Printed from https://ideas.repec.org/s/bla/jorssb5.html
Content
September 2005, Volume 67, Issue 4
- 555-572 Estimating the proportion of true null hypotheses, with application to DNA microarray data
by Mette Langaas & Bo Henry Lindqvist & Egil Ferkingstad - 573-587 On nonparametric maximum likelihood estimation with interval censoring and left truncation
by Michael G. Hudgens - 589-597 A note on non‐negative continuous time processes
by Henghsiu Tsai & K. S. Chan - 599-616 Modelling directional dispersion through hyperspherical log‐splines
by José T. A. S. Ferreira & Mark F. J. Steel
June 2005, Volume 67, Issue 3
- 321-341 Structural learning with time‐varying components: tracking the cross‐section of financial time series
by Makram Talih & Nicolas Hengartner - 343-361 Small confidence sets for the mean of a spherically symmetric distribution
by Richard Samworth - 363-379 Properties of bagged nearest neighbour classifiers
by Peter Hall & Richard J. Samworth - 381-393 Self‐weighted least absolute deviation estimation for infinite variance autoregressive models
by Shiqing Ling - 395-410 Statistical inference for discretely observed Markov jump processes
by Mogens Bladt & Michael Sørensen - 411-426 Variance of the number of false discoveries
by Art B. Owen - 427-444 Geometric representation of high dimension, low sample size data
by Peter Hall & J. S. Marron & Amnon Neeman - 445-458 Calibrated imputation in surveys under a quasi‐model‐assisted approach
by Jean‐François Beaumont
April 2005, Volume 67, Issue 2
- 199-217 Stopping‐time resampling for sequential Monte Carlo methods
by Yuguo Chen & Junyi Xie & Jun S. Liu - 219-234 Bayesian classification of tumours by using gene expression data
by Bani K. Mallick & Debashis Ghosh & Malay Ghosh - 235-251 Ascent‐based Monte Carlo expectation– maximization
by Brian S. Caffo & Wolfgang Jank & Galin L. Jones - 253-268 Scaling limits for the transient phase of local Metropolis–Hastings algorithms
by Ole F. Christensen & Gareth O. Roberts & Jeffrey S. Rosenthal - 269-283 Model determination for categorical data with factor level merging
by Petros Dellaportas & Claudia Tarantola - 285-299 Model‐free variable selection
by Lexin Li & R. Dennis Cook & Christopher J. Nachtsheim - 301-320 Regularization and variable selection via the elastic net
by Hui Zou & Trevor Hastie
February 2005, Volume 67, Issue 1
- 1-2 Report of the Editors—2004
by R. Henderson & A. Wood - 3-18 T‐optimum designs for discrimination between two multiresponse dynamic models
by Dariusz Uciński & Barbara Bogacka - 19-41 On difference‐based variance estimation in nonparametric regression when the covariate is high dimensional
by Axel Munk & Nicolai Bissantz & Thorsten Wagner & Gudrun Freitag - 43-61 Smooth backfitting in practice
by Jens Perch Nielsen & Stefan Sperlich - 63-78 Bivariate location–scale models for regression analysis, with applications to lifetime data
by Wenqing He & Jerald F. Lawless - 79-89 A jackknife variance estimator for unequal probability sampling
by Yves G. Berger & Chris J. Skinner - 91-108 Sparsity and smoothness via the fused lasso
by Robert Tibshirani & Michael Saunders & Saharon Rosset & Ji Zhu & Keith Knight - 109-134 An invitation to quantum tomography
by L. M. Artiles & R. D. Gill & M. I. Gut¸ă - 135-155 Analysis of longitudinal data unbalanced over time
by Wenzheng Huang & Garrett M. Fitzmaurice - 157-166 Improved unbiased estimators in adaptive cluster sampling
by Arthur L. Dryver & Steven K. Thompson - 167-182 Asymptotic bias in the linear mixed effects model under non‐ignorable missing data mechanisms
by Chandan Saha & Michael P. Jones - 183-196 Risk‐reducing shrinkage estimation for generalized linear models
by Dan J. Spitzner - 197-197 Acknowledgement of priority: Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach
by John D. Storey & Jonathan E. Taylor & David Siegmund
November 2004, Volume 66, Issue 4
- 815-849 Clustering objects on subsets of attributes (with discussion)
