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 97, issue 4, 2010

On the behaviour of marginal and conditional AIC in linear mixed models pp. 773-789

Sonja Greven and Thomas Kneib

Additive modelling of functional gradients pp. 791-805

Hans-Georg Müller and Fang Yao

Most-predictive design points for functional data predictors pp. 807-824

F. Ferraty, P. Hall and P. Vieu

Noncrossing quantile regression curve estimation pp. 825-838

Howard D. Bondell, Brian J. Reich and Huixia Wang

Censored quantile regression with partially functional effects pp. 839-850

Jing Qian and Limin Peng

Nonparametric Bayesian density estimation on manifolds with applications to planar shapes pp. 851-865

Abhishek Bhattacharya and David B. Dunson

A weighted estimating equation approach for inhomogeneous spatial point processes pp. 867-880

Yongtao Guan and Ye Shen

Bootstrap confidence intervals and hypothesis tests for extrema of parameters pp. 881-892

Peter Hall and Hugh Miller

Consistent selection of the number of clusters via crossvalidation pp. 893-904

Junhui Wang

Penalized high-dimensional empirical likelihood pp. 905-920

Cheng Yong Tang and Chenlei Leng

Estimation of controlled direct effects on a dichotomous outcome using logistic structural direct effect models pp. 921-934

Stijn Vansteelandt

Compound optimal allocation for individual and collective ethics in binary clinical trials pp. 935-946

Alessandro Baldi Antognini and Alessandra Giovagnoli

Enhancing the sample average approximation method with U designs pp. 947-960

Qi Tang and Peter Z. G. Qian

Probability-based Latin hypercube designs for slid-rectangular regions pp. 961-968

Ying Hung, Yasuo Amemiya and Chien-Fu Jeff Wu

Varying coefficient transformation models with censored data pp. 969-976

Kani Chen and Xingwei Tong

On the Voronoi estimator for the intensity of an inhomogeneous planar Poisson process pp. 977-984

C. D. Barr and F. P. Schoenberg

Some insights into continuum regression and its asymptotic properties pp. 985-989

Xin Chen and R. Dennis Cook

On the equivalence of prospective and retrospective likelihood methods in case-control studies pp. 990-996

Ana-Maria Staicu

A note on overadjustment in inverse probability weighted estimation pp. 997-1001

Andrea Rotnitzky, Lingling Li and Xiaochun Li

Parameter redundancy with covariates pp. 1002-1005

Diana J. Cole and Byron J. T. Morgan

Marginal log-linear parameterization of conditional independence models pp. 1006-1012

Tamás Rudas, Wicher P. Bergsma and Renáta Németh

Amendments and Corrections pp. 1013-1013

Soumik Pal

Volume 97, issue 3, 2010

Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs pp. 519-538

Ali Shojaie and George Michailidis

A new approach to Cholesky-based covariance regularization in high dimensions pp. 539-550

Adam J. Rothman, Elizaveta Levina and Ji Zhu

Penalized Bregman divergence for large-dimensional regression and classification pp. 551-566

Chunming Zhang, Yuan Jiang and Yi Chai

Shape curves and geodesic modelling pp. 567-584

Kim Kenobi, Ian L. Dryden and Huiling Le

A class of grouped Brunk estimators and penalized spline estimators for monotone regression pp. 585-601

Xiao Wang and Jinglai Shen

On the asymptotic behaviour of the pseudolikelihood ratio test statistic with boundary problems pp. 603-620

Yong Chen and Kung-Yee Liang

Accurate and robust tests for indirect inference pp. 621-630

Veronika Czellar and Elvezio Ronchetti

Detecting simultaneous changepoints in multiple sequences pp. 631-645

Nancy R. Zhang, David O. Siegmund, Hanlee Ji and Jun Z. Li

Sufficient cause interactions for categorical and ordinal exposures with three levels pp. 647-659

Tyler J. Vanderweele

Bounded, efficient and doubly robust estimation with inverse weighting pp. 661-682

Zhiqiang Tan

Analysis of cohort studies with multivariate and partially observed disease classification data pp. 683-698

Nilanjan Chatterjee, Samiran Sinha, W. Ryan Diver and Heather Spencer Feigelson

A semiparametric additive rate model for recurrent events with an informative terminal event pp. 699-712

Donglin Zeng and Jianwen Cai

Attributable fraction functions for censored event times pp. 713-726

Li Chen, D. Y. Lin and Donglin Zeng

Estimating species richness by a Poisson-compound gamma model pp. 727-740

Ji-Ping Wang

Properties of nested sampling pp. 741-755

Nicolas Chopin and Christian P. Robert

Empirical likelihood methods for two-dimensional shape analysis pp. 757-764

Getulio J. A. Amaral and Andrew T. A. Wood

Strictly stationary solutions of autoregressive moving average equations pp. 765-772

Peter J. Brockwell and Alexander Lindner

Volume 97, issue 2, 2010

Variable selection in high-dimensional linear models: partially faithful distributions and the pc -simple algorithm pp. 261-278

P. Bühlmann, M. Kalisch and M. H. Maathuis

Dimension reduction for non-elliptically distributed predictors: second-order methods pp. 279-294

