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Content
March 2006, Volume 93, Issue 1
- 53-64 Latent-model robustness in structural measurement error models
by Xianzheng Huang & Leonard A. Stefanski & Marie Davidian - 65-74 Using intraslice covariances for improved estimation of the central subspace in regression
by R. Dennis Cook & Liqiang Ni - 75-84 Efficient semiparametric estimator for heteroscedastic partially linear models
by Yanyuan Ma & Jeng-Min Chiou & Naisyin Wang - 85-98 Covariance matrix selection and estimation via penalised normal likelihood
by Jianhua Z. Huang & Naiping Liu & Mohsen Pourahmadi & Linxu Liu - 99-112 Robust and efficient estimation under data grouping
by Nan Lin & Xuming He - 113-125 Spatially adaptive smoothing splines
by Alexandre Pintore & Paul Speckman & Chris C. Holmes - 127-135 Efficient designs for one-sided comparisons of two or three treatments with a control in a one-way layout
by Steven M. Bortnick & Angela M. Dean & Thomas J. Santner - 137-146 Orthogonal arrays robust to nonnegligible two-factor interactions
by Boxin Tang - 147-161 On least-squares regression with censored data
by Zhezhen Jin & D. Y. Lin & Zhiliang Ying - 163-177 Semiparametric efficient estimation of survival distributions in two-stage randomisation designs in clinical trials with censored data
by Abdus S. Wahed & Anastasios A. Tsiatis - 179-195 A shrinkage estimator for spectral densities
by Carsten H. Botts & Michael J. Daniels - 197-206 Range of correlation matrices for dependent Bernoulli random variables
by N. Rao Chaganty & Harry Joe - 207-214 Semiparametric transformation models for the case-cohort study
by Wenbin Lu & Anastasios A. Tsiatis - 215-220 On Bartlett correction of empirical likelihood in the presence of nuisance parameters
by Song Xi Chen & Hengjian Cui - 221-227 A note on time-reversibility of multivariate linear processes
by Kung-Sik Chan & Lop-Hing Ho & Howell Tong - 228-234 A note on kernel polygons
by Chien-Tai Lin & Jyh-Shyang Wu & Chia-Hung Yen
December 2005, Volume 92, Issue 4
- 747-763 Adaptive sampling for Bayesian variable selection
by David J. Nott & Robert Kohn - 765-778 Data tracking and the understanding of Bayesian consistency
by Stephen G. Walker & Antonio Lijoi & Igor Prunster - 779-786 Covariance decomposition in undirected Gaussian graphical models
by Beatrix Jones & Mike West - 787-799 Symmetric diagnostics for the analysis of the residuals in regression models
by Cinzia Carota - 801-820 Nonparametric maximum likelihood estimation of the structural mean of a sample of curves
by Daniel Gervini & Theo Gasser - 821-830 Estimating residual variance in nonparametric regression using least squares
by Tiejun Tong & Yuedong Wang - 831-846 Model-assisted estimation for complex surveys using penalised splines
by F. J. Breidt & G. Claeskens & J. D. Opsomer - 847-862 Bivariate current status data with univariate monitoring times
by Nicholas P. Jewell & Mark van der Laan & Xiudong Lei - 863-873 Coherence principles in dose-finding studies
by Ying Kuen Cheung - 875-891 Semiparametric estimators for the regression coefficients in the linear transformation competing risks model with missing cause of failure
by Guozhi Gao & Anastasios A. Tsiatis - 893-907 Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence structures
by Nicolai Meinshausen & Peter Buhlmann - 909-920 First-order intrinsic autoregressions and the de Wijs process
by Julian Besag & Debashis Mondal - 921-936 Towards reconciling two asymptotic frameworks in spatial statistics
by Hao Zhang & Dale L. Zimmerman - 937-950 Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
by Yuhong Yang - 951-956 Testing for complete independence in high dimensions
by James R. Schott - 957-964 The optimal confidence region for a random parameter
by Hajime Uno & Lu Tian & L. J. Wei - 965-970 Concordance probability and discriminatory power in proportional hazards regression
by Mithat Gonen & Glenn Heller - 971-974 A note on reducing the bias of the approximate Bayesian bootstrap imputation variance estimator
by Michael Parzen & Stuart R. Lipsitz & Garrett M. Fitzmaurice - 975-977 An alternative derivation of the distributions of the maximum likelihood estimators of the parameters in an inverse Gaussian distribution
by Gauri Sankar Datta
September 2005, Volume 92, Issue 3
- 507-517 Likelihood ratio tests in curved exponential families with nuisance parameters present only under the alternative
by Christian Ritz & Ib M. Skovgaard - 519-528 A note on composite likelihood inference and model selection
