Content
2007, Volume 94, Issue 4
- 873-892 A General Approach to the Predictability Issue in Survival Analysis with Applications
by Enno Mammen & Jens Perch Nielsen - 893-904 The Role of Pseudo Data for Robust Smoothing with Application to Wavelet Regression
by Hee-Seok Oh & Douglas W. Nychka & Thomas C. M. Lee - 905-919 Using Hierarchical Likelihood for Missing Data Problems
by Sung-Cheol Yun & Youngjo Lee & Michael G. Kenward - 921-937 Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
by Liugen Xue & Lixing Zhu - 939-952 A Hybrid Pairwise Likelihood Method
by Anthony Y. C. Kuk - 953-964 A Jackknife Variance Estimator for Unistage Stratified Samples with Unequal Probabilities
by Yves G. Berger - 965-975 Hochberg's Step-Up Method: Cutting Corners Off Holm's Step-Down Method
by Yifan Huang & Jason C. Hsu - 977-984 Miscellanea Kernel-Type Density Estimation on the Unit Interval
by M.C. Jones & D.A. Henderson - 985-991 Importance Sampling Via the Estimated Sampler
by Masayuki Henmi & Ryo Yoshida & Shinto Eguchi - 992-998 Use of the Gibbs Sampler to Obtain Conditional Tests, with Applications
by Richard A. Lockhart & Federico J. O'Reilly & Michael A. Stephens - 999-1005 Positive Association Among Three Binary Variables and Cross-Product Ratios
by Stephen E. Fienberg & Sung-Ho Kim - 1006-1013 Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance--Correlation Parameters
by Mohsen Pourahmadi
2007, Volume 94, Issue 3
- 513-528 Shape-space smoothing splines for planar landmark data
by Alfred Kume & Ian L. Dryden & Huiling Le - 529-542 Integrated likelihood functions for non-Bayesian inference
by Thomas A. Severini - 543-551 The weighted log-rank class of permutation tests: P-values and confidence intervals using saddlepoint methods
by Ehab F. Abd-Elfattah & Ronald W. Butler - 553-568 Tuning parameter selectors for the smoothly clipped absolute deviation method
by Hansheng Wang & Runze Li & Chih-Ling Tsai - 569-584 Dimension reduction in regression without matrix inversion
by R. Dennis Cook & Bing Li & Francesca Chiaromonte - 585-601 Implications of influence function analysis for sliced inverse regression and sliced average variance estimation
by Luke A. Prendergast - 603-613 Sparse sufficient dimension reduction
by Lexin Li - 615-625 Partial inverse regression
by Lexin Li & R. Dennis Cook & Chih-Ling Tsai - 627-646 Simulation and inference for stochastic volatility models driven by Lévy processes
by Matthew P. S. Gander & David A. Stephens - 647-659 Simulation of hyper-inverse Wishart distributions in graphical models
by Carlos M. Carvalho & Hélène Massam & Mike West - 661-672 Recursive computing and simulation-free inference for general factorizable models
by Nial Friel & Håvard Rue - 673-689 Optimal adaptive randomized designs for clinical trials
by Yi Cheng & Donald A. Berry - 691-703 Adaptive Lasso for Cox's proportional hazards model
by Hao Helen Zhang & Wenbin Lu - 705-718 Estimation of the mean function with panel count data using monotone polynomial splines
by Minggen Lu & Ying Zhang & Jian Huang - 719-733 Survival analysis with temporal covariate effects
by Limin Peng & Yijian Huang - 735-744 Nonparametric quantile inference with competing–risks data
by L. Peng & J. P. Fine - 745-754 On the approximation of the quadratic exponential distribution in a latent variable context
by Francesco Bartolucci & Fulvia Pennoni - 755-759 On a generalization of a result of W. G. Cochran
by D. R. Cox - 760-766 The high-dimension, low-sample-size geometric representation holds under mild conditions
by Jeongyoun Ahn & J. S. Marron & Keith M. Muller & Yueh-Yun Chi - 767-767 'Nonparametric inference in multivariate mixtures' Biometrika (2005), 92, pp. 667–678
