Journal of the Royal Statistical Society Series B

1997 - 2022

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

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Volume 69, issue 5, 2007

Parameter estimation for differential equations: a generalized smoothing approach pp. 741-796

J. O. Ramsay, G. Hooker, D. Campbell and J. Cao

Measurement error modelling with an approximate instrumental variable pp. 797-815

Paul Gustafson

Order‐free co‐regionalized areal data models with application to multiple‐disease mapping pp. 817-838

Xiaoping Jin, Sudipto Banerjee and Bradley P. Carlin

Statistical classification with missing covariates pp. 839-857

Majid Mojirsheibani and Zahra Montazeri

Non‐parametric regression estimation from data contaminated by a mixture of Berkson and classical errors pp. 859-878

Raymond J. Carroll, Aurore Delaigle and Peter Hall

Semiparametric estimation of treatment effects given base‐line covariates on an outcome measured after a post‐randomization event occurs pp. 879-901

Yannis Jemiai, Andrea Rotnitzky, Bryan E. Shepherd and Peter B. Gilbert

A new test for the parametric form of the variance function in non‐parametric regression pp. 903-917

Holger Dette, Natalie Neumeyer and Ingrid Van Keilegom

Criteria for surrogate end points pp. 919-932

Hua Chen, Zhi Geng and Jinzhu Jia

Volume 69, issue 4, 2007

Maximum likelihood estimation in semiparametric regression models with censored data pp. 507-564

D. Zeng and D. Y. Lin

Estimating the effect of treatment in a proportional hazards model in the presence of non‐compliance and contamination pp. 565-588

Jack Cuzick, Peter Sasieni, Jonathan Myles and Jonathan Tyrer

On‐line inference for multiple changepoint problems pp. 589-605

Paul Fearnhead and Zhen Liu

Convergence rates and asymptotic standard errors for Markov chain Monte Carlo algorithms for Bayesian probit regression pp. 607-623

Vivekananda Roy and James P. Hobert

Nested generalized linear mixed models: an orthodox best linear unbiased predictor approach pp. 625-641

Renjun Ma and Bent Jørgensen

Statistical inference for evolving periodic functions pp. 643-657

Marc G. Genton and Peter Hall

L1‐regularization path algorithm for generalized linear models pp. 659-677

Mee Young Park and Trevor Hastie

Functional clustering and identifying substructures of longitudinal data pp. 679-699

Jeng‐Min Chiou and Pai‐Ling Li

Continuous time modelling of dynamical spatial lattice data observed at sparsely distributed times pp. 701-713

Jakob G. Rasmussen, Jesper Møller, Brian H. Aukema, Kenneth F. Raffa and Jun Zhu

Controlling the reinforcement in Bayesian non‐parametric mixture models pp. 715-740

Antonio Lijoi, Ramsés H. Mena and Igor Prünster

Volume 69, issue 3, 2007

Mixture cure survival models with dependent censoring pp. 285-306

Yi Li, Ram C. Tiwari and Subharup Guha

Analysis of failure time data under competing censoring mechanisms pp. 307-327

Andrea Rotnitzky, Andres Farall, Andrea Bergesio and Daniel Scharfstein

Dimension reduction and coefficient estimation in multivariate linear regression pp. 329-346

Ming Yuan, Ali Ekici, Zhaosong Lu and Renato Monteiro

The optimal discovery procedure: a new approach to simultaneous significance testing pp. 347-368

John D. Storey

Bootstrapping clustered data pp. 369-390

C. A. Field and A. H. Welsh

Inference of trends in time series pp. 391-410

Wei Biao Wu and Zhibiao Zhao

Orthogonal locally ancillary estimating functions for matched pair studies and errors in covariates pp. 411-428

Molin Wang and John J. Hanfelt

Semiparametric estimators of functional measurement error models with unknown error pp. 429-446