by Cristiano Varin & Paolo Vidoni - 529-542 Frequentist prediction intervals and predictive distributions
by J. F. Lawless & Marc Fredette - 543-557 Smooth quantile ratio estimation
by Francesca Dominici & Leslie Cope & Daniel Q. Naiman & Scott L. Zeger - 559-571 Locally-efficient robust estimation of haplotype-disease association in family-based studies
by Andrew S. Allen & Glen A. Satten & Anastasios A. Tsiatis - 573-586 A semiparametric regression cure model with current status data
by K. F. Lam & Hongqi Xue - 587-603 Joint modelling of accelerated failure time and longitudinal data
by Yi-Kuan Tseng & Fushing Hsieh & Jane-Ling Wang - 605-618 Semiparametric inference in observational duration-response studies, with duration possibly right-censored
by Brent A. Johnson & Anastasios A. Tsiatis - 619-632 Semiparametric Box–Cox power transformation models for censored survival observations
by Tianxi Cai & Lu Tian & L. J. Wei - 633-646 Bayesian adaptive designs for clinical trials
by Yi Cheng & Yu Shen - 647-666 The accelerated gap times model
by Robert L. Strawderman - 667-678 Nonparametric inference in multivariate mixtures
by Peter Hall & Amnon Neeman & Reza Pakyari & Ryan Elmore - 679-690 Orthogonal bases approach for comparing nonnormal continuous distributions
by Inna Chervoneva & Boris Iglewicz - 691-701 Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach
by Guodong Li & Wai Keung Li - 703-715 Estimation of order-restricted means from correlated data
by Shyamal D. Peddada & David B. Dunson & Xiaofeng Tan - 717-723 Comparison of hierarchical likelihood versus orthodox best linear unbiased predictor approaches for frailty models
by Il Do Ha & Youngjo Lee - 724-731 Minimum distance estimation for the logistic regression model
by Howard D. Bondell - 732-736 Estimating a nonlinear function of a normal mean
by Leonard A. Stefanski & Steven J. Novick & Viswanath Devanarayan - 737-746 The Stein–James estimator for short- and long-memory Gaussian processes
by Masanobu Taniguchi & Junichi Hirukawa
June 2005, Volume 92, Issue 2
- 251-270 Marginal likelihood, conditional likelihood and empirical likelihood: Connections and applications
by Jing Qin & Biao Zhang - 271-282 Empirical-likelihood-based semiparametric inference for the treatment effect in the two-sample problem with censoring
by Yong Zhou & Hua Liang - 283-301 Additive hazards Markov regression models illustrated with bone marrow transplant data
by Youyi Shu & John P. Klein - 303-316 Variable selection for multivariate failure time data
by Jianwen Cai & Jianqing Fan & Runze Li & Haibo Zhou - 317-335 A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
by Aliye Atay-Kayis & Helène Massam - 337-350 On the identification of path analysis models with one hidden variable
by Elena Stanghellini & Nanny Wermuth - 351-370 Conditional Akaike information for mixed-effects models
by Florin Vaida & Suzette Blanchard - 371-384 Direction estimation in single-index regressions
by Xiangrong Yin & R. Dennis Cook - 385-397 Some nonregular designs from the Nordstrom–Robinson code and their statistical properties
by Hongquan Xu - 399-418 Semiparametric maximum likelihood estimation exploiting gene-environment independence in case-control studies
by Nilanjan Chatterjee & Raymond J. Carroll - 419-434 Hierarchical models for assessing variability among functions
by Sam Behseta & Robert E. Kass & Garrick L. Wallstrom - 435-450 Mean estimating equation approach to analysing cluster-correlated data with nonignorable cluster sizes
by E. Benhin & J. N. K. Rao & A. J. Scott - 451-464 Monte Carlo conditioning on a sufficient statistic
by Bo Henry Lindqvist & Gunnar Taraldsen - 465-476 Saddlepoint approximations for the Bingham and Fisher–Bingham normalising constants
by A. Kume & Andrew T. A. Wood - 477-484 Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors
by Ngai Hang Chan & Liang Peng - 485-491 Generalised minimum aberration construction results for symmetrical orthogonal arrays
by Neil A. Butler - 492-498 Empirical likelihood analysis of the rank estimator for the censored accelerated failure time model
by Mai Zhou - 499-503 Expected lengths of confidence intervals based on empirical discrepancy statistics
by Kai-tai Fang & Rahul Mukerjee - 505-505 A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
by Albert W. Marshall & Ingram Olkin - 505-505 Equivalence of prospective and retrospective models in the Bayesian analysis of case-control studies
by Shaun R. Seaman & Sylvia Richardson
March 2005, Volume 92, Issue 1
- 1-17 Semiparametric analysis of short-term and long-term hazard ratios with two-sample survival data
