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November 2015, Volume 77, Issue 5
- 923-945 Group bound: confidence intervals for groups of variables in sparse high dimensional regression without assumptions on the design
by Nicolai Meinshausen - 947-972 A split-and-merge Bayesian variable selection approach for ultrahigh dimensional regression
by Qifan Song & Faming Liang - 973-999 Bayesian non-parametric models for spatially indexed data of mixed type
by Georgios Papageorgiou & Sylvia Richardson & Nicky Best - 1001-1024 Estimation of extreme quantiles for functions of dependent random variables
by Jinguo Gong & Yadong Li & Liang Peng & Qiwei Yao
September 2015, Volume 77, Issue 4
- 727-753 Causal inference from 2-super-K factorial designs by using potential outcomes
by Tirthankar Dasgupta & Natesh S. Pillai & Donald B. Rubin - 755-776 Regression analysis of sparse asynchronous longitudinal data
by Hongyuan Cao & Donglin Zeng & Jason P. Fine - 777-801 Components and completion of partially observed functional data
by David Kraus - 803-825 A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees
by Kshitij Khare & Sang-Yun Oh & Bala Rajaratnam - 827-851 Sparsifying the Fisher linear discriminant by rotation
by Ning Hao & Bin Dong & Jianqing Fan - 853-877 Determinantal point process models and statistical inference
by Frédéric Lavancier & Jesper Møller & Ege Rubak - 879-892 Sequential sufficient dimension reduction for large p, small n problems
by Xiangrong Yin & Haileab Hilafu
June 2015, Volume 77, Issue 3
- 509-579 Sequential quasi Monte Carlo
by Mathieu Gerber & Nicolas Chopin - 581-615 Causal mediation analysis in the multilevel intervention and multicomponent mediator case
by Cheng Zheng & Xiao-Hua Zhou - 617-646 Frequentist accuracy of Bayesian estimates
by Bradley Efron - 647-676 Local dependence in random graph models: characterization, properties and statistical inference
by Michael Schweinberger & Mark S. Handcock - 677-697 Quasi-likelihood for spatial point processes
by Yongtao Guan & Abdollah Jalilian & Rasmus Waagepetersen - 699-726 An h-likelihood method for spatial mixed linear models based on intrinsic auto-regressions
by Somak Dutta & Debashis Mondal
March 2015, Volume 77, Issue 2
- 319-348 Dynamic functional principal components
by Siegfried Hörmann & Łukasz Kidziński & Marc Hallin - 349-371 Inference for non-stationary time series regression with or without inequality constraints
by Zhou Zhou - 373-396 Doubly robust estimation of the local average treatment effect curve
by Elizabeth L. Ogburn & Andrea Rotnitzky & James M. Robins - 397-415 Semiparametric transformation models for causal inference in time-to-event studies with all-or-nothing compliance
by Wen Yu & Kani Chen & Michael E. Sobel & Zhiliang Ying - 417-442 Estimation of the marginal expected shortfall: the mean when a related variable is extreme
by Juan-Juan Cai & John H. J. Einmahl & Laurens Haan & Chen Zhou - 443-459 Sparse additive regression on a regular lattice
by Felix Abramovich & Tal Lahav - 461-473 Asymptotic permutation tests in general factorial designs
by Markus Pauly & Edgar Brunner & Frank Konietschke - 475-507 Multiple-change-point detection for high dimensional time series via sparsified binary segmentation
by Haeran Cho & Piotr Fryzlewicz
January 2015, Volume 77, Issue 1
- 3-33 Stochastic partial differential equation based modelling of large space–time data sets
by Fabio Sigrist & Hans R. Künsch & Werner A. Stahel - 35-58 Marginally specified priors for non-parametric Bayesian estimation
by David C. Kessler & Peter D. Hoff & David B. Dunson - 59-83 False discovery control in large-scale spatial multiple testing
by Wenguang Sun & Brian J. Reich & T. Tony Cai & Michele Guindani & Armin Schwartzman - 85-106 Excursion and contour uncertainty regions for latent Gaussian models
by David Bolin & Finn Lindgren - 107-130 Quantile regression adjusting for dependent censoring from semicompeting risks
by Ruosha Li & Limin Peng - 131-148 Joint modelling of repeated measurements and time-to-event outcomes: flexible model specification and exact likelihood inference
