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2008, Volume 95, Issue 4
- 1006-1008 A note on nonparametric quantile inference for competing risks and more complex multistate models
by Jan Beyersmann & Martin Schumacher
2008, Volume 95, Issue 3
- 521-537 Optimal sampling and estimation strategies under the linear model
by Desislava Nedyalkova & Yves Tillé - 539-553 A new approach to weighting and inference in sample surveys
by Jean-François Beaumont - 555-571 Using calibration weighting to adjust for nonresponse under a plausible model
by Ted Chang & Phillip S. Kott - 573-585 Influence functions and robust Bayes and empirical Bayes small area estimation
by Malay Ghosh & Tapabrata Maiti & Ananya Roy - 587-600 Robust functional estimation using the median and spherical principal components
by Daniel Gervini - 601-619 Joint modelling of paired sparse functional data using principal components
by Lan Zhou & Jianhua Z. Huang & Raymond J. Carroll - 621-634 Pointwise testing with functional data using the Westfall--Young randomization method
by Dennis D. Cox & Jong Soo Lee - 635-651 Adjustment uncertainty in effect estimation
by Ciprian M. Crainiceanu & Francesca Dominici & Giovanni Parmigiani - 653-666 Generalized varying coefficient models for longitudinal data
by Damla Şentürk & Hans-Georg Müller - 667-678 Additive partial linear models with measurement errors
by Hua Liang & Sally W. Thurston & David Ruppert & Tatiyana Apanasovich & Russ Hauser - 679-694 Improving the efficiency of the log-rank test using auxiliary covariates
by Xiaomin Lu & Anastasios A. Tsiatis - 695-707 Supremum weighted log-rank test and sample size for comparing two-stage adaptive treatment strategies
by Wentao Feng & Abdus S. Wahed - 709-719 The Benjamini--Hochberg method with infinitely many contrasts in linear models
by Peter H. Westfall - 721-734 Semiparametric model-based inference in the presence of missing responses
by Qihua Wang & Pengjie Dai - 735-746 Conditionally specified continuous distributions
by Yuchung J. Wang & Edward H. Ip - 747-758 Conditional properties of unconditional parametric bootstrap procedures for inference in exponential families
by Thomas J. Diciccio & G. Alastair Young - 759-771 Extended Bayesian information criteria for model selection with large model spaces
by Jiahua Chen & Zehua Chen - 773-778 A note on conditional aic for linear mixed-effects models
by Hua Liang & Hulin Wu & Guohua Zou
2008, Volume 95, Issue 2
- 265-278 Hierarchical testing of variable importance
by Nicolai Meinshausen - 279-294 On weighted Hochberg procedures
by Ajit C. Tamhane & Lingyun Liu - 295-305 A family of Bayes multiple testing procedures
by Arthur Cohen & H. B. Sackrowitz & Minya Xu & Steven Buyske - 307-323 Kernel stick-breaking processes
by David B. Dunson & Ju-Hyun Park - 325-333 Objective Bayesian analysis for the Student-t regression model
by Thaís C. O. Fonseca & Marco A. R. Ferreira & Helio S. Migon - 335-349 Multi-parameter automodels and their applications
by Cécile Hardouin & Jian-Feng Yao - 351-363 Estimating functions for inhomogeneous spatial point processes with incomplete covariate data
by Rasmus Waagepetersen - 365-379 Modelling multiple time series via common factors
by Jiazhu Pan & Qiwei Yao - 381-397 Simultaneous confidence bands in spectral density estimation
by Michael H. Neumann & Efstathios Paparoditis - 399-414 Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity
by Guodong Li & Wai Keung Li - 415-436 On the asymptotics of penalized splines
by Yingxing Li & David Ruppert - 437-449 Nonparametric variance estimation in the analysis of microarray data: a measurement error approach
by Raymond J. Carroll & Yuedong Wang - 451-467 Model diagnosis for parametric regression in high-dimensional spaces
by W. Stute & W. L. Xu & L. X. Zhu - 469-479 Determining the dimension of the central subspace and central mean subspace
