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Content
2011, Volume 98, Issue 1
- 35-48 Bayesian geostatistical modelling with informative sampling locations
by D. Pati & B. J. Reich & D. B. Dunson - 49-63 Bootstrap inference for mean reflection shape and size-and-shape with three-dimensional landmark data
by S. P. Preston & Andrew T. A. Wood - 65-80 Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
by George Poyiadjis & Arnaud Doucet & Sumeetpal S. Singh - 81-90 A self-normalized confidence interval for the mean of a class of nonstationary processes
by Zhibiao Zhao - 91-106 On asymptotic normality and variance estimation for nondifferentiable survey estimators
by Jianqiang C. Wang & J. D. Opsomer - 107-118 Horvitz--Thompson estimators for functional data: asymptotic confidence bands and optimal allocation for stratified sampling
by Hervé Cardot & Etienne Josserand - 119-132 Parametric fractional imputation for missing data analysis
by Jae Kwang Kim - 133-146 Partial envelopes for efficient estimation in multivariate linear regression
by Zhihua Su & R. Dennis Cook - 147-162 Estimation of covariate effects in generalized linear mixed models with informative cluster sizes
by John M. Neuhaus & Charles E. McCulloch - 163-175 A unified framework for studying parameter identifiability and estimation in biased sampling designs
by Hua Yun Chen - 177-186 Nonparametric estimation for length-biased and right-censored data
by Chiung-Yu Huang & Jing Qin - 187-198 Variance estimation for generalized Cavalieri estimators
by Johanna Ziegel & Eva B. Vedel Jensen & Karl-Anton Dorph-Petersen - 199-214 The effect of correlation in false discovery rate estimation
by Armin Schwartzman & Xihong Lin - 215-224 Assessing the validity of weighted generalized estimating equations
by A. Qu & G. Y. Yi & P. X.-K. Song & P. Wang - 225-230 Data-driven selection of the spline dimension in penalized spline regression
by Göran Kauermann & Jean D. Opsomer - 231-236 A novel reversible jump algorithm for generalized linear models
by M. Papathomas & P. Dellaportas & V. G. S. Vasdekis - 237-242 Recapture models under equality constraints for the conditional capture probabilities
by A. Farcomeni - 243-250 Testing a linear time series model against its threshold extension
by Guodong Li & Wai Keung Li
2010, Volume 97, Issue 4
- 773-789 On the behaviour of marginal and conditional AIC in linear mixed models
by Sonja Greven & Thomas Kneib - 791-805 Additive modelling of functional gradients
by Hans-Georg Müller & Fang Yao - 807-824 Most-predictive design points for functional data predictors
by F. Ferraty & P. Hall & P. Vieu - 825-838 Noncrossing quantile regression curve estimation
by Howard D. Bondell & Brian J. Reich & Huixia Wang - 839-850 Censored quantile regression with partially functional effects
by Jing Qian & Limin Peng - 851-865 Nonparametric Bayesian density estimation on manifolds with applications to planar shapes
by Abhishek Bhattacharya & David B. Dunson - 867-880 A weighted estimating equation approach for inhomogeneous spatial point processes
by Yongtao Guan & Ye Shen - 881-892 Bootstrap confidence intervals and hypothesis tests for extrema of parameters
by Peter Hall & Hugh Miller - 893-904 Consistent selection of the number of clusters via crossvalidation
by Junhui Wang - 905-920 Penalized high-dimensional empirical likelihood
by Cheng Yong Tang & Chenlei Leng - 921-934 Estimation of controlled direct effects on a dichotomous outcome using logistic structural direct effect models
by Stijn Vansteelandt - 935-946 Compound optimal allocation for individual and collective ethics in binary clinical trials
by Alessandro Baldi Antognini & Alessandra Giovagnoli - 947-960 Enhancing the sample average approximation method with U designs
by Qi Tang & Peter Z. G. Qian - 961-968 Probability-based Latin hypercube designs for slid-rectangular regions
