Content
2015, Volume 102, Issue 3
- 731-738 Sieve maximum likelihood regression analysis of dependent current status data
by Ling Ma & Tao Hu & Jianguo Sun - 739-746 Semiparametric causal inference in matched cohort studies
by E. H. Kennedy & A. Sjölander & D. S. Small - 747-751 A note on convergence of an iterative algorithm for semiparametric odds ratio models
by Hua Yun Chen
2015, Volume 102, Issue 2
- 247-266 Testing differential networks with applications to the detection of gene-gene interactions
by Yin Xia & Tianxi Cai & T. Tony Cai - 267-280 Hierarchical recognition of sparse patterns in large-scale simultaneous inference
by Wenguang Sun & Zhi Wei - 281-294 On random-effects meta-analysis
by D. Zeng & D. Y. Lin - 295-313 Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
by A. Doucet & M. K. Pitt & G. Deligiannidis & R. Kohn - 315-323 A useful variant of the Davis–Kahan theorem for statisticians
by Y. Yu & T. Wang & R. J. Samworth - 325-343 Information-theoretic optimality of observation-driven time series models for continuous responses
by F. Blasques & S. J. Koopman & A. Lucas - 345-358 On the dependence structure of bivariate recurrent event processes: inference and estimation
by Jing Ning & Yong Chen & Chunyan Cai & Xuelin Huang & Mei-Cheng Wang - 359-370 A Möbius transformation-induced distribution on the torus
by Shogo Kato & Arthur Pewsey - 371-380 Maximum projection designs for computer experiments
by V. Roshan Joseph & Evren Gul & Shan Ba - 381-395 Automatic structure recovery for additive models
by Yichao Wu & Leonard A. Stefanski - 397-408 Jump information criterion for statistical inference in estimating discontinuous curves
by Zhiming Xia & Peihua Qiu - 409-420 A validated information criterion to determine the structural dimension in dimension reduction models
by Yanyuan Ma & Xinyu Zhang - 421-437 Effective dimension reduction for sparse functional data
by F. Yao & E. Lei & Y. Wu - 439-456 Envelopes and reduced-rank regression
by R. Dennis Cook & Liliana Forzani & Xin Zhang - 457-477 On the degrees of freedom of reduced-rank estimators in multivariate regression
by A. Mukherjee & K. Chen & N. Wang & J. Zhu - 479-485 Effective degrees of freedom: a flawed metaphor
by Lucas Janson & William Fithian & Trevor J. Hastie - 486-493 Semiparametric exponential families for heavy-tailed data
by William Fithian & Stefan Wager - 494-499 Optimum designs for two treatments with unequal variances in the presence of covariates
by A. C. Atkinson
2015, Volume 102, Issue 1
- 1-14 Warped functional regression
by Daniel Gervini - 15-32 Varying-coefficient additive models for functional data
by Xiaoke Zhang & Jane-Ling Wang - 33-45 Covariance-enhanced discriminant analysis
by Peirong Xu & Ji Zhu & Lixing Zhu & Yi Li - 47-64 Selection and estimation for mixed graphical models
by Shizhe Chen & Daniela M. Witten & Ali Shojaie - 65-76 Conditional quantile screening in ultrahigh-dimensional heterogeneous data
by Yuanshan Wu & Guosheng Yin - 77-94 Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
by A. Belloni & V. Chernozhukov & K. Kato - 95-106 Dimension reduction based on the Hellinger integral
by Qin Wang & Xiangrong Yin & Frank Critchley - 107-119 A transformation approach in linear mixed-effects models with informative missing responses
by J. Shao & J. Zhang - 121-134 Moment-type estimators for the proportional likelihood ratio model with longitudinal data
by Xiaodong Luo & Wei Yann Tsai - 135-150 An extended hazard model with longitudinal covariates
by Y. K. Tseng & Y. R. Su & M. Mao & J. L. Wang - 151-168 Doubly robust learning for estimating individualized treatment with censored data
by Y. Q. Zhao & D. Zeng & E. B. Laber & R. Song & M. Yuan & M. R. Kosorok - 169-180 Using covariate-specific disease prevalence information to increase the power of case-control studies
