Journal of the Royal Statistical Society Series B

1997 - 2022

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

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Volume 78, issue 5, 2016

Causal inference by using invariant prediction: identification and confidence intervals pp. 947-1012

Jonas Peters, Peter Bühlmann and Nicolai Meinshausen

Model checking for parametric single-index models: a dimension reduction model-adaptive approach pp. 1013-1035

Xu Guo, Tao Wang and Lixing Zhu

Variable selection via additive conditional independence pp. 1037-1055

Kuang-Yao Lee, Bing Li and Hongyu Zhao

Set estimation from reflected Brownian motion pp. 1057-1078

Alejandro Cholaquidis, Ricardo Fraiman, Gábor Lugosi and Beatriz Pateiro-López

Tests for high dimensional generalized linear models pp. 1079-1102

Bin Guo and Song Chen

A general framework for updating belief distributions pp. 1103-1130

P. G. Bissiri, C. C. Holmes and S. G. Walker

Volume 78, issue 4, 2016

Mixtures, envelopes and hierarchical duality pp. 701-727

Nicholas G. Polson and James G. Scott

Generalized additive and index models with shape constraints pp. 729-754

Yining Chen and Richard J. Samworth

Double one-sided cross-validation of local linear hazards pp. 755-779

María Luz Gámiz, Enno Mammen, María Dolores Martínez Miranda and Jens Perch Nielsen

Making the cut: improved ranking and selection for large-scale inference pp. 781-804

Nicholas C. Henderson and Michael A. Newton

Robust inference in sample selection models pp. 805-827

Mikhail Zhelonkin, Marc G. Genton and Elvezio Ronchetti

Principal causal effect identification and surrogate end point evaluation by multiple trials pp. 829-848

Zhichao Jiang, Peng Ding and Zhi Geng

Distance shrinkage and Euclidean embedding via regularized kernel estimation pp. 849-867

Luwan Zhang, Grace Wahba and Ming Yuan

Estimation of a two-component mixture model with applications to multiple testing pp. 869-893

Rohit Kumar Patra and Bodhisattva Sen

Inference for multiple change points in time series via likelihood ratio scan statistics pp. 895-916

Chun Yip Yau and Zifeng Zhao

Extensible grids: uniform sampling on a space filling curve pp. 917-931

Zhijian He and Art B. Owen

Bayesian regularization of the length of memory in reversible sequences pp. 933-946

Sergio Bacallado, Vijay Pande, Stefano Favaro and Lorenzo Trippa

Volume 78, issue 3, 2016

Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings pp. 505-562

Werner Ehm, Tilmann Gneiting, Alexander Jordan and Fabian Krüger

Drift estimation in sparse sequential dynamic imaging, with application to nanoscale fluorescence microscopy pp. 563-587

Alexander Hartmann, Stephan Huckemann, Jörn Dannemann, Oskar Laitenberger, Claudia Geisler, Alexander Egner and Axel Munk

High dimensional ordinary least squares projection for screening variables pp. 589-611

Xiangyu Wang and Chenlei Leng

Estimating multivariate volatility models equation by equation pp. 613-635

Christian Francq and Jean-Michel Zakoian

Truncated linear models for functional data pp. 637-653

Peter Hall and Giles Hooker

Randomization inference for treatment effect variation pp. 655-671

Peng Ding, Avi Feller and Luke Miratrix

Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting pp. 673-700

Kwun Chuen Gary Chan, Sheung Chi Phillip Yam and Zheng Zhang

Volume 78, issue 2, 2016

Empirical likelihood confidence intervals for complex sampling designs pp. 319-341

Y. G. Berger and O. De La Riva Torres

Simulation of multivariate diffusion bridges pp. 343-369

Mogens Bladt, Samuel Finch and Michael Sørensen

Detecting relevant changes in time series models pp. 371-394

Holger Dette and Dominik Wied

On the coverage bound problem of empirical likelihood methods for time series pp. 395-421

