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Content
2001, Volume 63, Issue 4
- 823-841 Spatiotemporal prediction for log‐Gaussian Cox processes
by Anders Brix & Peter J. Diggle - 843-853 Statistical aspects of chaotic maps with negative dependence in a communications setting
by A. J. Lawrance & N. Balakrishna - 855-870 A risk set calibration method for failure time regression by using a covariate reliability sample
by Sharon X. Xie & C. Y. Wang & Ross L. Prentice - 871-895 Local sensitivity approximations for selectivity bias
by John Copas & Shinto Eguchi
2001, Volume 63, Issue 3
- 425-464 Bayesian calibration of computer models
by Marc C. Kennedy & Anthony O'Hagan - 465-492 A penalized likelihood approach to image warping
by C. A. Glasbey & K. V. Mardia - 515-531 Generalized least squares with misspecified serial correlation structures
by Sergio G. Koreisha & Yue Fang - 533-550 Functional linear discriminant analysis for irregularly sampled curves
by Gareth M. James & Trevor J. Hastie - 551-567 Robust projection indices
by Guy P. Nason - 569-582 Local likelihood tracking of fault lines and boundaries
by Peter Hall & Liang Peng & Christian Rau - 583-591 Parameterization and inference for nonparametric regression problems
by Wenxin Jiang & Victor Kipnis & Douglas Midthune & Raymond J. Carroll - 593-606 Perfect slice samplers
by A. Mira & J. Møller & G. O. Roberts - 607-619 Parametric and semiparametric models for recapture and removal studies: a likelihood approach
by Kani Chen - 621-632 A general method of constructing E(s2)‐optimal supersaturated designs
by Neil A. Butler & Roger Mead & Kent M. Eskridge & Steven G. Gilmour
2001, Volume 63, Issue 2
- 167-241 Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
by Ole E. Barndorff‐Nielsen & Neil Shephard - 243-259 Nonparametric maximum likelihood estimation for shifted curves
by Birgitte B. Rønn - 261-275 Moment estimation for statistics from marked point processes
by Dimitris N. Politis & Michael Sherman - 277-292 Robust estimation for finite populations based on a working model
by Anthony Y. C. Kuk & A. H. Welsh - 293-305 A diagnostic for selecting the threshold in extreme value analysis
by Armelle Guillou & Peter Hall - 307-323 Influence analysis based on the case sensitivity function
by Frank Critchley & Richard A. Atkinson & Guobing Lu & Elenice Biazi - 325-338 Fast sampling of Gaussian Markov random fields
by Håvard Rue - 339-355 Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation
by Ming Gao Gu & Hong‐Tu Zhu - 357-375 Smoothing for discrete‐valued time series
by Zongwu Cai & Qiwei Yao & Wenyang Zhang - 377-392 Inference in high dimensional generalized linear models based on soft thresholding
by Artur Klinger - 393-410 Estimating the structural dimension of regressions via parametric inverse regression
by Efstathia Bura & R. Dennis Cook - 411-423 Estimating the number of clusters in a data set via the gap statistic
by Robert Tibshirani & Guenther Walther & Trevor Hastie
2001, Volume 63, Issue 1
- 1-2 Report of the Editors—2000
by A. C. Davison & D. Firth - 3-17 Bayesian regression with multivariate linear splines
by C. C. Holmes & B. K. Mallick - 19-29 A modified likelihood ratio test for homogeneity in finite mixture models
by Hanfeng Chen & Jiahua Chen & John D. Kalbfleisch - 23-31 Distance sampling methodology
by Simon C. Barry & A. H. Welsh - 55-62 On repeated measures analysis with misspecified covariance structure
by Martin Crowder - 63-79 On heteroscedastic hazards regression models: theory and application
by Fushing Hsieh - 81-94 On measuring sensitivity to parametric model misspecification
by Paul Gustafson - 95-110 Non‐conjugate prior distribution assessment for multivariate normal sampling
by Paul H. Garthwaite & Shafeeqah A. Al‐Awadhi - 111-126 Local influence for incomplete data models
by Hong‐Tu Zhu & Sik‐Yum Lee - 127-146 Following a moving target—Monte Carlo inference for dynamic Bayesian models
by Walter R. Gilks & Carlo Berzuini - 147-166 Testing generalized linear and semiparametric models against smooth alternatives
by Göran Kauermann & Gerhard Tutz
