Biometrika

Volume 89 - 112

Current editor(s): Paul Fearnhead

From Biometrika Trust
Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
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Volume 101, issue 4, 2014

Classification with confidence pp. 755-769

Jing Lei

When does more regularization imply fewer degrees of freedom? Sufficient conditions and counterexamples pp. 771-784

S. Kaufman and S. Rosset

Variable selection in regression with compositional covariates pp. 785-797

Wei Lin, Pixu Shi, Rui Feng and Hongzhe Li

Censored rank independence screening for high-dimensional survival data pp. 799-814

Rui Song, Wenbin Lu, Shuangge Ma and X. Jessie Jeng

Transformed sufficient dimension reduction pp. 815-829

T. Wang, X. Guo, Lixing Zhu and P. Xu

Interactive model building for Q-learning pp. 831-847

Eric B. Laber, Kristin A. Linn and Leonard A. Stefanski

Estimation of a semiparametric natural direct effect model incorporating baseline covariates pp. 849-864

E. J. Tchetgen Tchetgen and I. Shpitser

Robust estimators for nondecomposable elliptical graphical models pp. 865-882

D. Vogel and D. E. Tyler

Nonparametric Bayes dynamic modelling of relational data pp. 883-898

Daniele Durante and David B. Dunson

A class of improved hybrid Hochberg–Hommel type step-up multiple test procedures pp. 899-911

Jiangtao Gou, Ajit C. Tamhane, Dong Xi and Dror Rom

A distribution-free two-sample run test applicable to high-dimensional data pp. 913-926

Munmun Biswas, Minerva Mukhopadhyay and Anil K. Ghosh

Testing independence and goodness-of-fit in linear models pp. 927-942

A. Sen and B. Sen

Circular designs balanced for neighbours at distances one and two pp. 943-956

R. E. L. Aldred, R. A. Bailey, Brendan D. Mckay and Ian M. Wanless

Nearly orthogonal arrays mappable into fully orthogonal arrays pp. 957-963

Rahul Mukerjee, Fasheng Sun and Boxin Tang

Analytical p-value calculation for the higher criticism test in finite-d problems pp. 964-970

Ian J. Barnett and Xihong Lin

Generalized Cornfield conditions for the risk difference pp. 971-977

Peng Ding and Tyler J. Vanderweele

Tests for Kronecker envelope models in multilinear principal components analysis pp. 978-984

James R. Schott

Semiparametric maximum likelihood inference by using failed contact attempts to adjust for nonignorable nonresponse pp. 985-991

Jing Qin and Dean A. Follmann

Robust Bayesian variable selection in linear models with spherically symmetric errors pp. 992-998

Yuzo Maruyama and William E. Strawderman

General type-token distribution pp. 999-1002

S. Hidaka

On exact forms of Taylor’s theorem for vector-valued functions pp. 1003

Changyong Feng, Hongyue Wang, Tian Chen and Xin M. Tu

Volume 101, issue 3, 2014

Self-consistent nonparametric maximum likelihood estimator of the bivariate survivor function pp. 505-518

R. L. Prentice

Nonparametric inference on bivariate survival data with interval sampling: association estimation and testing pp. 519-533

Hong Zhu and Mei-Cheng Wang

Tests for comparing estimated survival functions pp. 535-552

C. Chauvel and J. O'Quigley

Statistical inference methods for recurrent event processes with shape and size parameters pp. 553-566

Mei-Cheng Wang and Chiung-Yu Huang

New approaches to nonparametric and semiparametric regression for univariate and multivariate group testing data pp. 567-585

A. Delaigle, P. Hall and J. R. Wishart

Semiparametric group testing regression models pp. 587-598

D. Wang, C. S. McMahan, C. M. Gallagher and K. B. Kulasekera

Characterization of the likelihood continual reassessment method pp. 599-612

Xiaoyu Jia, Shing M. Lee and Ying Kuen Cheung

Estimation of mean response via the effective balancing score pp. 613-624

Zonghui Hu, Dean A. Follmann and Naisyin Wang

Multicategory angle-based large-margin classification pp. 625-640

Chong Zhang and Yufeng Liu

Latent factor models for density estimation pp. 641-654

S. Kundu and D. B. Dunson

Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation pp. 655-671

Anthony Lee and Krzysztof Łatuszyński

The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions pp. 673-688

Andrew F. Magyar and David E. Tyler

Multivariate functional-coefficient regression models for nonlinear vector time series data pp. 689-702

Jiancheng Jiang

Extended empirical likelihood for estimating equations pp. 703-710

Min Tsao and Fan Wu

Posterior expectation based on empirical likelihoods pp. 711-718

A. Vexler, G. Tao and A. D. Hutson

Estimation from cross-sectional samples under bias and dependence pp. 719-725

Micha Mandel and Yosef Rinott

Simple relaxed conditional likelihood pp. 726-732

John J. Hanfelt and Lijia Wang

Inadmissibility of the best equivariant predictive density in the unknown variance case pp. 733-740

A. Boisbunon and Y. Maruyama

Construction of orthogonal and nearly orthogonal designs for computer experiments pp. 741-747