by Ying Hung & Yasuo Amemiya & Chien-Fu Jeff Wu - 969-976 Varying coefficient transformation models with censored data
by Kani Chen & Xingwei Tong - 977-984 On the Voronoi estimator for the intensity of an inhomogeneous planar Poisson process
by C. D. Barr & F. P. Schoenberg - 985-989 Some insights into continuum regression and its asymptotic properties
by Xin Chen & R. Dennis Cook - 990-996 On the equivalence of prospective and retrospective likelihood methods in case-control studies
by Ana-Maria Staicu - 997-1001 A note on overadjustment in inverse probability weighted estimation
by Andrea Rotnitzky & Lingling Li & Xiaochun Li - 1002-1005 Parameter redundancy with covariates
by Diana J. Cole & Byron J. T. Morgan - 1006-1012 Marginal log-linear parameterization of conditional independence models
by Tamás Rudas & Wicher P. Bergsma & Renáta Németh - 1013-1013 Amendments and Corrections
by Soumik Pal
2010, Volume 97, Issue 3
- 519-538 Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
by Ali Shojaie & George Michailidis - 539-550 A new approach to Cholesky-based covariance regularization in high dimensions
by Adam J. Rothman & Elizaveta Levina & Ji Zhu - 551-566 Penalized Bregman divergence for large-dimensional regression and classification
by Chunming Zhang & Yuan Jiang & Yi Chai - 567-584 Shape curves and geodesic modelling
by Kim Kenobi & Ian L. Dryden & Huiling Le - 585-601 A class of grouped Brunk estimators and penalized spline estimators for monotone regression
by Xiao Wang & Jinglai Shen - 603-620 On the asymptotic behaviour of the pseudolikelihood ratio test statistic with boundary problems
by Yong Chen & Kung-Yee Liang - 621-630 Accurate and robust tests for indirect inference
by Veronika Czellar & Elvezio Ronchetti - 631-645 Detecting simultaneous changepoints in multiple sequences
by Nancy R. Zhang & David O. Siegmund & Hanlee Ji & Jun Z. Li - 647-659 Sufficient cause interactions for categorical and ordinal exposures with three levels
by Tyler J. Vanderweele - 661-682 Bounded, efficient and doubly robust estimation with inverse weighting
by Zhiqiang Tan - 683-698 Analysis of cohort studies with multivariate and partially observed disease classification data
by Nilanjan Chatterjee & Samiran Sinha & W. Ryan Diver & Heather Spencer Feigelson - 699-712 A semiparametric additive rate model for recurrent events with an informative terminal event
by Donglin Zeng & Jianwen Cai - 713-726 Attributable fraction functions for censored event times
by Li Chen & D. Y. Lin & Donglin Zeng - 727-740 Estimating species richness by a Poisson-compound gamma model
by Ji-Ping Wang - 741-755 Properties of nested sampling
by Nicolas Chopin & Christian P. Robert - 757-764 Empirical likelihood methods for two-dimensional shape analysis
by Getulio J. A. Amaral & Andrew T. A. Wood - 765-772 Strictly stationary solutions of autoregressive moving average equations
by Peter J. Brockwell & Alexander Lindner
2010, Volume 97, Issue 2
- 261-278 Variable selection in high-dimensional linear models: partially faithful distributions and the pc -simple algorithm
by P. Bühlmann & M. Kalisch & M. H. Maathuis - 279-294 Dimension reduction for non-elliptically distributed predictors: second-order methods
by Yuexiao Dong & Bing Li - 295-304 Sufficient dimension reduction through discretization-expectation estimation
by Liping Zhu & Tao Wang & Lixing Zhu & Louis Ferré - 305-319 Semiparametric dimension reduction estimation for mean response with missing data
by Zonghui Hu & Dean A. Follmann & Jing Qin - 321-332 On the relative efficiency of using summary statistics versus individual-level data in meta-analysis
by D. Y. Lin & D. Zeng - 333-345 Evidence factors in observational studies
by Paul R. Rosenbaum - 347-360 A theory for testing hypotheses under covariate-adaptive randomization