by Peter Hall & Amnon Neeman & Reza Pakyari & Ryan Elmore
2007, Volume 94, Issue 2
- 249-265 An asymptotic theory for model selection inference in general semiparametric problems
by Gerda Claeskens & Raymond J. Carroll - 267-283 A weighted multivariate sign test for cluster-correlated data
by Denis Larocque & Jaakko Nevalainen & Hannu Oja - 285-296 Marginal tests with sliced average variance estimation
by Yongwu Shao & R. Dennis Cook & Sanford Weisberg - 297-311 Model evaluation based on the sampling distribution of estimated absolute prediction error
by Lu Tian & Tianxi Cai & Els Goetghebeur & L. J. Wei - 313-334 Inference on fractal processes using multiresolution approximation
by Kenneth Falconer & Carmen Fernández - 335-345 Automatic estimation of multivariate spectra via smoothing splines
by Ori Rosen & David S. Stoffer - 347-358 On the alignment of multiple time series fragments
by K. Mukherjee & R. H. Shumway & K. L. Verosub - 359-369 Additive hazard regression with auxiliary covariates
by Jiancheng Jiang & Zhou Haibo - 371-385 Pairwise dependence diagnostics for clustered failure-time data
by David V. Glidden - 387-402 Estimating a treatment effect with repeated measurements accounting for varying effectiveness duration
by Y. Q. Chen & J. Yang & S. Cheng & J. B. Jackson - 403-114 Nonparametric estimation of age-at-onset distributions from censored kin-cohort data
by Yuanjia Wang & Lorraine N. Clark & Karen Marder & Daniel Rabinowitz - 415-426 Aster models for life history analysis
by Charles J. Geyer & Stuart Wagenius & Ruth G. Shaw - 427-441 Uncertainty in prior elicitations: a nonparametric approach
by Jeremy E. Oakley & Anthony O'Hagan - 443-458 Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
by Tomohiro Ando - 459-468 Optimal nested row-column designs with specified components
by R. A. Bailey & E. R. Williams - 469-485 Resampling-based empirical prediction: an application to small area estimation
by Soumendra N. Lahiri & Tapabrata Maiti & Myron Katzoff & Van Parsons - 487-495 Testing goodness-of-fit in logistic case-control studies
by Howard D. Bondell - 496-501 Identifiability of single-index models and additive-index models
by Wei Lin & K. B. Kulasekera - 502-508 Small-sample degrees of freedom for multi-component significance tests with multiple imputation for missing data
by Jerome P. Reiter - 509-511 Adjusting estimative prediction limits
by Masao Ueki & Kaoru Fueda
2007, Volume 94, Issue 1
- 1-18 Maxima of discretely sampled random fields, with an application to 'bubbles'
by J. E. Taylor & K. J. Worsley & F. Gosselin - 19-35 Model selection and estimation in the Gaussian graphical model
by Ming Yuan & Yi Lin - 37-47 Graphical identifiability criteria for causal effects in studies with an unobserved treatment/response variable
by Manabu Kuroki - 49-60 Fuzzy p-values in latent variable problems
by Elizabeth A. Thompson & Charles J. Geyer - 61-70 Interval censoring: identifiability and the constant-sum property
by Ramon Oller & Guadalupe Gómez & M. Luz Calle - 71-86 A pseudolikelihood method for analyzing interval censored data
by Bodhisattva Sen & Moulinath Banerjee - 87-99 The unobserved heterogeneity distribution in duration analysis
by Jaap H. Abbring & Gerard J. Van Den Berg - 101-118 A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan
by Noelle I. Samia & Kung-Sik Chan & Nils Chr. Stenseth - 119-134 Constrained local likelihood estimators for semiparametric skew-normal distributions
by Yanyuan Ma & Jeffrey D. Hart - 135-152 Extending conventional priors for testing general hypotheses in linear models