by Peng Zeng - 481-488 The prognostic analogue of the propensity score
by Ben B. Hansen - 489-507 Diagnostic measures for empirical likelihood of general estimating equations
by Hongtu Zhu & Joseph G. Ibrahim & Niansheng Tang & Heping Zhang - 509-513 A note on deletion diagnostics for estimating equations
by John S. Preisser & Bahjat F. Qaqish & Jamie Perin - 514-520 A new class of average moment matching priors
by N. Ganesh & P. Lahiri
2008, Volume 95, Issue 1
- 1-16 Studentization and deriving accurate p-values
by D.A.S. Fraser & Judith Rousseau - 17-33 Distortion of effects caused by indirect confounding
by Nanny Wermuth & D. R. Cox - 35-47 Population intervention models in causal inference
by Alan E. Hubbard & Mark J. van der Laan - 49-61 Empirical and counterfactual conditions for sufficient cause interactions
by Tyler J. Vanderweele & James M. Robins - 63-74 Shared parameter models under random effects misspecification
by Dimitris Rizopoulos & Geert Verbeke & Geert Molenberghs - 75-92 Predicting future responses based on possibly mis-specified working models
by Tianxi Cai & Lu Tian & Scott D. Solomon & L.J. Wei - 93-106 Flexible generalized t-link models for binary response data
by Sungduk Kim & Ming-Hui Chen & Dipak K. Dey - 107-122 Analysis of least absolute deviation
by Kani Chen & Zhiliang Ying & Hong Zhang & Lincheng Zhao - 123-137 Nonparametric regression using local kernel estimating equations for correlated failure time data
by Zhangsheng Yu & Xihong Lin - 139-147 Bayesian and frequentist confidence intervals arising from empirical-type likelihoods
by In Hong Chang & Rahul Mukerjee - 149-167 Probability estimation for large-margin classifiers
by Junhui Wang & Xiaotong Shen & Yufeng Liu - 169-186 Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
by Omiros Papaspiliopoulos & Gareth O. Roberts - 187-204 Two-stage sampling from a prediction point of view when the cluster sizes are unknown
by Jan F. Bjørnstad & Elinor Ytterstad - 205-220 Predicting cumulative incidence probability by direct binomial regression
by Thomas H. Scheike & Mei-Jie Zhang & Thomas A. Gerds - 221-232 Nonparametric estimation of bivariate failure time associations in the presence of a competing risk
by Karen Bandeen-Roche & Jing Ning - 233-240 Nonparametric estimation of cause-specific cross hazard ratio with bivariate competing risks data
by Yu Cheng & Jason P. Fine - 241-247 A note on path-based variable selection in the penalized proportional hazards model
by Hui Zou - 248-252 Testing hypotheses in order
by Paul R. Rosenbaum - 253-256 A Note on repeated p-values for group sequential designs
by Martin Posch & Gernot Wassmer & Werner Brannath - 257-263 Asymptotic inference for a nonstationary double AR (1) model
by Shiqing Ling & Dong Li
2007, Volume 94, Issue 4
- 769-786 Bayesian Nonparametric Estimation of the Probability of Discovering New Species
by Antonio Lijoi & Ramsés H. Mena & Igor Prünster - 787-807 Population-Based Reversible Jump Markov Chain Monte Carlo
by Ajay Jasra & David A. Stephens & Christopher C. Holmes - 809-825 Generalized Spatial Dirichlet Process Models
by Jason A. Duan & Michele Guindani & Alan E. Gelfand - 827-839 Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models
by Borus Jungbacker & Siem Jan Koopman - 841-860 Estimation of Regression Models for the Mean of Repeated Outcomes Under Nonignorable Nonmonotone Nonresponse
by Stijn Vansteelandt & Andrea Rotnitzky & James Robins - 861-872 Aalen Additive Hazards Change-Point Model
by Torben Martinussen & Thomas H. Scheike - 873-892 A General Approach to the Predictability Issue in Survival Analysis with Applications
by Enno Mammen & Jens Perch Nielsen - 893-904 The Role of Pseudo Data for Robust Smoothing with Application to Wavelet Regression
by Hee-Seok Oh & Douglas W. Nychka & Thomas C. M. Lee - 905-919 Using Hierarchical Likelihood for Missing Data Problems