by Jing Qin & Han Zhang & Pengfei Li & Demetrius Albanes & Kai Yu - 181-190 A tractable and interpretable four-parameter family of unimodal distributions on the circle
by Shogo Kato & M. C. Jones - 191-202 Adaptive randomized trial designs that cannot be dominated by any standard design at the same total sample size
by Michael Rosenblum - 203-214 Double-bootstrap methods that use a single double-bootstrap simulation
by Jinyuan Chang & Peter Hall - 215-230 Multivariate max-stable spatial processes
by Marc G. Genton & Simone A. Padoan & Huiyan Sang - 231-238 Generalized Ewens–Pitman model for Bayesian clustering
by Harry Crane - 239-246 A Wilcoxon–Mann–Whitney-type test for infinite-dimensional data
by Anirvan Chakraborty & Probal Chaudhuri
2014, Volume 101, Issue 4
- 755-769 Classification with confidence
by Jing Lei - 771-784 When does more regularization imply fewer degrees of freedom? Sufficient conditions and counterexamples
by S. Kaufman & S. Rosset - 785-797 Variable selection in regression with compositional covariates
by Wei Lin & Pixu Shi & Rui Feng & Hongzhe Li - 799-814 Censored rank independence screening for high-dimensional survival data
by Rui Song & Wenbin Lu & Shuangge Ma & X. Jessie Jeng - 815-829 Transformed sufficient dimension reduction
by T. Wang & X. Guo & L. Zhu & P. Xu - 831-847 Interactive model building for Q-learning
by Eric B. Laber & Kristin A. Linn & Leonard A. Stefanski - 849-864 Estimation of a semiparametric natural direct effect model incorporating baseline covariates
by E. J. Tchetgen Tchetgen & I. Shpitser - 865-882 Robust estimators for nondecomposable elliptical graphical models
by D. Vogel & D. E. Tyler - 883-898 Nonparametric Bayes dynamic modelling of relational data
by Daniele Durante & David B. Dunson - 899-911 A class of improved hybrid Hochberg–Hommel type step-up multiple test procedures
by Jiangtao Gou & Ajit C. Tamhane & Dong Xi & Dror Rom - 913-926 A distribution-free two-sample run test applicable to high-dimensional data
by Munmun Biswas & Minerva Mukhopadhyay & Anil K. Ghosh - 927-942 Testing independence and goodness-of-fit in linear models
by A. Sen & B. Sen - 943-956 Circular designs balanced for neighbours at distances one and two
by R. E. L. Aldred & R. A. Bailey & Brendan D. Mckay & Ian M. Wanless - 957-963 Nearly orthogonal arrays mappable into fully orthogonal arrays
by Rahul Mukerjee & Fasheng Sun & Boxin Tang - 964-970 Analytical p-value calculation for the higher criticism test in finite-d problems
by Ian J. Barnett & Xihong Lin - 971-977 Generalized Cornfield conditions for the risk difference
by Peng Ding & Tyler J. Vanderweele - 978-984 Tests for Kronecker envelope models in multilinear principal components analysis
by James R. Schott - 985-991 Semiparametric maximum likelihood inference by using failed contact attempts to adjust for nonignorable nonresponse
by Jing Qin & Dean A. Follmann - 992-998 Robust Bayesian variable selection in linear models with spherically symmetric errors
by Yuzo Maruyama & William E. Strawderman - 999-1002 General type-token distribution
by S. Hidaka - 1003-1003 On exact forms of Taylor’s theorem for vector-valued functions
by Changyong Feng & Hongyue Wang & Tian Chen & Xin M. Tu
2014, Volume 101, Issue 3
- 505-518 Self-consistent nonparametric maximum likelihood estimator of the bivariate survivor function
by R. L. Prentice - 519-533 Nonparametric inference on bivariate survival data with interval sampling: association estimation and testing
by Hong Zhu & Mei-Cheng Wang - 535-552 Tests for comparing estimated survival functions
by C. Chauvel & J. O'Quigley - 553-566 Statistical inference methods for recurrent event processes with shape and size parameters
by Mei-Cheng Wang & Chiung-Yu Huang - 567-585 New approaches to nonparametric and semiparametric regression for univariate and multivariate group testing data
by A. Delaigle & P. Hall & J. R. Wishart - 587-598 Semiparametric group testing regression models
