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Content
September 2003, Volume 90, Issue 3
- 655-668 Spherical regression
by T. D. Downs - 669-678 Assessing landmark influence on shape variation
by Michael H. Albert - 679-701 Principal component models for correlation matrices
by Robert J. Boik - 703-716 Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models
by Wai-Cheung Ip - 717-723 Estimating subject-specific survival functions under the accelerated failure time model
by Yuhyun Park - 724-727 Identifiability and censored data
by Nader Ebrahimi - 728-731 Studies in the history of probability and statistics XLVIII The Bayesian contributions of Ernest Lhoste
by Lyle Broemeling - 732-740 Rank-based regression with repeated measurements data
by Sin-Ho Jung - 741-746 Robust variance estimation for rate ratio parameter estimates from individually matched case-control data
by Anny Hui Xiang
June 2003, Volume 90, Issue 2
- 251-267 Decomposability and selection of graphical models for multivariate time series
by Roland Fried - 269-287 Nonparametric analysis of covariance for censored data
by Yunling Du - 289-302 Fully Bayesian spline smoothing and intrinsic autoregressive priors
by Paul L. Speckman - 303-317 Bayesian methods for partial stochastic orderings
by Peter D. Hoff - 319-326 Bayesian empirical likelihood
by Nicole A. Lazar - 327-339 Likelihood for component parameters
by D. A. S. Fraser - 341-353 Rank-based inference for the accelerated failure time model
by Zhezhen Jin - 355-366 A serially correlated gamma frailty model for longitudinal count data
by Robin Henderson - 367-378 On the inefficiency of the adaptive design for monitoring clinical trials
by Anastasios A. Tsiatis - 379-392 Discriminant analysis through a semiparametric model
by Y. Lin - 393-410 Prepivoting by weighted bootstrap iteration
by Stephen M. S. Lee - 411-421 Weighted chi-squared tests for partial common principal component subspaces
by James R. Schott - 423-434 Measures for designs in experiments with correlated errors
by Werner G. Müller - 435-444 Closed-form likelihoods for Arnason--Schwarz models
by R. King - 445-453 The Wilson--Hilferty transformation is locally saddlepoint
by George R. Terrell - 455-463 A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations
by Bahjat F. Qaqish - 465-470 Sufficient conditions for balanced incomplete block designs to be minimal fractional combinatorial treatment designs
by Damaraju Raghavarao - 471-477 Estimating ordered binomial proportions with the use of group testing
by Joshua M. Tebbs - 478-481 Copula model generated by Dabrowska's association measure
by David Oakes - 482-488 On sufficient conditions for Bayesian consistency
by Stephen Walker - 489-490 A counterexample to a claim about stochastic simulations
by Bo Henry Lindqvist
March 2003, Volume 90, Issue 1
- 1-13 Nonparametric estimation in nonlinear mixed effects models
by Tze Leung Lai - 15-27 Generalised linear models for correlated pseudo-observations, with applications to multi-state models
by Per Kragh Andersen - 29-41 Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
by You-Gan Wang - 43-52 Marginal nonparametric kernel regression accounting for within-subject correlation
by Naisyin Wang - 53-71 Pattern-mixture models with proper time dependence
by M. G. Kenward - 73-84 Confidence regions when the Fisher information is zero
by Matteo Bottai - 85-97 Heteroscedastic factor analysis
by Sock-Cheng Lewin-Koh - 99-112 Likelihood inference in nearest-neighbour classification models
by Christopher C. Holmes - 113-125 Estimating central subspaces via inverse third moments
by Xiangrong Yin - 127-137 Implementing matching priors for frequentist inference
by Richard A. Levine - 139-156 A dependence measure for multivariate and spatial extreme values: Properties and inference
by Martin Schlather - 157-169 Random effects Cox models: A Poisson modelling approach
by Renjun Ma - 171-182 Estimation of a failure time distribution based on imperfect diagnostic tests
by R. Balasubramanian - 183-197 Nonparametric estimation from current status data with competing risks
by Nicholas P. Jewell - 199-208 A nonparametric test for panel count data
by Jianguo Sun - 209-222 Bürmann expansion and test for additivity
by K. S. Chan - 223-232 A test for linear versus convex regression function using shape-restricted regression
by Mary C. Meyer - 233-238 Some theory for constructing minimum aberration fractional factorial designs
by Neil A. Butler - 239-244 On modelling mean-covariance structures in longitudinal studies
by Jianxin Pan - 245-250 A proof of the conjecture on positive skewness of generalised inverse Gaussian distributions
by Truc T. Nguyen
December 2002, Volume 89, Issue 4