by Jerome H. Friedman & Jacqueline J. Meulman - 851-860 Efficiency of generalized estimating equations for binary responses
by N. Rao Chaganty & Harry Joe - 861-875 Nonparametric inference about service time distribution from indirect measurements
by Peter Hall & Juhyun Park - 877-892 Approximating hidden Gaussian Markov random fields
by Håvard Rue & Ingelin Steinsland & Sveinung Erland - 893-908 Estimation of generalized linear latent variable models
by Philippe Huber & Elvezio Ronchetti & Maria‐Pia Victoria‐Feser - 909-926 Restricted likelihood ratio lack‐of‐fit tests using mixed spline models
by Gerda Claeskens - 927-939 Real nonparametric regression using complex wavelets
by Stuart Barber & Guy P. Nason - 941-958 Merging information for semiparametric density estimation
by Konstantinos Fokianos - 959-971 Self‐modelling warping functions
by Daniel Gervini & Theo Gasser - 973-973 Corrigendum: Estimation of global temperature fields from scattered observations by a spherical‐wavelet‐based spatially adaptive method
by Hee‐Seok Oh & Ta‐Hsin Li
August 2004, Volume 66, Issue 3
- 497-546 A conditional approach for multivariate extreme values (with discussion)
by Janet E. Heffernan & Jonathan A. Tawn - 547-573 Wavelet deconvolution in a periodic setting
by Iain M. Johnstone & Gérard Kerkyacharian & Dominique Picard & Marc Raimondo - 575-589 Bayesian variable selection and regularization for time–frequency surface estimation
by Patrick J. Wolfe & Simon J. Godsill & Wee‐Jing Ng - 591-607 Markov chain Monte Carlo methods for high dimensional inversion in remote sensing
by H. Haario & M. Laine & M. Lehtinen & E. Saksman & J. Tamminen - 609-626 Bayesian analysis of the scatterometer wind retrieval inverse problem: some new approaches
by Dan Cornford & Lehel Csató & David J. Evans & Manfred Opper - 653-667 Smoothing spline estimation in varying‐coefficient models
by R. L. Eubank & Chunfeng Huang & Y. Muñoz Maldonado & Naisyin Wang & Suojin Wang & R. J. Buchanan - 669-686 Nonparametric multistep‐ahead prediction in time series analysis
by Rong Chen & Lijian Yang & Christian Hafner - 687-717 Joint response graphs and separation induced by triangular systems
by Nanny Wermuth & D. R. Cox - 719-733 A nonparametric test to compare survival distributions with covariate adjustment
by Glenn Heller & E. S. Venkatraman - 735-749 A method for combining inference across related nonparametric Bayesian models
by Peter Müller & Fernando Quintana & Gary Rosner - 751-769 Probabilistic sensitivity analysis of complex models: a Bayesian approach
by Jeremy E. Oakley & Anthony O'Hagan - 771-789 Exact filtering for partially observed continuous time models
by Paul Fearnhead & Loukia Meligkotsidou - 791-813 Analysis of longitudinal data with irregular, outcome‐dependent follow‐up
by Haiqun Lin & Daniel O. Scharfstein & Robert A. Rosenheck
May 2004, Volume 66, Issue 2
- 275-296 Approximating likelihoods for large spatial data sets
by Michael L. Stein & Zhiyi Chi & Leah J. Welty - 297-304 A note on the adaptive control of false discovery rates
by M. A. Black - 305-319 Hazard‐based nonparametric survivor function estimation
by Ross L. Prentice & F. Zoe Moodie & Jianrong Wu - 321-336 Semiparametric non‐linear time series model selection
by Jiti Gao & Howell Tong - 337-356 Smoothing spline Gaussian regression: more scalable computation via efficient approximation
by Young‐Ju Kim & Chong Gu - 357-368 Interval estimation for log‐linear models with one variable subject to non‐ignorable non‐response
by Paul S. Clarke & Peter W. F. Smith - 369-393 Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes
by Gareth O. Roberts & Omiros Papaspiliopoulos & Petros Dellaportas - 395-400 A simple procedure for the selection of significant effects
by D. R. Cox & Man Yu Wong - 401-409 Stepwise likelihood ratio statistics in sequential studies
by Wenzheng Huang - 411-427 On the use of local optimizations within Metropolis–Hastings updates
