# Royal Statistical Society

# Journal of the Royal Statistical Society Series B

Postal: 12 Errol Street, London EC1Y 8LX, United Kingdom

Phone: -44-171-638-8998

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Phone: -44-171-638-8998

Fax: -44-171-256-7598

Web page: http://wileyonlinelibrary.com/journal/rssb

Email:

More information through EDIRC

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Web: http://ordering.onlinelibrary.wiley.com/subs.asp?ref=1467-9868&doi=10.1111/(ISSN)1467-9868

**Editor:**

**Current editor:**I. Van Keilegom

**For corrections or technical questions regarding this series, please contact (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum)**

**Series handle:**repec:bla:jorssb

**ISSN:**1369-7412

**Citations RSS feed:**at CitEc

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### 2006, Volume 68, Issue 4

**655-670 Minimum volume confidence regions for a multivariate normal mean vector***by*Bradley Efron**671-687 Free-knot spline smoothing for functional data***by*Daniel Gervini**689-705 Assessing the finite dimensionality of functional data***by*Peter Hall & Céline Vial**707-720 Correlograms for non-stationary autoregressions***by*Bent Nielsen

### 2006, Volume 68, Issue 3

**333-382 Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion)***by*Alexandros Beskos & Omiros Papaspiliopoulos & Gareth O. Roberts & Paul Fearnhead**383-409 Regularized semiparametric model identification with application to nuclear magnetic resonance signal quantification with unknown macromolecular base-line***by*Diana M. Sima & Sabine Van Huffel**411-436 Sequential Monte Carlo samplers***by*Pierre Del Moral & Arnaud Doucet & Ajay Jasra**437-455 Testing for order-restricted hypotheses in longitudinal data***by*Ramani S. Pilla & Annie Qu & Catherine Loader**457-476 A new approach to cluster analysis: the clustering-function-based method***by*Baibing Li**477-493 Testing against a high dimensional alternative***by*Jelle J. Goeman & Sara A. van de Geer & Hans C. van Houwelingen**495-508 Improved likelihood inference for discrete data***by*A. C. Davison & D. A. S. Fraser & N. Reid**509-521 On the bias of the multiple-imputation variance estimator in survey sampling***by*Jae Kwang Kim & J. Michael Brick & Wayne A. Fuller & Graham Kalton**523-530 A new randomized response model***by*Christopher R. Gjestvang & Sarjinder Singh**531-547 Adjusted jackknife for imputation under unequal probability sampling without replacement***by*Yves G. Berger & J. N. K. Rao**549-570 Empirical likelihood confidence regions in a partially linear single-index model***by*Lixing Zhu & Liugen Xue

### 2006, Volume 68, Issue 2

**155-178 Likelihood inference for a class of latent Markov models under linear hypotheses on the transition probabilities***by*Francesco Bartolucci**179-199 Wavelet-based functional mixed models***by*Jeffrey S. Morris & Raymond J. Carroll**201-220 Nonparametric methods for solving the Berkson errors-in-variables problem***by*Aurore Delaigle & Peter Hall & Peihua Qiu**221-238 On parametric bootstrap methods for small area prediction***by*Peter Hall & Tapabrata Maiti**239-257 Mean-squared error estimation in transformed Fay-Herriot models***by*Eric V. Slud & Tapabrata Maiti**259-280 Generalized linear array models with applications to multidimensional smoothing***by*I. D. Currie & M. Durban & P. H. C. Eilers**281-303 Variance stabilization for a scalar parameter***by*Thomas J. DiCiccio & Anna Clara Monti & G. Alastair Young**305-332 Functional clustering by Bayesian wavelet methods***by*Shubhankar Ray & Bani Mallick