- 731-743 On the applicability of regenerative simulation in Markov chain Monte Carlo
by James P. Hobert - 745-754 Empirical supremum rejection sampling
by Brian S. Caffo - 755-767 Asymptotic approximations to posterior distributions via conditional moment equations
by Julie L. Yee - 769-784 Bayesian inference for the uncertainty distribution of computer model outputs
by Jeremy Oakley - 785-806 Bayesian model discrimination for multiple strata capture-recapture data
by R. King - 807-817 A new Bayesian method for nonparametric capture-recapture models in presence of heterogeneity
by Luca Tardella - 819-829 Estimation of nonstationary spatial covariance structure
by David J. Nott - 831-840 Estimation in a simple random effects model with nonnormal distributions
by D. R. Cox - 841-850 Testing ignorable missingness in estimating equation approaches for longitudinal data
by Annie Qu - 851-860 A practical affine equivariant multivariate median
by Thomas P. Hettmansperger - 861-875 Influence functions and outlier detection under the common principal components model: A robust approach
by Graciela Boente - 877-891 Generalised incomplete Trojan designs
by R. N. Edmondson - 893-904 Uniform designs limit aliasing
by Fred J. Hickernell - 905-916 Semiparametric inference in matched case-control studies with missing covariate data
by Paul J. Rathouz - 917-931 Additive hazards models with latent treatment effectiveness lag time
by Y. Q. Chen - 933-938 Saddlepoint approximations as smoothers
by A. C. Davison - 939-946 Forward search added-variable t-tests and the effect of masked outliers on model selection
by Anthony C. Atkinson - 947-951 Improved likelihood ratio tests on the von Mises--Fisher distribution
by P. V. Larsen - 952-957 On an exact probability matching property of right-invariant priors
by Thomas A. Severini - 958-961 A note on a partial empirical likelihood
by F. Zou
August 2002, Volume 89, Issue 3
- 491-512 Expected-posterior prior distributions for model selection
by Jose M. Perez - 513-528 Bayesian mixture of splines for spatially adaptive nonparametric regression
by Sally A. Wood - 529-538 Bayesian nonparametric multiple imputation of partially observed data with ignorable nonresponse
by Susan M. Paddock - 539-552 A sequential particle filter method for static models
by Nicolas Chopin - 553-566 Bayesian analysis of covariance matrices and dynamic models for longitudinal data
by Michael J. Daniels - 567-578 Analysis of clustered data: A combined estimating equations approach
by Julie A. Stoner - 579-590 Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
by Xuming He - 591-602 Testing model adequacy for dynamic panel data with intercorrelation
by Bo Fu - 603-616 A simple and efficient simulation smoother for state space time series analysis
by J. Durbin - 617-634 Estimation of the failure time distribution in the presence of informative censoring
by Daniel O. Scharfstein - 635-648 Comparing nonnested Cox models
by J. P. Fine - 649-658 Efficient estimation in additive hazards regression with current status data
by Torben Martinussen - 659-668 Semiparametric analysis of transformation models with censored data
by Kani Chen - 669-682 A Poisson model for the coverage problem with a genomic application
by Chang Xuan Mao - 683-698 Circular regression
by T. D. Downs - 699-708 Sequential tests and estimators after overrunning based on maximum-likelihood ordering
by W. J. Hall - 709-718 An efficient design for model discrimination and parameter estimation in linear models
by Atanu Biswas - 719-723 Probabilistic model for two dependent circular variables
by Harshinder Singh - 724-730 A recursive algorithm for Markov random fields
by Francesco Bartolucci
June 2002, Volume 89, Issue 2
- 251-263 Degrees-of-freedom tests for smoothing splines
by Eva Cantoni - 265-281 Semiparametric regression for count data
by Cinzia Carota - 283-298 A flexible additive multiplicative hazard model
by Torben Martinussen - 299-314 Modelling multivariate failure time associations in the presence of a competing risk
by Karen Bandeen-Roche - 315-331 Overestimation of the receiver operating characteristic curve for logistic regression
by J. B. Copas - 333-343 Modified estimating functions
by Thomas A. Severini - 345-358 Empirical likelihood-based inference in linear errors-in-covariables models with validation data
by Qihua Wang - 359-374 Permutation tests for equality of distributions in high-dimensional settings
by Peter Hall - 375-388 Local multiple imputation
by Marc Aerts - 389-399 Analysing longitudinal count data with overdispersion
by Vandna Jowaheer - 401-409 A type of restricted maximum likelihood estimator of variance components in generalised linear mixed models