by Håkon Tjelmeland & Jo Eidsvik - 429-446 Modelling spatial intensity for replicated inhomogeneous point patterns in brain imaging
by C. G. Wager & B. A. Coull & N. Lange - 447-462 Estimating functions in indirect inference
by Knut Heggland & Arnoldo Frigessi - 463-477 Identification of non‐linear additive autoregressive models
by Jianhua Z. Huang & Lijian Yang - 479-496 Small area estimates for cross‐classifications
by Li‐Chun Zhang & Raymond L. Chambers
February 2004, Volume 66, Issue 1
- 1-2 Report of the Editors—2003
by A. C. Davison & R. Henderson - 3-16 Hypothesis testing in mixture regression models
by Hong‐Tu Zhu & Heping Zhang - 17-30 Local polynomial regression and simulation–extrapolation
by John Staudenmayer & David Ruppert - 31-46 Low order approximations in deconvolution and regression with errors in variables
by Raymond J. Carroll & Peter Hall - 47-61 Compatible prior distributions for directed acyclic graph models
by Alberto Roverato & Guido Consonni - 63-78 Estimation and testing stationarity for double‐autoregressive models
by Shiqing Ling - 79-93 Detecting dependence between marks and locations of marked point processes
by Martin Schlather & Paulo J. Ribeiro & Peter J. Diggle - 95-115 Testing for a finite mixture model with two components
by Hanfeng Chen & Jiahua Chen & John D. Kalbfleisch - 117-130 Power transformations to induce normality and their applications
by Willa W. Chen & Rohit S. Deo - 131-143 Application of ‘delete = replace’ to deletion diagnostics for variance component estimation in the linear mixed model
by John Haslett & Dominic Dillane - 145-163 Penalized triograms: total variation regularization for bivariate smoothing
by Roger Koenker & Ivan Mizera - 165-185 Likelihood ratio tests in linear mixed models with one variance component
by Ciprian M. Crainiceanu & David Ruppert - 187-205 Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach
by John D. Storey & Jonathan E. Taylor & David Siegmund - 207-220 An estimating equation for parametric shared frailty models with marginal additive hazards
by Christian Bressen Pipper & Torben Martinussen - 221-238 Estimation of global temperature fields from scattered observations by a spherical‐wavelet‐based spatially adaptive method
by Hee‐Seok Oh & Ta‐Hsin Li - 239-257 Recurrent events analysis in the presence of time‐dependent covariates and dependent censoring
by Maja Miloslavsky & Sündüz Keleş & Mark J. van der Laan & Steve Butler - 259-273 Composite conditional likelihood for sparse clustered data
by John J. Hanfelt
November 2003, Volume 65, Issue 4
- 775-804 On quantum statistical inference
by Ole E. Barndorff‐Nielsen & Richard D. Gill & Peter E. Jupp - 817-835 Causal inference with generalized structural mean models
by S. Vansteelandt & E. Goetghebeur - 837-849 Accommodating stochastic departures from percentile invariance in causal models
by Kevin K. Dobbin & Thomas A. Louis - 851-867 Extremes of Markov chains with tail switching potential
by Paola Bortot & Stuart Coles - 869-886 Nonparametric methods for deconvolving multiperiodic functions
by Peter Hall & Jiying Yin - 887-899 On‐line inference for hidden Markov models via particle filters
by Paul Fearnhead & Peter Clifford - 901-919 Free‐knot polynomial splines with confidence intervals
by Wenxin Mao & Linda H. Zhao - 921-935 Nonparametric estimation of the sojourn time distributions for a multipath model
by Weijing Wang - 937-941 A general condition for avoiding effect reversal after marginalization
by D. R. Cox & Nanny Wermuth - 946-946 Corrigendum: Spatiotemporal prediction for log‐Gaussian Cox processes
by Anders Brix & Peter J. Diggle
August 2003, Volume 65, Issue 3
- 585-604 A theory of statistical models for Monte Carlo integration
by A. Kong & P. McCullagh & X.‐L. Meng & D. Nicolae & Z. Tan - 619-642 Bayesian inversion of geoelectrical resistivity data
by Kim E. Andersen & Stephen P. Brooks & Martin B. Hansen - 643-661 Estimation of dependence between paired correlated failure times in the presence of covariate measurement error