2000, Volume 62, Issue 4
- 605-635 Inference in molecular population genetics
by Matthew Stephens & Peter Donnelly - 657-665 Failure time regression with continuous covariates measured with error
by Halbo Zhou & C.‐Y. Wang - 667-680 Proportional hazards estimate of the conditional survival function
by Ronghui Xu & John O'Quigley - 681-698 Flexible empirical Bayes estimation for wavelets
by Merlise Clyde & Edward I. George - 699-709 A small sample estimator for a polynomial regression with errors in the variables
by Chi‐Lun Cheng & Hans Schneeweiss & Markus Thamerus - 711-730 Semiparametric regression for the mean and rate functions of recurrent events
by D. Y. Lin & L. J. Wei & I. Yang & Z. Ying - 731-745 Confidence intervals for secondary parameters following a sequential test
by John Whitehead & Susan Todd & W. J. Hall - 747-762 A model for markers and latent health status
by Mel‐Ling Ting Lee & Victor DeGruttola & David Schoenfeld - 763-771 Partial least squares estimator for single‐index models
by Prasad Naik & Chih‐Ling Tsai - 773-786 Regression analysis under non‐standard situations: a pairwise pseudolikelihood approach
by Kung‐Yee Liang & Jing Qin - 787-793 Cochran's rule for simple random sampling
by R. A. Sugden & T. M. F. Smith & R. P. Jones - 795-809 Dealing with label switching in mixture models
by Matthew Stephens - 811-825 Almost nonparametric inference for repeated measures in mixture models
by T. P. Hettmansperger & Hoben Thomas - 827-838 Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood
by David M. Zucker & Offer Lieberman & Orly Manor - 839-846 Closure of the class of binary generalized linear models in some non‐standard settings
by John M. Neuhaus - 847-860 Blur‐generated non‐separable space–time models
by Patrick E. Brown & Gareth O. Roberts & Kjetil F. Kåresen & Stefano Tonellato
2000, Volume 62, Issue 3
- 431-448 On variable bandwidth selection in local polynomial regression
by Kjell Doksum & Derick Peterson & Alex Samarov - 449-460 A unified approach to regression analysis under double‐sampling designs
by Yi‐Hau Chen & Hung Chen - 493-508 Mixture Kalman filters
by Rong Chen & Jun S. Liu - 509-524 Expected estimating equations to accommodate covariate measurement error
by C.‐Y. Wang & Margaret Sullivan Pepe - 525-544 Bayesian Poisson models for the graphical combination of dependent expert information
by Jim Q. Smith & Álvaro E. Faria, Jr - 545-555 Asymptotic separability in sensitivity analysis
by Joseph L. Gastwirth & Abba M. Krieger & Paul R. Rosenbaum - 557-574 Generalized spectral tests for serial dependence
by Yongmiao Hong - 575-583 Recursive formulae for the average efficiency factor in block and row‐column designs
by J. A. John & D. Whitaker - 585-593 The peculiar shrinkage properties of partial least squares regression
by Neil A. Butler & Michael C. Denham - 595-604 Median treatment effect in randomized trials
by Myoung‐jae Lee
2000, Volume 62, Issue 2
- 209-256 Invariance and factorial models
by P. McCullagh - 257-270 Standard errors for EM estimation
by M. Jamshidian & R. I. Jennrich - 271-292 Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum
by G. P. Nason & R. Von Sachs & G. Kroisandt - 293-302 Regression analysis of panel count data with covariate‐dependent observation and censoring times
by J. Sun & L. J. Wei - 303-322 Two‐step estimation of functional linear models with applications to longitudinal data
by J. Fan & J.‐T. Zhang - 323-333 Goodness of fit of generalized linear models to sparse data
by S. R. Paul & D. Deng - 335-354 Adaptive weights smoothing with applications to image restoration
by J. Polzehl & V. G. Spokoiny - 355-366 Bayesian latent variable models for clustered mixed outcomes
by D. B. Dunson - 367-382 Rank statistics expressible as integrals under P–P‐plots and receiver operating characteristic curves
by A. J. Girling - 383-397 On the estimation of an instantaneous transformation for time series
by Y. Xia & H. Tong & W. K. Li & L.‐X. Zhu - 399-412 Inference for multivariate normal hierarchical models
by P. J. Everson & C. N. Morris - 413-428 Modelling and smoothing parameter estimation with multiple quadratic penalties
