Biometrika

Volume 89 - 112

Current editor(s): Paul Fearnhead

From Biometrika Trust
Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Bibliographic data for series maintained by Oxford University Press ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 98, issue 4, 2011

Non-Gaussian spatiotemporal modelling through scale mixing pp. 761-774

Thaís C. O. Fonseca and Mark Steel

Nonparametric estimation of the variogram and its spectrum pp. 775-789

Chunfeng Huang, Tailen Hsing and Noel Cressie

Square-root lasso: pivotal recovery of sparse signals via conic programming pp. 791-806

A. Belloni, Victor Chernozhukov and L. Wang

Sparse estimation of a covariance matrix pp. 807-820

Jacob Bien and Robert J. Tibshirani

Forward adaptive banding for estimating large covariance matrices pp. 821-830

Chenlei Leng and Bo Li

The Aalen additive gamma frailty hazards model pp. 831-843

Torben Martinussen, Thomas H. Scheike and David M. Zucker

Optimizing randomized trial designs to distinguish which subpopulations benefit from treatment pp. 845-860

M. Rosenblum and M. J. van der Laan

Covariate selection for the nonparametric estimation of an average treatment effect pp. 861-875

Xavier De Luna, Ingeborg Waernbaum and Thomas S. Richardson

A goodness-of-fit test of logistic regression models for case-control data with measurement error pp. 877-886

Ganggang Xu and Suojin Wang

Threshold estimation based on a p-value framework in dose-response and regression settings pp. 887-900

A. Mallik, B. Sen, M. Banerjee and G. Michailidis

Estimation of latent factors for high-dimensional time series pp. 901-918

Clifford Lam, Qiwei Yao and Neil Bathia

Quantifying the failure of bootstrap likelihood ratio tests pp. 919-934

Mathias Drton and Benjamin Williams

Elliptical graphical modelling pp. 935-951

D. Vogel and R. Fried

Inverse probability weighting for clustered nonresponse pp. 953-966

C. J. Skinner and D'arrigo

Blocking, efficiency and weighted optimality pp. 967-978

Xiaowei Wang and J. P. Morgan

False discovery rate for scanning statistics pp. 979-985

D. O. Siegmund, N. R. Zhang and B. Yakir

Likelihood analysis of the binary instrumental variable model pp. 987-994

R. R. Ramsahai and S. L. Lauritzen

Wild bootstrap for quantile regression pp. 995-999

Xingdong Feng, Xuming He and Jianhua Hu

Empirical likelihood and quantile regression in longitudinal data analysis pp. 1001-1006

Cheng Yong Tang and Chenlei Leng

Generalized linear time series regression pp. 1007-1014

Enno Mammen, Jens Perch Nielsen and Bernd Fitzenberger

Volume 98, issue 3, 2011

Sample size formulae for two-stage randomized trials with survival outcomes pp. 503-518

Zhiguo Li and Susan A. Murphy

The covariate-adaptive biased coin design for balancing clinical trials in the presence of prognostic factors pp. 519-535

Alessandro Baldi Antognini and M. Zagoraiou

Bayesian isotonic density regression pp. 537-551

Lianming Wang and David B. Dunson

A class of mixtures of dependent tail-free processes pp. 553-566

A. Jara and T. E. Hanson

Semiparametric inference in mixture models with predictive recursion marginal likelihood pp. 567-582

Ryan Martin and Surya T. Tokdar

Functional mixed effects spectral analysis pp. 583-598

Robert T. Krafty, Martica Hall and Wensheng Guo

Testing parametric assumptions of trends of a nonstationary time series pp. 599-614

Ting Zhang and Wei Biao Wu

Aggregation-cokriging for highly multivariate spatial data pp. 615-631

Reinhard Furrer and Marc G. Genton

A construction principle for multivariate extreme value distributions pp. 633-645

F. Ballani and M. Schlather

Marginal methods for correlated binary data with misclassified responses pp. 647-662

Zhijian Chen, Grace Y. Yi and Changbao Wu

Efficient restricted estimators for conditional mean models with missing data pp. 663-684

Z. Tan

Conditional Akaike information under generalized linear and proportional hazards mixed models pp. 685-700

M. C. Donohue, R. Overholser, R. Xu and F. Vaida

Generalized varying coefficient models with unknown link function pp. 701-710

C. N. Kuruwita, K. B. Kulasekera and C. M. Gallagher

Sudoku-based space-filling designs pp. 711-720

Xu Xu, Haaland Ben and Peter Z. G. Qian

Nested orthogonal array-based Latin hypercube designs pp. 721-731

Xu He and Peter Z. G. Qian

Robust designs through partially clear two-factor interactions pp. 733-739

Ryan Lekivetz and Boxin Tang

Construction of φ p -optimal exact designs with minimum experimental run size for a linear log contrast model in mixture experiments pp. 741-747

Baisuo Jin and Mong-Na Lo Huang

On protected estimation of an odds ratio model with missing binary exposure and confounders pp. 749-754

