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 94, issue 4, 2007

Bayesian Nonparametric Estimation of the Probability of Discovering New Species pp. 769-786

Antonio Lijoi, Ramsés H. Mena and Igor Prünster

Population-Based Reversible Jump Markov Chain Monte Carlo pp. 787-807

Ajay Jasra, David A. Stephens and Christopher C. Holmes

Generalized Spatial Dirichlet Process Models pp. 809-825

Jason A. Duan, Michele Guindani and Alan E. Gelfand

Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models pp. 827-839

Borus Jungbacker and Siem Jan Koopman

Estimation of Regression Models for the Mean of Repeated Outcomes Under Nonignorable Nonmonotone Nonresponse pp. 841-860

Stijn Vansteelandt, Andrea Rotnitzky and James Robins

Aalen Additive Hazards Change-Point Model pp. 861-872

Torben Martinussen and Thomas H. Scheike

A General Approach to the Predictability Issue in Survival Analysis with Applications pp. 873-892

Enno Mammen and Jens Perch Nielsen

The Role of Pseudo Data for Robust Smoothing with Application to Wavelet Regression pp. 893-904

Hee-Seok Oh, Douglas W. Nychka and Thomas C. M. Lee

Using Hierarchical Likelihood for Missing Data Problems pp. 905-919

Sung-Cheol Yun, Youngjo Lee and Michael G. Kenward

Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data pp. 921-937

Liugen Xue and Lixing Zhu

A Hybrid Pairwise Likelihood Method pp. 939-952

Anthony Y. C. Kuk

A Jackknife Variance Estimator for Unistage Stratified Samples with Unequal Probabilities pp. 953-964

Yves G. Berger

Hochberg's Step-Up Method: Cutting Corners Off Holm's Step-Down Method pp. 965-975

Yifan Huang and Jason C. Hsu

Miscellanea Kernel-Type Density Estimation on the Unit Interval pp. 977-984

M.C. Jones and D.A. Henderson

Importance Sampling Via the Estimated Sampler pp. 985-991

Masayuki Henmi, Ryo Yoshida and Shinto Eguchi

Use of the Gibbs Sampler to Obtain Conditional Tests, with Applications pp. 992-998

Richard A. Lockhart, Federico J. O'Reilly and Michael A. Stephens

Positive Association Among Three Binary Variables and Cross-Product Ratios pp. 999-1005

Stephen E. Fienberg and Sung-Ho Kim

Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance--Correlation Parameters pp. 1006-1013

Mohsen Pourahmadi

Volume 94, issue 3, 2007

Shape-space smoothing splines for planar landmark data pp. 513-528

Alfred Kume, Ian L. Dryden and Huiling Le

Integrated likelihood functions for non-Bayesian inference pp. 529-542

Thomas A. Severini

The weighted log-rank class of permutation tests: P-values and confidence intervals using saddlepoint methods pp. 543-551

Ehab F. Abd-Elfattah and Ronald W. Butler

Tuning parameter selectors for the smoothly clipped absolute deviation method pp. 553-568

Hansheng Wang, Runze Li and Chih-Ling Tsai

Dimension reduction in regression without matrix inversion pp. 569-584

R. Dennis Cook, Bing Li and Francesca Chiaromonte

Implications of influence function analysis for sliced inverse regression and sliced average variance estimation pp. 585-601

Luke A. Prendergast

Sparse sufficient dimension reduction pp. 603-613

Lexin Li

Partial inverse regression pp. 615-625

Lexin Li, R. Dennis Cook and Chih-Ling Tsai

Simulation and inference for stochastic volatility models driven by Lévy processes pp. 627-646

Matthew P. S. Gander and David A. Stephens

Simulation of hyper-inverse Wishart distributions in graphical models pp. 647-659

Carlos M. Carvalho, Hélène Massam and Mike West

Recursive computing and simulation-free inference for general factorizable models pp. 661-672

Nial Friel and Håvard Rue

Optimal adaptive randomized designs for clinical trials pp. 673-689

Yi Cheng and Donald A. Berry

Adaptive Lasso for Cox's proportional hazards model pp. 691-703

Hao Helen Zhang and Wenbin Lu

Estimation of the mean function with panel count data using monotone polynomial splines pp. 705-718

Minggen Lu, Ying Zhang and Jian Huang

Survival analysis with temporal covariate effects pp. 719-733

Limin Peng and Yijian Huang

Nonparametric quantile inference with competing–risks data pp. 735-744

L. Peng and J. P. Fine

On the approximation of the quadratic exponential distribution in a latent variable context pp. 745-754

Francesco Bartolucci and Fulvia Pennoni

On a generalization of a result of W. G. Cochran pp. 755-759

D. R. Cox

The high-dimension, low-sample-size geometric representation holds under mild conditions pp. 760-766

Jeongyoun Ahn, J. S. Marron, Keith M. Muller and Yueh-Yun Chi

'Nonparametric inference in multivariate mixtures' Biometrika (2005), 92, pp. 667–678 pp. 767-767