by S. N. Wood - 429-429 Priors and component structures in autoregressive time series models
by G. Huerta & M. West - 461-477 Bootstrap confidence regions computed from autoregressions of arbitrary order
by Edwin Choi & Peter Hall - 479-491 Importance of interpolation when constructing double‐bootstrap confidence intervals
by Peter Hall & Stephen M.‐S. Lee & G. Alastair Young
2000, Volume 62, Issue 1
- 3-56 Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives
by J. Durbin & S. J. Koopman - 57-75 Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method
by C. P. Robert & T. Rydén & D. M. Titterington - 77-87 Latent variable models with mixed continuous and polytomous data
by J.‐Q. Shi & S.‐Y. Lee - 89-94 The exact bootstrap mean and variance of an L‐estimator
by A. D. Hutson & M. D. Ernst - 95-115 On a mixture autoregressive model
by C. S. Wong & W. K. Li - 117-135 Extremal analysis of processes sampled at different frequencies
by M. E. Robinson & J. A. Tawn - 137-144 A weighted bootstrap approach to bootstrap iteration
by P. Hall & Y. Maesono - 145-157 Maximum entropy sampling and optimal Bayesian experimental design
by P. Sebastiani & H. P. Wynn - 159-180 Asymptotic inference for mixture models by using data‐dependent priors
by L. Wasserman - 181-190 A class of weighted dependence measures for bivariate failure time data
by J. Fan & R. L. Prentice & L. Hsu - 191-208 Local likelihood smoothing of sample extremes
by A. C. Davison & N. I. Ramesh
1999, Volume 61, Issue 4
- 691-746 Bayesian analysis of agricultural field experiments
by J. Besag & D. Higdon - 747-791 The achievable region approach to the optimal control of stochastic systems
by M. Dacre & K. Glazebrook & J. Niño‐Mora - 793-815 Multivariate bandwidth selection for local linear regression
by L. Yang & R. Tschernig - 817-830 Analysing competing risks data with transformation models
by J. P. Fine - 831-847 Upper probabilities based only on the likelihood function
by P. Walley & S. Moral - 849-861 On the construction of Bayes–confidence regions
by T. J. Sweeting - 863-879 Bayesian inference for semiparametric regression using a Fourier representation
by P. J. Lenk - 881-899 Priors and component structures in autoregressive time series models
by G. Huerta & M. West - 901-911 On a class of m out of n bootstrap confidence intervals
by S. M. S. Lee - 913-926 The complex Watson distribution and shape analysis
by K. V. Mardia & I. L. Dryden - 927-943 One‐step local quasi‐likelihood estimation
by J. Fan & J. Chen - 945-953 On confidence intervals associated with the usual and adjusted likelihoods
by R. Mukerjee & N. Reid - 955-969 Extensions of Fill's algorithm for perfect simulation
by J. Møller & K. Schladitz - 971-986 Covariance structure of wavelet coefficients: theory and models in a Bayesian perspective
by M. Vannucci & F. Corradi - 990-990 Corrigendum: Second‐order approach to local influence
by X. Wu & Z. Luo
1999, Volume 61, Issue 3
- 485-527 Bayesian Nonparametric Inference for Random Distributions and Related Functions
by Stephen G. Walker & Paul Damien & PuruShottam W. Laud & Adrian F. M. Smith - 529-546 The Covariance Inflation Criterion for Adaptive Model Selection
by Robert Tibshirani & Keith Knight - 547-561 Polynomial Regression and Estimating Functions in the Presence of Multiplicative Measurement Error
by Stephen J. Iturria & Raymond J. Carroll & David Firth - 563-577 Saddlepoint Approximations for the Difference of Order Statistics and Studentized Sample Quantiles
by Chunsheng Ma & John Robinson - 579-602 Statistical applications of the multivariate skew normal distribution
by A. Azzalini & A. Capitanio - 603-609 A Simple Derivation of Deletion Diagnostic Results for the General Linear Model with Correlated Errors
by John Haslett - 611-622 Probabilistic Principal Component Analysis
by Michael E. Tipping & Christopher M. Bishop - 623-641 An Analysis of Swendsen–Wang and Related Sampling Methods
by George S. Fishman - 643-660 Convergence of Slice Sampler Markov Chains
by Gareth O. Roberts & Jeffrey S. Rosenthal - 661-680 Biased Bootstrap Methods for Reducing the Effects of Contamination
