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 99, issue 4, 2012

Testing one hypothesis twice in observational studies pp. 763-774

P. R. Rosenbaum

Classification based on a permanental process with cyclic approximation pp. 775-786

J. Yang, K. Miescke and P. McCullagh

Orthogonalization of vectors with minimal adjustment pp. 787-798

Paul H. Garthwaite, Frank Critchley, Karim Anaya-Izquierdo and Emmanuel Mubwandarikwa

Choosing trajectory and data type when classifying functional data pp. 799-811

Peter Hall and Tapabrata Maiti

Dispersion operators and resistant second-order functional data analysis pp. 813-832

David Kraus and Victor M. Panaretos

A geometric approach to projective shape and the cross ratio pp. 833-849

John T. Kent and Kanti V. Mardia

Bidirectional discrimination with application to data visualization pp. 851-864

Hanwen Huang, Yufeng Liu and J. S. Marron

A two-stage dimension-reduction method for transformed responses and its applications pp. 865-877

Hung Hung

Scaled sparse linear regression pp. 879-898

Tingni Sun and Cun-Hui Zhang

Simultaneous supervised clustering and feature selection over a graph pp. 899-914

Xiaotong Shen, Hsin-Cheng Huang and Wei Pan

On the sparsity of signals in a random sample pp. 915-928

Binyan Jiang and Wei-Liem Loh

Two-stage testing procedures with independent filtering for genome-wide gene-environment interaction pp. 929-944

James Y. Dai, Charles Kooperberg, Michael Leblanc and Ross L. Prentice

Penalized balanced sampling pp. 945-958

F. J. Breidt and G. Chauvet

Bootstrap confidence bands for sojourn distributions in multistate semi-Markov models with right censoring pp. 959-972

Ronald W. Butler and Douglas A. Bronson

Statistical properties of an early stopping rule for resampling-based multiple testing pp. 973-980

Hui Jiang and Julia Salzman

Finite population estimators in stochastic search variable selection pp. 981-988

Merlise Clyde and Joyee Ghosh

Compatible weighted proper scoring rules pp. 989-994

P. G. M. Forbes

Proportional mean residual life model for right-censored length-biased data pp. 995-1000

Kwun Chuen Gary Chan, Ying Qing Chen and Chong-Zhi Di

An efficient empirical likelihood approach for estimating equations with missing data pp. 1001-1007

Cheng Yong Tang and Yongsong Qin

Volume 99, issue 3, 2012

Nonparametric estimation of diffusions: a differential equations approach pp. 511-531

Omiros Papaspiliopoulos, Yvo Pokern, Gareth O. Roberts and Andrew M. Stuart

Inferring stochastic dynamics from functional data pp. 533-550

Nicolas Verzelen, Wenwen Tao and Hans-Georg Müller

Analysis of principal nested spheres pp. 551-568

Sungkyu Jung, Ian L. Dryden and J. S. Marron

On multilinear principal component analysis of order-two tensors pp. 569-583

Hung Hung, Peishien Wu, Iping Tu and Suyun Huang

On the estimation of an average rigid body motion pp. 585-598

Karim Oualkacha and Louis-Paul Rivest

Nonparametric incidence estimation from prevalent cohort survival data pp. 599-613

Marco Carone, Masoud Asgharian and Mei-Cheng Wang

Predictive accuracy of covariates for event times pp. 615-630

Li Chen, D. Y. Lin and Donglin Zeng

An efficient method of estimation for longitudinal surveys with monotone missing data pp. 631-648

Ming Zhou and Jae Kwang Kim

Modelling covariance structure in bivariate marginal models for longitudinal data pp. 649-662

Jing Xu and Gilbert Mackenzie

On the stick-breaking representation of normalized inverse Gaussian priors pp. 663-674

S. Favaro, A. Lijoi and I. Prünster

Objective Bayes, conditional inference and the signed root likelihood ratio statistic pp. 675-686

Thomas J. Diciccio, Todd A. Kuffner and G. Alastair Young

Inner envelopes: efficient estimation in multivariate linear regression pp. 687-702

Zhihua Su and R. Dennis Cook

Penalized empirical likelihood and growing dimensional general estimating equations pp. 703-716

Chenlei Leng and Cheng Yong Tang

On the robustness of the adaptive lasso to model misspecification pp. 717-731

W. Lu, Y. Goldberg and J. P. Fine

Positive definite estimators of large covariance matrices pp. 733-740

Adam J. Rothman

The fitting of complex parametric models pp. 741-747

D. R. Cox and Christiana Kartsonaki

Designs of variable resolution pp. 748-754

C. Devon Lin

Quadratic inference function approach to merging longitudinal studies: validation and joint estimation pp. 755-762