by Jessica Barrett & Peter Diggle & Robin Henderson & David Taylor-Robinson - 149-169 Confidence bands in non-parametric errors-in-variables regression
by Aurore Delaigle & Peter Hall & Farshid Jamshidi - 171-194 Variance function partially linear single-index models
by Heng Lian & Hua Liang & Raymond J. Carroll - 195-217 Conditional inferential models: combining information for prior-free probabilistic inference
by Ryan Martin & Chuanhai Liu - 219-238 A joint modelling approach for longitudinal studies
by Weiping Zhang & Chenlei Leng & Cheng Yong Tang - 239-265 Estimation of Hüsler–Reiss distributions and Brown–Resnick processes
by Sebastian Engelke & Alexander Malinowski & Zakhar Kabluchko & Martin Schlather - 267-290 Bootstrapping locally stationary processes
by Jens-Peter Kreiss & Efstathios Paparoditis - 291-318 Jointly interventional and observational data: estimation of interventional Markov equivalence classes of directed acyclic graphs
by Alain Hauser & Peter Bühlmann
November 2014, Volume 76, Issue 5
- 833-859 Relevant statistics for Bayesian model choice
by Jean-Michel Marin & Natesh S. Pillai & Christian P. Robert & Judith Rousseau - 861-884 A non-parametric entropy-based approach to detect changes in climate extremes
by Philippe Naveau & Armelle Guillou & Théo Rietsch - 885-901 On estimation efficiency of the central mean subspace
by Yanyuan Ma & Liping Zhu - 903-924 Multiple-change-point detection for auto-regressive conditional heteroscedastic processes
by P. Fryzlewicz & S. Subba Rao - 925-947 Transformations and invariance in the sensitivity analysis of computer experiments
by E. Borgonovo & S. Tarantola & E. Plischke & M. D. Morris - 949-975 Split sample methods for constructing confidence intervals for binomial and Poisson parameters
by Geoffrey Decrouez & Peter Hall
September 2014, Volume 76, Issue 4
- 683-712 Estimates and standard errors for ratios of normalizing constants from multiple Markov chains via regeneration
by Hani Doss & Aixin Tan - 713-733 The Bayesian bridge
by Nicholas G. Polson & James G. Scott & Jesse Windle - 735-748 Quick and easy one-step parameter estimation in differential equations
by Peter Hall & Yanyuan Ma - 749-769 Model selection for estimating treatment effects
by Craig A. Rolling & Yuhong Yang - 771-794 Generalized α-investing: definitions, optimality results and application to public databases
by Ehud Aharoni & Saharon Rosset - 795-816 A scalable bootstrap for massive data
by Ariel Kleiner & Ameet Talwalkar & Purnamrita Sarkar & Michael I. Jordan - 817-832 On semiparametric inference of geostatistical models via local Karhunen–Loève expansion
by Tingjin Chu & Haonan Wang & Jun Zhu
June 2014, Volume 76, Issue 3
- 485-493 The deviance information criterion: 12 years on
by David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Linde - 495-580 Multiscale change point inference
by Klaus Frick & Axel Munk & Hannes Sieling - 581-603 Structured functional additive regression in reproducing kernel Hilbert spaces
by Hongxiao Zhu & Fang Yao & Hao Helen Zhang - 605-626 Linear manifold modelling of multivariate functional data
by Jeng-Min Chiou & Hans-Georg Müller - 627-649 High dimensional thresholded regression and shrinkage effect
by Zemin Zheng & Yingying Fan & Jinchi Lv - 651-682 Non-parametric and adaptive modelling of dynamic periodicity and trend with heteroscedastic and dependent errors
by Yu-Chun Chen & Ming-Yen Cheng & Hau-Tieng Wu
March 2014, Volume 76, Issue 2
- 319-347 Association pattern discovery via theme dictionary models
by Ke Deng & Zhi Geng & Jun S. Liu - 349-372 Two-sample test of high dimensional means under dependence
by T. Tony Cai & Weidong Liu & Yin Xia - 373-397 The joint graphical lasso for inverse covariance estimation across multiple classes
by Patrick Danaher & Pei Wang & Daniela M. Witten - 399-438 Preadjusted non-parametric estimation of a conditional distribution function
by Noël Veraverbeke & Irène Gijbels & Marek Omelka - 439-461 Space–time modelling of extreme events
by R. Huser & A. C. Davison - 463-483 Regularized matrix regression
by Hua Zhou & Lexin Li
