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 107, issue 4

On testing marginal versus conditional independence pp. 771-790

F Richard Guo and Thomas S Richardson

Combining p-values via averaging pp. 791-808

Vladimir Vovk and Ruodu Wang

Multivariate one-sided testing in matched observational studies as an adversarial game pp. 809-825

P L Cohen, M A Olson and C B Fogarty

A conditional test with demonstrated insensitivity to unmeasured bias in matched observational studies pp. 827-840

P R Rosenbaum

Estimation in linear errors-in-variables models with unknown error distribution pp. 841-856

Linh H Nghiem, Michael C Byrd and Cornelis J Potgieter

Inference under unequal probability sampling with the Bayesian exponentially tilted empirical likelihood pp. 857-873

A Yiu, R J B Goudie and B D M Tom

Optimal Bayesian estimation for random dot product graphs pp. 875-889

Fangzheng Xie and Yanxun Xu

The Pitman–Yor multinomial process for mixture modelling pp. 891-906

Antonio Lijoi, Igor Prünster and Tommaso Rigon

On specification tests for composite likelihood inference pp. 907-917

Jing Huang, Yang Ning, Nancy Reid and Yong Chen

Demystifying a class of multiply robust estimators pp. 919-933

Wei Li, Yuwen Gu and Lan Liu

Regression-adjusted average treatment effect estimates in stratified randomized experiments pp. 935-948

Hanzhong Liu and Yuehan Yang

General regression model for the subdistribution of a competing risk under left-truncation and right-censoring pp. 949-964

A Bellach, M R Kosorok, P B Gilbert and J P Fine

Envelopes in multivariate regression models with nonlinearity and heteroscedasticity pp. 965-981

X Zhang, C E Lee and Xiaofeng Shao

A unified approach to the calculation of information operators in semiparametric models pp. 983-995

Lu Mao

Extended stochastic gradient Markov chain Monte Carlo for large-scale Bayesian variable selection pp. 997-1004

Qifan Song, Yan Sun, Mao Ye and Faming Liang

Efficient posterior sampling for high-dimensional imbalanced logistic regression pp. 1005-1012

Deborshee Sen, Matthias Sachs, Jianfeng Lu and David B Dunson

Classification via local manifold approximation pp. 1013-1020

Didong Li and David B Dunson

Volume 107, issue 3, 2020

Determining the dependence structure of multivariate extremes pp. 513-532

E S Simpson, J L Wadsworth and J A Tawn

Robust estimation of causal effects via a high-dimensional covariate balancing propensity score pp. 533-554

Yang Ning, Peng Sida and Kosuke Imai

A nonparametric approach to high-dimensional k-sample comparison problems pp. 555-572

Subhadeep Mukhopadhyay and Kaijun Wang

Estimation and inference for the indirect effect in high-dimensional linear mediation models pp. 573-589

Ruixuan Rachel Zhou, Liewei Wang and Sihai Dave Zhao

Empirical likelihood test for a large-dimensional mean vector pp. 591-607

Xia Cui, Runze Li, Guangren Yang and Wang Zhou

Sparse semiparametric canonical correlation analysis for data of mixed types pp. 609-625

Grace Yoon, Raymond J Carroll and Irina Gaynanova

Spatial blind source separation pp. 627-646

François Bachoc, Marc G Genton, Klaus Nordhausen, Anne Ruiz-Gazen and Joni Virta

A robust method for shift detection in time series pp. 647-660

H Dehling, R Fried and M Wendler

Generalized instrumental inequalities: testing the instrumental variable independence assumption pp. 661-675

Desire Kedagni and Ismael Mourifié

Adaptive critical value for constrained likelihood ratio testing pp. 677-688

Diaa Al Mohamad, Erik W Van Zwet, Eric Cator and Jelle J Goeman

Generalized integration model for improved statistical inference by leveraging external summary data pp. 689-703

Han Zhang, Lu Deng, Mark Schiffman, Jing Qin and Kai Yu

Path weights in concentration graphs pp. 705-722

Alberto Roverato and Robert Castelo

More efficient approximation of smoothing splines via space-filling basis selection pp. 723-735

Cheng Meng, Xinlian Zhang, Jingyi Zhang, Wenxuan Zhong and Ping Ma

A note on the accuracy of adaptive Gauss–Hermite quadrature pp. 737-744

Shaobo Jin and Björn Andersson

Bayesian cumulative shrinkage for infinite factorizations pp. 745-752

Sirio Legramanti, Daniele Durante and David B Dunson

Bootstrapping M-estimators in generalized autoregressive conditional heteroscedastic models pp. 753-760