Fei Wang, Lu Wang and Peter X.-K. Song

Volume 99, issue 2, 2012

Dependence modelling for spatial extremes pp. 253-272

Jennifer L. Wadsworth and Jonathan A. Tawn

Stochastic blockmodels with a growing number of classes pp. 273-284

D. S. Choi, P. J. Wolfe and E. M. Airoldi

Doubly misspecified models pp. 285-298

N. X. Lin, J. Q. Shi and R. Henderson

Componentwise classification and clustering of functional data pp. 299-313

A. Delaigle, P. Hall and N. Bathia

Global optimality of nonconvex penalized estimators pp. 315-325

Yongdai Kim and Sunghoon Kwon

Pointwise nonparametric maximum likelihood estimator of stochastically ordered survivor functions pp. 327-343

Yongseok Park, Jeremy M. G. Taylor and John D. Kalbfleisch

Analysing bivariate survival data with interval sampling and application to cancer epidemiology pp. 345-361

Hong Zhu and Mei-Cheng Wang

Likelihood approaches for the invariant density ratio model with biased-sampling data pp. 363-378

Yu Shen, Jing Ning and Jing Qin

Efficient estimation for the Cox model with varying coefficients pp. 379-392

Kani Chen, Huazhen Lin and Yong Zhou

Nonparametric inference for assessing treatment efficacy in randomized clinical trials with a time-to-event outcome and all-or-none compliance pp. 393-404

Robert M. Elashoff, Gang Li and Ying Zhou

Corrected-loss estimation for quantile regression with covariate measurement errors pp. 405-421

Huixia Judy Wang, Leonard A. Stefanski and Zhongyi Zhu

Multiple imputation in quantile regression pp. 423-438

Ying Wei, Yanyuan Ma and Raymond J. Carroll

Improved double-robust estimation in missing data and causal inference models pp. 439-456

Andrea Rotnitzky, Quanhong Lei, Mariela Sued and James M. Robins

Empirical bootstrap bias correction and estimation of prediction mean square error in small area estimation pp. 457-472

D. Pfeffermann and S. Correa

A new residual for ordinal outcomes pp. 473-480

Chun Li and Bryan E. Shepherd

Structuring shrinkage: some correlated priors for regression pp. 481-487

Jim Griffin and P. J. Brown

Information dynamics and optimal sampling in capture-recapture pp. 488-493

T. Schweder and D. Sadykova

A generalized Dunnett test for multi-arm multi-stage clinical studies with treatment selection pp. 494-501

D. Magirr, T. Jaki and J. Whitehead

Inference for additive interaction under exposure misclassification pp. 502-508

Tyler J. Vanderweele

On measuring the variability of small area estimators under a basic area level model pp. 509-509

Gauri Sankar Datta, J. N. K. Rao and David Daniel Smith

Volume 99, issue 1, 2012

Studies in the history of probability and statistics, L: Karl Pearson and the Rule of Three pp. 1-14

Stephen M. Stigler

Factor profiled sure independence screening pp. 15-28

H. Wang

A direct approach to sparse discriminant analysis in ultra-high dimensions pp. 29-42

Qing Mai, Hui Zou and Ming Yuan

Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds pp. 43-55

Emma F. Eastoe and Jonathan A. Tawn

Conservative hypothesis tests and confidence intervals using importance sampling pp. 57-69

Matthew T. Harrison

Optimal fractions of two-level factorials under a baseline parameterization pp. 71-84

Rahul Mukerjee and Boxin Tang

Combining data from two independent surveys: a model-assisted approach pp. 85-100

Jae Kwang Kim and J. N. K. Rao

Optimal allocation to maximize the power of two-sample tests for binary response pp. 101-113

D. Azriel, M. Mandel and Yosef Rinott

Directed acyclic graphs with edge-specific bounds pp. 115-126

Tyler J. Vanderweele and Zhiqiang Tan

Bayesian analysis of multistate event history data: beta-Dirichlet process prior pp. 127-140

Yongdai Kim, Lancelot James and Rafael Weissbach

A moving average Cholesky factor model in covariance modelling for longitudinal data pp. 141-150

Weiping Zhang and Chenlei Leng

A functional generalized method of moments approach for longitudinal studies with missing responses and covariate measurement error pp. 151-165

Grace Y. Yi, Yanyuan Ma and Raymond J. Carroll

Estimating treatment effects with treatment switching via semicompeting risks models: an application to a colorectal cancer study pp. 167-184

Donglin Zeng, Qingxia Chen, Ming-Hui Chen and Joseph G. Ibrahim

Mean residual life models with time-dependent coefficients under right censoring pp. 185-197

Liuquan Sun, Xinyuan Song and Zhigang Zhang

A maximum pseudo-profile likelihood estimator for the Cox model under length-biased sampling pp. 199-210

Chiung-Yu Huang, Jing Qin and Dean A. Follmann

A proportional likelihood ratio model pp. 211-222

Xiaodong Luo and Wei Yann Tsai

Proportional likelihood ratio models for mean regression pp. 223-229

Alan Huang and Paul J. Rathouz

Estimating overdispersion when fitting a generalized linear model to sparse data pp. 230-237

D. J. Fletcher

On robust estimation via pseudo-additive information pp. 238-244

Davide Ferrari and Davide La Vecchia

Optimality of group testing in the presence of misclassification pp. 245-251

Aiyi Liu, Chunling Liu, Zhiwei Zhang and Paul S. Albert