by D. Wang & C. S. McMahan & C. M. Gallagher & K. B. Kulasekera - 599-612 Characterization of the likelihood continual reassessment method
by Xiaoyu Jia & Shing M. Lee & Ying Kuen Cheung - 613-624 Estimation of mean response via the effective balancing score
by Zonghui Hu & Dean A. Follmann & Naisyin Wang - 625-640 Multicategory angle-based large-margin classification
by Chong Zhang & Yufeng Liu - 641-654 Latent factor models for density estimation
by S. Kundu & D. B. Dunson - 655-671 Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
by Anthony Lee & Krzysztof Łatuszyński - 673-688 The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions
by Andrew F. Magyar & David E. Tyler - 689-702 Multivariate functional-coefficient regression models for nonlinear vector time series data
by Jiancheng Jiang - 703-710 Extended empirical likelihood for estimating equations
by Min Tsao & Fan Wu - 711-718 Posterior expectation based on empirical likelihoods
by A. Vexler & G. Tao & A. D. Hutson - 719-725 Estimation from cross-sectional samples under bias and dependence
by Micha Mandel & Yosef Rinott - 726-732 Simple relaxed conditional likelihood
by John J. Hanfelt & Lijia Wang - 733-740 Inadmissibility of the best equivariant predictive density in the unknown variance case
by A. Boisbunon & Y. Maruyama - 741-747 Construction of orthogonal and nearly orthogonal designs for computer experiments
by S. D. Georgiou & S. Stylianou & K. Drosou & C. Koukouvinos - 748-754 Inference on multiple correlation coefficients with moderately high dimensional data
by Shurong Zheng & Dandan Jiang & Zhidong Bai & Xuming He
2014, Volume 101, Issue 2
- 253-268 Direct estimation of differential networks
by Sihai Dave Zhao & T. Tony Cai & Hongzhe Li - 269-284 Variance estimation in high-dimensional linear models
by Lee H. Dicker - 285-302 Bayes and empirical Bayes: do they merge?
by S. Petrone & J. Rousseau & C. Scricciolo - 303-317 Bayesian monotone regression using Gaussian process projection
by Lizhen Lin & David B. Dunson - 319-332 Latin hypercube designs with controlled correlations and multi-dimensional stratification
by Jiajie Chen & Peter Z. G. Qian - 333-350 Permuting regular fractional factorial designs for screening quantitative factors
by Yu Tang & Hongquan Xu - 351-363 Indicator functions and the algebra of the linear-quadratic parameterization
by Arman Sabbaghi & Tirthankar Dasgupta & C. F. Jeff Wu - 365-375 Locally ϕp-optimal designs for generalized linear models with a single-variable quadratic polynomial predictor
by Hsin-Ping Wu & John Stufken - 377-392 Logistic regression for spatial Gibbs point processes
by Adrian Baddeley & Jean-François Coeurjolly & Ege Rubak & Rasmus Waagepetersen - 393-408 A combined estimating function approach for fitting stationary point process models
by C. Deng & R. P. Waagepetersen & Y. Guan - 409-422 Distances and inference for covariance operators
by Davide Pigoli & John A. D. Aston & Ian L. Dryden & Piercesare Secchi - 423-437 Measurement bias and effect restoration in causal inference
by Manabu Kuroki & Judea Pearl - 439-448 Propensity score adjustment with several follow-ups
by Jae Kwang Kim & Jongho Im - 449-464 Testing equality of a large number of densities
by D. Zhan & J. D. Hart - 465-476 Bootstrap for the case-cohort design
by Yijian Huang - 477-483 Hypothesis testing for band size detection of high-dimensional banded precision matrices
by Baiguo An & Jianhua Guo & Yufeng Liu - 484-490 Convergence of sample eigenvalues, eigenvectors, and principal component scores for ultra-high dimensional data
by Seunggeun Lee & Fei Zou & Fred A. Wright - 491-498 Sequential combination of weighted and nonparametric bagging for classification
by M. Soleymani & S. M. S. Lee - 499-504 Multiscale variance stabilization via maximum likelihood
by G. P. Nason
2014, Volume 101, Issue 1