by J. G. Liao - 411-421 Goodness-of-fit test for complete spatial randomness against mixtures of regular and clustered spatial point processes
by P. Grabarnik - 423-436 Goodness of fit of biplots and correspondence analysis
by K. Ruben Gabriel - 437-450 Accurate confidence limits for scalar functions of vector M-estimands
by Thomas J. DiCiccio - 451-456 Nonparametric state estimation of diffusion processes
by Isao Shoji - 457-461 The sampling properties of conditional independence graphs for structural vector autoregressions
by Marco Reale - 462-469 On some models for multivariate binary variables parallel in complexity with the multivariate Gaussian distribution
by D. R. Cox - 470-477 A note on approximate Bayesian bootstrap imputation
by J. K. Kim - 478-483 The convergence rate of the TM algorithm of Edwards & Lauritzen
by Rolf Sundberg - 484-489 Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case
by Robert B. Davies
March 2002, Volume 89, Issue 1
- 1-22 A class of logistic-type discriminant functions
by Shinto Eguchi - 23-37 The analysis of retrospective family studies
by J. Neuhaus - 39-48 A semiparametric pseudolikelihood estimation method for panel count data
by Ying Zhang - 49-60 Optimal asymmetric one-sided group sequential tests
by Stuart Barber - 61-75 On empirical likelihood for a semiparametric mixture model
by F. Zou - 77-93 On the local geometry of mixture models
by Paul Marriott - 95-110 Estimating and interpolating a Markov chain from aggregate data
by B. A. Davis - 111-128 Varying-coefficient models and basis function approximations for the analysis of repeated measurements
by Jianhua Z. Huang - 129-143 The discrimination power of projection pursuit with different density estimators
by Olivier Renaud - 145-158 Estimating and depicting the structure of a distribution of random functions
by Peter Hall - 159-182 Spectral models for covariance matrices
by Robert J. Boik - 183-196 Models and inference for uncertainty in extremal dependence
by Stuart Coles - 197-210 Spectral methods for nonstationary spatial processes
by Montserrat Fuentes - 211-224 Empty confidence sets for epidemics, branching processes and Brownian motion
by Frank G Ball - 225-229 Optimal main effect plans with non-orthogonal blocking
by Rahul Mukerjee - 230-237 Using empirical likelihood methods to obtain range restricted weights in regression estimators for surveys
by J. Chen - 238-244 Multiple imputation methods for testing treatment differences in survival distributions with missing cause of failure
by Anastasios A. Tsiatis - 245-250 A note on testing for nonlinearity with partially observed time series
by Henghsiu Tsai
0000, Volume 107, Issue 4
- 771-790 On testing marginal versus conditional independence
by F Richard Guo & Thomas S Richardson - 791-808 Combining p-values via averaging
by Vladimir Vovk & Ruodu Wang - 809-825 Multivariate one-sided testing in matched observational studies as an adversarial game
by P L Cohen & M A Olson & C B Fogarty - 827-840 A conditional test with demonstrated insensitivity to unmeasured bias in matched observational studies
by P R Rosenbaum - 841-856 Estimation in linear errors-in-variables models with unknown error distribution
by Linh H Nghiem & Michael C Byrd & Cornelis J Potgieter - 857-873 Inference under unequal probability sampling with the Bayesian exponentially tilted empirical likelihood
by A Yiu & R J B Goudie & B D M Tom - 875-889 Optimal Bayesian estimation for random dot product graphs
by Fangzheng Xie & Yanxun Xu - 891-906 The Pitman–Yor multinomial process for mixture modelling
by Antonio Lijoi & Igor Prünster & Tommaso Rigon - 907-917 On specification tests for composite likelihood inference
by Jing Huang & Yang Ning & Nancy Reid & Yong Chen - 919-933 Demystifying a class of multiply robust estimators
by Wei Li & Yuwen Gu & Lan Liu - 935-948 Regression-adjusted average treatment effect estimates in stratified randomized experiments
by Hanzhong Liu & Yuehan Yang - 949-964 General regression model for the subdistribution of a competing risk under left-truncation and right-censoring
by A Bellach & M R Kosorok & P B Gilbert & J P Fine - 965-981 Envelopes in multivariate regression models with nonlinearity and heteroscedasticity
by X Zhang & C E Lee & X Shao - 983-995 A unified approach to the calculation of information operators in semiparametric models
by Lu Mao - 997-1004 Extended stochastic gradient Markov chain Monte Carlo for large-scale Bayesian variable selection
by Qifan Song & Yan Sun & Mao Ye & Faming Liang - 1005-1012 Efficient posterior sampling for high-dimensional imbalanced logistic regression
by Deborshee Sen & Matthias Sachs & Jianfeng Lu & David B Dunson - 1013-1020 Classification via local manifold approximation
by Didong Li & David B Dunson