by Sung-Cheol Yun & Youngjo Lee & Michael G. Kenward - 921-937 Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
by Liugen Xue & Lixing Zhu - 939-952 A Hybrid Pairwise Likelihood Method
by Anthony Y. C. Kuk - 953-964 A Jackknife Variance Estimator for Unistage Stratified Samples with Unequal Probabilities
by Yves G. Berger - 965-975 Hochberg's Step-Up Method: Cutting Corners Off Holm's Step-Down Method
by Yifan Huang & Jason C. Hsu - 977-984 Miscellanea Kernel-Type Density Estimation on the Unit Interval
by M.C. Jones & D.A. Henderson - 985-991 Importance Sampling Via the Estimated Sampler
by Masayuki Henmi & Ryo Yoshida & Shinto Eguchi - 992-998 Use of the Gibbs Sampler to Obtain Conditional Tests, with Applications
by Richard A. Lockhart & Federico J. O'Reilly & Michael A. Stephens - 999-1005 Positive Association Among Three Binary Variables and Cross-Product Ratios
by Stephen E. Fienberg & Sung-Ho Kim - 1006-1013 Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance--Correlation Parameters
by Mohsen Pourahmadi
2007, Volume 94, Issue 3
- 513-528 Shape-space smoothing splines for planar landmark data
by Alfred Kume & Ian L. Dryden & Huiling Le - 529-542 Integrated likelihood functions for non-Bayesian inference
by Thomas A. Severini - 543-551 The weighted log-rank class of permutation tests: P-values and confidence intervals using saddlepoint methods
by Ehab F. Abd-Elfattah & Ronald W. Butler - 553-568 Tuning parameter selectors for the smoothly clipped absolute deviation method
by Hansheng Wang & Runze Li & Chih-Ling Tsai - 569-584 Dimension reduction in regression without matrix inversion
by R. Dennis Cook & Bing Li & Francesca Chiaromonte - 585-601 Implications of influence function analysis for sliced inverse regression and sliced average variance estimation
by Luke A. Prendergast - 603-613 Sparse sufficient dimension reduction
by Lexin Li - 615-625 Partial inverse regression
by Lexin Li & R. Dennis Cook & Chih-Ling Tsai - 627-646 Simulation and inference for stochastic volatility models driven by Lévy processes
by Matthew P. S. Gander & David A. Stephens - 647-659 Simulation of hyper-inverse Wishart distributions in graphical models
by Carlos M. Carvalho & Hélène Massam & Mike West - 661-672 Recursive computing and simulation-free inference for general factorizable models
by Nial Friel & Håvard Rue - 673-689 Optimal adaptive randomized designs for clinical trials
by Yi Cheng & Donald A. Berry - 691-703 Adaptive Lasso for Cox's proportional hazards model
by Hao Helen Zhang & Wenbin Lu - 705-718 Estimation of the mean function with panel count data using monotone polynomial splines
by Minggen Lu & Ying Zhang & Jian Huang - 719-733 Survival analysis with temporal covariate effects
by Limin Peng & Yijian Huang - 735-744 Nonparametric quantile inference with competing–risks data
by L. Peng & J. P. Fine - 745-754 On the approximation of the quadratic exponential distribution in a latent variable context
by Francesco Bartolucci & Fulvia Pennoni - 755-759 On a generalization of a result of W. G. Cochran
by D. R. Cox - 760-766 The high-dimension, low-sample-size geometric representation holds under mild conditions
by Jeongyoun Ahn & J. S. Marron & Keith M. Muller & Yueh-Yun Chi - 767-767 'Nonparametric inference in multivariate mixtures' Biometrika (2005), 92, pp. 667–678
by Peter Hall & Amnon Neeman & Reza Pakyari & Ryan Elmore
2007, Volume 94, Issue 2
- 249-265 An asymptotic theory for model selection inference in general semiparametric problems
by Gerda Claeskens & Raymond J. Carroll - 267-283 A weighted multivariate sign test for cluster-correlated data
by Denis Larocque & Jaakko Nevalainen & Hannu Oja - 285-296 Marginal tests with sliced average variance estimation
by Yongwu Shao & R. Dennis Cook & Sanford Weisberg - 297-311 Model evaluation based on the sampling distribution of estimated absolute prediction error
