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Content
2016, Volume 103, Issue 2
- 435-446 Quantile-based classifiers
by C. Hennig & C. Viroli - 447-459 Modelling complex survey data with population level information: an empirical likelihood approach
by M. Oguz-Alper & Y. G. Berger - 461-473 Calibrated propensity score method for survey nonresponse in cluster sampling
by Jae Kwang Kim & Yongchan Kwon & Myunghee Cho Paik - 475-482 On varieties of doubly robust estimators under missingness not at random with a shadow variable
by Wang Miao & Eric J. Tchetgen Tchetgen - 483-490 Sharp sensitivity bounds for mediation under unmeasured mediator-outcome confounding
by Peng Ding & Tyler J. Vanderweele - 491-491 ‘Clarifying missing at random and related definitions, and implications when coupled with exchangeability’
by Fabrizia Mealli & Donald B. Rubin
2016, Volume 103, Issue 1
- 1-20 Empirical Bayes deconvolution estimates
by Bradley Efron - 21-34 High-dimensional classification via nonparametric empirical Bayes and maximum likelihood inference
by Lee H. Dicker & Sihai D. Zhao - 35-47 Nonparametric Bayes inference on conditional independence
by Tsuyoshi Kunihama & David B. Dunson - 49-70 Going off grid: computationally efficient inference for log-Gaussian Cox processes
by D. Simpson & J. B. Illian & F. Lindgren & S. H. Sørbye & H. Rue - 71-88 Spatial regression models over two-dimensional manifolds
by B. Ettinger & S. Perotto & L. M. Sangalli - 89-102 Stochastic mechanistic interaction
by Carlo Berzuini & A. Philip Dawid - 103-120 Fréchet integration and adaptive metric selection for interpretable covariances of multivariate functional data
by Alexander Petersen & Hans-Georg Müller - 121-131 A unified framework for spline estimators
by Katsiaryna Schwarz & Tatyana Krivobokova - 133-146 Goodness-of-fit test in parametric mixed effects models based on estimation of the error distribution
by Wenceslao González-Manteiga & María Dolores Martínez-Miranda & Ingrid Van Keilegom - 147-159 Partially functional linear regression in high dimensions
by Dehan Kong & Kaijie Xue & Fang Yao & Hao H. Zhang - 161-174 Semiparametric approach to regression with a covariate subject to a detection limit
by Shengchun Kong & Bin Nan - 175-187 Semiparametric inverse propensity weighting for nonignorable missing data
by Jun Shao & Lei Wang - 189-203 An estimating equation approach to dimension reduction for longitudinal data
by Kelin Xu & Wensheng Guo & Momiao Xiong & Liping Zhu & Li Jin - 205-218 On distributions of ratios
by Simon A. Broda & Raymond Kan - 219-224 Some matched comparisons of two distributions of survival time
by Christiana Kartsonaki & D. R. Cox - 225-230 Towards a unification of second-order theory for likelihood and marginal composite likelihood
by N. Lunardon - 231-236 Higher dimensional Clayton–Oakes models for multivariate failure time data
by R. L. Prentice - 237-243 Improving Holm's procedure using pairwise dependencies
by Sanat K. Sarkar & Yiyong Fu & Wenge Guo - 244-251 A note on multiple imputation for method of moments estimation
by S. Yang & J. K. Kim
2015, Volume 102, Issue 4
- 753-766 Optimal multiple testing under a Gaussian prior on the effect sizes
by Edgar Dobriban & Kristen Fortney & Stuart K. Kim & Art B. Owen - 767-782 Strong control of the familywise error rate in observational studies that discover effect modification by exploratory methods
by Jesse Y. Hsu & José R. Zubizarreta & Dylan S. Small & Paul R. Rosenbaum - 783-796 Consistent testing for recurrent genomic aberrations
by V. Walter & F. A. Wright & A. B. Nobel - 797-807 Direct estimation of the mean outcome on treatment when treatment assignment and discontinuation compete
by Xin Lu & Brent A. Johnson - 809-827 Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion
by A. Beskos & J. Dureau & K. Kalogeropoulos - 829-842 Shared kernel Bayesian screening
by Eric F. Lock & David B. Dunson - 843-854 Singular value shrinkage priors for Bayesian prediction
by Takeru Matsuda & Fumiyasu Komaki - 855-870 Efficient inference and simulation for elliptical Pareto processes
by Emeric Thibaud & Thomas Opitz - 871-887 Nonparametric methods for group testing data, taking dilution into account
by A. Delaigle & P. Hall - 889-906 A new specification of generalized linear models for categorical responses
by J. Peyhardi & C. Trottier & Y. Guédon - 907-923 Diagnostic measures for the Cox regression model with missing covariates
by Hongtu Zhu & Joseph G. Ibrahim & Ming-Hui Chen - 925-935 General weighted optimality of designed experiments
by J. W. Stallings & J. P. Morgan - 937-950 Designing dose-finding studies with an active control for exponential families
by H. Dette & K. Kettelhake & F. Bretz - 951-958 Locally optimal designs for errors-in-variables models
by M. Konstantinou & H. Dette - 959-966 Space-filling properties of good lattice point sets
by Yongdao Zhou & Hongquan Xu - 967-973 Optimal two-level choice designs for any number of choice sets
by Rakhi Singh & Feng-Shun Chai & Ashish Das - 974-980 Changepoint estimation: another look at multiple testing problems
by Hongyuan Cao & Wei Biao Wu - 981-987 On the validity of the pairs bootstrap for lasso estimators
by L. Camponovo - 988-994 Score tests for association under response-dependent sampling designs for expensive covariates
by Andriy Derkach & Jerald F. Lawless & Lei Sun - 995-1000 Clarifying missing at random and related definitions, and implications when coupled with exchangeability
by Fabrizia Mealli & Donald B. Rubin
2015, Volume 102, Issue 3
- 501-514 Tree-based methods for individualized treatment regimes
by E. B. Laber & Y. Q. Zhao - 515-532 Efficient estimation of nonparametric genetic risk function with censored data
by Yuanjia Wang & Baosheng Liang & Xingwei Tong & Karen Marder & Susan Bressman & Avi Orr-Urtreger & Nir Giladi & Donglin Zeng - 533-544 Covariance-based analyses of biological pathways
by P. Danaher & D. Paul & P. Wang - 545-558 Diagnostic studies in sufficient dimension reduction
by Xin Chen & R. Dennis Cook & Changliang Zou - 559-572 Robust estimation under heavy contamination using unnormalized models
by Takafumi Kanamori & Hironori Fujisawa - 573-588 A cautionary note on robust covariance plug-in methods
by Klaus Nordhausen & David E. Tyler - 589-599 Outlier detection for high-dimensional data
by Kwangil Ro & Changliang Zou & Zhaojun Wang & Guosheng Yin - 601-616 Bayesian sensitivity analysis with the Fisher–Rao metric
by Sebastian Kurtek & Karthik Bharath - 617-630 Nonparametric Bayesian testing for monotonicity
by J. G. Scott & T. S. Shively & S. G. Walker - 631-645 Efficient computation of smoothing splines via adaptive basis sampling
by Ping Ma & Jianhua Z. Huang & Nan Zhang - 647-659 Benchmarked empirical Bayes methods in multiplicative area-level models with risk evaluation
by M. Ghosh & T. Kubokawa & Y. Kawakubo - 661-675 Entropy testing for nonlinear serial dependence in time series
by Simone Giannerini & Esfandiar Maasoumi & Estela Bee Dagum - 677-693 Designs for generalized linear models with random block effects via information matrix approximations
by T. W. Waite & D. C. Woods - 695-704 Efficient estimation of the number of false positives in high-throughput screening
by Holger Rootzén & Dmitrii Zholud - 705-711 On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions
by Jennifer L. Wadsworth - 712-716 Big data and precision
by D.R. Cox - 717-723 Hysteretic autoregressive time series models
by Guodong Li & Bo Guan & Wai Keung Li & Philip L. H. Yu - 724-730 Order selection in finite mixture models: complete or observed likelihood information criteria?