Xianyang Zhang and Xiaofeng Shao

Sequential selection procedures and false discovery rate control pp. 423-444

Max Grazier G'Sell, Stefan Wager, Alexandra Chouldechova and Robert Tibshirani

Making a non-parametric density estimator more attractive, and more accurate, by data perturbation pp. 445-462

Hassan Doosti and Peter Hall

Bootstrapping the portmanteau tests in weak auto-regressive moving average models pp. 463-485

Ke Zhu

Joint estimation of multiple graphical models from high dimensional time series pp. 487-504

Huitong Qiu, Fang Han, Han Liu and Brian Caffo

Volume 78, issue 1, 2016

Data envelope fitting with constrained polynomial splines pp. 3-30

Abdelaati Daouia, Hohsuk Noh and Byeong U. Park

Statistics of heteroscedastic extremes pp. 31-51

John Einmahl, Laurens Haan and Chen Zhou

Variable selection for support vector machines in moderately high dimensions pp. 53-76

Xiang Zhang, Yichao Wu, Lan Wang and Runze Li

A tilting approach to ranking influence pp. 77-97

Marc G. Genton and Peter Hall

Non-parametric inference for density modes pp. 99-126

Christopher R. Genovese, Marco Perone-Pacifico, Isabella Verdinelli and Larry Wasserman

Semiparametric estimation in the secondary analysis of case–control studies pp. 127-151

Yanyuan Ma and Raymond J. Carroll

Lasso regression: estimation and shrinkage via the limit of Gibbs sampling pp. 153-174

Bala Rajaratnam, Steven Roberts, Doug Sparks and Onkar Dalal

Optimal designs for the prediction of individual parameters in hierarchical models pp. 175-191

Maryna Prus and Rainer Schwabe

The lasso for high dimensional regression with a possible change point pp. 193-210

Sokbae (Simon) Lee, Myung Hwan Seo and Youngki Shin

Non-parametric estimation of finite mixtures from repeated measurements pp. 211-229

Stéphane Bonhomme, Koen Jochmans and Jean-Marc Robin

Methodology for non-parametric deconvolution when the error distribution is unknown pp. 231-252

Aurore Delaigle and Peter Hall

Hypothesis testing for automated community detection in networks pp. 253-273

Peter J. Bickel and Purnamrita Sarkar

An M-estimator of spatial tail dependence pp. 275-298

John Einmahl, Anna Kiriliouk, Andrea Krajina and Johan Segers

Using post-outcome measurement information in censoring-by-death problems pp. 299-318

Fan Yang and Dylan S. Small

Volume 77, issue 5, 2015

A new non-parametric stationarity test of time series in the time domain pp. 893-922

Lei Jin, Suojin Wang and Haiyan Wang

Group bound: confidence intervals for groups of variables in sparse high dimensional regression without assumptions on the design pp. 923-945

Nicolai Meinshausen

A split-and-merge Bayesian variable selection approach for ultrahigh dimensional regression pp. 947-972

Qifan Song and Faming Liang

Bayesian non-parametric models for spatially indexed data of mixed type pp. 973-999

Georgios Papageorgiou, Sylvia Richardson and Nicky Best

Estimation of extreme quantiles for functions of dependent random variables pp. 1001-1024

Jinguo Gong, Yadong Li, Liang Peng and Qiwei Yao

Volume 77, issue 4, 2015

Causal inference from 2-super-K factorial designs by using potential outcomes pp. 727-753

Tirthankar Dasgupta, Natesh S. Pillai and Donald B. Rubin

Regression analysis of sparse asynchronous longitudinal data pp. 755-776

Hongyuan Cao, Donglin Zeng and Jason P. Fine

Components and completion of partially observed functional data pp. 777-801

David Kraus

A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees pp. 803-825

Kshitij Khare, Sang-Yun Oh and Bala Rajaratnam

Sparsifying the Fisher linear discriminant by rotation pp. 827-851

Ning Hao, Bin Dong and Jianqing Fan

Determinantal point process models and statistical inference pp. 853-877

Frédéric Lavancier, Jesper Møller and Ege Rubak

Sequential sufficient dimension reduction for large p, small n problems pp. 879-892