by Lu Tian & Tianxi Cai & Els Goetghebeur & L. J. Wei - 313-334 Inference on fractal processes using multiresolution approximation
by Kenneth Falconer & Carmen Fernández - 335-345 Automatic estimation of multivariate spectra via smoothing splines
by Ori Rosen & David S. Stoffer - 347-358 On the alignment of multiple time series fragments
by K. Mukherjee & R. H. Shumway & K. L. Verosub - 359-369 Additive hazard regression with auxiliary covariates
by Jiancheng Jiang & Zhou Haibo - 371-385 Pairwise dependence diagnostics for clustered failure-time data
by David V. Glidden - 387-402 Estimating a treatment effect with repeated measurements accounting for varying effectiveness duration
by Y. Q. Chen & J. Yang & S. Cheng & J. B. Jackson - 403-114 Nonparametric estimation of age-at-onset distributions from censored kin-cohort data
by Yuanjia Wang & Lorraine N. Clark & Karen Marder & Daniel Rabinowitz - 415-426 Aster models for life history analysis
by Charles J. Geyer & Stuart Wagenius & Ruth G. Shaw - 427-441 Uncertainty in prior elicitations: a nonparametric approach
by Jeremy E. Oakley & Anthony O'Hagan - 443-458 Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
by Tomohiro Ando - 459-468 Optimal nested row-column designs with specified components
by R. A. Bailey & E. R. Williams - 469-485 Resampling-based empirical prediction: an application to small area estimation
by Soumendra N. Lahiri & Tapabrata Maiti & Myron Katzoff & Van Parsons - 487-495 Testing goodness-of-fit in logistic case-control studies
by Howard D. Bondell - 496-501 Identifiability of single-index models and additive-index models
by Wei Lin & K. B. Kulasekera - 502-508 Small-sample degrees of freedom for multi-component significance tests with multiple imputation for missing data
by Jerome P. Reiter - 509-511 Adjusting estimative prediction limits
by Masao Ueki & Kaoru Fueda
2007, Volume 94, Issue 1
- 1-18 Maxima of discretely sampled random fields, with an application to 'bubbles'
by J. E. Taylor & K. J. Worsley & F. Gosselin - 19-35 Model selection and estimation in the Gaussian graphical model
by Ming Yuan & Yi Lin - 37-47 Graphical identifiability criteria for causal effects in studies with an unobserved treatment/response variable
by Manabu Kuroki - 49-60 Fuzzy p-values in latent variable problems
by Elizabeth A. Thompson & Charles J. Geyer - 61-70 Interval censoring: identifiability and the constant-sum property
by Ramon Oller & Guadalupe Gómez & M. Luz Calle - 71-86 A pseudolikelihood method for analyzing interval censored data
by Bodhisattva Sen & Moulinath Banerjee - 87-99 The unobserved heterogeneity distribution in duration analysis
by Jaap H. Abbring & Gerard J. Van Den Berg - 101-118 A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan
by Noelle I. Samia & Kung-Sik Chan & Nils Chr. Stenseth - 119-134 Constrained local likelihood estimators for semiparametric skew-normal distributions
by Yanyuan Ma & Jeffrey D. Hart - 135-152 Extending conventional priors for testing general hypotheses in linear models
by M.J. Bayarri & Gonzalo García-Donato - 153-165 Modelling the effects of partially observed covariates on Poisson process intensity
by Stephen L. Rathbun & Saul Shiffman & Chad J. Gwaltney - 167-183 Inference for clustered data using the independence loglikelihood
by Richard E. Chandler & Steven Bate - 185-198 Partially linear models with missing response variables and error-prone covariates
by Hua Liang & Suojin Wang & Raymond J. Carroll - 199-216 Estimation of a covariance matrix with zeros
by Sanjay Chaudhuri & Mathias Drton & Thomas S. Richardson - 217-229 Variable selection for the single‐index model
by Efang Kong & Yingcun Xia - 231-242 Optimal sufficient dimension reduction for the conditional mean in multivariate regression
by Jae Keun Yoo & R. Dennis Cook - 243-248 Plant-capture estimation of the size of a homogeneous population
