Journal of the Royal Statistical Society Series B

1997 - 2022

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

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Volume 72, issue 5, 2010

Maximum likelihood estimation of a multi‐dimensional log‐concave density pp. 545-607

Madeleine Cule, Richard Samworth and Michael Stewart

Non‐parametric tests for right‐censored data with biased sampling pp. 609-630

Jing Ning, Jing Qin and Yu Shen

Default priors for Bayesian and frequentist inference pp. 631-654

D. A. S. Fraser, N. Reid, E. Marras and G. Y. Yi

A Markov process for circular data pp. 655-672

Shogo Kato

A multiresolution approach to time warping achieved by a Bayesian prior–posterior transfer fitting strategy pp. 673-694

Gerda Claeskens, Bernard W. Silverman and Leen Slaets

Corrigendum: A self‐normalized approach to confidence interval construction in time series pp. 695-696

Xiaofeng Shao

Volume 72, issue 4, 2010

Preface: ‘Retrospective read paper’ pp. 403-403

David Firth

Discovering the false discovery rate pp. 405-416

Yoav Benjamini

Stability selection pp. 417-473

Nicolai Meinshausen and Peter Bühlmann

Explicit estimating equations for semiparametric generalized linear latent variable models pp. 475-495

Yanyuan Ma and Marc G. Genton

Random‐weight particle filtering of continuous time processes pp. 497-512

Paul Fearnhead, Omiros Papaspiliopoulos, Gareth O. Roberts and Andrew Stuart

Simultaneous inference of linear models with time varying coefficients pp. 513-531

Zhou Zhou and Wei Biao Wu

Bayesian pseudo‐empirical‐likelihood intervals for complex surveys pp. 533-544

J. N. K. Rao and Changbao Wu

Volume 72, issue 3, 2010

Particle Markov chain Monte Carlo methods pp. 269-342

Christophe Andrieu, Arnaud Doucet and Roman Holenstein

A self‐normalized approach to confidence interval construction in time series pp. 343-366

Xiaofeng Shao

Sufficient dimension reduction for spatial point processes directed by Gaussian random fields pp. 367-387

Yongtao Guan and Hansheng Wang

On selection of spatial linear models for lattice data pp. 389-402

Jun Zhu, Hsin‐Cheng Huang and Perla E. Reyes

Volume 72, issue 2, 2010

On the use of non‐local prior densities in Bayesian hypothesis tests pp. 143-170

Valen E. Johnson and David Rossell

Local additive estimation pp. 171-191

Juhyun Park and Burkhardt Seifert

Likelihood for statistically equivalent models pp. 193-217

John Copas and Shinto Eguchi

Simultaneous estimation and reduction of nonconformity in interlaboratory studies pp. 219-234

William E. Strawderman and Andrew L. Rukhin

Semiparametric marginal regression analysis for dependent competing risks under an assumed copula pp. 235-251

Yi‐Hau Chen

Minimally informative prior distributions for non‐parametric Bayesian analysis pp. 253-268

Christopher A. Bush, Juhee Lee and Steven N. MacEachern

Volume 72, issue 1, 2010

Report of the Editors—2009 pp. 1-2

G. Casella and C. P. Robert

Sparse partial least squares regression for simultaneous dimension reduction and variable selection pp. 3-25

Hyonho Chun and Sündüz Keleş

Combining information from multiple surveys by using regression for efficient small domain estimation pp. 27-48

Takis Merkouris

Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression pp. 49-69

Bo Kai, Runze Li and Hui Zou

Combining probability forecasts pp. 71-91

Roopesh Ranjan and Tilmann Gneiting

Ordering and selecting components in multivariate or functional data linear prediction pp. 93-110

Peter Hall and You‐Jun Yang

Signed directed acyclic graphs for causal inference pp. 111-127

Tyler J. VanderWeele and James M. Robins

Criteria for surrogate end points based on causal distributions pp. 129-142

Chuan Ju and Zhi Geng

Volume 71, issue 5, 2009

A Bayesian discovery procedure pp. 905-925

Michele Guindani, Peter Müller and Song Zhang

Detecting changes in the mean of functional observations pp. 927-946

István Berkes, Robertas Gabrys, Lajos Horvath and Piotr Kokoszka

Causal inference in outcome‐dependent two‐phase sampling designs pp. 947-969

Weiwei Wang, Daniel Scharfstein, Zhiqiang Tan and Ellen J. MacKenzie

A hierarchical eigenmodel for pooled covariance estimation pp. 971-992

Peter D. Hoff

Bayesian non‐parametric inference for species variety with a two‐parameter Poisson–Dirichlet process prior pp. 993-1008

Stefano Favaro, Antonio Lijoi, Ramsés H. Mena and Igor Prünster

Sparse additive models pp. 1009-1030

Pradeep Ravikumar, John Lafferty, Han Liu and Larry Wasserman

Controlling the familywise error rate with plug‐in estimator for the proportion of true null hypotheses pp. 1031-1048

Helmut Finner and Veronika Gontscharuk

Volume 71, issue 4, 2009

Hybrid Dirichlet mixture models for functional data pp. 755-782

Sonia Petrone, Michele Guindani and Alan E. Gelfand

Tilting methods for assessing the influence of components in a classifier pp. 783-803