by Malka Gorfine & Li Hsu & Ross L. Prentice - 663-678 An empirical likelihood goodness‐of‐fit test for time series
by Song Xi Chen & Wolfgang Härdle & Ming Li - 679-700 Reversible jump, birth‐and‐death and more general continuous time Markov chain Monte Carlo samplers
by Olivier Cappé & Christian P. Robert & Tobias Rydén - 701-710 The identifiability of the mixed proportional hazards competing risks model
by Jaap H. Abbring & Gerard J. Van Den Berg - 711-723 Likelihood methods for missing covariate data in highly stratified studies
by Paul J. Rathouz - 725-742 Efficient design of experiments in the Monod model
by Holger Dette & Viatcheslav B. Melas & Andrey Pepelyshev & Nikolai Strigul - 743-758 Bayesian inference for non‐stationary spatial covariance structure via spatial deformations
by Alexandra M. Schmidt & Anthony O'Hagan - 759-774 Semiparametric models: a generalized self‐consistency approach
by A. Tsodikov
May 2003, Volume 65, Issue 2
- 331-355 Optimal dynamic treatment regimes
by S. A. Murphy - 367-389 Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution
by Adelchi Azzalini & Antonella Capitanio - 391-404 Interpreting statistical evidence by using imperfect models: robust adjusted likelihood functions
by Richard Royall & Tsung‐Shan Tsou - 405-423 Functional quasi‐likelihood regression models with smooth random effects
by Jeng‐Min Chiou & Hans‐Georg Müller & Jane‐Ling Wang - 425-442 Data tilting for time series
by Peter Hall & Qiwei Yao - 443-456 Using difference‐based methods for inference in nonparametric regression with time series errors
by Peter Hall & Ingrid Van Keilegom - 457-471 Estimation of bivariate and marginal distributions with censored data
by Michael G. Akritas & Ingrid Van Keilegom - 473-488 Iterated residuals and time‐varying covariate effects in Cox regression
by Angela Winnett & Peter Sasieni - 489-502 Maximum likelihood estimation for the proportional hazards model with partly interval‐censored data
by Jong S. Kim - 503-520 Classical model selection via simulated annealing
by S. P. Brooks & N. Friel & R. King - 521-543 Diagnostics for dependence within time series extremes
by Anthony W. Ledford & Jonathan A. Tawn - 545-556 Inference for clusters of extreme values
by Christopher A. T. Ferro & Johan Segers - 557-574 Bayesian clustering and product partition models
by Fernando A. Quintana & Pilar L. Iglesias - 575-584 A note on the prospective analysis of outcome‐dependent samples
by Hua Yun Chen
January 2003, Volume 65, Issue 1
- 3-39 Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions
by S. P. Brooks & P. Giudici & G. O. Roberts - 39-55 Discussion on the paper by Brooks, Giudici and Roberts
by Christian P. Robert & Xiao‐Li Meng & Jesper Møller & Jeffrey S Rosenthal & C Jennison & M. A Hurn & F Al‐Awadhi & Peter McCullagh & Christophe Andrieu & Arnaud Doucet & Petros Dellaportas & Ioulia Papageorgiou & Ricardo S Ehlers & Elena A Erosheva & Stephen E Fienberg & Jonathan J Forster & Roger C Gill & Nial Friel & Peter Green & David Hastie & R King & Hans R Künsch & N. A. Lazar & C Osinski
February 2003, Volume 65, Issue 1
- 57-80 Adaptive varying‐coefficient linear models
by Jianqing Fan & Qiwei Yao & Zongwu Cai - 81-94 Comprehensive definitions of breakdown points for independent and dependent observations
by Marc G. Genton & André Lucas - 95-114 Thin plate regression splines
by Simon N. Wood - 115-126 Goodness‐of‐fit tests based on maximum correlations and their orthogonal decompositions
by J. Fortiana & A. Grané - 127-142 Building adaptive estimating equations when inverse of covariance estimation is difficult
by Annie Qu & Bruce G. Lindsay - 143-157 Sequential classification on partially ordered sets
by Curtis Tatsuoka & Thomas Ferguson - 159-174 A skew extension of the t‐distribution, with applications
by M. C. Jones & M. J. Faddy - 175-190 Estimating variance components by using survey data