Peter Hall and Yanyuan Ma

Coefficient sign prediction methods for model selection pp. 447-461

David J. Nott and Anthony Y. C. Kuk

Estimation of treatment effects in randomized trials with non‐compliance and a dichotomous outcome pp. 463-482

Mark J. Van Der Laan, Alan Hubbard and Nicholas P. Jewell

Non‐parametric confidence bands in deconvolution density estimation pp. 483-506

Nicolai Bissantz, Lutz Dümbgen, Hajo Holzmann and Axel Munk

Volume 69, issue 2, 2007

Maximum likelihood inference on a mixed conditionally and marginally specified regression model for genetic epidemiologic studies with two‐phase sampling pp. 123-142

Nilanjan Chatterjee and Yi‐Hau Chen

On the non‐negative garrotte estimator pp. 143-161

Ming Yuan and Yi Lin

Bayesian density regression pp. 163-183

David B. Dunson, Natesh Pillai and Ju‐Hyun Park

On fast computation of the non‐parametric maximum likelihood estimate of a mixing distribution pp. 185-198

Yong Wang

Identifying direct and indirect effects in a non‐counterfactual framework pp. 199-215

Sara Geneletti

A mixture model for multivariate extremes pp. 217-229

M.‐O. Boldi and A. C. Davison

An optimal experimental design criterion for discriminating between non‐normal models pp. 231-242

J. López‐Fidalgo, C. Tommasi and P. C. Trandafir

Probabilistic forecasts, calibration and sharpness pp. 243-268

Tilmann Gneiting, Fadoua Balabdaoui and Adrian E. Raftery

Inference and model choice for sequentially ordered hidden Markov models pp. 269-284

Nicolas Chopin

Volume 69, issue 1, 2007

Report of the Editors—2006 pp. 1-2

C. P. Robert and A. T. A. Wood

Towards a coherent statistical framework for dense deformable template estimation pp. 3-29

S. Allassonnière, Y. Amit and A. Trouvé

On least squares fitting for stationary spatial point processes pp. 31-49

Yongtao Guan and Michael Sherman

Optimal additions to and deletions from two‐level orthogonal arrays pp. 51-61

Neil A. Butler and Victorino M. Ramos

Regression coefficient and autoregressive order shrinkage and selection via the lasso pp. 63-78

Hansheng Wang, Guodong Li and Chih‐Ling Tsai

Marginal regression analysis of longitudinal data with time‐dependent covariates: a generalized method‐of‐moments approach pp. 79-99

Tze Leung Lai and Dylan Small

Empirical‐likelihood‐based inference in missing response problems and its application in observational studies pp. 101-122

Jing Qin and Biao Zhang

Volume 68, issue 5, 2006

Semiparametric estimation by model selection for locally stationary processes pp. 721-746

Sebastien Van Bellegem and Rainer Dahlhaus

The complex Bingham quartic distribution and shape analysis pp. 747-765

J. T. Kent, K. V. Mardia and P. McDonnell

An exact Gibbs sampler for the Markov‐modulated Poisson process pp. 767-784

Paul Fearnhead and Chris Sherlock

Network delay tomography using flexicast experiments pp. 785-813

Earl Lawrence, George Michailidis and Vijayan N. Nair

Bounds on causal effects in three‐arm trials with non‐compliance pp. 815-836

Jing Cheng and Dylan S. Small

A functional wavelet–kernel approach for time series prediction pp. 837-857

Anestis Antoniadis, Efstathios Paparoditis and Theofanis Sapatinas

Separating between‐ and within‐cluster covariate effects by using conditional and partitioning methods pp. 859-872

John M. Neuhaus and Charles E. McCulloch

Volume 68, issue 4, 2006

Multiple randomizations pp. 571-609

C. J. Brien and R. A. Bailey

Haar–Fisz estimation of evolutionary wavelet spectra pp. 611-634

Piotr Fryzlewicz and Guy P. Nason

Second‐order residual analysis of spatiotemporal point processes and applications in model evaluation pp. 635-653