by Jun Shao & Xinxin Yu & Bob Zhong - 361-374 Efficient estimation in multi-phase case-control studies
by A. J. Lee & A. J. Scott & C. J. Wild - 375-388 Risk-adjusted monitoring of time to event
by A. Gandy & J. T. Kvaløy & A. Bottle & F. Zhou - 389-404 Calibrating parametric subject-specific risk estimation
by T. Cai & L. Tian & Hajime Uno & Scott D. Solomon & L. J. Wei - 405-418 Interval estimation for drop-the-losers designs
by Samuel S. Wu & Weizhen Wang & Mark C. K. Yang - 419-433 Efficient scalable schemes for monitoring a large number of data streams
by Y. Mei - 435-446 Estimating linear dependence between nonstationary time series using the locally stationary wavelet model
by J. Sanderson & P. Fryzlewicz & M. W. Jones - 447-464 A sequential smoothing algorithm with linear computational cost
by Paul Fearnhead & David Wyncoll & Jonathan Tawn - 465-480 The horseshoe estimator for sparse signals
by Carlos M. Carvalho & Nicholas G. Polson & James G. Scott - 481-496 Likelihood ratio statistics based on an integrated likelihood
by T. A. Severini - 497-504 Objective Bayes and conditional inference in exponential families
by Thomas J. Diciccio & G. Alastair Young - 505-512 Copula inference under censoring
by M. L. Lakhal-Chaieb - 513-518 Optimal designs for the emax, log-linear and exponential models
by H. Dette & C. Kiss & M. Bevanda & F. Bretz
2010, Volume 97, Issue 1
- 1-13 Systematic sampling with errors in sample locations
by Johanna Ziegel & Adrian Baddeley & Karl-Anton Dorph-Petersen & Eva B. Vedel Jensen - 15-30 Cross-covariance functions for multivariate random fields based on latent dimensions
by Tatiyana V. Apanasovich & Marc G. Genton - 31-48 Incorporating prior probabilities into high-dimensional classifiers
by Peter Hall & Jing-Hao Xue - 49-64 Functional quadratic regression
by Fang Yao & Hans-Georg Müller - 65-78 Marginal analyses of longitudinal data with an informative pattern of observations
by D. M. Farewell - 79-93 Generalized empirical likelihood methods for analyzing longitudinal data
by Suojin Wang & Lianfen Qian & Raymond J. Carroll - 95-108 On the use of stochastic ordering to test for trend with clustered binary data
by Aniko Szabo & E. Olusegun George - 109-121 Stochastic approximation with virtual observations for dose-finding on discrete levels
by Ying Kuen Cheung & Mitchell S. V. Elkind - 123-132 Sharp bounds on causal effects in case-control and cohort studies
by Manabu Kuroki & Zhihong Cai & Zhi Geng - 133-145 A semiparametric random effects model for multivariate competing risks data
by Thomas H. Scheike & Yanqing Sun & Mei-Jie Zhang & Tina Kold Jensen - 147-158 Estimation of the retransformed conditional mean in health care cost studies
by Huixia Judy Wang & Xiao-Hua Zhou - 159-170 Mean loglikelihood and higher-order approximations
by N. Reid & D. A. S. Fraser - 171-180 On doubly robust estimation in a semiparametric odds ratio model
by Eric J. Tchetgen Tchetgen & James M. Robins & Andrea Rotnitzky - 181-198 On Bayesian testimation and its application to wavelet thresholding
by Felix Abramovich & Vadim Grinshtein & Athanasia Petsa & Theofanis Sapatinas - 199-208 Forecasting for quantile self-exciting threshold autoregressive time series models
by Yuzhi Cai - 209-214 A note on the sensitivity to assumptions of a generalized linear mixed model
by D. R. Cox & M. Y. Wong - 215-222 Pseudo-score confidence intervals for parameters in discrete statistical models
by Alan Agresti & Euijung Ryu - 223-230 Global and local spectral-based tests for periodicities
by L. Wei & P. F. Craigmile - 231-237 Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes
by Willa W. Chen & Rohit S. Deo - 238-245 Nonparametric Bayesian inference for the spectral density function of a random field
by Yanbing Zheng & Jun Zhu & Anindya Roy - 246-253 The distribution-based p-value for the outlier sum in differential gene expression analysis