January 2014, Volume 76, Issue 1
- 1-2 Report of the Editors—2013
by G. O. Roberts & I. Van Keilegom - 3-27 Conditional transformation models
by Torsten Hothorn & Thomas Kneib & Peter Bühlmann - 29-46 A separable model for dynamic networks
by Pavel N. Krivitsky & Mark S. Handcock - 47-69 Outlier robust small area estimation
by Ray Chambers & Hukum Chandra & Nicola Salvati & Nikos Tzavidis - 71-96 Distribution-free prediction bands for non-parametric regression
by Jing Lei & Larry Wasserman - 97-111 Non-parametric identification and estimation of the number of components in multivariate mixtures
by Hiroyuki Kasahara & Katsumi Shimotsu - 113-140 Efficient estimation of non-linear finite population parameters by using non-parametrics
by Camelia Goga & Anne Ruiz-Gazen - 141-167 Model selection principles in misspecified models
by Jinchi Lv & Jun S. Liu - 169-196 Improved estimation in cumulative link models
by Ioannis Kosmidis - 197-215 Semiparametric inference for data with a continuous outcome from a two-phase probability-dependent sampling scheme
by Haibo Zhou & Wangli Xu & Donglin Zeng & Jianwen Cai - 217-242 Confidence intervals for low dimensional parameters in high dimensional linear models
by Cun-Hui Zhang & Stephanie S. Zhang - 243-263 Covariate balancing propensity score
by Kosuke Imai & Marc Ratkovic - 265-295 Optimal designs for dose finding studies with an active control
by Holger Dette & Christine Kiss, & Norbert Benda & Frank Bretz - 297-318 Selective inference on multiple families of hypotheses
by Yoav Benjamini & Marina Bogomolov
November 2013, Volume 75, Issue 5
- 791-819 Statistical inference for max-stable processes in space and time
by Richard A. Davis & Claudia Klüppelberg & Christina Steinkohl - 821-849 Point process modelling for directed interaction networks
by Patrick O. Perry & Patrick J. Wolfe - 851-877 Envelopes and partial least squares regression
by R. D. Cook & I. S. Helland & Z. Su - 879-904 A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series
by Guy Nason
September 2013, Volume 75, Issue 4
- 603-680 Large covariance estimation by thresholding principal orthogonal complements
by Jianqing Fan & Yuan Liao & Martina Mincheva - 681-703 Spatial spline regression models
by Laura M. Sangalli & James O. Ramsay & Timothy O. Ramsay - 705-723 Probabilistic causality and detecting collections of interdependence patterns
by Roland R. Ramsahai - 725-741 Smoothing parameter selection in two frameworks for penalized splines
by Tatyana Krivobokova - 743-768 Marginal log-linear parameters for graphical Markov models
by Robin J. Evans & Thomas S. Richardson - 769-790 Asymptotics of the discrete log-concave maximum likelihood estimator and related applications
by Fadoua Balabdaoui & Hanna Jankowski & Kaspar Rufibach & Marios Pavlides
June 2013, Volume 75, Issue 3
- 397-426 SMC-super-2: an efficient algorithm for sequential analysis of state space models
by N. Chopin & P. E. Jacob & O. Papaspiliopoulos - 427-450 Condition-number-regularized covariance estimation
by Joong-Ho Won & Johan Lim & Seung-Jean Kim & Bala Rajaratnam - 451-469 Estimating heterogeneity variance in meta-analysis
by Andrew L. Rukhin - 471-498 Differential geometric least angle regression: a differential geometric approach to sparse generalized linear models
by Luigi Augugliaro & Angelo M. Mineo & Ernst C. Wit - 499-529 Comparing distributions by using dependent normalized random-measure mixtures
by J. E. Griffin & M. Kolossiatis & M. F. J. Steel - 531-552 Tuning parameter selection in high dimensional penalized likelihood
by Yingying Fan & Cheng Yong Tang - 553-575 Extended likelihood approach to large-scale multiple testing
by Youngjo Lee & Jan F. Bjørnstad - 577-599 Fast bivariate P-splines: the sandwich smoother
by Luo Xiao & Yingxing Li & David Ruppert - 601-602 Corrigendum: Spatiotemporal prediction for log-Gaussian Cox processes
by Benjamin M. Taylor & Peter J. Diggle
March 2013, Volume 75, Issue 2
- 207-215 A return to an old paper: ‘Tests of separate families of hypotheses’
by D. R. Cox - 217-246 Independent screening for single-index hazard rate models with ultrahigh dimensional features