- 1-15 Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
by Jennifer L. Wadsworth & Jonathan A. Tawn - 17-36 A sum characterization of hidden regular variation with likelihood inference via expectation-maximization
by Grant B. Weller & Daniel Cooley - 37-55 Information criteria for variable selection under sparsity
by Maarten Jansen - 57-70 Asymptotic properties for combined L1 and concave regularization
by Yingying Fan & Jinchi Lv - 71-84 Better subset regression
by Shifeng Xiong - 85-101 Graph estimation with joint additive models
by Arend Voorman & Ali Shojaie & Daniela Witten - 103-120 Sparse precision matrix estimation via lasso penalized D-trace loss
by Teng Zhang & Hui Zou - 121-140 Nonparametric estimation of a periodic sequence in the presence of a smooth trend
by Michael Vogt & Oliver Linton - 141-154 Frequentist estimation of an epidemic’s spreading potential when observations are scarce
by Andrea Kraus & Victor M. Panaretos - 155-173 On the stationary distribution of iterative imputations
by Jingchen Liu & Andrew Gelman & Jennifer Hill & Yu-Sung Su & Jonathan Kropko - 175-188 Protective estimation of mixed-effects logistic regression when data are not missing at random
by A. Skrondal & S. Rabe-Hesketh - 189-204 Retrospective-prospective symmetry in the likelihood and Bayesian analysis of case-control studies
by Simon P. J. Byrne & A. Philip Dawid - 205-218 Model averaging and weight choice in linear mixed-effects models
by Xinyu Zhang & Guohua Zou & Hua Liang - 219-228 Identifiability of Gaussian structural equation models with equal error variances
by J. Peters & P. Bühlmann - 229-236 Multivariate sign-based high-dimensional tests for sphericity
by Changliang Zou & Liuhua Peng & Long Feng & Zhaojun Wang - 237-244 On adjustment for auxiliary covariates in additive hazard models for the analysis of randomized experiments
by S. Vansteelandt & T. Martinussen & E. J. Tchetgen Tchetgen - 245-251 The mode functional is not elicitable
by C. Heinrich - 252-252 ‘Objective Bayesian analysis for the Student-t regression model’
by T. C. O. Fonseca & M. A. R. Ferreira & H. S. Migon
2013, Volume 100, Issue 4
- 781-800 Bridging the ensemble Kalman and particle filters
by M. Frei & H. R. Künsch - 801-816 Nonparametric Bayes modelling of count processes
by Antonio Canale & David B. Dunson - 817-830 Practical perfect sampling using composite bounding chains: the Dirichlet-multinomial model
by Nathan M. Stein & Xiao-Li Meng - 831-842 Two-sample rank tests under complex sampling
by Thomas Lumley & Alastair J. Scott - 843-858 Controlling the bias of robust small-area estimators
by V. Dongmo Jiongo & D. Haziza & P. Duchesne - 859-876 Variable selection in semiparametric transformation models for right-censored data
by Xiaoxi Liu & Donglin Zeng - 877-888 Semiparametric estimation for the additive hazards model with left-truncated and right-censored data
by Chiung-Yu Huang & Jing Qin - 889-900 Composite quantile regression for the receiver operating characteristic curve
by Xiaogang Duan & Xiao-Hua Zhou - 901-920 Reduced rank regression via adaptive nuclear norm penalization
by Kun Chen & Hongbo Dong & Kung-Sik Chan - 921-938 High-dimensional volatility matrix estimation via wavelets and thresholding
by P. Fryzlewicz - 939-954 Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression
by R. Dennis Cook & Zhihua Su - 955-970 Smoothing splines with varying smoothing parameter
by Xiao Wang & Pang Du & Jinglai Shen - 971-984 Saddlepoint approximations for the normalizing constant of Fisher--Bingham distributions on products of spheres and Stiefel manifolds
by A. Kume & S. P. Preston & Andrew T. A. Wood - 985-996 Simultaneous confidence intervals that are compatible with closed testing in adaptive designs
by D. Magirr & T. Jaki & M. Posch & F. Klinglmueller - 997-1004 Designs for crossvalidating approximation models