S. D. Georgiou, S. Stylianou, K. Drosou and C. Koukouvinos

Inference on multiple correlation coefficients with moderately high dimensional data pp. 748-754

Shurong Zheng, Dandan Jiang, Zhidong Bai and Xuming He

Volume 101, issue 2, 2014

Direct estimation of differential networks pp. 253-268

Sihai Dave Zhao, T. Tony Cai and Hongzhe Li

Variance estimation in high-dimensional linear models pp. 269-284

Lee H. Dicker

Bayes and empirical Bayes: do they merge? pp. 285-302

S. Petrone, J. Rousseau and Catia Scricciolo

Bayesian monotone regression using Gaussian process projection pp. 303-317

Lizhen Lin and David B. Dunson

Latin hypercube designs with controlled correlations and multi-dimensional stratification pp. 319-332

Jiajie Chen and Peter Z. G. Qian

Permuting regular fractional factorial designs for screening quantitative factors pp. 333-350

Yu Tang and Hongquan Xu

Indicator functions and the algebra of the linear-quadratic parameterization pp. 351-363

Arman Sabbaghi, Tirthankar Dasgupta and C. F. Jeff Wu

Locally ϕp-optimal designs for generalized linear models with a single-variable quadratic polynomial predictor pp. 365-375

Hsin-Ping Wu and John Stufken

Logistic regression for spatial Gibbs point processes pp. 377-392

Adrian Baddeley, Jean-François Coeurjolly, Ege Rubak and Rasmus Waagepetersen

A combined estimating function approach for fitting stationary point process models pp. 393-408

C. Deng, R. P. Waagepetersen and Y. Guan

Distances and inference for covariance operators pp. 409-422

Davide Pigoli, John A. D. Aston, Ian L. Dryden and Piercesare Secchi

Measurement bias and effect restoration in causal inference pp. 423-437

Manabu Kuroki and Judea Pearl

Propensity score adjustment with several follow-ups pp. 439-448

Jae Kwang Kim and Jongho Im

Testing equality of a large number of densities pp. 449-464

D. Zhan and J. D. Hart

Bootstrap for the case-cohort design pp. 465-476

Yijian Huang

Hypothesis testing for band size detection of high-dimensional banded precision matrices pp. 477-483

Baiguo An, Jianhua Guo and Yufeng Liu

Convergence of sample eigenvalues, eigenvectors, and principal component scores for ultra-high dimensional data pp. 484-490

Seunggeun Lee, Fei Zou and Fred A. Wright

Sequential combination of weighted and nonparametric bagging for classification pp. 491-498

M. Soleymani and S. M. S. Lee

Multiscale variance stabilization via maximum likelihood pp. 499-504

G. P. Nason

Volume 101, issue 1, 2014

Efficient inference for spatial extreme value processes associated to log-Gaussian random functions pp. 1-15

Jennifer L. Wadsworth and Jonathan A. Tawn

A sum characterization of hidden regular variation with likelihood inference via expectation-maximization pp. 17-36

Grant B. Weller and Daniel Cooley

Information criteria for variable selection under sparsity pp. 37-55

Maarten Jansen

Asymptotic properties for combined L1 and concave regularization pp. 57-70

Yingying Fan and Jinchi Lv

Better subset regression pp. 71-84

Shifeng Xiong

Graph estimation with joint additive models pp. 85-101

Arend Voorman, Ali Shojaie and Daniela Witten

Sparse precision matrix estimation via lasso penalized D-trace loss pp. 103-120

Teng Zhang and Hui Zou

Nonparametric estimation of a periodic sequence in the presence of a smooth trend pp. 121-140

Michael Vogt and Oliver Linton

Frequentist estimation of an epidemic’s spreading potential when observations are scarce pp. 141-154

Andrea Kraus and Victor M. Panaretos

On the stationary distribution of iterative imputations pp. 155-173

Jingchen Liu, Andrew Gelman, Jennifer Hill, Yu-Sung Su and Jonathan Kropko

Protective estimation of mixed-effects logistic regression when data are not missing at random pp. 175-188

A. Skrondal and Sophia Rabe-Hesketh

Retrospective-prospective symmetry in the likelihood and Bayesian analysis of case-control studies pp. 189-204

Simon P. J. Byrne and A. Philip Dawid

Model averaging and weight choice in linear mixed-effects models pp. 205-218

Xinyu Zhang, Guohua Zou and Hua Liang

Identifiability of Gaussian structural equation models with equal error variances pp. 219-228

J. Peters and P. Bühlmann

Multivariate sign-based high-dimensional tests for sphericity pp. 229-236

Changliang Zou, Liuhua Peng, Long Feng and Zhaojun Wang

On adjustment for auxiliary covariates in additive hazard models for the analysis of randomized experiments pp. 237-244

S. Vansteelandt, T. Martinussen and E. J. Tchetgen Tchetgen

The mode functional is not elicitable pp. 245-251

C. Heinrich

Objective Bayesian analysis for the Student-t regression model pp. 252

T. C. O. Fonseca, M. A. R. Ferreira and H. S. Migon