by Lin-An Chen & Dung-Tsa Chen & Wenyaw Chan - 254-259 The maximal data piling direction for discrimination
by Jeongyoun Ahn & J. S. Marron
2009, Volume 96, Issue 4
- 761-780 Sinh-arcsinh distributions
by M. C. Jones & Arthur Pewsey - 781-792 A new look at time series of counts
by Yunwei Cui & Robert Lund - 793-804 Bias reduction in exponential family nonlinear models
by Ioannis Kosmidis & David Firth - 805-820 Inference on population size in binomial detectability models
by R. M. Fewster & P. E. Jupp - 821-834 Bayesian analysis of matrix normal graphical models
by Hao Wang & Mike West - 835-845 Bayesian lasso regression
by Chris Hans - 847-860 Generalized fiducial inference for wavelet regression
by Jan Hannig & Thomas C. M. Lee - 861-872 Nonparametric estimation of the probability of illness in the illness-death model under cross-sectional sampling
by M. Mandel & R. Fluss - 873-886 Nonparametric estimation for right-censored length-biased data: a pseudo-partial likelihood approach
by Xiaodong Luo & Wei Yann Tsai - 887-901 Marginal hazards model for case-cohort studies with multiple disease outcomes
by S. Kang & J. Cai - 903-915 Tests and confidence intervals for secondary endpoints in sequential clinical trials
by Tze Leung Lai & Mei-Chiung Shih & Zheng Su - 917-932 A unified approach to linearization variance estimation from survey data after imputation for item nonresponse
by Jae Kwang Kim & J. N. K. Rao - 933-944 Some design properties of a rejective sampling procedure
by Wayne A. Fuller - 945-956 Sliced space-filling designs
by Peter Z. G. Qian & C. F. Jeff Wu - 957-970 Nested Latin hypercube designs
by Peter Z. G. Qian - 971-974 Construction of orthogonal Latin hypercube designs
by Fasheng Sun & Min-Qian Liu & Dennis K. J. Lin - 975-982 Maximum likelihood estimation using composite likelihoods for closed exponential families
by Kanti V. Mardia & John T. Kent & Gareth Hughes & Charles C. Taylor - 983-990 Adaptive approximate Bayesian computation
by Mark A. Beaumont & Jean-Marie Cornuet & Jean-Michel Marin & Christian P. Robert - 991-997 Semiparametric methods for evaluating risk prediction markers in case-control studies
by Ying Huang & Margaret Sullivan Pepe - 998-1004 A note on the variance of doubly-robust G-estimators
by E. E. M. Moodie - 1005-1011 A note on automatic variable selection using smooth-threshold estimating equations
by Masao Ueki - 1012-1018 A note on adaptive Bonferroni and Holm procedures under dependence
by Wenge Guo - 1019-1023 A note on a conjectured sharpness principle for probabilistic forecasting with calibration
by Soumik Pal - 1024-1024 Generalized method of moments estimation for linear regression with clustered failure time data
by Hui Li & Guosheng Yin
2009, Volume 96, Issue 3
- 497-512 Objective Bayesian model selection in Gaussian graphical models
by C. M. Carvalho & J. G. Scott - 513-527 Adaptive regularization using the entire solution surface
by S. Wu & X. Shen & C. J. Geyer - 529-544 Asymptotic properties of penalized spline estimators
by Gerda Claeskens & Tatyana Krivobokova & Jean D. Opsomer - 545-558 Empirical Bayes estimation for additive hazards regression models
by Debajyoti Sinha & M. Brent McHenry & Stuart R. Lipsitz & Malay Ghosh - 559-575 Improving point and interval estimators of monotone functions by rearrangement
by V. Chernozhukov & I. Fernández-Val & A. Galichon - 577-590 Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data
by Lynn M. Johnson & Robert L. Strawderman - 591-600 Weighted Breslow-type and maximum likelihood estimation in semiparametric transformation models
by Yi-Hau Chen - 601-615 Pseudo-partial likelihood for proportional hazards models with biased-sampling data
by Wei Yann Tsai - 617-633 Pseudo-partial likelihood estimators for the Cox regression model with missing covariates