by Francis K.C. Hui & David I. Warton & Scott D. Foster - 731-738 Sieve maximum likelihood regression analysis of dependent current status data
by Ling Ma & Tao Hu & Jianguo Sun - 739-746 Semiparametric causal inference in matched cohort studies
by E. H. Kennedy & A. Sjölander & D. S. Small - 747-751 A note on convergence of an iterative algorithm for semiparametric odds ratio models
by Hua Yun Chen
2015, Volume 102, Issue 2
- 247-266 Testing differential networks with applications to the detection of gene-gene interactions
by Yin Xia & Tianxi Cai & T. Tony Cai - 267-280 Hierarchical recognition of sparse patterns in large-scale simultaneous inference
by Wenguang Sun & Zhi Wei - 281-294 On random-effects meta-analysis
by D. Zeng & D. Y. Lin - 295-313 Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
by A. Doucet & M. K. Pitt & G. Deligiannidis & R. Kohn - 315-323 A useful variant of the Davis–Kahan theorem for statisticians
by Y. Yu & T. Wang & R. J. Samworth - 325-343 Information-theoretic optimality of observation-driven time series models for continuous responses
by F. Blasques & S. J. Koopman & A. Lucas - 345-358 On the dependence structure of bivariate recurrent event processes: inference and estimation
by Jing Ning & Yong Chen & Chunyan Cai & Xuelin Huang & Mei-Cheng Wang - 359-370 A Möbius transformation-induced distribution on the torus
by Shogo Kato & Arthur Pewsey - 371-380 Maximum projection designs for computer experiments
by V. Roshan Joseph & Evren Gul & Shan Ba - 381-395 Automatic structure recovery for additive models
by Yichao Wu & Leonard A. Stefanski - 397-408 Jump information criterion for statistical inference in estimating discontinuous curves
by Zhiming Xia & Peihua Qiu - 409-420 A validated information criterion to determine the structural dimension in dimension reduction models
by Yanyuan Ma & Xinyu Zhang - 421-437 Effective dimension reduction for sparse functional data
by F. Yao & E. Lei & Y. Wu - 439-456 Envelopes and reduced-rank regression
by R. Dennis Cook & Liliana Forzani & Xin Zhang - 457-477 On the degrees of freedom of reduced-rank estimators in multivariate regression
by A. Mukherjee & K. Chen & N. Wang & J. Zhu - 479-485 Effective degrees of freedom: a flawed metaphor
by Lucas Janson & William Fithian & Trevor J. Hastie - 486-493 Semiparametric exponential families for heavy-tailed data
by William Fithian & Stefan Wager - 494-499 Optimum designs for two treatments with unequal variances in the presence of covariates
by A. C. Atkinson
2015, Volume 102, Issue 1
- 1-14 Warped functional regression
by Daniel Gervini - 15-32 Varying-coefficient additive models for functional data
by Xiaoke Zhang & Jane-Ling Wang - 33-45 Covariance-enhanced discriminant analysis
by Peirong Xu & Ji Zhu & Lixing Zhu & Yi Li - 47-64 Selection and estimation for mixed graphical models
by Shizhe Chen & Daniela M. Witten & Ali Shojaie - 65-76 Conditional quantile screening in ultrahigh-dimensional heterogeneous data
by Yuanshan Wu & Guosheng Yin - 77-94 Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
by A. Belloni & V. Chernozhukov & K. Kato - 95-106 Dimension reduction based on the Hellinger integral
by Qin Wang & Xiangrong Yin & Frank Critchley - 107-119 A transformation approach in linear mixed-effects models with informative missing responses
by J. Shao & J. Zhang - 121-134 Moment-type estimators for the proportional likelihood ratio model with longitudinal data
by Xiaodong Luo & Wei Yann Tsai - 135-150 An extended hazard model with longitudinal covariates
by Y. K. Tseng & Y. R. Su & M. Mao & J. L. Wang - 151-168 Doubly robust learning for estimating individualized treatment with censored data
by Y. Q. Zhao & D. Zeng & E. B. Laber & R. Song & M. Yuan & M. R. Kosorok - 169-180 Using covariate-specific disease prevalence information to increase the power of case-control studies
by Jing Qin & Han Zhang & Pengfei Li & Demetrius Albanes & Kai Yu - 181-190 A tractable and interpretable four-parameter family of unimodal distributions on the circle
