Journal of the Royal Statistical Society Series B

1997 - 2022

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

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Volume 74, issue 5, 2012

Robust detection and identification of sparse segments in ultrahigh dimensional data analysis pp. 773-797

T. Tony Cai, X. Jessie Jeng and Hongzhe Li

Joint composite estimating functions in spatiotemporal models pp. 799-824

Yun Bai, Peter X.-K. Song and T. E. Raghunathan

Ordinal dominance curve based inference for stochastically ordered distributions pp. 825-847

Ori Davidov and Amir Herman

Correlation pursuit: forward stepwise variable selection for index models pp. 849-870

Wenxuan Zhong, Tingting Zhang, Yu Zhu and Jun S. Liu

Empirical Bayes false coverage rate controlling confidence intervals pp. 871-891

Zhigen Zhao and J. T. Gene Hwang

Volume 74, issue 4, 2012

Probabilistic index models pp. 623-671

Olivier Thas, Jan De Neve, Lieven Clement and Jean-Pierre Ottoy

The relative frailty variance and shared frailty models pp. 673-696

C. Paddy Farrington, Steffen Unkel and Karim Anaya-Izquierdo

Local polynomial regression for symmetric positive definite matrices pp. 697-719

Ying Yuan, Hongtu Zhu, Weili Lin and J. S. Marron

Inference with transposable data: modelling the effects of row and column correlations pp. 721-743

Genevera I. Allen and Robert Tibshirani

A road to classification in high dimensional space: the regularized optimal affine discriminant pp. 745-771

Jianqing Fan, Yang Feng and Xin Tong

Volume 74, issue 3, 2012

Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the AIC–BIC dilemma pp. 361-417

Tim van Erven, Peter Grünwald and Steven de Rooij

Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation pp. 419-474

Paul Fearnhead and Dennis Prangle

Learning out of leaders pp. 475-513

Mathilde Mougeot, Dominique Picard and Karine Tribouley

Adjusted Bayesian inference for selected parameters pp. 515-541

Daniel Yekutieli

Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling pp. 543-567

J. L. Wadsworth and J. A. Tawn

The phylogenetic Kantorovich–Rubinstein metric for environmental sequence samples pp. 569-592

Steven N. Evans and Frederick A. Matsen

High dimensional variable selection via tilting pp. 593-622

Haeran Cho and Piotr Fryzlewicz

Volume 74, issue 2, 2012

Cumulative incidence association models for bivariate competing risks data pp. 183-202

Yu Cheng and Jason P. Fine

Reduced rank stochastic regression with a sparse singular value decomposition pp. 203-221

Kun Chen, Kung‐Sik Chan and Nils Chr. Stenseth

Semiparametric tests for sufficient cause interaction pp. 223-244

Stijn Vansteelandt, Tyler J. VanderWeele and James M. Robins

Strong rules for discarding predictors in lasso‐type problems pp. 245-266

Robert Tibshirani, Jacob Bien, Jerome Friedman, Trevor Hastie, Noah Simon, Jonathan Taylor and Ryan J. Tibshirani

Achieving near perfect classification for functional data pp. 267-286

Aurore Delaigle and Peter Hall

Local shrinkage rules, Lévy processes and regularized regression pp. 287-311

Nicholas G. Polson and James G. Scott

The dynamic ‘expectation–conditional maximization either’ algorithm pp. 313-336

Yunxiao He and Chuanhai Liu

Fast subset scan for spatial pattern detection pp. 337-360

Daniel B. Neill

Volume 74, issue 1, 2012

Report of the Editors—2011 pp. 1-2

G. Casella and G. Roberts

New consistent and asymptotically normal parameter estimates for random‐graph mixture models pp. 3-35

Christophe Ambroise and Catherine Matias

Variance estimation using refitted cross‐validation in ultrahigh dimensional regression pp. 37-65

Jianqing Fan, Shaojun Guo and Ning Hao

Conditional quantile analysis when covariates are functions, with application to growth data pp. 67-89

Kehui Chen and Hans‐Georg Müller

Hybrid confidence regions based on data depth pp. 91-109

Stephen M. S. Lee

A full scale approximation of covariance functions for large spatial data sets pp. 111-132

Huiyan Sang and Jianhua Z. Huang

Control variates for estimation based on reversible Markov chain Monte Carlo samplers pp. 133-161

Petros Dellaportas and Ioannis Kontoyiannis

Adaptive and dynamic adaptive procedures for false discovery rate control and estimation pp. 163-182

Kun Liang and Dan Nettleton

Volume 73, issue 4, 2011

An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach pp. 423-498

Finn Lindgren, Håvard Rue and Johan Lindström

Thick pen transformation for time series pp. 499-529

P. Fryzlewicz and H.‐S. Oh

Adaptive inference for the mean of a Gaussian process in functional data pp. 531-538

Florentina Bunea, Andrada E. Ivanescu and Marten H. Wegkamp

Multiscale adaptive regression models for neuroimaging data pp. 559-578

Yimei Li, Hongtu Zhu, Dinggang Shen, Weili Lin, John H. Gilmore and Joseph G. Ibrahim

Bayesian smoothing of photon‐limited images with applications in astronomy pp. 579-599

John Thomas White and Subhashis Ghosal

Data‐driven density estimation in the presence of additive noise with unknown distribution pp. 601-627

F. Comte and C. Lacour

Volume 73, issue 3, 2011

Regression shrinkage and selection via the lasso: a retrospective pp. 273-282

Robert Tibshirani

Robustness and accuracy of methods for high dimensional data analysis based on Student's t‐statistic pp. 283-301

Aurore Delaigle, Peter Hall and Jiashun Jin

Functional singular component analysis pp. 303-324

Wenjing Yang, Hans‐Georg Müller and Ulrich Stadtmüller

Penalized composite quasi‐likelihood for ultrahigh dimensional variable selection pp. 325-349

Jelena Bradic, Jianqing Fan and Weiwei Wang

Regression for compositional data by using distributions defined on the hypersphere pp. 351-375

J. L. Scealy and A. H. Welsh

Non‐parametric Bayesian inference on bivariate extremes pp. 377-406

Simon Guillotte, François Perron and Johan Segers

Self‐consistent method for density estimation pp. 407-422

Alberto Bernacchia and Simone Pigolotti

Volume 73, issue 2, 2011

Riemann manifold Langevin and Hamiltonian Monte Carlo methods pp. 123-214

Mark Girolami and Ben Calderhead

Robustness of design in dose–response studies pp. 215-238

Pengfei Li and Douglas P. Wiens

A geometric characterization of optimal designs for regression models with correlated observations pp. 239-252

Tim Holland‐Letz, Holger Dette and Andrey Pepelyshev

Efficient probabilistic forecasts for counts pp. 253-272

Brendan McCabe, Gael Martin and David Harris

Volume 73, issue 1, 2011

Report of the Editors—2010 pp. 1-2

G. Casella and G. Roberts

Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models pp. 3-36

Simon N. Wood

Bayesian non‐parametric hidden Markov models with applications in genomics pp. 37-57

C. Yau, Omiros Papaspiliopoulos, G. O. Roberts and C. Holmes

Inference on the primary parameter of interest with the aid of dimension reduction estimation pp. 59-80

Lexin Li, Liping Zhu and Lixing Zhu

Local and omnibus goodness‐of‐fit tests in classical measurement error models pp. 81-98

Yanyuan Ma, Jeffrey D. Hart, Ryan Janicki and Raymond J. Carroll

Modelling non‐homogeneous Poisson processes with almost periodic intensity functions pp. 99-122

Nan Shao and Keh‐Shin Lii