by Xiaodong Luo & Wei Yann Tsai & Qiang Xu - 635-644 Approximating the α-permanent
by S. C. Kou & P. McCullagh - 645-661 Markov models for accumulating mutations
by N. Beerenwinkel & S. Sullivant - 663-676 Gaussian process emulation of dynamic computer codes
by S. Conti & J. P. Gosling & J. E. Oakley & A. O'Hagan - 677-690 Optimal repeated measurement designs for a model with partial interactions
by P. Druilhet & W. Tinsson - 691-709 Use of functionals in linearization and composite estimation with application to two-sample survey data
by C. Goga & J.-C. Deville & A. Ruiz-Gazen - 711-722 Effects of data dimension on empirical likelihood
by Song Xi Chen & Liang Peng & Ying-Li Qin - 723-734 Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data
by Weihua Cao & Anastasios A. Tsiatis & Marie Davidian - 735-749 A negative binomial model for time series of counts
by Richard A. Davis & Rongning Wu - 751-760 A Student t-mixture autoregressive model with applications to heavy-tailed financial data
by C. S. Wong & W. S. Chan & P. L. Kam
2009, Volume 96, Issue 2
- 249-262 Nonparametric Bayes local partition models for random effects
by David B. Dunson - 263-276 Mixtures of Polya trees for flexible spatial frailty survival modelling
by Luping Zhao & Timothy E. Hanson & Bradley P. Carlin - 277-291 Gamma frailty transformation models for multivariate survival times
by Donglin Zeng & Qingxia Chen & Joseph G. Ibrahim - 293-306 Generalized method of moments estimation for linear regression with clustered failure time data
by Hui Li & Guosheng Yin - 307-322 Hierarchically penalized Cox regression with grouped variables
by S. Wang & B. Nan & N. Zhu & J. Zhu - 323-337 A generalized Dantzig selector with shrinkage tuning
by Gareth M. James & Peter Radchenko - 339-355 A group bridge approach for variable selection
by Jian Huang & Shuange Ma & Huiliang Xie & Cun-Hui Zhang - 357-370 Covariate-adjusted generalized linear models
by Damla Şentürk & Hans-Georg Müller - 371-382 Adjusting for covariate effects on classification accuracy using the covariate-adjusted receiver operating characteristic curve
by Holly Janes & Margaret S. Pepe - 383-398 Nonparametric additive regression for repeatedly measured data
by Raymond J. Carroll & Arnab Maity & Enno Mammen & Kyusang Yu - 399-410 Optimal testing of multiple hypotheses with common effect direction
by Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf - 411-426 Non-finite Fisher information and homogeneity: an EM approach
by P. Li & J. Chen & P. Marriott - 427-443 Double block bootstrap confidence intervals for dependent data
by Stephen M. S. Lee & P. Y. Lai - 445-456 Marginal analysis of panel counts through estimating functions
by X. Joan Hu & Stephen W. Lagakos & Richard A. Lockhart - 457-468 Jackknife estimation of mean squared error of small area predictors in nonlinear mixed models
by Sharon L. Lohr & J. N. K. Rao - 469-478 Scale adjustments for classifiers in high-dimensional, low sample size settings
by Yao-Ban Chan & Peter Hall - 479-486 Saddlepoint approximation for mixture models
by A. C. Davison & D. Mastropietro - 487-493 Some results on D-optimal designs for nonlinear models with applications
by Gang Li & Dibyen Majumdar - 494-496 Dimension reduction in time series and the dynamic factor model
by Daniel Peña
2009, Volume 96, Issue 1
- 1-17 Modelling pairwise dependence of maxima in space
by Philippe Naveau & Armelle Guillou & Daniel Cooley & Jean Diebolt - 19-36 Efficient nonparametric estimation of causal effects in randomized trials with noncompliance
by Jing Cheng & Dylan S. Small & Zhiqiang Tan & Thomas R. Ten Have - 37-50 Partial and latent ignorability in missing-data problems
by Ofer Harel & Joseph L. Schafer - 51-65 Orthogonal and nearly orthogonal designs for computer experiments
by Derek Bingham & Randy R. Sitter & Boxin Tang - 67-82 D-optimal design of split-split-plot experiments