by M.J. Bayarri & Gonzalo García-Donato - 153-165 Modelling the effects of partially observed covariates on Poisson process intensity
by Stephen L. Rathbun & Saul Shiffman & Chad J. Gwaltney - 167-183 Inference for clustered data using the independence loglikelihood
by Richard E. Chandler & Steven Bate - 185-198 Partially linear models with missing response variables and error-prone covariates
by Hua Liang & Suojin Wang & Raymond J. Carroll - 199-216 Estimation of a covariance matrix with zeros
by Sanjay Chaudhuri & Mathias Drton & Thomas S. Richardson - 217-229 Variable selection for the single‐index model
by Efang Kong & Yingcun Xia - 231-242 Optimal sufficient dimension reduction for the conditional mean in multivariate regression
by Jae Keun Yoo & R. Dennis Cook - 243-248 Plant-capture estimation of the size of a homogeneous population
by I. B. J. Goudie & P. E. Jupp & J. Ashbridge
December 2006, Volume 93, Issue 4
- 747-762 Censored linear regression for case-cohort studies
by Bin Nan & Menggang Yu & John D. Kalbfleisch - 763-775 Analysing panel count data with informative observation times
by Chiung-Yu Huang & Mei-Cheng Wang & Ying Zhang - 777-790 Nonparametric k-sample tests with panel count data
by Ying Zhang - 791-807 Posterior propriety and computation for the Cox regression model with applications to missing covariates
by Ming-Hui Chen & Joseph G. Ibrahim & Qi-Man Shao - 809-825 Bayesian model selection for partially observed diffusion models
by Petros Dellaportas & Nial Friel & Gareth O. Roberts - 827-841 Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling
by Sylvia FrüHwirth-Schnatter & Helga Wagner - 843-860 Building mixture trees from binary sequence data
by Shu-Chuan Chen & Bruce G. Lindsay - 861-876 Forming post-strata via Bayesian treed capture-recapture models
by Xinlei Wang & Johan Lim & S. Lynne Stokes - 877-893 Variable selection in clustering via Dirichlet process mixture models
by Sinae Kim & Mahlet G. Tadesse & Marina Vannucci - 895-910 Semiparametric estimation of marginal mark distribution
by Yijian Huang & Kristin Berry - 911-926 A functional-based distribution diagnostic for a linear model with correlated outcomes
by E. Andres Houseman & Brent A. Coull & Louise M. Ryan - 927-941 Modelling of covariance structures in generalised estimating equations for longitudinal data
by Huajun Ye & Jianxin Pan - 943-959 Multi-level modelling under informative sampling
by Danny Pfeffermann & Fernando Antonio Da Silva Moura & Pedro Luis Do Nascimento Silva - 961-972 Isotonic logistic discrimination
by Sungyoung Auh & Allan R. Sampson - 973-987 Simple and accurate one-sided inference based on a class of M-estimators
by Steven E. Stern - 989-995 Studies in the history of probability and statistics XLIX On the Matern correlation family
by Peter Guttorp & Tilmann Gneiting - 996-1002 Identification of a competing risks model with unknown transformations of latent failure times
by Sokbae Lee - 1003-1010 A diagnostic test for the mixing distribution in a generalised linear mixed model
by Eric J. Tchetgen & Brent A. Coull - 1011-1017 Multivariate logistic models
by Bahjat F. Qaqish & Anastasia Ivanova - 1018-1024 Discriminant analysis with common principal components
by Mu Zhu - 1025-1025 Amendments and Corrections
by David M. Steinberg & Dennis K. J. Lin - 1025-1025 Amendments and Corrections
by D. Gervini & T. Gasser - 1025-1026 Amendments and Corrections
by Peter Hall & Ming Li
September 2006, Volume 93, Issue 3
- 491-507 Adaptive linear step-up procedures that control the false discovery rate
by Yoav Benjamini & Abba M. Krieger & Daniel Yekutieli - 509-524 False discovery control with p-value weighting
