quasi‐Newton Methods pp. 569-587

Mortaza Jamshidian and Robert I. Jennrich

Multistage Sampling Designs and Estimating Equations pp. 589-602

Alice S. Whittemore

Fractal Function Estimation via Wavelet Shrinkage pp. 603-613

Y. Wang

Some Properties and Generalizations of Non‐negative Bayesian Time Series Models pp. 615-626

Gary K. Grunwald, Kais Hamza and Rob Hyndman

Approximate Likelihoods for Generalized Linear Errors‐in‐variables Models pp. 627-637

John J. Hanfelt and Kung‐Yee Liang

Balanced Confidence Regions Based on Tukey’s Depth and the Bootstrap pp. 639-652

Arthur B. Yeh and Kesar Singh

A Second‐order Adjustment to the Profile Likelihood in the Case of a Multidimensional Parameter of Interest pp. 653-665

Steven E. Stern

Latent Variable Models for Mixed Discrete and Continuous Outcomes pp. 667-678

Mary Dupuis Sammel, Louise M. Ryan and Julie M. Legler

Likelihood Ratio Tests for Fixed Model Terms using Residual Maximum Likelihood pp. 701-714

S. J. Welham and R. Thompson

A Robust Test for Non‐nested Hypotheses pp. 715-727

Maria‐Pia Victoria‐Feser

Acknowledgement of Priority: A Continuous Representation of the Family of Stable Law Distributions pp. 729-729

R. C. H. Cheng and W. B. Liu

Volume 59, issue 2, 1997

Updating Schemes, Correlation Structure, Blocking and Parameterization for the Gibbs Sampler pp. 291-317

G. O. Roberts and S. K. Sahu

Wavelet Threshold Estimators for Data with Correlated Noise pp. 319-351

Iain M. Johnstone and Bernard W. Silverman

Procrustes Shape Analysis of Planar Point Subsets pp. 353-374

Ian L. Dryden, Mohammad Reza Faghihi and Charles C. Taylor

Ignorability, Sufficiency and Ancillarity pp. 375-381

Daniel F. Heitjan

Estimation of the Distribution Function of a Standardized Statistic pp. 383-400

Stephen M. S. Lee and G. Alastair Young

Simple Fitting Algorithms for Incomplete Categorical Data pp. 401-414

Geert Molenberghs and Els Goetghebeur

Estimation in Epidemics with Incomplete Observations pp. 415-429

Niels G. Becker and Abraham M. Hasofer

Random Effect Threshold Models for Dose–Response Relationships with Repeated Measurements pp. 431-446

Per M. Brockhoff and Hans‐Georg Müller

Maximum Likelihood Estimation of Logistic Regression Parameters under Two‐phase, Outcome‐dependent Sampling pp. 447-461

Norman E. Breslow and Richard Holubkov

On Robust Analysis of a Normal Location Parameter pp. 463-474

S.T. Boris Choy and Adrian F. M. Smith

Modelling Dependence within Joint Tail Regions pp. 475-499

Anthony W. Ledford and Jonathan A. Tawn

Bayesian Multivariate Spatial Interpolation with Data Missing by Design pp. 501-510

Nhu D. Le, Weimin Sun and James V. Zidek

Volume 59, issue 1, 1997

Report of the Editors—1996 pp. 1-2

M.C. Jones and G.A. Young

Predicting Multivariate Responses in Multiple Linear Regression pp. 3-54

Leo Breiman and Jerome H. Friedman

Inference for Non‐random Samples pp. 55-95

J. B. Copas and H. G. Li

Designing Experiments with Respect to ‘Standardized’ Optimality Criteria pp. 97-110

Holger Dette

Designing for a Response Transformation Parameter pp. 111-124

Anthony C. Atkinson and R. Dennis Cook

Parameter Orthogonality in Mixed Regression Models for Survival Data pp. 125-136

J. L. Hutton and P. J. Solomon

A Continuous Representation of the Family of Stable Law Distributions pp. 137-145

R. C. H. Cheng and W. B. Liu

Iterated Partial Sum Sequences of Regression Residuals and Tests for Changepoints with Continuity Constraints pp. 147-156

V. K. Jandhyala and I. B. MacNeill

Generalized Score Test of Homogeneity Based on Correlated Random Effects Models pp. 157-171

D. Commenges and H. Jacqmin‐Gadda

Transformations for Smooth Regression Models with Multiplicative Errors pp. 173-189

G. K. Eagleson and H. G. Müller

Boundary Aware Estimators of Integrated Density Derivative Products pp. 191-203

Ming‐Yen Cheng

On the Optimality of Prediction‐based Selection Criteria and the Convergence Rates of Estimators pp. 205-216

Naomi Altman and Christian Léger

Prior Distributions on Measure Space pp. 217-235

Sibusiso Sibisi and John Skilling

Fitting Time Series Models by Minimizing Multistep‐ahead Errors: a Frequency Domain Approach pp. 237-254

J. Haywood and G. Tunnicliffe Wilson

Semiparametric Bayesian Inference for Time Series with Mixed Spectra pp. 255-268

C. K. Carter and Robert Kohn

Weighted Mean Survival Test Statistics: a Class of Distance Tests for Censored Survival Data pp. 269-280

Yu Shen and Thomas R. Fleming

Consistency of Procrustes Estimators pp. 281-290

John T. Kent and Kanti V. Mardia