by Shogo Kato & M. C. Jones - 191-202 Adaptive randomized trial designs that cannot be dominated by any standard design at the same total sample size
by Michael Rosenblum - 203-214 Double-bootstrap methods that use a single double-bootstrap simulation
by Jinyuan Chang & Peter Hall - 215-230 Multivariate max-stable spatial processes
by Marc G. Genton & Simone A. Padoan & Huiyan Sang - 231-238 Generalized Ewens–Pitman model for Bayesian clustering
by Harry Crane - 239-246 A Wilcoxon–Mann–Whitney-type test for infinite-dimensional data
by Anirvan Chakraborty & Probal Chaudhuri
2014, Volume 101, Issue 4
- 755-769 Classification with confidence
by Jing Lei - 771-784 When does more regularization imply fewer degrees of freedom? Sufficient conditions and counterexamples
by S. Kaufman & S. Rosset - 785-797 Variable selection in regression with compositional covariates
by Wei Lin & Pixu Shi & Rui Feng & Hongzhe Li - 799-814 Censored rank independence screening for high-dimensional survival data
by Rui Song & Wenbin Lu & Shuangge Ma & X. Jessie Jeng - 815-829 Transformed sufficient dimension reduction
by T. Wang & X. Guo & L. Zhu & P. Xu - 831-847 Interactive model building for Q-learning
by Eric B. Laber & Kristin A. Linn & Leonard A. Stefanski - 849-864 Estimation of a semiparametric natural direct effect model incorporating baseline covariates
by E. J. Tchetgen Tchetgen & I. Shpitser - 865-882 Robust estimators for nondecomposable elliptical graphical models
by D. Vogel & D. E. Tyler - 883-898 Nonparametric Bayes dynamic modelling of relational data
by Daniele Durante & David B. Dunson - 899-911 A class of improved hybrid Hochberg–Hommel type step-up multiple test procedures
by Jiangtao Gou & Ajit C. Tamhane & Dong Xi & Dror Rom - 913-926 A distribution-free two-sample run test applicable to high-dimensional data
by Munmun Biswas & Minerva Mukhopadhyay & Anil K. Ghosh - 927-942 Testing independence and goodness-of-fit in linear models
by A. Sen & B. Sen - 943-956 Circular designs balanced for neighbours at distances one and two
by R. E. L. Aldred & R. A. Bailey & Brendan D. Mckay & Ian M. Wanless - 957-963 Nearly orthogonal arrays mappable into fully orthogonal arrays
by Rahul Mukerjee & Fasheng Sun & Boxin Tang - 964-970 Analytical p-value calculation for the higher criticism test in finite-d problems
by Ian J. Barnett & Xihong Lin - 971-977 Generalized Cornfield conditions for the risk difference
by Peng Ding & Tyler J. Vanderweele - 978-984 Tests for Kronecker envelope models in multilinear principal components analysis
by James R. Schott - 985-991 Semiparametric maximum likelihood inference by using failed contact attempts to adjust for nonignorable nonresponse
by Jing Qin & Dean A. Follmann - 992-998 Robust Bayesian variable selection in linear models with spherically symmetric errors
by Yuzo Maruyama & William E. Strawderman - 999-1002 General type-token distribution
by S. Hidaka - 1003-1003 On exact forms of Taylor’s theorem for vector-valued functions
by Changyong Feng & Hongyue Wang & Tian Chen & Xin M. Tu
2014, Volume 101, Issue 3
- 505-518 Self-consistent nonparametric maximum likelihood estimator of the bivariate survivor function
by R. L. Prentice - 519-533 Nonparametric inference on bivariate survival data with interval sampling: association estimation and testing
by Hong Zhu & Mei-Cheng Wang - 535-552 Tests for comparing estimated survival functions
by C. Chauvel & J. O'Quigley - 553-566 Statistical inference methods for recurrent event processes with shape and size parameters
by Mei-Cheng Wang & Chiung-Yu Huang - 567-585 New approaches to nonparametric and semiparametric regression for univariate and multivariate group testing data
by A. Delaigle & P. Hall & J. R. Wishart - 587-598 Semiparametric group testing regression models
by D. Wang & C. S. McMahan & C. M. Gallagher & K. B. Kulasekera - 599-612 Characterization of the likelihood continual reassessment method