by Qiong Zhang & Peter Z. G. Qian - 1005-1010 A simple test for random effects in regression models
by Simon N. Wood - 1011-1018 Posterior consistency in linear models under shrinkage priors
by A. Armagan & D. B. Dunson & J. Lee & W. U. Bajwa & N. Strawn - 1019-1023 Likelihood ratio tests with boundary constraints using data-dependent degrees of freedom
by Edward Susko - 1024-1024 Biometrika highlights from volume 28 onwards
by D. M. Titterington
2013, Volume 100, Issue 3
- 539-553 A general modelling framework for multivariate disease mapping
by Miguel A. Martinez-Beneito - 555-569 A unified approach to robust estimation in finite population sampling
by J.-F. Beaumont & D. Haziza & A. Ruiz-Gazen - 571-586 Statistics of orthogonal axial frames
by R. Arnold & P. E. Jupp - 587-606 Automatic declustering of rare events
by C. Y. Robert - 607-622 Continuously additive models for nonlinear functional regression
by Hans-Georg Müller & Yichao Wu & Fang Yao - 623-640 Adaptive Bayesian multivariate density estimation with Dirichlet mixtures
by Weining Shen & Surya T. Tokdar & Subhashis Ghosal - 641-654 Dimension reduction and predictor selection in semiparametric models
by Zhou Yu & Liping Zhu & Heng Peng & Lixing Zhu - 655-670 High-dimensional semiparametric bigraphical models
by Yang Ning & Han Liu - 671-680 Inverse probability weighting with error-prone covariates
by Daniel F. McCaffrey & J. R. Lockwood & Claude M. Setodji - 681-694 Robust estimation of optimal dynamic treatment regimes for sequential treatment decisions
by Baqun Zhang & Anastasios A. Tsiatis & Eric B. Laber & Marie Davidian - 695-708 More efficient estimators for case-cohort studies
by S. Kim & J. Cai & W. Lu - 709-726 Robust analysis of semiparametric renewal process models
by Feng-Chang Lin & Young K. Truong & Jason P. Fine - 727-740 Nonparametric estimation of the mean function for recurrent event data with missing event category
by Feng-Chang Lin & Jianwen Cai & Jason P. Fine & Huichuan J. Lai - 741-755 Kernel smoothed profile likelihood estimation in the accelerated failure time frailty model for clustered survival data
by Bo Liu & Wenbin Lu & Jiajia Zhang - 757-763 Adjusted regression estimation for time-to-event data with differential measurement error
by Menggang Yu - 764-770 Survival analysis without survival data: connecting length-biased and case-control data
by Kwun Chuen Gary Chan - 771-777 Species sampling models: consistency for the number of species
by P. G. Bissiri & A. Ongaro & S. G. Walker - 778-780 Convergence of Luo and Tsai's iterative algorithm for estimation in proportional likelihood ratio models
by O. Davidov & G. Iliopoulos
2013, Volume 100, Issue 2
- 283-300 Simultaneous confidence intervals uniformly more likely to determine signs
by Yoav Benjamini & Vered Madar & Philip B. Stark - 301-317 A multiple comparison procedure for hypotheses with gatekeeping structure
by Xiaolong Luo & Guang Chen & S. Peter Ouyang & Bruce W. Turnbull - 319-338 Using shared genetic controls in studies of gene-environment interactions
by Yi-Hau Chen & Nilanjan Chatterjee & Raymond J. Carroll - 339-354 Estimating time-varying effects for overdispersed recurrent events data with treatment switching
by Qingxia Chen & Donglin Zeng & Joseph G. Ibrahim & Mouna Akacha & Heinz Schmidli - 355-370 Estimation of a sparse group of sparse vectors
by Felix Abramovich & Vadim Grinshtein - 371-383 Efficiency loss and the linearity condition in dimension reduction
by Yanyuan Ma & Liping Zhu - 385-398 Weighting in survey analysis under informative sampling
by Jae Kwang Kim & C. J. Skinner - 399-415 Simple design-efficient calibration estimators for rejective and high-entropy sampling
by Z. Tan - 417-430 Estimation with missing data: beyond double robustness
by Peisong Han & Lu Wang - 431-445 Simple tiered classifiers