by Bradley Jones & Peter Goos - 83-93 Optimal two-level regular fractional factorial block and split-plot designs
by Ching-Shui Cheng & Pi-Wen Tsai - 95-106 Bayesian-inspired minimum aberration two- and four-level designs
by V. Roshan Joseph & Mingyao AI & C. F. Jeff Wu - 107-117 Confidence intervals for spectral mean and ratio statistics
by Xiaofeng Shao - 119-132 Tapered empirical likelihood for time series data in time and frequency domains
by Daniel J. Nordman - 133-148 Model checking in regression via dimension reduction
by Yingcun Xia - 149-162 Bayesian nonparametric functional data analysis through density estimation
by Abel Rodríguez & David B. Dunson & Alan E. Gelfand - 163-173 Wilcoxon-type generalized Bayesian information criterion
by Lan Wang - 175-186 Reducing variability of crossvalidation for smoothing-parameter choice
by Peter Hall & Andrew P. Robinson - 187-199 Dealing with limited overlap in estimation of average treatment effects
by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik - 201-211 On fuzzy familywise error rate and false discovery rate procedures for discrete distributions
by Elena Kulinskaya & Alex Lewin - 213-220 Fast block variance estimation procedures for inhomogeneous spatial point processes
by Yongtao Guan - 221-228 A note on semiparametric efficient inference for two-stage outcome-dependent sampling with a continuous outcome
by Rui Song & Haibo Zhou & Michael R. Kosorok - 229-236 A note on profile likelihood for exponential tilt mixture models
by Z. Tan - 237-242 A note on cause-specific residual life
by J.-H. Jeong & J. P. Fine - 243-247 Construction of orthogonal and nearly orthogonal Latin hypercubes
by C. Devon Lin & Rahul Mukerjee & Boxin Tang - 248-248 A note on time-ordered classification
by H. He
2008, Volume 95, Issue 4
- 779-798 A multi-dimensional scaling approach to shape analysis
by Ian L. Dryden & Alfred Kume & Huiling Le & Andrew T. A. Wood - 799-812 Covariance reducing models: An alternative to spectral modelling of covariance matrices
by R. Dennis Cook & Liliana Forzani - 813-829 Testing the covariance structure of multivariate random fields
by Bo Li & Marc G. Genton & Michael Sherman - 831-845 A goodness-of-fit test for inhomogeneous spatial Poisson processes
by Yongtao Guan - 847-858 Estimating equations for spatially correlated data in multi-dimensional space
by Pei-Sheng Lin - 859-874 Bayesian nonparametric inference on stochastic ordering
by David B. Dunson & Shyamal D. Peddada - 875-889 Pairwise curve synchronization for functional data
by Rong Tang & Hans-Georg Müller - 891-905 Model diagnostic tests for selecting informative correlation structure in correlated data
by Annie Qu & J. Jack Lee & Bruce G. Lindsay - 907-917 On the asymptotics of marginal regression splines with longitudinal data
by Zhongyi Zhu & Wing K. Fung & Xuming He - 919-931 Small area estimation when auxiliary information is measured with error
by Lynn M. R. Ybarra & Sharon L. Lohr - 933-946 Multiple imputation when records used for imputation are not used or disseminated for analysis
by Jerome P. Reiter - 947-960 Semiparametric maximum likelihood estimation in normal transformation models for bivariate survival data
by Yi Li & Ross L. Prentice & Xihong Lin - 961-977 Estimating the false discovery rate using the stochastic approximation algorithm
by Faming Liang & Jian Zhang - 979-986 Identification of the age-period-cohort model and the extended chain-ladder model
by D. Kuang & B. Nielsen & J. P. Nielsen - 987-991 Forecasting with the age-period-cohort model and the extended chain-ladder model
by D. Kuang & B. Nielsen & J. P. Nielsen - 992-996 On the consequences of overstratification
by B. L. De Stavola & D. R. Cox - 997-1001 On consistency of Kendall's tau under censoring
by David Oakes - 1002-1005 On an internal method for deriving a summary measure
by D. R. Cox