by I. B. J. Goudie & P. E. Jupp & J. Ashbridge
December 2006, Volume 93, Issue 4
- 747-762 Censored linear regression for case-cohort studies
by Bin Nan & Menggang Yu & John D. Kalbfleisch - 763-775 Analysing panel count data with informative observation times
by Chiung-Yu Huang & Mei-Cheng Wang & Ying Zhang - 777-790 Nonparametric k-sample tests with panel count data
by Ying Zhang - 791-807 Posterior propriety and computation for the Cox regression model with applications to missing covariates
by Ming-Hui Chen & Joseph G. Ibrahim & Qi-Man Shao - 809-825 Bayesian model selection for partially observed diffusion models
by Petros Dellaportas & Nial Friel & Gareth O. Roberts - 827-841 Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling
by Sylvia FrüHwirth-Schnatter & Helga Wagner - 843-860 Building mixture trees from binary sequence data
by Shu-Chuan Chen & Bruce G. Lindsay - 861-876 Forming post-strata via Bayesian treed capture-recapture models
by Xinlei Wang & Johan Lim & S. Lynne Stokes - 877-893 Variable selection in clustering via Dirichlet process mixture models
by Sinae Kim & Mahlet G. Tadesse & Marina Vannucci - 895-910 Semiparametric estimation of marginal mark distribution
by Yijian Huang & Kristin Berry - 911-926 A functional-based distribution diagnostic for a linear model with correlated outcomes
by E. Andres Houseman & Brent A. Coull & Louise M. Ryan - 927-941 Modelling of covariance structures in generalised estimating equations for longitudinal data
by Huajun Ye & Jianxin Pan - 943-959 Multi-level modelling under informative sampling
by Danny Pfeffermann & Fernando Antonio Da Silva Moura & Pedro Luis Do Nascimento Silva - 961-972 Isotonic logistic discrimination
by Sungyoung Auh & Allan R. Sampson - 973-987 Simple and accurate one-sided inference based on a class of M-estimators
by Steven E. Stern - 989-995 Studies in the history of probability and statistics XLIX On the Matern correlation family
by Peter Guttorp & Tilmann Gneiting - 996-1002 Identification of a competing risks model with unknown transformations of latent failure times
by Sokbae Lee - 1003-1010 A diagnostic test for the mixing distribution in a generalised linear mixed model
by Eric J. Tchetgen & Brent A. Coull - 1011-1017 Multivariate logistic models
by Bahjat F. Qaqish & Anastasia Ivanova - 1018-1024 Discriminant analysis with common principal components
by Mu Zhu - 1025-1025 Amendments and Corrections
by David M. Steinberg & Dennis K. J. Lin - 1025-1025 Amendments and Corrections
by D. Gervini & T. Gasser - 1025-1026 Amendments and Corrections
by Peter Hall & Ming Li
September 2006, Volume 93, Issue 3
- 491-507 Adaptive linear step-up procedures that control the false discovery rate
by Yoav Benjamini & Abba M. Krieger & Daniel Yekutieli - 509-524 False discovery control with p-value weighting
by Christopher R. Genovese & Kathryn Roeder & Larry Wasserman - 525-536 Forensic identification of relatives of individuals included in a database of DNA profiles
by David Cavallini & Fabio Corradi - 537-554 Efficient Bayesian inference for Gaussian copula regression models
by Michael Pitt & David Chan & Robert Kohn - 555-571 Structured multicategory support vector machines with analysis of variance decomposition
by Yoonkyung Lee & Yuwon Kim & Sangjun Lee & Ja-Yong Koo - 573-586 Differential effects and generic biases in observational studies
by Paul R. Rosenbaum - 587-599 A computationally tractable multivariate random effects model for clustered binary data
by Brent A. Coull & E. Andres Houseman & Rebecca A. Betensky - 601-611 On recovering a population covariance matrix in the presence of selection bias
by Manabu Kuroki & Zhihong Cai - 613-625 On optimal crossover designs when carryover effects are proportional to direct effects
by R. A. Bailey & J. Kunert - 627-640 Efficient estimation of semiparametric transformation models for counting processes