by Song Yang & Ross Prentice - 19-29 Semiparametric regression analysis of mean residual life with censored survival data
by Y. Q. Chen & S. Cheng - 31-46 Bayesian exponentially tilted empirical likelihood
by Susanne M. Schennach - 47-57 On the implementation of local probability matching priors for interest parameters
by Trevor J. Sweeting - 59-74 Local polynomial regression analysis of clustered data
by Kani Chen & Zhezhen Jin - 75-89 Covariate-adjusted regression
by Damla Şenturk & Hans-Georg Muller - 91-103 Exact likelihood ratio tests for penalised splines
by Ciprian Crainiceanu & David Ruppert & Gerda Claeskens & M. P. Wand - 105-118 Theory for penalised spline regression
by Peter Hall & J. D. Opsomer - 119-133 Multiscale generalised linear models for nonparametric function estimation
by Eric D. Kolaczyk & Robert D. Nowak - 135-148 Discrete-transform approach to deconvolution problems
by Peter Hall & Peihua Qiu - 149-158 Standard errors and covariance matrices for smoothed rank estimators
by B. M. Brown & You-Gan Wang - 159-171 Nonparametric tests for and against likelihood ratio ordering in the two-sample problem
by Christopher A. Carolan & Joshua M. Tebbs - 173-182 Power of edge exclusion tests in graphical Gaussian models
by M. Fátima Salgueiro & Peter W. F. Smith & John W. McDonald - 183-196 On measuring the variability of small area estimators under a basic area level model
by Gauri Sankar Datta & J. N. K. Rao & David Daniel Smith - 197-212 Adaptive two-stage test procedures to find the best treatment in clinical trials
by Wolfgang Bischoff & Frank Miller - 213-227 Exploiting occurrence times in likelihood inference for componentwise maxima
by Alec Stephenson & Jonathan Tawn - 229-233 An examination of the effect of heterogeneity on the estimation of population size using capture-recapture data
by Wen-Han Hwang & Richard Huggins - 234-241 Calibrated interpolated confidence intervals for population quantiles
by Yvonne H. S. Ho & Stephen M. S. Lee - 242-247 A note on shrinkage sliced inverse regression
by Liqiang Ni & R. Dennis Cook & Chih-Ling Tsai - 249-249 Shape, Procrustes tangent projections and bilateral symmetry
by J. T. Kent & K. V. Mardia - 249-250 Statistical assessment of bilateral symmetry of shapes
by K. V. Mardia & F. L. Bookstein & I. J. Moreton - 250-250 Using logistic regression procedures for estimating receiver operating characteristic curves
by Jing Qin & Biao Zhang
December 2004, Volume 91, Issue 4
- 763-783 Estimation of treatment effects in randomised trials with non-compliance and a dichotomous outcome using structural mean models
by James Robins & Andrea Rotnitzky - 785-800 Model selection in irregular problems: Applications to mapping quantitative trait loci
by David Siegmund - 801-818 Additive hazards model with multivariate failure time data
by Guosheng Yin & Jianwen Cai - 819-834 A crossvalidation method for estimating conditional densities
by Jianqing Fan & Tsz Ho Yim - 835-848 Locally efficient semiparametric estimators for functional measurement error models
by Anastasios A. Tsiatis & Yanyuan Ma - 849-862 A semiparametric changepoint model
by Zhong Guan - 863-876 Adjusting for covariate errors with nonparametric assessment of the true covariate distribution
by Donald A. Pierce & Albrecht M. Kellerer - 877-891 Adaptive cluster double sampling
by Martín H. Felix-Medina & Steven K. Thompson - 893-912 Efficient balanced sampling: The cube method
by Jean-Claude Deville & Yves Tille - 913-927 Coordination, combination and extension of balanced samples
by Yves Tille & Anne-Catherine Favre - 929-941 A paradox concerning nuisance parameters and projected estimating functions
by Masayuki Henmi & Shinto Eguchi - 943-954 Statistical inference based on non-smooth estimating functions
by L. Tian & J. Liu & Y. Zhao & L. J. Wei - 955-973 'Analytic' wavelet thresholding
by Sofia C. Olhede & Andrew T. Walden - 975-986 Multivariate distributions with support above the diagonal
by M. C. Jones & P. V. Larsen - 987-994 The distribution of the difference between two t-variates
by Paul H. Garthwaite & John R. Crawford
September 2004, Volume 91, Issue 3
- 529-541 Case-control current status data
by Nicholas P. Jewell - 543-558 Inference based on the EM algorithm for the competing risks model with masked causes of failure
by Radu V. Craiu - 559-578 Fractional hot deck imputation
by Jae Kwang Kim - 579-589 A diagnostic procedure based on local influence
by Hongtu Zhu - 591-602 Model selection for Gaussian concentration graphs
by Mathias Drton - 603-612 A modified likelihood ratio statistic for some nonregular models
