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 96, issue 4, 2009

Sinh-arcsinh distributions pp. 761-780

M. C. Jones and Arthur Pewsey

A new look at time series of counts pp. 781-792

Yunwei Cui and Robert Lund

Bias reduction in exponential family nonlinear models pp. 793-804

Ioannis Kosmidis and David Firth

Inference on population size in binomial detectability models pp. 805-820

R. M. Fewster and P. E. Jupp

Bayesian analysis of matrix normal graphical models pp. 821-834

Hao Wang and Mike West

Bayesian lasso regression pp. 835-845

Chris Hans

Generalized fiducial inference for wavelet regression pp. 847-860

Jan Hannig and Thomas C. M. Lee

Nonparametric estimation of the probability of illness in the illness-death model under cross-sectional sampling pp. 861-872

M. Mandel and R. Fluss

Nonparametric estimation for right-censored length-biased data: a pseudo-partial likelihood approach pp. 873-886

Xiaodong Luo and Wei Yann Tsai

Marginal hazards model for case-cohort studies with multiple disease outcomes pp. 887-901

S. Kang and J. Cai

Tests and confidence intervals for secondary endpoints in sequential clinical trials pp. 903-915

Tze Leung Lai, Mei-Chiung Shih and Zheng Su

A unified approach to linearization variance estimation from survey data after imputation for item nonresponse pp. 917-932

Jae Kwang Kim and J. N. K. Rao

Some design properties of a rejective sampling procedure pp. 933-944

Wayne A. Fuller

Sliced space-filling designs pp. 945-956

Peter Z. G. Qian and C. F. Jeff Wu

Nested Latin hypercube designs pp. 957-970

Peter Z. G. Qian

Construction of orthogonal Latin hypercube designs pp. 971-974

Fasheng Sun, Min-Qian Liu and Dennis K. J. Lin

Maximum likelihood estimation using composite likelihoods for closed exponential families pp. 975-982

Kanti V. Mardia, John T. Kent, Gareth Hughes and Charles C. Taylor

Adaptive approximate Bayesian computation pp. 983-990

Mark A. Beaumont, Jean-Marie Cornuet, Jean-Michel Marin and Christian P. Robert

Semiparametric methods for evaluating risk prediction markers in case-control studies pp. 991-997

Ying Huang and Margaret Sullivan Pepe

A note on the variance of doubly-robust G-estimators pp. 998-1004

E. E. M. Moodie

A note on automatic variable selection using smooth-threshold estimating equations pp. 1005-1011

Masao Ueki

A note on adaptive Bonferroni and Holm procedures under dependence pp. 1012-1018

Wenge Guo

A note on a conjectured sharpness principle for probabilistic forecasting with calibration pp. 1019-1023

Soumik Pal

Generalized method of moments estimation for linear regression with clustered failure time data pp. 1024-1024

Hui Li and Guosheng Yin

Volume 96, issue 3, 2009

Objective Bayesian model selection in Gaussian graphical models pp. 497-512

C. M. Carvalho and J. G. Scott

Adaptive regularization using the entire solution surface pp. 513-527

S. Wu, X. Shen and C. J. Geyer

Asymptotic properties of penalized spline estimators pp. 529-544

Gerda Claeskens, Tatyana Krivobokova and Jean D. Opsomer

Empirical Bayes estimation for additive hazards regression models pp. 545-558

Debajyoti Sinha, M. Brent McHenry, Stuart R. Lipsitz and Malay Ghosh

Improving point and interval estimators of monotone functions by rearrangement pp. 559-575

Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon

Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data pp. 577-590

Lynn M. Johnson and Robert L. Strawderman

Weighted Breslow-type and maximum likelihood estimation in semiparametric transformation models pp. 591-600

Yi-Hau Chen

Pseudo-partial likelihood for proportional hazards models with biased-sampling data pp. 601-615

Wei Yann Tsai

Pseudo-partial likelihood estimators for the Cox regression model with missing covariates pp. 617-633

Xiaodong Luo, Wei Yann Tsai and Qiang Xu

Approximating the α-permanent pp. 635-644

S. C. Kou and P. McCullagh

Markov models for accumulating mutations pp. 645-661

N. Beerenwinkel and S. Sullivant

Gaussian process emulation of dynamic computer codes pp. 663-676

S. Conti, J. P. Gosling, J. E. Oakley and A. O'Hagan

Optimal repeated measurement designs for a model with partial interactions pp. 677-690

P. Druilhet and W. Tinsson

Use of functionals in linearization and composite estimation with application to two-sample survey data pp. 691-709

C. Goga, J.-C. Deville and Anne Ruiz-Gazen

Effects of data dimension on empirical likelihood pp. 711-722

Song Chen, Liang Peng and Ying-Li Qin

Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data pp. 723-734

Weihua Cao, Anastasios A. Tsiatis and Marie Davidian

A negative binomial model for time series of counts pp. 735-749

Richard A. Davis and Rongning Wu

A Student t-mixture autoregressive model with applications to heavy-tailed financial data pp. 751-760

