Content
December 2002, Volume 89, Issue 4
- 905-916 Semiparametric inference in matched case-control studies with missing covariate data
by Paul J. Rathouz - 917-931 Additive hazards models with latent treatment effectiveness lag time
by Y. Q. Chen - 933-938 Saddlepoint approximations as smoothers
by A. C. Davison - 939-946 Forward search added-variable t-tests and the effect of masked outliers on model selection
by Anthony C. Atkinson - 947-951 Improved likelihood ratio tests on the von Mises--Fisher distribution
by P. V. Larsen - 952-957 On an exact probability matching property of right-invariant priors
by Thomas A. Severini - 958-961 A note on a partial empirical likelihood
by F. Zou
August 2002, Volume 89, Issue 3
- 491-512 Expected-posterior prior distributions for model selection
by Jose M. Perez - 513-528 Bayesian mixture of splines for spatially adaptive nonparametric regression
by Sally A. Wood - 529-538 Bayesian nonparametric multiple imputation of partially observed data with ignorable nonresponse
by Susan M. Paddock - 539-552 A sequential particle filter method for static models
by Nicolas Chopin - 553-566 Bayesian analysis of covariance matrices and dynamic models for longitudinal data
by Michael J. Daniels - 567-578 Analysis of clustered data: A combined estimating equations approach
by Julie A. Stoner - 579-590 Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
by Xuming He - 591-602 Testing model adequacy for dynamic panel data with intercorrelation
by Bo Fu - 603-616 A simple and efficient simulation smoother for state space time series analysis
by J. Durbin - 617-634 Estimation of the failure time distribution in the presence of informative censoring
by Daniel O. Scharfstein - 635-648 Comparing nonnested Cox models
by J. P. Fine - 649-658 Efficient estimation in additive hazards regression with current status data
by Torben Martinussen - 659-668 Semiparametric analysis of transformation models with censored data
by Kani Chen - 669-682 A Poisson model for the coverage problem with a genomic application
by Chang Xuan Mao - 683-698 Circular regression
by T. D. Downs - 699-708 Sequential tests and estimators after overrunning based on maximum-likelihood ordering
by W. J. Hall - 709-718 An efficient design for model discrimination and parameter estimation in linear models
by Atanu Biswas - 719-723 Probabilistic model for two dependent circular variables
by Harshinder Singh - 724-730 A recursive algorithm for Markov random fields
by Francesco Bartolucci
June 2002, Volume 89, Issue 2
- 251-263 Degrees-of-freedom tests for smoothing splines
by Eva Cantoni - 265-281 Semiparametric regression for count data
by Cinzia Carota - 283-298 A flexible additive multiplicative hazard model
by Torben Martinussen - 299-314 Modelling multivariate failure time associations in the presence of a competing risk
by Karen Bandeen-Roche - 315-331 Overestimation of the receiver operating characteristic curve for logistic regression
by J. B. Copas - 333-343 Modified estimating functions
by Thomas A. Severini - 345-358 Empirical likelihood-based inference in linear errors-in-covariables models with validation data
by Qihua Wang - 359-374 Permutation tests for equality of distributions in high-dimensional settings
by Peter Hall - 375-388 Local multiple imputation
by Marc Aerts - 389-399 Analysing longitudinal count data with overdispersion
by Vandna Jowaheer - 401-409 A type of restricted maximum likelihood estimator of variance components in generalised linear mixed models
by J. G. Liao - 411-421 Goodness-of-fit test for complete spatial randomness against mixtures of regular and clustered spatial point processes
by P. Grabarnik - 423-436 Goodness of fit of biplots and correspondence analysis
by K. Ruben Gabriel - 437-450 Accurate confidence limits for scalar functions of vector M-estimands
by Thomas J. DiCiccio - 451-456 Nonparametric state estimation of diffusion processes
by Isao Shoji - 457-461 The sampling properties of conditional independence graphs for structural vector autoregressions
by Marco Reale - 462-469 On some models for multivariate binary variables parallel in complexity with the multivariate Gaussian distribution