Peter Hall, Amnon Neeman, Reza Pakyari and Ryan Elmore

Volume 94, issue 2, 2007

An asymptotic theory for model selection inference in general semiparametric problems pp. 249-265

Gerda Claeskens and Raymond J. Carroll

A weighted multivariate sign test for cluster-correlated data pp. 267-283

Denis Larocque, Jaakko Nevalainen and Hannu Oja

Marginal tests with sliced average variance estimation pp. 285-296

Yongwu Shao, R. Dennis Cook and Sanford Weisberg

Model evaluation based on the sampling distribution of estimated absolute prediction error pp. 297-311

Lu Tian, Tianxi Cai, Els Goetghebeur and L. J. Wei

Inference on fractal processes using multiresolution approximation pp. 313-334

Kenneth Falconer and Carmen Fernández

Automatic estimation of multivariate spectra via smoothing splines pp. 335-345

Ori Rosen and David S. Stoffer

On the alignment of multiple time series fragments pp. 347-358

K. Mukherjee, R. H. Shumway and K. L. Verosub

Additive hazard regression with auxiliary covariates pp. 359-369

Jiancheng Jiang and Zhou Haibo

Pairwise dependence diagnostics for clustered failure-time data pp. 371-385

David V. Glidden

Estimating a treatment effect with repeated measurements accounting for varying effectiveness duration pp. 387-402

Y. Q. Chen, J. Yang, Seu Cheng and J. B. Jackson

Nonparametric estimation of age-at-onset distributions from censored kin-cohort data pp. 403-114

Yuanjia Wang, Lorraine N. Clark, Karen Marder and Daniel Rabinowitz

Aster models for life history analysis pp. 415-426

Charles J. Geyer, Stuart Wagenius and Ruth G. Shaw

Uncertainty in prior elicitations: a nonparametric approach pp. 427-441

Jeremy E. Oakley and Anthony O'Hagan

Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models pp. 443-458

Tomohiro Ando

Optimal nested row-column designs with specified components pp. 459-468

R. A. Bailey and E. R. Williams

Resampling-based empirical prediction: an application to small area estimation pp. 469-485

Soumendra N. Lahiri, Tapabrata Maiti, Myron Katzoff and Parsons Van

Testing goodness-of-fit in logistic case-control studies pp. 487-495

Howard D. Bondell

Identifiability of single-index models and additive-index models pp. 496-501

Wei Lin and K. B. Kulasekera

Small-sample degrees of freedom for multi-component significance tests with multiple imputation for missing data pp. 502-508

Jerome P. Reiter

Adjusting estimative prediction limits pp. 509-511

Masao Ueki and Kaoru Fueda

Volume 94, issue 1, 2007

Maxima of discretely sampled random fields, with an application to 'bubbles' pp. 1-18

J. E. Taylor, K. J. Worsley and F. Gosselin

Model selection and estimation in the Gaussian graphical model pp. 19-35

Ming Yuan and Yi Lin

Graphical identifiability criteria for causal effects in studies with an unobserved treatment/response variable pp. 37-47

Manabu Kuroki

Fuzzy p-values in latent variable problems pp. 49-60

Elizabeth A. Thompson and Charles J. Geyer

Interval censoring: identifiability and the constant-sum property pp. 61-70

Ramon Oller, Guadalupe Gómez and M. Luz Calle

A pseudolikelihood method for analyzing interval censored data pp. 71-86

Bodhisattva Sen and Moulinath Banerjee

The unobserved heterogeneity distribution in duration analysis pp. 87-99

Jaap Abbring and Gerard van den Berg

A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan pp. 101-118

Noelle I. Samia, Kung-Sik Chan and Nils Chr. Stenseth

Constrained local likelihood estimators for semiparametric skew-normal distributions pp. 119-134

Yanyuan Ma and Jeffrey D. Hart

Extending conventional priors for testing general hypotheses in linear models pp. 135-152

M.J. Bayarri and Gonzalo García-Donato

Modelling the effects of partially observed covariates on Poisson process intensity pp. 153-165

Stephen L. Rathbun, Saul Shiffman and Chad J. Gwaltney

Inference for clustered data using the independence loglikelihood pp. 167-183

Richard E. Chandler and Steven Bate

Partially linear models with missing response variables and error-prone covariates pp. 185-198

Hua Liang, Suojin Wang and Raymond J. Carroll

Estimation of a covariance matrix with zeros pp. 199-216

Sanjay Chaudhuri, Mathias Drton and Thomas S. Richardson

Variable selection for the single‐index model pp. 217-229

Efang Kong and Yingcun Xia

Optimal sufficient dimension reduction for the conditional mean in multivariate regression pp. 231-242

Jae Keun Yoo and R. Dennis Cook

Plant-capture estimation of the size of a homogeneous population pp. 243-248

I. B. J. Goudie, P. E. Jupp and J. Ashbridge