by Peter Hall & Brett Presnell - 681-689 A Goodness‐of‐fit Test for Exponentiality Based on the Memoryless Property
by Ibrahim A. Ahmad & Ibrahim A. Alwasel
April 1999, Volume 61, Issue 2
- 287-307 Statistical studies of infectious disease incidence
by N. G. Becker & T. Britton - 309-330 On the time to extinction in recurrent epidemics
by I. Nåsell - 331-344 Gibbs sampling for Bayesian non‐conjugate and hierarchical models by using auxiliary variables
by P. Damlen & J. Wakefield & S. Walker - 345-352 Discrete approximations to continuous univariate distributions—an alternative to simulation
by A. Luceño - 353-366 The effect of Monte Carlo approximation on coverage error of double‐bootstrap confidence intervals
by S. M. S. Lee & G. A. Young - 367-379 Effect of frailty on marginal regression estimates in survival analysis
by R. Henderson & P. Oman - 381-400 Inference in generalized additive mixed modelsby using smoothing splines
by X. Lin & D. Zhang - 401-411 Parametric regression models for continuous time removal and recapture studies
by D. Y. Lin & P. S. F. Yip - 413-438 Semiparametric methods for response‐selective and missing data problems in regression
by J. F. Lawless & J. D. Kalbfleisch & C. J. Wild - 439-458 Multivariate boundary kernels and a continuous least squares principle
by H. G. Müller & U. Stadtmüller - 459-477 Weighted empirical adaptive variance estimators for correlated data regression
by T. Lumley & P. Heagerty - 479-482 Direct calculation of the information matrix via the EM
by D. Oakes - 483-483 Corrigendum: Characterizing a joint probability distribution by conditionals
by A. Gelman & T. P. Speed
1999, Volume 61, Issue 1
- 1-2 Report of the Editors—1998
by D. Firth & M. C. Jones - 3-37 Fractal analysis of surface roughness by using spatial data
by S. Davies & P. Hall - 39-50 Understanding exponential smoothing via kernel regression
by I. Gijbels & A. Pope & M. P. Wand - 51-61 Conformal normal curvature and assessment of local influence
by W.‐Y. Poon & Y. S. Poon - 63-84 Density and hazard rate estimation for right‐censored data by using wavelet methods
by A. Antoniadis & G. Grégoire & G. Nason - 85-93 Minimum aberration and model robustness for two‐level fractional factorial designs
by C.‐S. Cheng & D. M. Steinberg & D. X. Sun - 95-114 A Bayesian restoration of an ion channel signal
by M. E. A. Hodgson - 115-126 On the effect of overdispersion on exact conditional tests
by T. A. Severini - 127-141 Empirical transform estimation for indexed stochastic models
by Q. Yao & B. J. T. Morgan - 143-158 Intentionally biased bootstrap methods
by P. Hall & B. Presnell - 159-172 Test inversion bootstrap confidence intervals
by J. Carpenter - 173-190 Missing covariates in generalized linear models when the missing data mechanism is non‐ignorable
by J. G. Ibrahim & S. R. Lipsitz & M.‐H. Chen - 191-212 Double‐blind deconvolution: the analysis of post‐synaptic currents in nerve cells
by D. S. Poskitt & K. Dogancay & S.‐H. Chung - 213-221 Exponential family state space models based on a conjugate latent process
by P. Vidoni - 223-242 Prior elicitation, variable selection and Bayesian computation for logistic regression models
by M.‐H. Chen & J. G. Ibrahim & C. Yiannoutsos - 243-250 A nonparametric test for current status data with unequal censoring
by J. Sun - 251-264 Perfect simulation of conditionally specified models
by J. Møller - 265-285 Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm
by J. G. Booth & J. P. Hobert
1998, Volume 60, Issue 4
- 663-679 Estimation in multitype epidemics
by T. Britton - 681-691 Nonparametric estimation of the mode of a distribution of random curves
by Th. Gasser & P. Hall & B. Presnell - 693-708 Testing heteroscedasticity in nonparametric regression
by H. Dette & A. Munk - 709-724 A class of local likelihood methods and near‐parametric asymptotics
by S. Eguchi & J. Copas - 725-749 Wavelet thresholding via a Bayesian approach
by F. Abramovich & T. Sapatinas & B. W. Silverman - 751-764 Estimating the variance in nonparametric regression—what is a reasonable choice?