K Mukherjee

Fast closed testing for exchangeable local tests pp. 761-768

E Dobriban

Unbiased Hamiltonian Monte Carlo with couplings pp. 769-769

J Heng and P E Jacob

Volume 107, issue 2, 2020

Network cross-validation by edge sampling pp. 257-276

Tianxi Li, Elizaveta Levina and Ji Zhu

Discussion of ‘Network cross-validation by edge sampling’ pp. 277-280

Jinyuan Chang, Eric D Kolaczyk and Qiwei Yao

Discussion of ‘Network cross-validation by edge sampling’ pp. 281-284

Chao Gao and Zongming Ma

Discussion of ‘Network cross-validation by edge sampling’ pp. 285-287

J Lei and K Z Lin

Rejoinder: ‘Network cross-validation by edge sampling’ pp. 289-292

Tianxi Li, Elizaveta Levina and Ji Zhu

Adaptive nonparametric regression with the K-nearest neighbour fused lasso pp. 293-310

Oscar Hernan Madrid Padilla, James Sharpnack, Yanzhen Chen and Daniela M Witten

Classification with imperfect training labels pp. 311-330

Timothy I Cannings, Yingying Fan and Richard J Samworth

Testing conditional mean independence for functional data pp. 331-346

C E Lee, X Zhang and Xiaofeng Shao

The essential histogram pp. 347-364

Housen Li, Axel Munk, Hannes Sieling and Guenther Walther

Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods pp. 365-380

Akihiko Nishimura, David B Dunson and Jianfeng Lu

On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction pp. 381-395

Matti Vihola and Jordan Franks

Lassoing eigenvalues pp. 397-414

David E Tyler and Mengxi Yi

Doubly functional graphical models in high dimensions pp. 415-431

Xinghao Qiao, Cheng Qian, Gareth M James and Shaojun Guo

Ensemble estimation and variable selection with semiparametric regression models pp. 433-448

Sunyoung Shin, Yufeng Liu, Stephen R Cole and Jason P Fine

Estimation from cross-sectional data under a semiparametric truncation model pp. 449-465

C Heuchenne, J De Uña-Álvarez and G Laurent

Robust empirical Bayes small area estimation with density power divergence pp. 467-480

S Sugasawa

Estimation of error variance via ridge regression pp. 481-488

X Liu, S Zheng and X Feng

On the marginal likelihood and cross-validation pp. 489-496

E Fong and C C Holmes

Consistency for the tree bootstrap in respondent-driven sampling pp. 497-504

A K B Green, T H McCormick and A E Raftery

A random-perturbation-based rank estimator of the number of factors pp. 505-511

Xinbing Kong

Volume 107, issue 1, 2020

The Hastings algorithm at fifty pp. 1-23

D B Dunson and J E Johndrow

Scalable inference for crossed random effects models pp. 25-40

O Papaspiliopoulos, G O Roberts and G Zanella

High-dimensional causal discovery under non-Gaussianity Abstract: Summary We consider graphical models based on a recursive system of linear structural equations. This implies that there is an ordering, $\sigma$, of the variables such that each observed variable $Y_v$ is a linear function of a variable-specific error term and the other observed variables $Y_u$ with $\sigma(u) pp. 41-59

Y Samuel Wang and Mathias Drton

Consistent community detection in multi-layer network data pp. 61-73

Jing Lei, Kehui Chen and Brian Lynch

Multisample estimation of bacterial composition matrices in metagenomics data pp. 75-92

Yuanpei Cao, Anru Zhang and Hongzhe Li

Minimal dispersion approximately balancing weights: asymptotic properties and practical considerations pp. 93-105

Yixin Wang and Jose R Zubizarreta

Model-free approach to quantifying the proportion of treatment effect explained by a surrogate marker pp. 107-122

Xuan Wang, Layla Parast, Lu Tian and Tianxi Cai

Semiparametric estimation of structural failure time models in continuous-time processes pp. 123-136

S Yang, K Pieper and F Cools

Regularized calibrated estimation of propensity scores with model misspecification and high-dimensional data pp. 137-158

Z Tan

On semiparametric estimation of a path-specific effect in the presence of mediator-outcome confounding pp. 159-172

C H Miles, I Shpitser, P Kanki, S Meloni and E J Tchetgen Tchetgen

A conditional density estimation partition model using logistic Gaussian processes pp. 173-190

R D Payne, N Guha, Y Ding and B K Mallick

Bayesian constraint relaxation pp. 191-204

Leo L Duan, Alexander L Young, Akihiko Nishimura and David B Dunson

Bayesian sparse multiple regression for simultaneous rank reduction and variable selection pp. 205-221

Antik Chakraborty, Anirban Bhattacharya and Bani K Mallick

Simplified integrated nested Laplace approximation pp. 223-230

Simon N Wood

Analysis of grouped data using conjugate generalized linear mixed models pp. 231-237

Jarod Y L Lee, Peter J Green and Louise M Ryan

Measurement errors in the binary instrumental variable model pp. 238-245

Zhichao Jiang and Peng Ding

Diagnosing missing always at random in multivariate data pp. 246-253

Iavor I Bojinov, Natesh S Pillai and Donald B Rubin

Variance estimation in the particle filter pp. 255-255

A Lee and N Whiteley