by Thomas A. Severini - 613-628 Large-sample properties of the periodogram estimator of seasonally persistent processes
by Sofia C. Olhede - 629-643 Multivariate spectral analysis using Cholesky decomposition
by Ming Dai - 645-659 On multiple regression models with nonstationary correlated errors
by Suhasini Subba Rao - 661-681 Efficient estimation for semivarying-coefficient models
by Yingcun Xia - 683-703 Temporal process regression
by J. P. Fine - 705-714 The geometry of biplot scaling
by J. C. Gower - 715-727 A superiority-equivalence approach to one-sided tests on multiple endpoints in clinical trials
by Ajit C. Tamhane - 729-737 A note on pseudolikelihood constructed from marginal densities
by D. R. Cox - 738-742 Measurement exchangeability and normal one-factor models
by Henk Kelderman - 743-750 Nonparametric confidence intervals for receiver operating characteristic curves
by Peter Hall - 751-757 Efficient recursions for general factorisable models
by R. Reeves - 758-761 Permutation invariance of alternating logistic regression for multivariate binary data
by Anthony Y. C. Kuk
June 2004, Volume 91, Issue 2
- 251-262 Profile-kernel versus backfitting in the partially linear models for longitudinal/clustered data
by Zonghui Hu - 263-275 Sample-size formula for clustered survival data using weighted log-rank statistics
by Ronald E. Gangnon - 277-290 Semiparametric regression analysis for doubly censored data
by T. Cai - 291-303 Regression methods for gap time hazard functions of sequentially ordered multivariate failure time data
by Douglas E. Schaubel - 305-319 Weighted estimating equations for semiparametric transformation models with censored data from a case-cohort design
by Lan Kong - 321-330 Analysis of longitudinal data in case-control studies
by Eunsik Park - 331-343 On semiparametric transformation cure models
by Wenbin Lu - 345-362 Stochastic multitype epidemics in a community of households: Estimation of threshold parameter R-sub-* and secure vaccination coverage
by Frank G. Ball - 363-382 Estimating vaccine efficacy from small outbreaks
by Niels G. Becker - 383-392 Multimodality of the likelihood in the bivariate seemingly unrelated regressions model
by Mathias Drton - 393-408 Nonparametric inference for stochastic linear hypotheses: Application to high-dimensional data
by Jeanne Kowalski - 409-423 Principal Hessian Directions for regression with measurement error
by Heng-Hui Lue - 425-446 Bayes linear kinematics and Bayes linear Bayes graphical models
by Michael Goldstein - 447-459 Assessing robustness of generalised estimating equations and quadratic inference functions
by Annie Qu - 461-470 Efficient Robbins--Monro procedure for binary data
by V. Roshan Joseph - 471-490 Efficient importance sampling for events of moderate deviations with applications
by Cheng-Der Fuh - 491-496 Nonparametric detection of correlated errors
by Tae Yoon Kim - 497-505 Posterior probability intervals in Bayesian wavelet estimation
by C. Semadeni
March 2004, Volume 91, Issue 1
- 1-14 Bayesian correlation estimation
by John C. Liechty - 15-25 Equivalence of prospective and retrospective models in the Bayesian analysis of case-control studies
by Shaun R. Seaman - 27-43 Bayesian information criteria and smoothing parameter selection in radial basis function networks
by Sadanori Konishi - 45-63 Bayesian criterion based model assessment for categorical data
by Ming-Hui Chen - 65-80 Quasi-variances
by David Firth - 81-94 Statistical inference for infinite-dimensional parameters via asymptotically pivotal estimating functions
by M. A. Goldwasser - 95-112 Small-area estimation based on natural exponential family quadratic variance function models and survey weights
by Malay Ghosh - 113-123 Testing for multimodality with dependent data
by K. S. Chan - 125-140 Data-informed influence analysis
by Frank Critchley - 141-151 On identification of multi-factor models with correlated residuals
by Michel Grzebyk - 153-164 Design sensitivity in observational studies
by Paul R. Rosenbaum - 165-176 A comparison of sequential and non-sequential designs for discrimination between nested regression models
by Holger Dette - 177-193 Equivalent kernels of smoothing splines in nonparametric regression for clustered/longitudinal data
by Xihong Lin - 195-209 Generalised likelihood ratio tests for spectral density
by Jianqing Fan - 211-218 Contiguity of the Whittle measure for a Gaussian time series
by Nidhan Choudhuri - 219-225 Estimating genetic association parameters from family data
by Alice S. Whittemore - 226-233 Boosting kernel density estimates: A bias reduction technique?
