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 105, issue 4, 2018

Selective inference with unknown variance via the square-root lasso pp. 755-768

Xiaoying Tian, Joshua R Loftus and Jonathan E Taylor

A convex formulation for high-dimensional sparse sliced inverse regression pp. 769-782

Kean Ming Tan, Zhaoran Wang, Tong Zhang, Han Liu and R Dennis Cook

A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices pp. 783-795

Tommaso Proietti and Alessandro Giovannelli

Statistical sparsity pp. 797-814

Peter McCullagh and Nicholas G Polson

A test of weak separability for multi-way functional data, with application to brain connectivity studies pp. 815-831

Brian Lynch and Kehui Chen

A test for the absence of aliasing or local white noise in locally stationary wavelet time series pp. 833-848

I A Eckley and G P Nason

Model-assisted design of experiments in the presence of network-correlated outcomes pp. 849-858

Guillaume W Basse and Edoardo M Airoldi

Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors pp. 859-872

Lan Wang, Ingrid Van Keilegom and Adam Maidman

A bootstrap recipe for post-model-selection inference under linear regression models pp. 873-890

S M S Lee and Y Wu

The change-plane Cox model pp. 891-903

Susan Wei and Michael R Kosorok

Transforming cumulative hazard estimates pp. 905-916

Pål C Ryalen, Mats J Stensrud and Kjetil Røysland

Integrative linear discriminant analysis with guaranteed error rate improvement pp. 917-930

Quefeng Li and Lexin Li

Continuous testing for Poisson process intensities: a new perspective on scanning statistics pp. 931-944

Franck Picard, Patricia Reynaud-Bouret and Etienne Roquain

Functional prediction through averaging estimated functional linear regression models pp. 945-962

Xinyu Zhang, Jeng-Min Chiou and Yanyuan Ma

Constructing dynamic treatment regimes over indefinite time horizons pp. 963-977

Ashkan Ertefaie and Robert L Strawderman

Principal ignorability in mediation analysis: through and beyond sequential ignorability pp. 979-986

Laura Forastiere, Alessandra Mattei and Peng Ding

Identifying causal effects with proxy variables of an unmeasured confounder pp. 987-993

Wang Miao, Zhi Geng and Eric J Tchetgen Tchetgen

Regression-assisted inference for the average treatment effect in paired experiments pp. 994-1000

Colin B Fogarty

Volume 105, issue 3, 2018

Assessing replicability of findings across two studies of multiple features pp. 505-516

Marina Bogomolov and Ruth Heller

When is the first spurious variable selected by sequential regression procedures? pp. 517-527

Weijie J Su

Asymptotic normality of interpoint distances for high-dimensional data with applications to the two-sample problem pp. 529-546

Jun Li

Symmetric rank covariances: a generalized framework for nonparametric measures of dependence pp. 547-562

L Weihs, M Drton and N Meinshausen

Shrinking characteristics of precision matrix estimators pp. 563-574

Aaron J Molstad and Adam J Rothman

High-dimensional peaks-over-threshold inference pp. 575-592

R de Fondeville and A C Davison

Asymptotic properties of approximate Bayesian computation pp. 593-607

D T Frazier, G M Martin, C P Robert and J Rousseau

Variance estimation in the particle filter pp. 609-625

A Lee and N Whiteley

A structural break test for extremal dependence in β-mixing random vectors pp. 627-643

Y Hoga

Asymptotic post-selection inference for the Akaike information criterion pp. 645-664

Ali Charkhi and Gerda Claeskens

A semiparametric extension of the stochastic block model for longitudinal networks pp. 665-680

C Matias, T Rebafka and F Villers

Local polynomial regression with correlated errors in random design and unknown correlation structure pp. 681-690

K De Brabanter, F Cao, I Gijbels and J Opsomer

Bayesian spatial monotonic multiple regression pp. 691-707

C Rohrbeck, D A Costain and A Frigessi

Covariate association eliminating weights: a unified weighting framework for causal effect estimation pp. 709-722

Sean Yiu and Li Su

Targeted learning ensembles for optimal individualized treatment rules with time-to-event outcomes pp. 723-738

I Díaz, O Savenkov and K Ballman

On Bayes factors for the linear model pp. 739-744

T S Shively and S G Walker

Sequential rerandomization pp. 745-752

Quan Zhou, Philip A Ernst, Kari Lock Morgan, Donald B Rubin and Anru Zhang

Amendments and Corrections pp. 753-753

Francisco Blasques, Siem Jan Koopman and Andre Lucas

Volume 105, issue 2, 2018

Joint testing and false discovery rate control in high-dimensional multivariate regression pp. 249-269

Yin Xia, T Tony Cai and Hongzhe Li

Robust estimation of high-dimensional covariance and precision matrices pp. 271-284

Marco Avella-Medina, Heather S Battey, Jianqing Fan and Quefeng Li

On the asymptotic efficiency of approximate Bayesian computation estimators pp. 285-299

