# Biometrika Trust

# Biometrika

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### 2006, Volume 93, Issue 2

**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. M�ller & 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

### 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**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

### 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

### 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

### 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 & Hel�ne 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

### 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. F�tima 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**250-250 Using logistic regression procedures for estimating receiver operating characteristic curves***by*Jing Qin & Biao Zhang**249-250 Statistical assessment of bilateral symmetry of shapes***by*K. V. Mardia & F. L. Bookstein & I. J. Moreton

### 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*Mart�n 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

### 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

### 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

### 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

### 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

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