by Edward L. Korn & Barry I. Graubard - 191-208 Efficiency of projected score methods in rectangular array asymptotics
by Haihong Li & Bruce G. Lindsay & Richard P. Waterman - 209-222 Covariate selection for estimating the causal effect of control plans by using causal diagrams
by Manabu Kuroki & Masami Miyakawa - 223-234 The evaluation of general non‐centred orthant probabilities
by Tetsuhisa Miwa & A. J. Hayter & Satoshi Kuriki - 235-246 Efficient calculation of the normalizing constant of the autologistic and related models on the cylinder and lattice
by A. N. Pettitt & N. Friel & R. Reeves - 247-255 Posterior bimodality in the balanced one‐way random‐effects model
by Jiannong Liu & James S. Hodges - 257-273 Estimating the association parameter for copula models under dependent censoring
by Weijing Wang - 275-297 Pattern–mixture and selection models for analysing longitudinal data with monotone missing patterns
by Jolene Birmingham & Andrea Rotnitzky & Garrett M. Fitzmaurice - 299-315 Conditional statistical inference and quantification of relevance
by Rolf Sundberg - 317-329 A simple estimator for a shared frailty regression model
by Jason P. Fine & David V. Glidden & Kristine E. Lee
October 2002, Volume 64, Issue 4
- 583-639 Bayesian measures of model complexity and fit
by David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde - 641-656 A model selection approach for the identification of quantitative trait loci in experimental crosses
by Karl W. Broman & Terence P. Speed - 657-680 Approximate likelihood methods for estimating local recombination rates
by Paul Fearnhead & Peter Donnelly - 681-693 Bayesian phylogenetic inference from animal mitochondrial genome arrangements
by Bret Larget & Donald L. Simon & Joseph B. Kadane - 695-715 Assessing population differentiation and isolation from single‐nucleotide polymorphism data
by George Nicholson & Albert V. Smith & Frosti Jónsson & Ómar Gústafsson & Kári Stefánsson & Peter Donnelly - 717-736 A statistical framework for expression‐based molecular classification in cancer
by Giovanni Parmigiani & Elizabeth S. Garrett & Ramaswamy Anbazhagan & Edward Gabrielson - 777-790 Perfect samplers for mixtures of distributions
by G. Casella & K. L. Mengersen & C. P. Robert & D. M. Titterington - 791-804 Bandwidth selection for local linear regression smoothers
by Nicolas W. Hengartner & Marten H. Wegkamp & Eric Matzner‐Løber - 805-826 Modelling spatially correlated data via mixtures: a Bayesian approach
by Carmen Fernández & Peter J. Green - 827-836 Particle filtering for partially observed Gaussian state space models
by Christophe Andrieu & Arnaud Doucet - 837-854 Least squares variogram fitting by spatial subsampling
by Yoon Dong Lee & Soumendra N. Lahiri - 855-867 A measure of disclosure risk for microdata
by C. J. Skinner & M. J. Elliot - 869-886 Estimation of integrated squared density derivatives from a contaminated sample
by A. Delaigle & I. Gijbels - 887-898 Inference in smoothing spline analysis of variance
by Wensheng Guo - 899-909 The two‐way proportional hazards model
by Bradley Efron
August 2002, Volume 64, Issue 3
- 321-348 Chain graph models and their causal interpretations
by Steffen L. Lauritzen & Thomas S. Richardson - 363-410 An adaptive estimation of dimension reduction space
by Yingcun Xia & Howell Tong & W. K. Li & Li‐Xing Zhu - 411-432 Generalized linear models with functional predictors
by Gareth M. James - 433-445 Conjugacy class prior distributions on metric‐based ranking models
by Jayanti Gupta & Paul Damien - 447-466 Estimates of regression coefficients based on the sign covariance matrix
by Esa Ollila & Hannu Oja & Thomas P. Hettmansperger - 467-477 Models for survival data from cancer prevention studies
by Debajyoti Sinha & Joseph G. Ibrahim & Ming‐Hui Chen - 479-498 A direct approach to false discovery rates
by John D. Storey - 499-517 Operating characteristics and extensions of the false discovery rate procedure
by Christopher Genovese & Larry Wasserman - 519-536 Bayes model averaging with selection of regressors