by H. Dette & A. Munk & T. Wagner - 765-780 On efficient point prediction systems
by K. Skouras & A. P. Dawid - 781-798 On the statistical inference of a machine‐generated autoregressive AR(1) model
by J.‐P Stockis & H. Tong - 797-811 Bias‐corrected confidence bands in nonparametric regression
by Y. Xia - 813-813 Acknowledgement of priority: Unbiased estimation of central moments by using U‐statistics
by P. M. Heffernan
1998, Volume 60, Issue 3
- 497-536 Some algebra and geometry for hierarchical models, applied to diagnostics
by J. S. Hodges - 537-550 Bivariate quantile smoothing splines
by X. He & P. Ng & S. Portnoy - 551-558 A note on the unification of the Akaike information criterion
by P. Shi & C‐L. Tsai - 559-578 Fast EM‐type implementations for mixed effects models
by X.‐L. Meng & D. Van Dyk - 579-589 Calibrating the excess mass and dip tests of modality
by M.‐Y. Cheng & P. Hall - 591-608 Local maximum likelihood estimation and inference
by J. Fan & M. Farmen & I. Gijbels - 609-626 Boundary detection through dynamic polygons
by A. Pievatolo & P. J. Green - 627-641 Multivariate Bayesian variable selection and prediction
by P. J. Brown & M. Vannucci & T. Fearn - 643-659 Bayesian image analysis with Markov chain Monte Carlo and coloured continuum triangulation models
by G. K. Nicholls - 661-661 Corrigendum: On Bayesian analysis of mixtures with an unknown number of components
by S. Richardson & P. J. Green
1998, Volume 60, Issue 2
- 271-293 Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion
by Clifford M. Hurvich & Jeffrey S. Simonoff & Chih‐Ling Tsai - 295-310 Detecting possibly non‐consecutive outliers in industrial time series
by Alberto Luceñ0 - 311-331 Additive nonparametric regression with autocorrelated errors
by Michael Smith & Chi‐Ming Wong & Robert Kohn - 333-350 Automatic Bayesian curve fitting
by D. G. T. Denison & B. K. Mallick & A. F. M. Smith - 351-363 Curve registration
by J. O. Ramsay & Xiaochun Li - 365-375 Estimating smooth monotone functions
by J. O. Ramsay - 377-396 Bayesian versus frequentist measures of error in small area estimation
by A. C. Singh & D. M. Stukel & D. Pfeffermann - 397-411 Limited information likelihood analysis of survey data
by Raymond L. Chambers & Alan H. Dorfman & Suojin Wang - 413-428 Bias‐calibrated estimation from sample surveys containing outliers
by A. H. Welsh & Elvezio Ronchetti - 429-453 Testing for pairwise serial independence via the empirical distribution function
by Yongmiao Hong - 455-471 Triple‐goal estimates in two‐stage hierarchical models
by Wei Shen & Thomas A. Louis - 473-496 Ordered multivariate extremes
by S. Nadarajah & C. W. Anderson & J. A. Tawn
1998, Volume 60, Issue 1
- 1-2 Report of the Editors—1997
by M. C. Jones & G. A. Young - 3-21 Robust models in probability sampling
by D. Firth & K. E. Bennett - 23-40 Weighting for unequal selection probabilities in multilevel models
by D. Pfeffermann & C. J. Skinner & D. J. Holmes & H. Goldstein & J. Rasbash - 57-70 Model‐based inference for categorical survey data subject to non‐ignorable non‐response
by Jonathan J. Forster & Peter W. F. Smith - 71-87 Analysis of longitudinal binary data from multiphase sampling
by David Clayton & David Spiegelhalter & Graham Dunn & Andrew Pickles - 103-114 Second‐derivative functional regression with applications to near infra‐red spectroscopy
by Constantinos Goutis - 115-126 Improving survey‐weighted least squares regression
by Lonnie Magee - 127-144 A semiparametric method of multiple imputation
by Stuart R. Lipsitz & Lue Ping Zhao & Geert Molenberghs - 145-157 On an adaptive transformation–retransformation estimate of multivariate location
by Biman Chakraborty & Probul Chaudhuri - 159-174 Mixed effects smoothing spline analysis of variance
by Yuedong Wang - 175-182 Extending the family of Bayesian bootstraps and exchangeable urn schemes
by Pietro Muliere & Stephen Walker - 183-188 On an alternative solution to the vector spline problem
by Thomas W. Yee - 189-199 Polynomial regression with errors in the variables
by Chi‐Lung Cheng & Hans Schneeweiss - 201-215 Residuals for the linear model with general covariance structure
by John Haslett & Kevin Hayes - 217-222 An optimization interpretation of integration and back‐fitting estimators for separable nonparametric models
by J. P. Nielsen & O. B. Linton - 223-241 Nonparametric validation of similar distributions and assessment of goodness of fit
by Axel Munk & Claudia Czado - 243-254 Semiparametric likelihood‐based inference for biased and truncated data when the total sample size is known
by Gang Li & Jing Qin - 255-268 Optimal scaling of discrete approximations to Langevin diffusions
by Gareth O. Roberts & Jeffrey S. Rosenthal - 269-270 Simpson’s paradox and the Bayes factor
by Murray Aitkin
1997, Volume 59, Issue 4
- 731-792 On Bayesian Analysis of Mixtures with an Unknown Number of Components (with discussion)
by Sylvia. Richardson & Peter J. Green