by Peter Hall & Yingcun Xia & Jing-Hao Xue - 447-458 Penalized multivariate Whittle likelihood for power spectrum estimation
by Robert T. Krafty & William O. Collinge - 459-471 Data augmentation for non-Gaussian regression models using variance-mean mixtures
by N. G. Polson & J. G. Scott - 473-484 The role of the range parameter for estimation and prediction in geostatistics
by C. G. Kaufman & B. A. Shaby - 485-494 Log-mean linear models for binary data
by A. Roverato & M. Lupparelli & L. La Rocca - 495-502 The optimal power puzzle: scrutiny of the monotone likelihood ratio assumption in multiple testing
by Hongyuan Cao & Wenguang Sun & Michael R. Kosorok - 503-510 A consistent multivariate test of association based on ranks of distances
by Ruth Heller & Yair Heller & Malka Gorfine - 511-518 Composite likelihood estimation for the Brown--Resnick process
by R. Huser & A. C. Davison - 519-524 A central limit theorem in the β-model for undirected random graphs with a diverging number of vertices
by Ting Yan & Jinfeng Xu - 525-530 Efficient estimation of the censored linear regression model
by Yuanyuan Lin & Kani Chen - 531-537 On the likelihood ratio test for envelope models in multivariate linear regression
by James R. Schott
2013, Volume 100, Issue 1
- 1-1 Editorial
by A. C. Davison - 3-15 Karl Pearson's Biometrika: 1901--36
by John Aldrich - 17-73 Biometrika highlights from volume 28 onwards
by D. M. Titterington - 75-89 Efficient Gaussian process regression for large datasets
by Anjishnu Banerjee & David B. Dunson & Surya T. Tokdar - 91-110 Sampling decomposable graphs using a Markov chain on junction trees
by Peter J. Green & Alun Thomas - 111-124 Conditional simulation of max-stable processes
by C. Dombry & F. Éyi-Minko & M. Ribatet - 125-138 A nonparametric prior for simultaneous covariance estimation
by Jeremy T. Gaskins & Michael J. Daniels - 139-156 Covariate-adjusted precision matrix estimation with an application in genetical genomics
by T. Tony Cai & Hongzhe Li & Weidong Liu & Jichun Xie - 157-172 Simultaneous discovery of rare and common segment variants
by X. Jessie Jeng & T. Tony Cai & Hongzhe Li - 173-187 Smoothed nonparametric estimation for current status competing risks data
by Chenxi Li & Jason P. Fine - 189-202 Benchmarking small area estimators
by W. R. Bell & G. S. Datta & M. Ghosh - 203-212 Unified inference for sparse and dense longitudinal models
by Seonjin Kim & Zhibiao Zhao - 213-220 Spatially varying cross-correlation coefficients in the presence of nugget effects
by William Kleiber & Marc G. Genton - 221-228 On p-values for smooth components of an extended generalized additive model
by Simon N. Wood - 229-234 The Kolmogorov filter for variable screening in high-dimensional binary classification
by Qing Mai & Hui Zou - 235-240 Interval estimation of population means under unknown but bounded probabilities of sample selection
by Peter M. Aronow & Donald K. K. Lee - 241-248 Bias attenuation results for nondifferentially mismeasured ordinal and coarsened confounders
by Elizabeth L. Ogburn & Tyler J. Vanderweele - 249-253 Blocked two-level regular factorial designs with weak minimum aberration
by Shengli Zhao & Pengfei Li & Rohana Karunamuni - 254-260 Strong orthogonal arrays and associated Latin hypercubes for computer experiments
by Yuanzhen He & Boxin Tang - 261-268 Non-restarting cumulative sum charts and control of the false discovery rate
by Axel Gandy & F. Din-Houn Lau - 269-276 Nuisance parameter elimination for proportional likelihood ratio models with nonignorable missingness and random truncation
by Kwun Chuen Gary Chan - 277-281 Optimal estimation of Poisson intensity with partially observed covariates
by S. L. Rathbun
2012, Volume 99, Issue 4
- 763-774 Testing one hypothesis twice in observational studies
by P. R. Rosenbaum - 775-786 Classification based on a permanental process with cyclic approximation
by J. Yang & K. Miescke & P. McCullagh