by Xiaoyu Jia & Shing M. Lee & Ying Kuen Cheung - 613-624 Estimation of mean response via the effective balancing score
by Zonghui Hu & Dean A. Follmann & Naisyin Wang - 625-640 Multicategory angle-based large-margin classification
by Chong Zhang & Yufeng Liu - 641-654 Latent factor models for density estimation
by S. Kundu & D. B. Dunson - 655-671 Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
by Anthony Lee & Krzysztof Łatuszyński - 673-688 The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions
by Andrew F. Magyar & David E. Tyler - 689-702 Multivariate functional-coefficient regression models for nonlinear vector time series data
by Jiancheng Jiang - 703-710 Extended empirical likelihood for estimating equations
by Min Tsao & Fan Wu - 711-718 Posterior expectation based on empirical likelihoods
by A. Vexler & G. Tao & A. D. Hutson - 719-725 Estimation from cross-sectional samples under bias and dependence
by Micha Mandel & Yosef Rinott - 726-732 Simple relaxed conditional likelihood
by John J. Hanfelt & Lijia Wang - 733-740 Inadmissibility of the best equivariant predictive density in the unknown variance case
by A. Boisbunon & Y. Maruyama - 741-747 Construction of orthogonal and nearly orthogonal designs for computer experiments
by S. D. Georgiou & S. Stylianou & K. Drosou & C. Koukouvinos - 748-754 Inference on multiple correlation coefficients with moderately high dimensional data
by Shurong Zheng & Dandan Jiang & Zhidong Bai & Xuming He
2014, Volume 101, Issue 2
- 253-268 Direct estimation of differential networks
by Sihai Dave Zhao & T. Tony Cai & Hongzhe Li - 269-284 Variance estimation in high-dimensional linear models
by Lee H. Dicker - 285-302 Bayes and empirical Bayes: do they merge?
by S. Petrone & J. Rousseau & C. Scricciolo - 303-317 Bayesian monotone regression using Gaussian process projection
by Lizhen Lin & David B. Dunson - 319-332 Latin hypercube designs with controlled correlations and multi-dimensional stratification
by Jiajie Chen & Peter Z. G. Qian - 333-350 Permuting regular fractional factorial designs for screening quantitative factors
by Yu Tang & Hongquan Xu - 351-363 Indicator functions and the algebra of the linear-quadratic parameterization
by Arman Sabbaghi & Tirthankar Dasgupta & C. F. Jeff Wu - 365-375 Locally ϕp-optimal designs for generalized linear models with a single-variable quadratic polynomial predictor
by Hsin-Ping Wu & John Stufken - 377-392 Logistic regression for spatial Gibbs point processes
by Adrian Baddeley & Jean-François Coeurjolly & Ege Rubak & Rasmus Waagepetersen - 393-408 A combined estimating function approach for fitting stationary point process models
by C. Deng & R. P. Waagepetersen & Y. Guan - 409-422 Distances and inference for covariance operators
by Davide Pigoli & John A. D. Aston & Ian L. Dryden & Piercesare Secchi - 423-437 Measurement bias and effect restoration in causal inference
by Manabu Kuroki & Judea Pearl - 439-448 Propensity score adjustment with several follow-ups
by Jae Kwang Kim & Jongho Im - 449-464 Testing equality of a large number of densities
by D. Zhan & J. D. Hart - 465-476 Bootstrap for the case-cohort design
by Yijian Huang - 477-483 Hypothesis testing for band size detection of high-dimensional banded precision matrices
by Baiguo An & Jianhua Guo & Yufeng Liu - 484-490 Convergence of sample eigenvalues, eigenvectors, and principal component scores for ultra-high dimensional data
by Seunggeun Lee & Fei Zou & Fred A. Wright - 491-498 Sequential combination of weighted and nonparametric bagging for classification
by M. Soleymani & S. M. S. Lee - 499-504 Multiscale variance stabilization via maximum likelihood
by G. P. Nason
2014, Volume 101, Issue 1
- 1-15 Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
by Jennifer L. Wadsworth & Jonathan A. Tawn - 17-36 A sum characterization of hidden regular variation with likelihood inference via expectation-maximization