Peter Hall, D. M. Titterington and Jing‐Hao Xue

Robust discrimination designs pp. 805-829

Douglas P. Wiens

Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities pp. 831-857

Holger Dette and Efstathios Paparoditis

Adaptively varying‐coefficient spatiotemporal models pp. 859-880

Zudi Lu, Dag Johan Steinskog, Dag Tjøstheim and Qiwei Yao

Semiparametric estimation and inference for distributional and general treatment effects pp. 881-904

Jing Cheng, Jing Qin and Biao Zhang

Volume 71, issue 3, 2009

Invariant co‐ordinate selection pp. 549-592

David E. Tyler, Frank Critchley, Lutz Dümbgen and Hannu Oja

On‐line expectation–maximization algorithm for latent data models pp. 593-613

Olivier Cappé and Eric Moulines

Covariance‐regularized regression and classification for high dimensional problems pp. 615-636

Daniela M. Witten and Robert Tibshirani

Fully exponential Laplace approximations for the joint modelling of survival and longitudinal data pp. 637-654

Dimitris Rizopoulos, Geert Verbeke and Emmanuel Lesaffre

Splines for financial volatility pp. 655-670

Francesco Audrino and Peter Bühlmann

Shrinkage tuning parameter selection with a diverging number of parameters pp. 671-683

Hansheng Wang, Bo Li and Chenlei Leng

Two‐step estimation for inhomogeneous spatial point processes pp. 685-702

Rasmus Waagepetersen and Yongtao Guan

Deconvolution methods for non‐parametric inference in two‐level mixed models pp. 703-718

Peter Hall and Tapabrata Maiti

A general dynamical statistical model with causal interpretation pp. 719-736

Daniel Commenges and Anne Gégout‐Petit

Copula structure analysis pp. 737-753

Claudia Klüppelberg and Gabriel Kuhn

Volume 71, issue 2, 2009

Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations pp. 319-392

Håvard Rue, Sara Martino and Nicolas Chopin

Large‐scale multiple testing under dependence pp. 393-424

Wenguang Sun and T. Tony Cai

Variance estimation in the analysis of microarray data pp. 425-445

Yuedong Wang, Yanyuan Ma and Raymond J. Carroll

Finding an unknown number of multivariate outliers pp. 447-466

Marco Riani, Anthony C. Atkinson and Andrea Cerioli

Efficient estimation of auto‐regression parameters and innovation distributions for semiparametric integer‐valued AR(p) models pp. 467-485

Feike C. Drost, Ramon van den Akker and Bas J. M. Werker

Some asymptotic results on generalized penalized spline smoothing pp. 487-503

Göran Kauermann, Tatyana Krivobokova and Ludwig Fahrmeir

Smoothing parameter selection for a class of semiparametric linear models pp. 505-523

Philip T. Reiss and R. Todd Ogden

On distribution‐weighted partial least squares with diverging number of highly correlated predictors pp. 525-548

Li‐Ping Zhu and Li‐Xing Zhu

Volume 71, issue 1, 2009

Report of the Editors—2008 pp. 1-2

G. Casella and C.P. Robert

Pseudomartingale estimating equations for modulated renewal process models pp. 3-23

Fengchang Lin and Jason P. Fine

Testing for lack of fit in inverse regression—with applications to biophotonic imaging pp. 25-48

Nicolai Bissantz, Gerda Claeskens, Hajo Holzmann and Axel Munk

Parameter estimation for partially observed hypoelliptic diffusions pp. 49-73

Yvo Pokern, Andrew M. Stuart and Petter Wiberg

Testing in semiparametric models with interaction, with applications to gene–environment interactions pp. 75-96

Arnab Maity, Raymond J. Carroll, Enno Mammen and Nilanjan Chatterjee

Multiscale methods for data on graphs and irregular multidimensional situations pp. 97-125

Maarten Jansen, Guy P. Nason and B. W. Silverman

DASSO: connections between the Dantzig selector and lasso pp. 127-142

Gareth M. James, Peter Radchenko and Jinchi Lv

Bayesian model selection using test statistics pp. 143-158

Jianhua Hu and Valen E. Johnson

A Bayesian approach to non‐parametric monotone function estimation pp. 159-175

Thomas S. Shively, Thomas W. Sager and Stephen G. Walker

Consistent model selection and data‐driven smooth tests for longitudinal data in the estimating equations approach pp. 177-190

Lan Wang and Annie Qu

Fourier analysis of irregularly spaced data on Rd pp. 191-217

Yasumasa Matsuda and Yoshihiro Yajima

A new class of models for bivariate joint tails pp. 219-241

Alexandra Ramos and Anthony Ledford

Non‐parametric tests for distributional treatment effect for randomly censored responses pp. 243-264

Myoung-jae Lee

Empirical Bayes confidence intervals shrinking both means and variances pp. 265-285

J. T. Gene Hwang, Jing Qiu and Zhigen Zhao

Shrinkage inverse regression estimation for model‐free variable selection pp. 287-299

Howard D. Bondell and Lexin Li

Robust linear clustering pp. 301-318

L. A. García‐Escudero, A. Gordaliza, R. San Martín, S. Van Aelst and R. Zamar