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 95, issue 4, 2008

A multi-dimensional scaling approach to shape analysis pp. 779-798

Ian L. Dryden, Alfred Kume, Huiling Le and Andrew T. A. Wood

Covariance reducing models: An alternative to spectral modelling of covariance matrices pp. 799-812

R. Dennis Cook and Liliana Forzani

Testing the covariance structure of multivariate random fields pp. 813-829

Bo Li, Marc G. Genton and Michael Sherman

A goodness-of-fit test for inhomogeneous spatial Poisson processes pp. 831-845

Yongtao Guan

Estimating equations for spatially correlated data in multi-dimensional space pp. 847-858

Pei-Sheng Lin

Bayesian nonparametric inference on stochastic ordering pp. 859-874

David B. Dunson and Shyamal D. Peddada

Pairwise curve synchronization for functional data pp. 875-889

Rong Tang and Hans-Georg Müller

Model diagnostic tests for selecting informative correlation structure in correlated data pp. 891-905

Annie Qu, J. Jack Lee and Bruce G. Lindsay

On the asymptotics of marginal regression splines with longitudinal data pp. 907-917

Zhongyi Zhu, Wing K. Fung and Xuming He

Small area estimation when auxiliary information is measured with error pp. 919-931

Lynn M. R. Ybarra and Sharon L. Lohr

Multiple imputation when records used for imputation are not used or disseminated for analysis pp. 933-946

Jerome P. Reiter

Semiparametric maximum likelihood estimation in normal transformation models for bivariate survival data pp. 947-960

Yi Li, Ross L. Prentice and Xihong Lin

Estimating the false discovery rate using the stochastic approximation algorithm pp. 961-977

Faming Liang and Jian Zhang

Identification of the age-period-cohort model and the extended chain-ladder model pp. 979-986

D. Kuang, B. Nielsen and J. P. Nielsen

Forecasting with the age-period-cohort model and the extended chain-ladder model pp. 987-991

D. Kuang, B. Nielsen and J. P. Nielsen

On the consequences of overstratification pp. 992-996

B. L. De Stavola and D. R. Cox

On consistency of Kendall's tau under censoring pp. 997-1001

David Oakes

On an internal method for deriving a summary measure pp. 1002-1005

D. R. Cox

A note on nonparametric quantile inference for competing risks and more complex multistate models pp. 1006-1008

Jan Beyersmann and Martin Schumacher

Volume 95, issue 3, 2008

Optimal sampling and estimation strategies under the linear model pp. 521-537

Desislava Nedyalkova and Yves Tillé

A new approach to weighting and inference in sample surveys pp. 539-553

Jean-François Beaumont

Using calibration weighting to adjust for nonresponse under a plausible model pp. 555-571

Ted Chang and Phillip S. Kott

Influence functions and robust Bayes and empirical Bayes small area estimation pp. 573-585

Malay Ghosh, Tapabrata Maiti and Ananya Roy

Robust functional estimation using the median and spherical principal components pp. 587-600

Daniel Gervini

Joint modelling of paired sparse functional data using principal components pp. 601-619

Lan Zhou, Jianhua Z. Huang and Raymond J. Carroll

Pointwise testing with functional data using the Westfall--Young randomization method pp. 621-634

Dennis D. Cox and Jong Soo Lee

Adjustment uncertainty in effect estimation pp. 635-651

Ciprian M. Crainiceanu, Francesca Dominici and Giovanni Parmigiani

Generalized varying coefficient models for longitudinal data pp. 653-666

Damla Şentürk and Hans-Georg Müller

Additive partial linear models with measurement errors pp. 667-678

Hua Liang, Sally W. Thurston, David Ruppert, Tatiyana Apanasovich and Russ Hauser

Improving the efficiency of the log-rank test using auxiliary covariates pp. 679-694

Xiaomin Lu and Anastasios A. Tsiatis

Supremum weighted log-rank test and sample size for comparing two-stage adaptive treatment strategies pp. 695-707

Wentao Feng and Abdus S. Wahed

The Benjamini--Hochberg method with infinitely many contrasts in linear models pp. 709-719

Peter H. Westfall

Semiparametric model-based inference in the presence of missing responses pp. 721-734

Qihua Wang and Pengjie Dai

Conditionally specified continuous distributions pp. 735-746

Yuchung J. Wang and Edward H. Ip

Conditional properties of unconditional parametric bootstrap procedures for inference in exponential families pp. 747-758

Thomas J. Diciccio and G. Alastair Young

Extended Bayesian information criteria for model selection with large model spaces pp. 759-771