by D. R. Cox - 470-477 A note on approximate Bayesian bootstrap imputation
by J. K. Kim - 478-483 The convergence rate of the TM algorithm of Edwards & Lauritzen
by Rolf Sundberg - 484-489 Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case
by Robert B. Davies
March 2002, Volume 89, Issue 1
- 1-22 A class of logistic-type discriminant functions
by Shinto Eguchi - 23-37 The analysis of retrospective family studies
by J. Neuhaus - 39-48 A semiparametric pseudolikelihood estimation method for panel count data
by Ying Zhang - 49-60 Optimal asymmetric one-sided group sequential tests
by Stuart Barber - 61-75 On empirical likelihood for a semiparametric mixture model
by F. Zou - 77-93 On the local geometry of mixture models
by Paul Marriott - 95-110 Estimating and interpolating a Markov chain from aggregate data
by B. A. Davis - 111-128 Varying-coefficient models and basis function approximations for the analysis of repeated measurements
by Jianhua Z. Huang - 129-143 The discrimination power of projection pursuit with different density estimators
by Olivier Renaud - 145-158 Estimating and depicting the structure of a distribution of random functions
by Peter Hall - 159-182 Spectral models for covariance matrices
by Robert J. Boik - 183-196 Models and inference for uncertainty in extremal dependence
by Stuart Coles - 197-210 Spectral methods for nonstationary spatial processes
by Montserrat Fuentes - 211-224 Empty confidence sets for epidemics, branching processes and Brownian motion
by Frank G Ball - 225-229 Optimal main effect plans with non-orthogonal blocking
by Rahul Mukerjee - 230-237 Using empirical likelihood methods to obtain range restricted weights in regression estimators for surveys
by J. Chen - 238-244 Multiple imputation methods for testing treatment differences in survival distributions with missing cause of failure
by Anastasios A. Tsiatis - 245-250 A note on testing for nonlinearity with partially observed time series
by Henghsiu Tsai
0000, Volume 107, Issue 4
- 771-790 On testing marginal versus conditional independence
by F Richard Guo & Thomas S Richardson - 791-808 Combining p-values via averaging
by Vladimir Vovk & Ruodu Wang - 809-825 Multivariate one-sided testing in matched observational studies as an adversarial game
by P L Cohen & M A Olson & C B Fogarty - 827-840 A conditional test with demonstrated insensitivity to unmeasured bias in matched observational studies
by P R Rosenbaum - 841-856 Estimation in linear errors-in-variables models with unknown error distribution
by Linh H Nghiem & Michael C Byrd & Cornelis J Potgieter - 857-873 Inference under unequal probability sampling with the Bayesian exponentially tilted empirical likelihood
by A Yiu & R J B Goudie & B D M Tom - 875-889 Optimal Bayesian estimation for random dot product graphs
by Fangzheng Xie & Yanxun Xu - 891-906 The Pitman–Yor multinomial process for mixture modelling
by Antonio Lijoi & Igor Prünster & Tommaso Rigon - 907-917 On specification tests for composite likelihood inference
by Jing Huang & Yang Ning & Nancy Reid & Yong Chen - 919-933 Demystifying a class of multiply robust estimators
by Wei Li & Yuwen Gu & Lan Liu - 935-948 Regression-adjusted average treatment effect estimates in stratified randomized experiments
by Hanzhong Liu & Yuehan Yang - 949-964 General regression model for the subdistribution of a competing risk under left-truncation and right-censoring
by A Bellach & M R Kosorok & P B Gilbert & J P Fine - 965-981 Envelopes in multivariate regression models with nonlinearity and heteroscedasticity
by X Zhang & C E Lee & X Shao - 983-995 A unified approach to the calculation of information operators in semiparametric models
by Lu Mao - 997-1004 Extended stochastic gradient Markov chain Monte Carlo for large-scale Bayesian variable selection
by Qifan Song & Yan Sun & Mao Ye & Faming Liang - 1005-1012 Efficient posterior sampling for high-dimensional imbalanced logistic regression
by Deborshee Sen & Matthias Sachs & Jianfeng Lu & David B Dunson - 1013-1020 Classification via local manifold approximation
by Didong Li & David B Dunson