by Anders Gorst-Rasmussen & Thomas Scheike - 247-276 Residuals and goodness-of-fit tests for stationary marked Gibbs point processes
by Jean-François Coeurjolly & Frédéric Lavancier - 277-304 Non-parametric survival analysis of infectious disease data
by Eben Kenah - 305-322 Doubly robust and efficient estimators for heteroscedastic partially linear single-index models allowing high dimensional covariates
by Yanyuan Ma & Liping Zhu - 323-343 Inference for linear models with dependent errors
by Zhou Zhou & Xiaofeng Shao - 345-367 Optimal predictions of powers of conditionally heteroscedastic processes
by Christian Francq & Jean-Michel Zakoïan - 369-396 Adjusting treatment effect estimates by post-stratification in randomized experiments
by Luke W. Miratrix & Jasjeet S. Sekhon & Bin Yu
January 2013, Volume 75, Issue 1
- 1-2 Report of the Editors—2012
by G. O. Roberts & I. Van Keilegom - 3-54 Group sequential tests for delayed responses (with discussion)
by Lisa V. Hampson & Christopher Jennison - 55-80 Variable selection with error control: another look at stability selection
by Rajen D. Shah & Richard J. Samworth - 81-102 Mann–Whitney test with adjustments to pretreatment variables for missing values and observational study
by Song Xi Chen & Jing Qin & Cheng Yong Tang - 103-122 Estimation of the mean of functional time series and a two-sample problem
by Lajos Horváth & Piotr Kokoszka & Ron Reeder - 123-138 New local estimation procedure for a non-parametric regression function for longitudinal data
by Weixin Yao & Runze Li - 139-159 Dimension reduction and alleviation of confounding for spatial generalized linear mixed models
by John Hughes & Murali Haran - 161-184 Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration
by Xiaofeng Shao & Dimitris N. Politis - 185-206 Robust estimation for homoscedastic regression in the secondary analysis of case–control data
by Jiawei Wei & Raymond J. Carroll & Ursula U. Müller & Ingrid Van Keilegom & Nilanjan Chatterjee
November 2012, Volume 74, Issue 5
- 773-797 Robust detection and identification of sparse segments in ultrahigh dimensional data analysis
by T. Tony Cai & X. Jessie Jeng & Hongzhe Li - 799-824 Joint composite estimating functions in spatiotemporal models
by Yun Bai & Peter X.-K. Song & T. E. Raghunathan - 825-847 Ordinal dominance curve based inference for stochastically ordered distributions
by Ori Davidov & Amir Herman - 849-870 Correlation pursuit: forward stepwise variable selection for index models
by Wenxuan Zhong & Tingting Zhang & Yu Zhu & Jun S. Liu - 871-891 Empirical Bayes false coverage rate controlling confidence intervals
by Zhigen Zhao & J. T. Gene Hwang
September 2012, Volume 74, Issue 4
- 623-671 Probabilistic index models
by Olivier Thas & Jan De Neve & Lieven Clement & Jean-Pierre Ottoy - 673-696 The relative frailty variance and shared frailty models
by C. Paddy Farrington & Steffen Unkel & Karim Anaya-Izquierdo - 697-719 Local polynomial regression for symmetric positive definite matrices
by Ying Yuan & Hongtu Zhu & Weili Lin & J. S. Marron - 721-743 Inference with transposable data: modelling the effects of row and column correlations
by Genevera I. Allen & Robert Tibshirani - 745-771 A road to classification in high dimensional space: the regularized optimal affine discriminant
by Jianqing Fan & Yang Feng & Xin Tong
June 2012, Volume 74, Issue 3
- 361-417 Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the AIC–BIC dilemma
by Tim van Erven & Peter Grünwald & Steven de Rooij - 419-474 Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation
by Paul Fearnhead & Dennis Prangle - 475-513 Learning out of leaders
by Mathilde Mougeot & Dominique Picard & Karine Tribouley - 515-541 Adjusted Bayesian inference for selected parameters
by Daniel Yekutieli - 543-567 Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling
by J. L. Wadsworth & J. A. Tawn - 569-592 The phylogenetic Kantorovich–Rubinstein metric for environmental sequence samples
by Steven N. Evans & Frederick A. Matsen - 593-622 High dimensional variable selection via tilting