Yuexiao Dong and Bing Li

Sufficient dimension reduction through discretization-expectation estimation pp. 295-304

Liping Zhu, Tao Wang, Lixing Zhu and Louis Ferré

Semiparametric dimension reduction estimation for mean response with missing data pp. 305-319

Zonghui Hu, Dean A. Follmann and Jing Qin

On the relative efficiency of using summary statistics versus individual-level data in meta-analysis pp. 321-332

D. Y. Lin and D. Zeng

Evidence factors in observational studies pp. 333-345

Paul R. Rosenbaum

A theory for testing hypotheses under covariate-adaptive randomization pp. 347-360

Jun Shao, Xinxin Yu and Bob Zhong

Efficient estimation in multi-phase case-control studies pp. 361-374

A. J. Lee, A. J. Scott and C. J. Wild

Risk-adjusted monitoring of time to event pp. 375-388

A. Gandy, J. T. Kvaløy, A. Bottle and F. Zhou

Calibrating parametric subject-specific risk estimation pp. 389-404

T. Cai, Lihui Tian, Hajime Uno, Scott D. Solomon and L. J. Wei

Interval estimation for drop-the-losers designs pp. 405-418

Samuel S. Wu, Weizhen Wang and Mark C. K. Yang

Efficient scalable schemes for monitoring a large number of data streams pp. 419-433

Y. Mei

Estimating linear dependence between nonstationary time series using the locally stationary wavelet model pp. 435-446

J. Sanderson, P. Fryzlewicz and M. W. Jones

A sequential smoothing algorithm with linear computational cost pp. 447-464

Paul Fearnhead, David Wyncoll and Jonathan Tawn

The horseshoe estimator for sparse signals pp. 465-480

Carlos M. Carvalho, Nicholas G. Polson and James G. Scott

Likelihood ratio statistics based on an integrated likelihood pp. 481-496

T. A. Severini

Objective Bayes and conditional inference in exponential families pp. 497-504

Thomas J. Diciccio and G. Alastair Young

Copula inference under censoring pp. 505-512

M. L. Lakhal-Chaieb

Optimal designs for the emax, log-linear and exponential models pp. 513-518

H. Dette, C. Kiss, M. Bevanda and F. Bretz

Volume 97, issue 1, 2010

Systematic sampling with errors in sample locations pp. 1-13

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

Cross-covariance functions for multivariate random fields based on latent dimensions pp. 15-30

Tatiyana V. Apanasovich and Marc G. Genton

Incorporating prior probabilities into high-dimensional classifiers pp. 31-48

Peter Hall and Jing-Hao Xue

Functional quadratic regression pp. 49-64

Fang Yao and Hans-Georg Müller

Marginal analyses of longitudinal data with an informative pattern of observations pp. 65-78

D. M. Farewell

Generalized empirical likelihood methods for analyzing longitudinal data pp. 79-93

Suojin Wang, Lianfen Qian and Raymond J. Carroll

On the use of stochastic ordering to test for trend with clustered binary data pp. 95-108

Aniko Szabo and E. Olusegun George

Stochastic approximation with virtual observations for dose-finding on discrete levels pp. 109-121

Ying Kuen Cheung and Mitchell S. V. Elkind

Sharp bounds on causal effects in case-control and cohort studies pp. 123-132

Manabu Kuroki, Zhihong Cai and Zhi Geng

A semiparametric random effects model for multivariate competing risks data pp. 133-145

Thomas H. Scheike, Yanqing Sun, Mei-Jie Zhang and Tina Kold Jensen

Estimation of the retransformed conditional mean in health care cost studies pp. 147-158

Huixia Judy Wang and Xiao-Hua Zhou

Mean loglikelihood and higher-order approximations pp. 159-170

N. Reid and D. A. S. Fraser

On doubly robust estimation in a semiparametric odds ratio model pp. 171-180

Eric J. Tchetgen Tchetgen, James M. Robins and Andrea Rotnitzky

On Bayesian testimation and its application to wavelet thresholding pp. 181-198

Felix Abramovich, Vadim Grinshtein, Athanasia Petsa and Theofanis Sapatinas

Forecasting for quantile self-exciting threshold autoregressive time series models pp. 199-208

Yuzhi Cai

A note on the sensitivity to assumptions of a generalized linear mixed model pp. 209-214

D. R. Cox and M. Y. Wong

Pseudo-score confidence intervals for parameters in discrete statistical models pp. 215-222

Alan Agresti and Euijung Ryu

Global and local spectral-based tests for periodicities pp. 223-230

L. Wei and P. F. Craigmile

Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes pp. 231-237

Willa W. Chen and Rohit S. Deo

Nonparametric Bayesian inference for the spectral density function of a random field pp. 238-245

Yanbing Zheng, Jun Zhu and Anindya Roy

The distribution-based p-value for the outlier sum in differential gene expression analysis pp. 246-253

Lin-An Chen, Dung-Tsa Chen and Wenyaw Chan

The maximal data piling direction for discrimination pp. 254-259

Jeongyoun Ahn and J. S. Marron