by Donglin Zeng & D. Y. Lin - 641-654 Confidence intervals in group sequential trials with random group sizes and applications to survival analysis
by Tze Leung Lai & Wenzhi Li - 655-669 Estimating survival under a dependent truncation
by Lajmi Lakhal Chaieb & Louis-Paul Rivest & Belkacem Abdous - 671-686 Models for interval censoring and simulation-based inference for lifetime distributions
by J. F. Lawless & Denise Babineau - 687-704 A Haar--Fisz technique for locally stationary volatility estimation
by Piotr Fryzlewicz & Theofanis Sapatinas & Suhasini Subba Rao - 705-722 Empirical Bayes block shrinkage of wavelet coefficients via the noncentral χ-super-2 distribution
by Xue Wang & Andrew T. A. Wood - 723-733 Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics
by Kai-Tai Fang & Rahul Mukerjee - 735-741 Prospective survival analysis with a general semiparametric shared frailty model: A pseudo full likelihood approach
by Malka Gorfine & David M. Zucker & Li Hsu - 742-746 Simes' procedure is 'valid on average'
by Einar Andreas Rødland
June 2006, Volume 93, Issue 2
- 235-254 Bayesian alignment using hierarchical models, with applications in protein bioinformatics
by Peter J. Green & Kanti V. Mardia - 255-268 M-quantile models for small area estimation
by Ray Chambers & Nikos Tzavidis - 269-278 Applying the Horvitz-Thompson criterion in complex designs: A computer-intensive perspective for estimating inclusion probabilities
by Lorenzo Fattorini - 279-288 A construction method for orthogonal Latin hypercube designs
by David M. Steinberg & Dennis K. J. Lin - 289-302 Optimal blocking of two-level factorial designs
by Neil A. Butler - 303-313 Linear life expectancy regression with censored data
by Y. Q. Chen & S. Cheng - 315-328 A k-sample test with interval censored data
by Kam-Chuen Yuen & Jian Shi & Lixing Zhu - 329-342 On the accelerated failure time model for current status and interval censored data
by Lu Tian & Tianxi Cai - 343-355 Estimating the quality-of-life-adjusted gap time distribution of successive events subject to censoring
by Adin-Cristian Andrei & Susan Murray - 357-366 Confidence bands for hazard rates under random censorship
by Ming-Yen Cheng & Peter Hall & Dongsheng Tu - 367-383 Nonparametric estimation with left-truncated semicompeting risks data
by L. Peng & J. P. Fine - 385-397 Fitting binary regression models with case-augmented samples
by A. J. Lee & A. J. Scott & C. J. Wild - 399-409 A test statistic for graphical modelling of multivariate time series
by Yasumasa Matsuda - 411-424 Using the periodogram to estimate period in nonparametric regression
by Peter Hall & Ming Li - 425-438 Effects of the reference set on frequentist inferences
by Donald A. Pierce & Ruggero Bellio - 439-450 Estimating a bivariate density when there are extra data on one or both components
by Peter Hall & Natalie Neumeyer - 451-458 An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
by J. Møller & A. N. Pettitt & R. Reeves & K. K. Berthelsen - 459-464 Rank-based regression for analysis of repeated measures
by You-Gan Wang & Min Zhu - 465-471 Parametric modelling of thresholds across scales in wavelet regression
by Anestis Antoniadis & Piotr Fryzlewicz - 472-480 Local likelihood density estimation based on smooth truncation
by Pedro Delicado - 481-485 Models for recurring events with marginal proportional hazards
by Nader Ebrahimi - 486-489 Understanding nonparametric estimation for clustered data
by Richard Huggins
March 2006, Volume 93, Issue 1
- 1-21 Adaptive and nonadaptive group sequential tests
by Christopher Jennison & Bruce W. Turnbull - 23-40 Reference priors for discrete graphical models
by Guido Consonni & Valentina Leucari - 41-52 Efficient Bayes factor estimation from the reversible jump output
by Francesco Bartolucci & Luisa Scaccia & Antonietta Mira