by P. J. Brown & M. Vannucci & T. Fearn - 537-547 Relative efficiencies of kernel and local likelihood density estimators
by Peter Hall & Terence Tao - 549-564 On the adequacy of variational lower bound functions for likelihood‐based inference in Markovian models with missing values
by Peter Hall & K. Humphreys & D. M. Titterington - 565-579 Influence diagnostics and outlier tests for semiparametric mixed models
by Wing‐Kam Fung & Zhong‐Yi Zhu & Bo‐Cheng Wei & Xuming He - 581-581 Corrigendum: Perfect slice samplers
by A. Mira & J. Møller & G. O. Roberts
May 2002, Volume 64, Issue 2
- 159-175 Dimension reduction for the conditional kth moment in regression
by Xiangrong Yin & R. Dennis Cook - 177-188 A new ranked set sample estimator of variance
by Steven N. MacEachern & Ömer Öztürk & Douglas A. Wolfe & Gregory V. Stark - 189-205 Posterior probability intervals for wavelet thresholding
by Stuart Barber & Guy P. Nason & Bernard W. Silverman - 207-219 On the robustness of weighted methods for fitting models to case–control data
by Alastair Scott & Chris Wild - 221-236 Publication bias and meta‐analysis for 2×2 tables: an average Markov chain Monte Carlo EM algorithm
by Jian Qing Shi & John Copas - 237-252 Regression model selection—a residual likelihood approach
by Peide Shi & Chih‐Ling Tsai - 253-280 Econometric analysis of realized volatility and its use in estimating stochastic volatility models
by Ole E. Barndorff‐Nielsen & Neil Shephard - 281-294 Powerful goodness‐of‐fit tests based on the likelihood ratio
by Jin Zhang - 295-306 A probabilistic nearest neighbour method for statistical pattern recognition
by C. C. Holmes & N. M. Adams - 307-319 Spline smoothing over difficult regions
by Tim Ramsay
January 2002, Volume 64, Issue 1
- 1-2 Report of the Editors—2001
by A. C. Davison & D. Firth - 3-15 Criteria for confounders in epidemiological studies
by Zhi Geng & Jianhua Guo & Wing‐Kam Fung - 17-29 Censored regression with the multistate accelerated sojourn times model
by Yijian Huang - 31-49 Bootstrapping survival times in stochastic systems by using saddlepoint approximations
by Ronald W. Butler & Douglas A. Bronson - 51-62 Cox regression in cohort studies with validation sampling
by Yi‐Hau Chen - 63-77 Familywise robustness criteria for multiple‐comparison procedures
by Burt Holland & Siu Hung Cheung - 79-100 Consistency of Bernstein polynomial posteriors
by Sonia Petrone & Larry Wasserman - 101-117 Robust estimation in generalized linear mixed models
by Kelvin K. W. Yau & Anthony Y. C. Kuk - 119-139 Model selection in spline nonparametric regression
by Sally Wood & Robert Kohn & Tom Shively & Wenxin Jiang - 141-157 High order data sharpening for density estimation
by Peter Hall & Michael C. Minnotte
2001, Volume 63, Issue 4
- 633-672 Detection of interactions in experiments on large numbers of factors
by S. M. Lewis & A. M. Dean - 673-689 Dynamic models for spatiotemporal data
by Jonathan R. Stroud & Peter Müller & Bruno Sansó - 691-703 On expected volumes of multidimensional confidence sets associated with the usual and adjusted likelihoods
by Gauri S. Datta & Thomas J. DiCiccio - 705-715 Epidemics in heterogeneous communities: estimation of R0 and secure vaccination coverage
by Tom Britton - 717-725 Improving coverage accuracy of nonparametric prediction intervals
by Peter Hall & Andrew Rieck - 727-744 Tree‐structured generalized autoregressive conditional heteroscedastic models
by Francesco Audrino & Peter Bühlmann - 745-757 Effects of model misspecification on tests of no randomized treatment effect arising from Cox’s proportional hazards model
by A. G. DiRienzo & S. W. Lagakos - 759-774 Using information on realized effects to determine prospective causal effects
by Marshall M. Joffe - 775-789 Parametric models for response‐biased sampling
by Kani Chen - 791-809 Generalized case–cohort sampling
by Kani Chen - 811-821 On Bayesian consistency
by Stephen Walker & Nils Lid Hjort