Journal of the Royal Statistical Society Series B

1997 - 2022

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

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Volume 79, issue 5, 2017

Sparse graphs using exchangeable random measures pp. 1295-1366

François Caron and Emily B. Fox

A coverage theory for least squares pp. 1367-1389

Algo Carè, Simone Garatti and Marco C. Campi

Parameter stability and semiparametric inference in time varying auto-regressive conditional heteroscedasticity models pp. 1391-1414

Lionel Truquet

Testing and confidence intervals for high dimensional proportional hazards models pp. 1415-1437

Ethan X. Fang, Yang Ning and Han Liu

A Bayesian decision theoretic model of sequential experimentation with delayed response pp. 1439-1462

Stephen Chick, Martin Forster and Paolo Pertile

Rank-based procedures in factorial designs: hypotheses about non-parametric treatment effects pp. 1463-1485

Edgar Brunner, Frank Konietschke, Markus Pauly and Madan L. Puri

Semiparametric dose finding methods pp. 1487-1508

M. Clertant and J. O’Quigley

Robust estimation of encouragement design intervention effects transported across sites pp. 1509-1525

Kara E. Rudolph and Mark J. Laan

Convex clustering via l 1 fusion penalization pp. 1527-1546

Peter Radchenko and Gourab Mukherjee

Optimal group testing designs for estimating prevalence with uncertain testing errors pp. 1547-1563

Shih-Hao Huang, Mong-Na Lo Huang, Kerby Shedden and Weng Kee Wong

Concordance-assisted learning for estimating optimal individualized treatment regimes pp. 1565-1582

Caiyun Fan, Wenbin Lu, Rui Song and Yong Zhou

Joint non-parametric correction estimator for excess relative risk regression in survival analysis with exposure measurement error pp. 1583-1599

Ching-Yun Wang, Harry Cullings, Xiao Song and Kenneth J. Kopecky

Estimation of the common mean from heterogeneous normal observations with unknown variances pp. 1601-1618

Andrew L. Rukhin

Quantile spectral analysis for locally stationary time series pp. 1619-1643

Stefan Birr, Stanislav Volgushev, Tobias Kley, Holger Dette and Marc Hallin

Direct and indirect treatment effects–causal chains and mediation analysis with instrumental variables pp. 1645-1666

Markus Frölich and Martin Huber

Volume 79, issue 4, 2017

Random-projection ensemble classification pp. 959-1035

Timothy I. Cannings and Richard J. Samworth

EigenPrism: inference for high dimensional signal-to-noise ratios pp. 1037-1065

Lucas Janson, Rina Foygel Barber and Emmanuel Candès

Detection of adaptive shifts on phylogenies by using shifted stochastic processes on a tree pp. 1067-1093

Paul Bastide, Mahendra Mariadassou and Stéphane Robin

A minimum relative entropy based correlation model between the response and covariates pp. 1095-1118

Bhaskar Bhattacharya and Mohammad Al-talib

Statistical clustering of temporal networks through a dynamic stochastic block model pp. 1119-1141

Catherine Matias and Vincent Miele

Estimation of the false discovery proportion with unknown dependence pp. 1143-1164

Jianqing Fan and Xu Han

On estimation of optimal treatment regimes for maximizing t-year survival probability pp. 1165-1185

Runchao Jiang, Wenbin Lu, Rui Song and Marie Davidian

Change point estimation in high dimensional Markov random-field models pp. 1187-1206

Sandipan Roy, Yves Atchadé and George Michailidis

Heterogeneous change point inference pp. 1207-1227

Florian Pein, Hannes Sieling and Axel Munk

Non-parametric methods for doubly robust estimation of continuous treatment effects pp. 1229-1245

Edward H. Kennedy, Zongming Ma, Matthew D. McHugh and Dylan S. Small

The p-filter: multilayer false discovery rate control for grouped hypotheses pp. 1247-1268

Rina Foygel Barber and Aaditya Ramdas

Maximum likelihood estimation for linear Gaussian covariance models pp. 1269-1292

Piotr Zwiernik, Caroline Uhler and Donald Richards

Volume 79, issue 3, 2017

Theoretical guarantees for approximate sampling from smooth and log-concave densities pp. 651-676

Arnak Dalalyan

High dimensional correlation matrices: the central limit theorem and its applications pp. 677-693

Jiti Gao, Xiao Han, Guangming Pan and Yanrong Yang

Control functionals for Monte Carlo integration pp. 695-718

Chris J. Oates, Mark Girolami and Nicolas Chopin

Causal analysis of ordinal treatments and binary outcomes under truncation by death pp. 719-735

Linbo Wang, Thomas S. Richardson and Xiao-Hua Zhou

Local explosion modelling by non-causal process pp. 737-756

Christian Gourieroux and Jean-Michel Zakoian

Principal stratification analysis using principal scores pp. 757-777

Peng Ding and Jiannan Lu

Additive model building for spatial regression pp. 779-800

Siddhartha Nandy, Chae Young Lim and Tapabrata Maiti

Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: the unknown variance case pp. 801-813

