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 76, issue 5, 2014

Relevant statistics for Bayesian model choice pp. 833-859

Jean-Michel Marin, Natesh S. Pillai, Christian P. Robert and Judith Rousseau

A non-parametric entropy-based approach to detect changes in climate extremes pp. 861-884

Philippe Naveau, Armelle Guillou and Théo Rietsch

On estimation efficiency of the central mean subspace pp. 885-901

Yanyuan Ma and Liping Zhu

Multiple-change-point detection for auto-regressive conditional heteroscedastic processes pp. 903-924

P. Fryzlewicz and S. Subba Rao

Transformations and invariance in the sensitivity analysis of computer experiments pp. 925-947

E. Borgonovo, S. Tarantola, E. Plischke and M. D. Morris

Split sample methods for constructing confidence intervals for binomial and Poisson parameters pp. 949-975

Geoffrey Decrouez and Peter Hall

Volume 76, issue 4, 2014

Estimates and standard errors for ratios of normalizing constants from multiple Markov chains via regeneration pp. 683-712

Hani Doss and Aixin Tan

The Bayesian bridge pp. 713-733

Nicholas G. Polson, James G. Scott and Jesse Windle

Quick and easy one-step parameter estimation in differential equations pp. 735-748

Peter Hall and Yanyuan Ma

Model selection for estimating treatment effects pp. 749-769

Craig A. Rolling and Yuhong Yang

Generalized α-investing: definitions, optimality results and application to public databases pp. 771-794

Ehud Aharoni and Saharon Rosset

A scalable bootstrap for massive data pp. 795-816

Ariel Kleiner, Ameet Talwalkar, Purnamrita Sarkar and Michael I. Jordan

On semiparametric inference of geostatistical models via local Karhunen–Loève expansion pp. 817-832

Tingjin Chu, Haonan Wang and Jun Zhu

Volume 76, issue 3, 2014

The deviance information criterion: 12 years on pp. 485-493

David J. Spiegelhalter, Nicola G. Best, Bradley P. Carlin and Angelika Linde

Multiscale change point inference pp. 495-580

Klaus Frick, Axel Munk and Hannes Sieling

Structured functional additive regression in reproducing kernel Hilbert spaces pp. 581-603

Hongxiao Zhu, Fang Yao and Hao Helen Zhang

Linear manifold modelling of multivariate functional data pp. 605-626

Jeng-Min Chiou and Hans-Georg Müller

High dimensional thresholded regression and shrinkage effect pp. 627-649

Zemin Zheng, Yingying Fan and Jinchi Lv

Non-parametric and adaptive modelling of dynamic periodicity and trend with heteroscedastic and dependent errors pp. 651-682

Yu-Chun Chen, Ming-Yen Cheng and Hau-Tieng Wu

Volume 76, issue 2, 2014

Association pattern discovery via theme dictionary models pp. 319-347

Ke Deng, Zhi Geng and Jun S. Liu

Two-sample test of high dimensional means under dependence pp. 349-372

T. Tony Cai, Weidong Liu and Yin Xia

The joint graphical lasso for inverse covariance estimation across multiple classes pp. 373-397

Patrick Danaher, Pei Wang and Daniela M. Witten

Preadjusted non-parametric estimation of a conditional distribution function pp. 399-438

Noël Veraverbeke, Irène Gijbels and Marek Omelka

Space–time modelling of extreme events pp. 439-461

R. Huser and A. C. Davison

Regularized matrix regression pp. 463-483

Hua Zhou and Lexin Li

Volume 76, issue 1, 2014

Report of the Editors—2013 pp. 1-2

G. O. Roberts and Ingrid Van Keilegom

Conditional transformation models pp. 3-27

Torsten Hothorn, Thomas Kneib and Peter Bühlmann

A separable model for dynamic networks pp. 29-46

Pavel N. Krivitsky and Mark S. Handcock

Outlier robust small area estimation pp. 47-69

Ray Chambers, Hukum Chandra, Nicola Salvati and Nikos Tzavidis

Distribution-free prediction bands for non-parametric regression pp. 71-96

Jing Lei and Larry Wasserman

Non-parametric identification and estimation of the number of components in multivariate mixtures pp. 97-111

Hiroyuki Kasahara and Katsumi Shimotsu

Efficient estimation of non-linear finite population parameters by using non-parametrics pp. 113-140

Camelia Goga and Anne Ruiz-Gazen

Model selection principles in misspecified models pp. 141-167

Jinchi Lv and Jun S. Liu

Improved estimation in cumulative link models pp. 169-196

Ioannis Kosmidis

Semiparametric inference for data with a continuous outcome from a two-phase probability-dependent sampling scheme pp. 197-215

Haibo Zhou, Wangli Xu, Donglin Zeng and Jianwen Cai

Confidence intervals for low dimensional parameters in high dimensional linear models pp. 217-242