by Marco Di Marzio - 234-239 Compatibility among marginal densities
by Yuchung J. Wang - 240-245 Revisiting simple linear regression with autocorrelated errors
by Jaechoul Lee - 246-248 A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997)
by Toshiaki Watanabe
December 2003, Volume 90, Issue 4
- 747-764 Analysis of multivariate missing data with nonignorable nonresponse
by Gong Tang - 765-775 Matching conditional and marginal shapes in binary random intercept models using a bridge distribution function
by Zengri Wang - 777-790 Observation-driven models for Poisson counts
by Richard A. Davis - 791-808 Exponential functionals and means of neutral-to-the-right priors
by Ilenia Epifani - 809-830 Efficient estimation of covariance selection models
by Frederick Wong - 831-844 Nonparametric estimation of large covariance matrices of longitudinal data
by Wei Biao Wu - 845-858 Adjusted profile estimating function
by Molin Wang - 859-879 A hybrid estimator in nonlinear and generalised linear mixed effects models
by Tze Leung Lai - 881-890 Second-order power comparisons for a class of nonparametric likelihood-based tests
by Francesco Bravo - 891-898 Minimum aberration construction results for nonregular two-level fractional factorial designs
by Neil A. Butler - 899-912 Martingale difference residuals as a diagnostic tool for the Cox model
by Peter D. Sasieni - 913-922 Testing the proportional odds model under random censoring
by Jean-Yves Dauxois - 923-936 Choosing sample size for a clinical trial using decision analysis
by Yi Cheng - 937-951 Optimal calibration estimators in survey sampling
by Changbao Wu - 953-966 Asymptotic distributions of principal components based on robust dispersions
by Hengjian Cui - 967-975 Least absolute deviations estimation for ARCH and GARCH models
by Liang Peng - 976-981 Conditional likelihood inference under complex ascertainment using data augmentation
by David Clayton - 982-984 Conditional and marginal association for binary random variables
by D. R. Cox - 985-990 A note on methods of restoring consistency to the bootstrap
by Richard Samworth - 991-994 A note on 'Testing the number of components in a normal mixture'
by Neal O. Jeffries
September 2003, Volume 90, Issue 3
- 491-515 Uniform consistency in causal inference
by James M. Robins - 517-531 Conditioning to reduce the sensitivity of general estimating functions to nuisance parameters
by John J. Hanfelt - 533-549 Modified profile likelihoods in models with stratum nuisance parameters
by N. Sartori - 551-566 Generalised structured models
by Enno Mammen - 567-576 On the geometry of measurement error models
by Paul Marriott - 577-584 Khmaladze-type graphical evaluation of the proportional hazards assumption
by John O'Quigley - 585-596 Using logistic regression procedures for estimating receiver operating characteristic curves
by Jing Qin - 597-611 Inference about a secondary process following a sequential trial
by W. J. Hall - 613-627 Bayesian inference for Markov processes with diffusion and discrete components
by P. G. Blackwell - 629-641 A Bayesian justification of Cox's partial likelihood
by Debajyoti Sinha - 643-654 A multiple-imputation Metropolis version of the EM algorithm
by Carlo Gaetan