Hannes Leeb and Paul Kabaila

Regionalization of multiscale spatial processes by using a criterion for spatial aggregation error pp. 815-832

Jonathan R. Bradley, Christopher K. Wikle and Scott H. Holan

Continuous auto-regressive moving average random fields on ℝ-super-n pp. 833-857

Peter J. Brockwell and Yasumasa Matsuda

Optimal designs for longitudinal and functional data pp. 859-876

Hao Ji and Hans-Georg Müller

Bayesian inference for Matérn repulsive processes pp. 877-897

Vinayak Rao, Ryan P. Adams and David D. Dunson

Provable sparse tensor decomposition pp. 899-916

Will Wei Sun, Junwei Lu, Han Liu and Guang Cheng

Mediation analysis with time varying exposures and mediators pp. 917-938

Tyler J. VanderWeele and Eric J. Tchetgen Tchetgen

Linear and conic programming estimators in high dimensional errors-in-variables models pp. 939-956

Alexandre Belloni, Mathieu Rosenbaum and Alexandre B. Tsybakov

Volume 79, issue 2, 2017

A Bayesian information criterion for singular models pp. 323-380

Mathias Drton and Martyn Plummer

Global envelope tests for spatial processes pp. 381-404

Mari Myllymäki, Tomáš Mrkvička, Pavel Grabarnik, Henri Seijo and Ute Hahn

High dimensional semiparametric latent graphical model for mixed data pp. 405-421

Jianqing Fan, Han Liu, Yang Ning and Hui Zou

Testing against a linear regression model using ideas from shape-restricted estimation pp. 423-448

Bodhisattva Sen and Mary Meyer

Estimation of extreme depth-based quantile regions pp. 449-461

Yi He and John Einmahl

Regression models on Riemannian symmetric spaces pp. 463-482

Emil Cornea, Hongtu Zhu, Peter Kim and Joseph G. Ibrahim

Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size pp. 483-505

Leen Prenen, Roel Braekers and Luc Duchateau

Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend pp. 507-524

Qin Shao and Lijian Yang

Compound random measures and their use in Bayesian non-parametrics pp. 525-545

Jim Griffin and Fabrizio Leisen

Probabilistic multi-resolution scanning for two-sample differences pp. 547-572

Jacopo Soriano and Li Ma

Efficient estimation of semiparametric transformation models for the cumulative incidence of competing risks pp. 573-587

Lu Mao and D. Y. Lin

Confidence intervals and regions for the lasso by using stochastic variational inequality techniques in optimization pp. 589-611

Shu Lu, Yufeng Liu, Liang Yin and Kai Zhang

On the exact region determined by Kendall's τ and Spearman's ρ pp. 613-633

Manuela Schreyer, Roland Paulin and Wolfgang Trutschnig

A frequentist approach to computer model calibration pp. 635-648

Raymond K. W. Wong, Curtis B. Storlie and Thomas C. M. Lee

Volume 79, issue 1, 2017

Report of the Editors—2016 pp. 3-4

David Dunson and Piotr Fryzlewicz

Classification of non-parametric regression functions in longitudinal data models pp. 5-27

Michael Vogt and Oliver Linton

Detection of change in the spatiotemporal mean function pp. 29-50

Oleksandr Gromenko, Piotr Kokoszka and Matthew Reimherr

On estimation of the noise variance in high dimensional probabilistic principal component analysis pp. 51-67

Damien Passemier, Zhaoyuan Li and Jianfeng Yao

Laplace deconvolution on the basis of time domain data and its application to dynamic contrast-enhanced imaging pp. 69-94

Fabienne Comte, Charles-A. Cuenod, Marianna Pensky and Yves Rozenholc

A test for stationarity for irregularly spaced spatial data pp. 95-123

Soutir Bandyopadhyay and Suhasini Subba Rao

The normal law under linear restrictions: simulation and estimation via minimax tilting pp. 125-148

Z. I. Botev

Modelling across extremal dependence classes pp. 149-175

J. L. Wadsworth, J. A. Tawn, A. C. Davison and D. M. Elton

Modelling function-valued stochastic processes, with applications to fertility dynamics pp. 177-196

Kehui Chen, Pedro Delicado and Hans-Georg Müller

Optimal screening and discovery of sparse signals with applications to multistage high throughput studies pp. 197-223

T. Tony Cai and Wenguang Sun

Two-sample testing in high dimensions pp. 225-246

Nicolas Städler and Sach Mukherjee

Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions pp. 247-265

Jianqing Fan, Quefeng Li and Yuyan Wang

Fast moment-based estimation for hierarchical models pp. 267-291

Patrick O. Perry

Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation pp. 293-320

Sanjay Chaudhuri, Debashis Mondal and Teng Yin