Xiangrong Yin and Haileab Hilafu

Volume 77, issue 3, 2015

Sequential quasi Monte Carlo pp. 509-579

Mathieu Gerber and Nicolas Chopin

Causal mediation analysis in the multilevel intervention and multicomponent mediator case pp. 581-615

Cheng Zheng and Xiao-Hua Zhou

Frequentist accuracy of Bayesian estimates pp. 617-646

Bradley Efron

Local dependence in random graph models: characterization, properties and statistical inference pp. 647-676

Michael Schweinberger and Mark S. Handcock

Quasi-likelihood for spatial point processes pp. 677-697

Yongtao Guan, Abdollah Jalilian and Rasmus Waagepetersen

An h-likelihood method for spatial mixed linear models based on intrinsic auto-regressions pp. 699-726

Somak Dutta and Debashis Mondal

Volume 77, issue 2, 2015

Dynamic functional principal components pp. 319-348

Siegfried Hörmann, Łukasz Kidziński and Marc Hallin

Inference for non-stationary time series regression with or without inequality constraints pp. 349-371

Zhou Zhou

Doubly robust estimation of the local average treatment effect curve pp. 373-396

Elizabeth L. Ogburn, Andrea Rotnitzky and James M. Robins

Semiparametric transformation models for causal inference in time-to-event studies with all-or-nothing compliance pp. 397-415

Wen Yu, Kani Chen, Michael E. Sobel and Zhiliang Ying

Estimation of the marginal expected shortfall: the mean when a related variable is extreme pp. 417-442

Juan-Juan Cai, John Einmahl, Laurens Haan and Chen Zhou

Sparse additive regression on a regular lattice pp. 443-459

Felix Abramovich and Tal Lahav

Asymptotic permutation tests in general factorial designs pp. 461-473

Markus Pauly, Edgar Brunner and Frank Konietschke

Multiple-change-point detection for high dimensional time series via sparsified binary segmentation pp. 475-507

Haeran Cho and Piotr Fryzlewicz

Volume 77, issue 1, 2015

Stochastic partial differential equation based modelling of large space–time data sets pp. 3-33

Fabio Sigrist, Hans R. Künsch and Werner A. Stahel

Marginally specified priors for non-parametric Bayesian estimation pp. 35-58

David C. Kessler, Peter D. Hoff and David B. Dunson

False discovery control in large-scale spatial multiple testing pp. 59-83

Wenguang Sun, Brian J. Reich, T. Tony Cai, Michele Guindani and Armin Schwartzman

Excursion and contour uncertainty regions for latent Gaussian models pp. 85-106

David Bolin and Finn Lindgren

Quantile regression adjusting for dependent censoring from semicompeting risks pp. 107-130

Ruosha Li and Limin Peng

Joint modelling of repeated measurements and time-to-event outcomes: flexible model specification and exact likelihood inference pp. 131-148

Jessica Barrett, Peter Diggle, Robin Henderson and David Taylor-Robinson

Confidence bands in non-parametric errors-in-variables regression pp. 149-169

Aurore Delaigle, Peter Hall and Farshid Jamshidi

Variance function partially linear single-index models pp. 171-194

Heng Lian, Hua Liang and Raymond J. Carroll

Conditional inferential models: combining information for prior-free probabilistic inference pp. 195-217

Ryan Martin and Chuanhai Liu

A joint modelling approach for longitudinal studies pp. 219-238

Weiping Zhang, Chenlei Leng and Cheng Yong Tang

Estimation of Hüsler–Reiss distributions and Brown–Resnick processes pp. 239-265

Sebastian Engelke, Alexander Malinowski, Zakhar Kabluchko and Martin Schlather

Bootstrapping locally stationary processes pp. 267-290

Jens-Peter Kreiss and Efstathios Paparoditis

Jointly interventional and observational data: estimation of interventional Markov equivalence classes of directed acyclic graphs pp. 291-318

Alain Hauser and Peter Bühlmann