Jiancang Zhuang

Minimum volume confidence regions for a multivariate normal mean vector pp. 655-670

Bradley Efron

Free‐knot spline smoothing for functional data pp. 671-687

Daniel Gervini

Assessing the finite dimensionality of functional data pp. 689-705

Peter Hall and Céline Vial

Correlograms for non‐stationary autoregressions pp. 707-720

Bent Nielsen

Volume 68, issue 3, 2006

Exact and computationally efficient likelihood‐based estimation for discretely observed diffusion processes (with discussion) pp. 333-382

Alexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts and Paul Fearnhead

Regularized semiparametric model identification with application to nuclear magnetic resonance signal quantification with unknown macromolecular base‐line pp. 383-409

Diana M. Sima and Sabine Van Huffel

Sequential Monte Carlo samplers pp. 411-436

Pierre Del Moral, Arnaud Doucet and Ajay Jasra

Testing for order‐restricted hypotheses in longitudinal data pp. 437-455

Ramani S. Pilla, Annie Qu and Catherine Loader

A new approach to cluster analysis: the clustering‐function‐based method pp. 457-476

Baibing Li

Testing against a high dimensional alternative pp. 477-493

Jelle J. Goeman, Sara A. Van De Geer and Hans C. Van Houwelingen

Improved likelihood inference for discrete data pp. 495-508

A. C. Davison, D. A. S. Fraser and N. Reid

On the bias of the multiple‐imputation variance estimator in survey sampling pp. 509-521

Jae Kwang Kim, J. Michael Brick, Wayne A. Fuller and Graham Kalton

A new randomized response model pp. 523-530

Christopher R. Gjestvang and Sarjinder Singh

Adjusted jackknife for imputation under unequal probability sampling without replacement pp. 531-547

Yves G. Berger and J. N. K. Rao

Empirical likelihood confidence regions in a partially linear single‐index model pp. 549-570

Lixing Zhu and Liugen Xue

Volume 68, issue 2, 2006

Likelihood inference for a class of latent Markov models under linear hypotheses on the transition probabilities pp. 155-178

Francesco Bartolucci

Wavelet‐based functional mixed models pp. 179-199

Jeffrey S. Morris and Raymond J. Carroll

Nonparametric methods for solving the Berkson errors‐in‐variables problem pp. 201-220

Aurore Delaigle, Peter Hall and Peihua Qiu

On parametric bootstrap methods for small area prediction pp. 221-238

Peter Hall and Tapabrata Maiti

Mean‐squared error estimation in transformed Fay–Herriot models pp. 239-257

Eric V. Slud and Tapabrata Maiti

Generalized linear array models with applications to multidimensional smoothing pp. 259-280

I. D. Currie, M. Durban and P. H. C. Eilers

Variance stabilization for a scalar parameter pp. 281-303

Thomas J. DiCiccio, Anna Clara Monti and G. Alastair Young

Functional clustering by Bayesian wavelet methods pp. 305-332

Shubhankar Ray and Bani Mallick

Volume 68, issue 1, 2006

Report of the Editors—2005 pp. 1-2

R Henderson and A. Wood

Penalized spline models for functional principal component analysis pp. 3-25

Fang Yao and Thomas C. M. Lee

Multiscale Poisson data smoothing pp. 27-48

Maarten Jansen

Model selection and estimation in regression with grouped variables pp. 49-67

Ming Yuan and Yi Lin

Semiparametric estimation in general repeated measures problems pp. 69-88

Xihong Lin and Raymond J. Carroll

Sufficient dimension reduction in regressions across heterogeneous subpopulations pp. 89-107

Liqiang Ni and R. Dennis Cook

On properties of functional principal components analysis pp. 109-126

Peter Hall and Mohammad Hosseini‐Nasab

Collapsibility of distribution dependence pp. 127-133

Zongming Ma, Xianchao Xie and Zhi Geng

Bandwidth selection in local polynomial regression using eigenvalues pp. 135-154

Kathryn Prewitt and Sharon Lohr