Cun-Hui Zhang and Stephanie S. Zhang

Covariate balancing propensity score pp. 243-263

Kosuke Imai and Marc Ratkovic

Optimal designs for dose finding studies with an active control pp. 265-295

Holger Dette, Christine Kiss,, Norbert Benda and Frank Bretz

Selective inference on multiple families of hypotheses pp. 297-318

Yoav Benjamini and Marina Bogomolov

Volume 75, issue 5, 2013

Statistical inference for max-stable processes in space and time pp. 791-819

Richard A. Davis, Claudia Klüppelberg and Christina Steinkohl

Point process modelling for directed interaction networks pp. 821-849

Patrick O. Perry and Patrick J. Wolfe

Envelopes and partial least squares regression pp. 851-877

R. D. Cook, I. S. Helland and Zoey Su

A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series pp. 879-904

Guy Nason

Volume 75, issue 4, 2013

Large covariance estimation by thresholding principal orthogonal complements pp. 603-680

Jianqing Fan, Yuan Liao and Martina Mincheva

Spatial spline regression models pp. 681-703

Laura M. Sangalli, James O. Ramsay and Timothy O. Ramsay

Probabilistic causality and detecting collections of interdependence patterns pp. 705-723

Roland R. Ramsahai

Smoothing parameter selection in two frameworks for penalized splines pp. 725-741

Tatyana Krivobokova

Marginal log-linear parameters for graphical Markov models pp. 743-768

Robin J. Evans and Thomas S. Richardson

Asymptotics of the discrete log-concave maximum likelihood estimator and related applications pp. 769-790

Fadoua Balabdaoui, Hanna Jankowski, Kaspar Rufibach and Marios Pavlides

Volume 75, issue 3, 2013

SMC-super-2: an efficient algorithm for sequential analysis of state space models pp. 397-426

Nicolas Chopin, P. E. Jacob and O. Papaspiliopoulos

Condition-number-regularized covariance estimation pp. 427-450

Joong-Ho Won, Johan Lim, Seung-Jean Kim and Bala Rajaratnam

Estimating heterogeneity variance in meta-analysis pp. 451-469

Andrew L. Rukhin

Differential geometric least angle regression: a differential geometric approach to sparse generalized linear models pp. 471-498

Luigi Augugliaro, Angelo M. Mineo and Ernst C. Wit

Comparing distributions by using dependent normalized random-measure mixtures pp. 499-529

Jim Griffin, M. Kolossiatis and Mark Steel

Tuning parameter selection in high dimensional penalized likelihood pp. 531-552

Yingying Fan and Cheng Yong Tang

Extended likelihood approach to large-scale multiple testing pp. 553-575

Youngjo Lee and Jan F. Bjørnstad

Fast bivariate P-splines: the sandwich smoother pp. 577-599

Luo Xiao, Yingxing Li and David Ruppert

Corrigendum: Spatiotemporal prediction for log-Gaussian Cox processes pp. 601-602

Benjamin M. Taylor and Peter J. Diggle

Volume 75, issue 2, 2013

A return to an old paper: ‘Tests of separate families of hypotheses’ pp. 207-215

D. R. Cox

Independent screening for single-index hazard rate models with ultrahigh dimensional features pp. 217-246

Anders Gorst-Rasmussen and Thomas Scheike

Residuals and goodness-of-fit tests for stationary marked Gibbs point processes pp. 247-276

Jean-François Coeurjolly and Frédéric Lavancier

Non-parametric survival analysis of infectious disease data pp. 277-304

Eben Kenah

Doubly robust and efficient estimators for heteroscedastic partially linear single-index models allowing high dimensional covariates pp. 305-322

Yanyuan Ma and Liping Zhu

Inference for linear models with dependent errors pp. 323-343

Zhou Zhou and Xiaofeng Shao

Optimal predictions of powers of conditionally heteroscedastic processes pp. 345-367

Christian Francq and Jean-Michel Zakoian

Adjusting treatment effect estimates by post-stratification in randomized experiments pp. 369-396

Luke W. Miratrix, Jasjeet S. Sekhon and Bin Yu

Volume 75, issue 1, 2013

Report of the Editors—2012 pp. 1-2

G. O. Roberts and Ingrid Van Keilegom

Group sequential tests for delayed responses (with discussion) pp. 3-54

Lisa V. Hampson and Christopher Jennison

Variable selection with error control: another look at stability selection pp. 55-80

Rajen D. Shah and Richard J. Samworth

Mann–Whitney test with adjustments to pretreatment variables for missing values and observational study pp. 81-102

Song Chen, Jing Qin and Cheng Yong Tang

Estimation of the mean of functional time series and a two-sample problem pp. 103-122

Lajos Horvath, Piotr Kokoszka and Ron Reeder

New local estimation procedure for a non-parametric regression function for longitudinal data pp. 123-138

Weixin Yao and Runze Li

Dimension reduction and alleviation of confounding for spatial generalized linear mixed models pp. 139-159

John Hughes and Murali Haran

Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration pp. 161-184

Xiaofeng Shao and Dimitris N. Politis

Robust estimation for homoscedastic regression in the secondary analysis of case–control data pp. 185-206

Jiawei Wei, Raymond J. Carroll, Ursula U. Müller, Ingrid Van Keilegom and Nilanjan Chatterjee