by Haeran Cho & Piotr Fryzlewicz
March 2012, Volume 74, Issue 2
- 183-202 Cumulative incidence association models for bivariate competing risks data
by Yu Cheng & Jason P. Fine - 203-221 Reduced rank stochastic regression with a sparse singular value decomposition
by Kun Chen & Kung‐Sik Chan & Nils Chr. Stenseth - 223-244 Semiparametric tests for sufficient cause interaction
by Stijn Vansteelandt & Tyler J. VanderWeele & James M. Robins - 245-266 Strong rules for discarding predictors in lasso‐type problems
by Robert Tibshirani & Jacob Bien & Jerome Friedman & Trevor Hastie & Noah Simon & Jonathan Taylor & Ryan J. Tibshirani - 267-286 Achieving near perfect classification for functional data
by Aurore Delaigle & Peter Hall - 287-311 Local shrinkage rules, Lévy processes and regularized regression
by Nicholas G. Polson & James G. Scott - 313-336 The dynamic ‘expectation–conditional maximization either’ algorithm
by Yunxiao He & Chuanhai Liu - 337-360 Fast subset scan for spatial pattern detection
by Daniel B. Neill
January 2012, Volume 74, Issue 1
- 1-2 Report of the Editors—2011
by G. Casella & G. Roberts - 3-35 New consistent and asymptotically normal parameter estimates for random‐graph mixture models
by Christophe Ambroise & Catherine Matias - 37-65 Variance estimation using refitted cross‐validation in ultrahigh dimensional regression
by Jianqing Fan & Shaojun Guo & Ning Hao - 67-89 Conditional quantile analysis when covariates are functions, with application to growth data
by Kehui Chen & Hans‐Georg Müller - 91-109 Hybrid confidence regions based on data depth
by Stephen M. S. Lee - 111-132 A full scale approximation of covariance functions for large spatial data sets
by Huiyan Sang & Jianhua Z. Huang - 133-161 Control variates for estimation based on reversible Markov chain Monte Carlo samplers
by Petros Dellaportas & Ioannis Kontoyiannis - 163-182 Adaptive and dynamic adaptive procedures for false discovery rate control and estimation
by Kun Liang & Dan Nettleton
September 2011, Volume 73, Issue 4
- 423-498 An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
by Finn Lindgren & Håvard Rue & Johan Lindström - 499-529 Thick pen transformation for time series
by P. Fryzlewicz & H.‐S. Oh - 531-538 Adaptive inference for the mean of a Gaussian process in functional data
by Florentina Bunea & Andrada E. Ivanescu & Marten H. Wegkamp - 559-578 Multiscale adaptive regression models for neuroimaging data
by Yimei Li & Hongtu Zhu & Dinggang Shen & Weili Lin & John H. Gilmore & Joseph G. Ibrahim - 579-599 Bayesian smoothing of photon‐limited images with applications in astronomy
by John Thomas White & Subhashis Ghosal - 601-627 Data‐driven density estimation in the presence of additive noise with unknown distribution
by F. Comte & C. Lacour
June 2011, Volume 73, Issue 3
- 273-282 Regression shrinkage and selection via the lasso: a retrospective
by Robert Tibshirani - 283-301 Robustness and accuracy of methods for high dimensional data analysis based on Student's t‐statistic
by Aurore Delaigle & Peter Hall & Jiashun Jin - 303-324 Functional singular component analysis
by Wenjing Yang & Hans‐Georg Müller & Ulrich Stadtmüller - 325-349 Penalized composite quasi‐likelihood for ultrahigh dimensional variable selection
by Jelena Bradic & Jianqing Fan & Weiwei Wang - 351-375 Regression for compositional data by using distributions defined on the hypersphere
by J. L. Scealy & A. H. Welsh - 377-406 Non‐parametric Bayesian inference on bivariate extremes
by Simon Guillotte & François Perron & Johan Segers - 407-422 Self‐consistent method for density estimation
by Alberto Bernacchia & Simone Pigolotti
March 2011, Volume 73, Issue 2
- 123-214 Riemann manifold Langevin and Hamiltonian Monte Carlo methods
by Mark Girolami & Ben Calderhead - 215-238 Robustness of design in dose–response studies
by Pengfei Li & Douglas P. Wiens - 239-252 A geometric characterization of optimal designs for regression models with correlated observations
by Tim Holland‐Letz & Holger Dette & Andrey Pepelyshev - 253-272 Efficient probabilistic forecasts for counts