by Christopher R. Genovese & Kathryn Roeder & Larry Wasserman - 525-536 Forensic identification of relatives of individuals included in a database of DNA profiles
by David Cavallini & Fabio Corradi - 537-554 Efficient Bayesian inference for Gaussian copula regression models
by Michael Pitt & David Chan & Robert Kohn - 555-571 Structured multicategory support vector machines with analysis of variance decomposition
by Yoonkyung Lee & Yuwon Kim & Sangjun Lee & Ja-Yong Koo - 573-586 Differential effects and generic biases in observational studies
by Paul R. Rosenbaum - 587-599 A computationally tractable multivariate random effects model for clustered binary data
by Brent A. Coull & E. Andres Houseman & Rebecca A. Betensky - 601-611 On recovering a population covariance matrix in the presence of selection bias
by Manabu Kuroki & Zhihong Cai - 613-625 On optimal crossover designs when carryover effects are proportional to direct effects
by R. A. Bailey & J. Kunert - 627-640 Efficient estimation of semiparametric transformation models for counting processes
by Donglin Zeng & D. Y. Lin - 641-654 Confidence intervals in group sequential trials with random group sizes and applications to survival analysis
by Tze Leung Lai & Wenzhi Li - 655-669 Estimating survival under a dependent truncation
by Lajmi Lakhal Chaieb & Louis-Paul Rivest & Belkacem Abdous - 671-686 Models for interval censoring and simulation-based inference for lifetime distributions
by J. F. Lawless & Denise Babineau - 687-704 A Haar--Fisz technique for locally stationary volatility estimation
by Piotr Fryzlewicz & Theofanis Sapatinas & Suhasini Subba Rao - 705-722 Empirical Bayes block shrinkage of wavelet coefficients via the noncentral χ-super-2 distribution
by Xue Wang & Andrew T. A. Wood - 723-733 Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics
by Kai-Tai Fang & Rahul Mukerjee - 735-741 Prospective survival analysis with a general semiparametric shared frailty model: A pseudo full likelihood approach
by Malka Gorfine & David M. Zucker & Li Hsu - 742-746 Simes' procedure is 'valid on average'
by Einar Andreas Rødland
June 2006, Volume 93, Issue 2
- 235-254 Bayesian alignment using hierarchical models, with applications in protein bioinformatics
by Peter J. Green & Kanti V. Mardia - 255-268 M-quantile models for small area estimation
by Ray Chambers & Nikos Tzavidis - 269-278 Applying the Horvitz-Thompson criterion in complex designs: A computer-intensive perspective for estimating inclusion probabilities
by Lorenzo Fattorini - 279-288 A construction method for orthogonal Latin hypercube designs
by David M. Steinberg & Dennis K. J. Lin - 289-302 Optimal blocking of two-level factorial designs
by Neil A. Butler - 303-313 Linear life expectancy regression with censored data
by Y. Q. Chen & S. Cheng - 315-328 A k-sample test with interval censored data
by Kam-Chuen Yuen & Jian Shi & Lixing Zhu - 329-342 On the accelerated failure time model for current status and interval censored data
by Lu Tian & Tianxi Cai - 343-355 Estimating the quality-of-life-adjusted gap time distribution of successive events subject to censoring
by Adin-Cristian Andrei & Susan Murray - 357-366 Confidence bands for hazard rates under random censorship
by Ming-Yen Cheng & Peter Hall & Dongsheng Tu - 367-383 Nonparametric estimation with left-truncated semicompeting risks data
by L. Peng & J. P. Fine - 385-397 Fitting binary regression models with case-augmented samples
by A. J. Lee & A. J. Scott & C. J. Wild - 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. Møller & 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
March 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
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