Jiahua Chen and Zehua Chen

A note on conditional aic for linear mixed-effects models pp. 773-778

Hua Liang, Hulin Wu and Guohua Zou

Volume 95, issue 2, 2008

Hierarchical testing of variable importance pp. 265-278

Nicolai Meinshausen

On weighted Hochberg procedures pp. 279-294

Ajit C. Tamhane and Lingyun Liu

A family of Bayes multiple testing procedures pp. 295-305

Arthur Cohen, H. B. Sackrowitz, Minya Xu and Steven Buyske

Kernel stick-breaking processes pp. 307-323

David B. Dunson and Ju-Hyun Park

Objective Bayesian analysis for the Student-t regression model pp. 325-333

Thaís C. O. Fonseca, Marco A. R. Ferreira and Helio S. Migon

Multi-parameter automodels and their applications pp. 335-349

Cécile Hardouin and Jian-Feng Yao

Estimating functions for inhomogeneous spatial point processes with incomplete covariate data pp. 351-363

Rasmus Waagepetersen

Modelling multiple time series via common factors pp. 365-379

Jiazhu Pan and Qiwei Yao

Simultaneous confidence bands in spectral density estimation pp. 381-397

Michael H. Neumann and Efstathios Paparoditis

Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity pp. 399-414

Guodong Li and Wai Keung Li

On the asymptotics of penalized splines pp. 415-436

Yingxing Li and David Ruppert

Nonparametric variance estimation in the analysis of microarray data: a measurement error approach pp. 437-449

Raymond J. Carroll and Yuedong Wang

Model diagnosis for parametric regression in high-dimensional spaces pp. 451-467

W. Stute, W. L. Xu and L. X. Zhu

Determining the dimension of the central subspace and central mean subspace pp. 469-479

Peng Zeng

The prognostic analogue of the propensity score pp. 481-488

Ben B. Hansen

Diagnostic measures for empirical likelihood of general estimating equations pp. 489-507

Hongtu Zhu, Joseph G. Ibrahim, Niansheng Tang and Heping Zhang

A note on deletion diagnostics for estimating equations pp. 509-513

John S. Preisser, Bahjat F. Qaqish and Jamie Perin

A new class of average moment matching priors pp. 514-520

N. Ganesh and P. Lahiri

Volume 95, issue 1, 2008

Studentization and deriving accurate p-values pp. 1-16

D.A.S. Fraser and Judith Rousseau

Distortion of effects caused by indirect confounding pp. 17-33

Nanny Wermuth and D. R. Cox

Population intervention models in causal inference pp. 35-47

Alan E. Hubbard and Mark J. van der Laan

Empirical and counterfactual conditions for sufficient cause interactions pp. 49-61

Tyler J. Vanderweele and James M. Robins

Shared parameter models under random effects misspecification pp. 63-74

Dimitris Rizopoulos, Geert Verbeke and Geert Molenberghs

Predicting future responses based on possibly mis-specified working models pp. 75-92

Tianxi Cai, Lu Tian, Scott D. Solomon and L.J. Wei

Flexible generalized t-link models for binary response data pp. 93-106

Sungduk Kim, Ming-Hui Chen and Dipak K. Dey

Analysis of least absolute deviation pp. 107-122

Kani Chen, Zhiliang Ying, Hong Zhang and Lincheng Zhao

Nonparametric regression using local kernel estimating equations for correlated failure time data pp. 123-137

Zhangsheng Yu and Xihong Lin

Bayesian and frequentist confidence intervals arising from empirical-type likelihoods pp. 139-147

In Hong Chang and Rahul Mukerjee

Probability estimation for large-margin classifiers pp. 149-167

Junhui Wang, Xiaotong Shen and Yufeng Liu

Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models pp. 169-186

Omiros Papaspiliopoulos and Gareth O. Roberts

Two-stage sampling from a prediction point of view when the cluster sizes are unknown pp. 187-204

Jan F. Bjørnstad and Elinor Ytterstad

Predicting cumulative incidence probability by direct binomial regression pp. 205-220

Thomas H. Scheike, Mei-Jie Zhang and Thomas A. Gerds

Nonparametric estimation of bivariate failure time associations in the presence of a competing risk pp. 221-232

Karen Bandeen-Roche and Jing Ning

Nonparametric estimation of cause-specific cross hazard ratio with bivariate competing risks data pp. 233-240

Yu Cheng and Jason P. Fine

A note on path-based variable selection in the penalized proportional hazards model pp. 241-247

Hui Zou

Testing hypotheses in order pp. 248-252

Paul R. Rosenbaum

A Note on repeated p-values for group sequential designs pp. 253-256

Martin Posch, Gernot Wassmer and Werner Brannath

Asymptotic inference for a nonstationary double AR (1) model pp. 257-263

Shiqing Ling and Dong Li