by Brendan P. M. McCabe & Gael M. Martin & David Harris
January 2011, Volume 73, Issue 1
- 1-2 Report of the Editors—2010
by G. Casella & G. Roberts - 3-36 Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models
by Simon N. Wood - 37-57 Bayesian non‐parametric hidden Markov models with applications in genomics
by C. Yau & O. Papaspiliopoulos & G. O. Roberts & C. Holmes - 59-80 Inference on the primary parameter of interest with the aid of dimension reduction estimation
by Lexin Li & Liping Zhu & Lixing Zhu - 81-98 Local and omnibus goodness‐of‐fit tests in classical measurement error models
by Yanyuan Ma & Jeffrey D. Hart & Ryan Janicki & Raymond J. Carroll - 99-122 Modelling non‐homogeneous Poisson processes with almost periodic intensity functions
by Nan Shao & Keh‐Shin Lii
November 2010, Volume 72, Issue 5
- 545-607 Maximum likelihood estimation of a multi‐dimensional log‐concave density
by Madeleine Cule & Richard Samworth & Michael Stewart - 609-630 Non‐parametric tests for right‐censored data with biased sampling
by Jing Ning & Jing Qin & Yu Shen - 631-654 Default priors for Bayesian and frequentist inference
by D. A. S. Fraser & N. Reid & E. Marras & G. Y. Yi - 655-672 A Markov process for circular data
by Shogo Kato - 673-694 A multiresolution approach to time warping achieved by a Bayesian prior–posterior transfer fitting strategy
by Gerda Claeskens & Bernard W. Silverman & Leen Slaets - 695-696 Corrigendum: A self‐normalized approach to confidence interval construction in time series
by Xiaofeng Shao
September 2010, Volume 72, Issue 4
- 403-403 Preface: ‘Retrospective read paper’
by David Firth - 405-416 Discovering the false discovery rate
by Yoav Benjamini - 417-473 Stability selection
by Nicolai Meinshausen & Peter Bühlmann - 475-495 Explicit estimating equations for semiparametric generalized linear latent variable models
by Yanyuan Ma & Marc G. Genton - 497-512 Random‐weight particle filtering of continuous time processes
by Paul Fearnhead & Omiros Papaspiliopoulos & Gareth O. Roberts & Andrew Stuart - 513-531 Simultaneous inference of linear models with time varying coefficients
by Zhou Zhou & Wei Biao Wu - 533-544 Bayesian pseudo‐empirical‐likelihood intervals for complex surveys
by J. N. K. Rao & Changbao Wu
June 2010, Volume 72, Issue 3
- 269-342 Particle Markov chain Monte Carlo methods
by Christophe Andrieu & Arnaud Doucet & Roman Holenstein - 343-366 A self‐normalized approach to confidence interval construction in time series
by Xiaofeng Shao - 367-387 Sufficient dimension reduction for spatial point processes directed by Gaussian random fields
by Yongtao Guan & Hansheng Wang - 389-402 On selection of spatial linear models for lattice data
by Jun Zhu & Hsin‐Cheng Huang & Perla E. Reyes
March 2010, Volume 72, Issue 2
- 143-170 On the use of non‐local prior densities in Bayesian hypothesis tests
by Valen E. Johnson & David Rossell - 171-191 Local additive estimation
by Juhyun Park & Burkhardt Seifert - 193-217 Likelihood for statistically equivalent models
by John Copas & Shinto Eguchi - 219-234 Simultaneous estimation and reduction of nonconformity in interlaboratory studies
by William E. Strawderman & Andrew L. Rukhin - 235-251 Semiparametric marginal regression analysis for dependent competing risks under an assumed copula
by Yi‐Hau Chen - 253-268 Minimally informative prior distributions for non‐parametric Bayesian analysis
by Christopher A. Bush & Juhee Lee & Steven N. MacEachern
January 2010, Volume 72, Issue 1
- 1-2 Report of the Editors—2009
by G. Casella & C. P. Robert - 3-25 Sparse partial least squares regression for simultaneous dimension reduction and variable selection
by Hyonho Chun & Sündüz Keleş - 27-48 Combining information from multiple surveys by using regression for efficient small domain estimation
by Takis Merkouris - 49-69 Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression
by Bo Kai & Runze Li & Hui Zou - 71-91 Combining probability forecasts
by Roopesh Ranjan & Tilmann Gneiting - 93-110 Ordering and selecting components in multivariate or functional data linear prediction
by Peter Hall & You‐Jun Yang