E. J. Tchetgen Tchetgen and Andrea Rotnitzky

Multinomial logit bias reduction via the Poisson log-linear model pp. 755-759

Ioannis Kosmidis and David Firth

Volume 98, issue 2, 2011

False discovery rates and copy number variation pp. 251-271

Bradley Efron and Nancy R. Zhang

Sample size and power analysis for sparse signal recovery in genome-wide association studies pp. 273-290

Jichun Xie, T. Tony Cai and Hongzhe Li

Sparse Bayesian infinite factor models pp. 291-306

A. Bhattacharya and D. B. Dunson

Bayesian influence analysis: a geometric approach pp. 307-323

Hongtu Zhu, Joseph G. Ibrahim and Niansheng Tang

Nonparametric inference for competing risks current status data with continuous, discrete or grouped observation times pp. 325-340

M. H. Maathuis and M. G. Hudgens

Time-dependent cross ratio estimation for bivariate failure times pp. 341-354

Tianle Hu, Bin Nan, Xihong Lin and James M. Robins

Efficient semiparametric regression for longitudinal data with nonparametric covariance estimation pp. 355-370

Yehua Li

Sure independence screening and compressed random sensing pp. 371-380

Lingzhou Xue and Hui Zou

Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control pp. 381-390

Jelle J. Goeman, Hans C. van Houwelingen and Livio Finos

The union closure method for testing a fixed sequence of families of hypotheses pp. 391-401

Han-Joo Kim, A. Richard Entsuah and Justine Shults

Maximum smoothed likelihood for multivariate mixtures pp. 403-416

M. Levine, D. R. Hunter and D. Chauveau

Distribution estimators and confidence intervals for stereological volumes pp. 417-431

Peter Hall and Johanna Ziegel

Maximum likelihood estimation of a generalized threshold stochastic regression model pp. 433-448

Noelle I. Samia and Kung-Sik Chan

Optimal design for additive partially nonlinear models pp. 449-458

S. Biedermann, H. Dette and D. C. Woods

On balanced random imputation in surveys pp. 459-471

G. Chauvet, J.-C. Deville and D. Haziza

Empirical likelihood for small area estimation pp. 473-480

Sanjay Chaudhuri and Malay Ghosh

On the likelihood function of Gaussian max-stable processes pp. 481-488

Marc G. Genton, Yanyuan Ma and Huiyan Sang

The dimple in Gneiting's spatial-temporal covariance model pp. 489-494

John T. Kent, Mohsen Mohammadzadeh and Ali M. Mosammam

An Akaike-type information criterion for model selection under inequality constraints pp. 495-501

R. M. Kuiper, H. Hoijtink and M. J. Silvapulle

Volume 98, issue 1, 2011

Joint estimation of multiple graphical models pp. 1-15

Jian Guo, Elizaveta Levina, George Michailidis and Ji Zhu

The multivariate beta process and an extension of the Polya tree model pp. 17-34

Lorenzo Trippa, Peter Müller and Wesley Johnson

Bayesian geostatistical modelling with informative sampling locations pp. 35-48

D. Pati, B. J. Reich and D. B. Dunson

Bootstrap inference for mean reflection shape and size-and-shape with three-dimensional landmark data pp. 49-63

S. P. Preston and Andrew T. A. Wood

Particle approximations of the score and observed information matrix in state space models with application to parameter estimation pp. 65-80

George Poyiadjis, Arnaud Doucet and Sumeetpal S. Singh

A self-normalized confidence interval for the mean of a class of nonstationary processes pp. 81-90

Zhibiao Zhao

On asymptotic normality and variance estimation for nondifferentiable survey estimators pp. 91-106

Jianqiang C. Wang and J. D. Opsomer

Horvitz--Thompson estimators for functional data: asymptotic confidence bands and optimal allocation for stratified sampling pp. 107-118

Hervé Cardot and Etienne Josserand

Parametric fractional imputation for missing data analysis pp. 119-132

Jae Kwang Kim

Partial envelopes for efficient estimation in multivariate linear regression pp. 133-146

Zhihua Su and R. Dennis Cook

Estimation of covariate effects in generalized linear mixed models with informative cluster sizes pp. 147-162

John M. Neuhaus and Charles E. McCulloch

A unified framework for studying parameter identifiability and estimation in biased sampling designs pp. 163-175

Hua Yun Chen

Nonparametric estimation for length-biased and right-censored data pp. 177-186

Chiung-Yu Huang and Jing Qin

Variance estimation for generalized Cavalieri estimators pp. 187-198

Johanna Ziegel, Eva B. Vedel Jensen and Karl-Anton Dorph-Petersen

The effect of correlation in false discovery rate estimation pp. 199-214

Armin Schwartzman and Xihong Lin

Assessing the validity of weighted generalized estimating equations pp. 215-224

A. Qu, G. Y. Yi, P. X.-K. Song and P. Wang

Data-driven selection of the spline dimension in penalized spline regression pp. 225-230

Göran Kauermann and Jean D. Opsomer

A novel reversible jump algorithm for generalized linear models pp. 231-236

M. Papathomas, Petros Dellaportas and V. G. S. Vasdekis

Recapture models under equality constraints for the conditional capture probabilities pp. 237-242

Alessio Farcomeni

Testing a linear time series model against its threshold extension pp. 243-250

Guodong Li and Wai Keung Li