Wentao Li and Paul Fearnhead

Convergence of regression-adjusted approximate Bayesian computation pp. 301-318

Wentao Li and Paul Fearnhead

Adaptive multigroup confidence intervals with constant coverage pp. 319-335

C Yu and P D Hoff

Testing independence for multivariate time series via the auto-distance correlation matrix pp. 337-352

K Fokianos and M Pitsillou

A frequency domain analysis of the error distribution from noisy high-frequency data pp. 353-369

Jinyuan Chang, Aurore Delaigle, Peter Hall and Cheng Yong Tang

Bayesian precision and covariance matrix estimation for graphical Gaussian models with edge and vertex symmetries pp. 371-388

H Massam, Q Li and X Gao

On the number of principal components in high dimensions pp. 389-402

Sungkyu Jung, Myung Hee Lee and Jeongyoun Ahn

Semiparametric regression analysis for composite endpoints subject to componentwise censoring pp. 403-418

Guoqing Diao, Donglin Zeng, Chunlei Ke, Haijun Ma, Qi Jiang and Joseph G Ibrahim

Design-based maps for continuous spatial populations pp. 419-429

L Fattorini, M Marcheselli, C Pisani and L Pratelli

Theoretical limits of microclustering for record linkage pp. 431-446

J E Johndrow, K Lum and D B Dunson

On edge correction of conditional and intrinsic autoregressions pp. 447-454

D Mondal

A non-model-based approach to bandwidth selection for kernel estimators of spatial intensity functions pp. 455-462

O Cronie and M N M Van Lieshout

Bootstrapping volatility functionals: a local and nonparametric perspective pp. 463-469

Xin-Bing Kong, Shao-Jun Xu and Wang Zhou

On the connection between maximin distance designs and orthogonal designs pp. 471-477

Yaping Wang, Jianfeng Yang and Hongquan Xu

Optimal pseudolikelihood estimation in the analysis of multivariate missing data with nonignorable nonresponse pp. 479-486

Jiwei Zhao and Yanyuan Ma

Asymptotic inference of causal effects with observational studies trimmed by the estimated propensity scores pp. 487-493

S Yang and P Ding

Uniformly minimum variance conditionally unbiased estimation in multi-arm multi-stage clinical trials pp. 495-501

Nigel Stallard and Peter K Kimani

Asymptotic properties of penalized spline estimators pp. 503-503

G Claeskens, T Krivobokova and J D Opsomer

Volume 105, issue 1, 2018

Dual regression pp. 1-18

R H Spady and Sami Stouli

A structural Markov property for decomposable graph laws that allows control of clique intersections pp. 19-29

Peter J Green and Alun Thomas

Robust and consistent variable selection in high-dimensional generalized linear models pp. 31-44

Marco Avella-Medina and Elvezio Ronchetti

A randomization-based perspective on analysis of variance: a test statistic robust to treatment effect heterogeneity pp. 45-56

Peng Ding and Tirthankar Dasgupta

Testing for the presence of significant covariates through conditional marginal regression pp. 57-71

Yanlin Tang, Huixia Judy Wang and Emre Barut

A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models pp. 73-89

Yao Zheng, Wai Keung Li and Guodong Li

Approximate Bayesian inference under informative sampling pp. 91-102

Zhao-Hua Wang, J K Kim and S Yang

Shape-constrained partial identification of a population mean under unknown probabilities of sample selection pp. 103-114

L W Miratrix, S Wager and J R Zubizarreta

Two-sample tests of high-dimensional means for compositional data pp. 115-132

Yuanpei Cao, Wei Lin and Hongzhe Li

Partial likelihood estimation of isotonic proportional hazards models pp. 133-148

Yunro Chung, Anastasia Ivanova, Michael G Hudgens and Jason P Fine

Simple least squares estimator for treatment effects using propensity score residuals pp. 149-164

Myoung-jae Lee

Scalar-on-image regression via the soft-thresholded Gaussian process pp. 165-184

Jian Kang, Brian J Reich and Ana-Maria Staicu

Optimal discrimination designs for semiparametric models pp. 185-197

H Dette, R Guchenko, V B Melas and W K Wong

Kernel-based covariate functional balancing for observational studies pp. 199-213

Raymond K W Wong and Kwun Chuen Gary Chan

On causal estimation using $U$-statistics pp. 215-220

Lu Mao

On overfitting and post-selection uncertainty assessments pp. 221-224

L Hong, T A Kuffner and R Martin

A conditional composite likelihood ratio test with boundary constraints pp. 225-232

Yong Chen, Jing Huang, Yang Ning, Kung-Yee Liang and Bruce G Lindsay

On bias reduction and incidental parameters pp. 233-238

N Lunardon

Choosing between methods of combining $p$-values pp. 239-246

N A Heard and P Rubin-Delanchy

On the degrees of freedom of reduced-rank estimators in multivariate regression pp. 247-247

A Mukherjee, K Chen, N Wang and J Zhu