by Grant B. Weller & Daniel Cooley - 37-55 Information criteria for variable selection under sparsity
by Maarten Jansen - 57-70 Asymptotic properties for combined L1 and concave regularization
by Yingying Fan & Jinchi Lv - 71-84 Better subset regression
by Shifeng Xiong - 85-101 Graph estimation with joint additive models
by Arend Voorman & Ali Shojaie & Daniela Witten - 103-120 Sparse precision matrix estimation via lasso penalized D-trace loss
by Teng Zhang & Hui Zou - 121-140 Nonparametric estimation of a periodic sequence in the presence of a smooth trend
by Michael Vogt & Oliver Linton - 141-154 Frequentist estimation of an epidemic’s spreading potential when observations are scarce
by Andrea Kraus & Victor M. Panaretos - 155-173 On the stationary distribution of iterative imputations
by Jingchen Liu & Andrew Gelman & Jennifer Hill & Yu-Sung Su & Jonathan Kropko - 175-188 Protective estimation of mixed-effects logistic regression when data are not missing at random
by A. Skrondal & S. Rabe-Hesketh - 189-204 Retrospective-prospective symmetry in the likelihood and Bayesian analysis of case-control studies
by Simon P. J. Byrne & A. Philip Dawid - 205-218 Model averaging and weight choice in linear mixed-effects models
by Xinyu Zhang & Guohua Zou & Hua Liang - 219-228 Identifiability of Gaussian structural equation models with equal error variances
by J. Peters & P. Bühlmann - 229-236 Multivariate sign-based high-dimensional tests for sphericity
by Changliang Zou & Liuhua Peng & Long Feng & Zhaojun Wang - 237-244 On adjustment for auxiliary covariates in additive hazard models for the analysis of randomized experiments
by S. Vansteelandt & T. Martinussen & E. J. Tchetgen Tchetgen - 245-251 The mode functional is not elicitable
by C. Heinrich - 252-252 ‘Objective Bayesian analysis for the Student-t regression model’
by T. C. O. Fonseca & M. A. R. Ferreira & H. S. Migon
2013, Volume 100, Issue 4
- 781-800 Bridging the ensemble Kalman and particle filters
by M. Frei & H. R. Künsch - 801-816 Nonparametric Bayes modelling of count processes
by Antonio Canale & David B. Dunson - 817-830 Practical perfect sampling using composite bounding chains: the Dirichlet-multinomial model
by Nathan M. Stein & Xiao-Li Meng - 831-842 Two-sample rank tests under complex sampling
by Thomas Lumley & Alastair J. Scott - 843-858 Controlling the bias of robust small-area estimators
by V. Dongmo Jiongo & D. Haziza & P. Duchesne - 859-876 Variable selection in semiparametric transformation models for right-censored data
by Xiaoxi Liu & Donglin Zeng - 877-888 Semiparametric estimation for the additive hazards model with left-truncated and right-censored data
by Chiung-Yu Huang & Jing Qin - 889-900 Composite quantile regression for the receiver operating characteristic curve
by Xiaogang Duan & Xiao-Hua Zhou - 901-920 Reduced rank regression via adaptive nuclear norm penalization
by Kun Chen & Hongbo Dong & Kung-Sik Chan - 921-938 High-dimensional volatility matrix estimation via wavelets and thresholding
by P. Fryzlewicz - 939-954 Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression
by R. Dennis Cook & Zhihua Su - 955-970 Smoothing splines with varying smoothing parameter
by Xiao Wang & Pang Du & Jinglai Shen - 971-984 Saddlepoint approximations for the normalizing constant of Fisher--Bingham distributions on products of spheres and Stiefel manifolds
by A. Kume & S. P. Preston & Andrew T. A. Wood - 985-996 Simultaneous confidence intervals that are compatible with closed testing in adaptive designs
by D. Magirr & T. Jaki & M. Posch & F. Klinglmueller - 997-1004 Designs for crossvalidating approximation models
by Qiong Zhang & Peter Z. G. Qian - 1005-1010 A simple test for random effects in regression models
by Simon N. Wood - 1011-1018 Posterior consistency in linear models under shrinkage priors
by A. Armagan & D. B. Dunson & J. Lee & W. U. Bajwa & N. Strawn - 1019-1023 Likelihood ratio tests with boundary constraints using data-dependent degrees of freedom
by Edward Susko