C. S. Wong, W. S. Chan and P. L. Kam

Volume 96, issue 2, 2009

Nonparametric Bayes local partition models for random effects pp. 249-262

David B. Dunson

Mixtures of Polya trees for flexible spatial frailty survival modelling pp. 263-276

Luping Zhao, Timothy E. Hanson and Bradley P. Carlin

Gamma frailty transformation models for multivariate survival times pp. 277-291

Donglin Zeng, Qingxia Chen and Joseph G. Ibrahim

Generalized method of moments estimation for linear regression with clustered failure time data pp. 293-306

Hui Li and Guosheng Yin

Hierarchically penalized Cox regression with grouped variables pp. 307-322

S. Wang, B. Nan, N. Zhu and J. Zhu

A generalized Dantzig selector with shrinkage tuning pp. 323-337

Gareth M. James and Peter Radchenko

A group bridge approach for variable selection pp. 339-355

Jian Huang, Shuange Ma, Huiliang Xie and Cun-Hui Zhang

Covariate-adjusted generalized linear models pp. 357-370

Damla Şentürk and Hans-Georg Müller

Adjusting for covariate effects on classification accuracy using the covariate-adjusted receiver operating characteristic curve pp. 371-382

Holly Janes and Margaret S. Pepe

Nonparametric additive regression for repeatedly measured data pp. 383-398

Raymond J. Carroll, Arnab Maity, Enno Mammen and Kyusang Yu

Optimal testing of multiple hypotheses with common effect direction pp. 399-410

Richard M. Bittman, Joseph P. Romano, Carlos Vallarino and Michael Wolf

Non-finite Fisher information and homogeneity: an EM approach pp. 411-426

P. Li, J. Chen and P. Marriott

Double block bootstrap confidence intervals for dependent data pp. 427-443

Stephen M. S. Lee and P. Y. Lai

Marginal analysis of panel counts through estimating functions pp. 445-456

X. Joan Hu, Stephen W. Lagakos and Richard A. Lockhart

Jackknife estimation of mean squared error of small area predictors in nonlinear mixed models pp. 457-468

Sharon L. Lohr and J. N. K. Rao

Scale adjustments for classifiers in high-dimensional, low sample size settings pp. 469-478

Yao-Ban Chan and Peter Hall

Saddlepoint approximation for mixture models pp. 479-486

A. C. Davison and D. Mastropietro

Some results on D-optimal designs for nonlinear models with applications pp. 487-493

Gang Li and Dibyen Majumdar

Dimension reduction in time series and the dynamic factor model pp. 494-496

Daniel Peña

Volume 96, issue 1, 2009

Modelling pairwise dependence of maxima in space pp. 1-17

Philippe Naveau, Armelle Guillou, Daniel Cooley and Jean Diebolt

Efficient nonparametric estimation of causal effects in randomized trials with noncompliance pp. 19-36

Jing Cheng, Dylan S. Small, Zhiqiang Tan and Thomas R. Ten Have

Partial and latent ignorability in missing-data problems pp. 37-50

Ofer Harel and Joseph L. Schafer

Orthogonal and nearly orthogonal designs for computer experiments pp. 51-65

Derek Bingham, Randy R. Sitter and Boxin Tang

D-optimal design of split-split-plot experiments pp. 67-82

Bradley Jones and Peter Goos

Optimal two-level regular fractional factorial block and split-plot designs pp. 83-93

Ching-Shui Cheng and Pi-Wen Tsai

Bayesian-inspired minimum aberration two- and four-level designs pp. 95-106

V. Roshan Joseph, Mingyao Ai and C. F. Jeff Wu

Confidence intervals for spectral mean and ratio statistics pp. 107-117

Xiaofeng Shao

Tapered empirical likelihood for time series data in time and frequency domains pp. 119-132

Daniel J. Nordman

Model checking in regression via dimension reduction pp. 133-148

Yingcun Xia

Bayesian nonparametric functional data analysis through density estimation pp. 149-162

Abel Rodríguez, David B. Dunson and Alan E. Gelfand

Wilcoxon-type generalized Bayesian information criterion pp. 163-173

Lan Wang

Reducing variability of crossvalidation for smoothing-parameter choice pp. 175-186

Peter Hall and Andrew P. Robinson

Dealing with limited overlap in estimation of average treatment effects pp. 187-199

Richard Crump, V. Joseph Hotz, Guido Imbens and Oscar Mitnik

On fuzzy familywise error rate and false discovery rate procedures for discrete distributions pp. 201-211

Elena Kulinskaya and Alex Lewin

Fast block variance estimation procedures for inhomogeneous spatial point processes pp. 213-220

Yongtao Guan

A note on semiparametric efficient inference for two-stage outcome-dependent sampling with a continuous outcome pp. 221-228

Rui Song, Haibo Zhou and Michael R. Kosorok

A note on profile likelihood for exponential tilt mixture models pp. 229-236

Z. Tan

A note on cause-specific residual life pp. 237-242

J.-H. Jeong and J. P. Fine

Construction of orthogonal and nearly orthogonal Latin hypercubes pp. 243-247

C. Devon Lin, Rahul Mukerjee and Boxin Tang

A note on time-ordered classification pp. 248-248

Hua He