### 2006, Volume 68, Issue 1

**3-25 Penalized spline models for functional principal component analysis***by*Fang Yao & Thomas C. M. Lee**27-48 Multiscale Poisson data smoothing***by*Maarten Jansen**49-67 Model selection and estimation in regression with grouped variables***by*Ming Yuan & Yi Lin**69-88 Semiparametric estimation in general repeated measures problems***by*Xihong Lin & Raymond J. Carroll**89-107 Sufficient dimension reduction in regressions across heterogeneous subpopulations***by*Liqiang Ni & R. Dennis Cook**109-126 On properties of functional principal components analysis***by*Peter Hall & Mohammad Hosseini-Nasab**127-133 Collapsibility of distribution dependence***by*Zongming Ma & Xianchao Xie & Zhi Geng**135-154 Bandwidth selection in local polynomial regression using eigenvalues***by*Kathryn Prewitt & Sharon Lohr

### 2005, Volume 67, Issue 5

**617-666 Residual analysis for spatial point processes (with discussion)***by*A. Baddeley & R. Turner & J. Møller & M. Hazelton**667-687 Statistical methods for regular monitoring data***by*Michael L. Stein**689-701 Bayes factors based on test statistics***by*Valen E. Johnson**703-716 Maximum likelihood estimation of linear continuous time long memory processes with discrete time data***by*Henghsiu Tsai & K. S. Chan**717-729 Bayesian likelihood methods for estimating the end point of a distribution***by*Peter Hall & Julian Z. Wang**731-745 Bayesian inference for stochastic multitype epidemics in structured populations via random graphs***by*Nikolaos Demiris & Philip D. O'Neill**747-763 Good randomized sequential probability forecasting is always possible***by*Vladimir Vovk & Glenn Shafer**768-768 Addendum: Regularization and variable selection via the elastic net***by*Hui Zou & Trevor Hastie

### 2005, Volume 67, Issue 4

**459-513 Local model uncertainty and incomplete-data bias (with discussion)***by*John Copas & Shinto Eguchi**515-530 An exact distribution-free test comparing two multivariate distributions based on adjacency***by*Paul R. Rosenbaum**531-553 Estimated estimating equations: semiparametric inference for clustered and longitudinal data***by*Jeng-Min Chiou & Hans-Georg Müller**555-572 Estimating the proportion of true null hypotheses, with application to DNA microarray data***by*Mette Langaas & Bo Henry Lindqvist & Egil Ferkingstad**573-587 On nonparametric maximum likelihood estimation with interval censoring and left truncation***by*Michael G. Hudgens**589-597 A note on non-negative continuous time processes***by*Henghsiu Tsai & K. S. Chan**599-616 Modelling directional dispersion through hyperspherical log-splines***by*José T. A. S. Ferreira & Mark F. J. Steel

### 2005, Volume 67, Issue 3

**321-341 Structural learning with time-varying components: tracking the cross-section of financial time series***by*Makram Talih & Nicolas Hengartner**343-361 Small confidence sets for the mean of a spherically symmetric distribution***by*Richard Samworth**363-379 Properties of bagged nearest neighbour classifiers***by*Peter Hall & Richard J. Samworth**381-393 Self-weighted least absolute deviation estimation for infinite variance autoregressive models***by*Shiqing Ling**395-410 Statistical inference for discretely observed Markov jump processes***by*Mogens Bladt & Michael Sørensen**411-426 Variance of the number of false discoveries***by*Art B. Owen**427-444 Geometric representation of high dimension, low sample size data***by*Peter Hall & J. S. Marron & Amnon Neeman**445-458 Calibrated imputation in surveys under a quasi-model-assisted approach***by*Jean-François Beaumont

### 2005, Volume 67, Issue 2

**199-217 Stopping-time resampling for sequential Monte Carlo methods***by*Yuguo Chen & Junyi Xie & Jun S. Liu**219-234 Bayesian classification of tumours by using gene expression data***by*Bani K. Mallick & Debashis Ghosh & Malay Ghosh**235-251 Ascent-based Monte Carlo expectation- maximization***by*Brian S. Caffo & Wolfgang Jank & Galin L. Jones**253-268 Scaling limits for the transient phase of local Metropolis-Hastings algorithms***by*Ole F. Christensen & Gareth O. Roberts & Jeffrey S. Rosenthal**269-283 Model determination for categorical data with factor level merging***by*Petros Dellaportas & Claudia Tarantola**285-299 Model-free variable selection***by*Lexin Li & R. Dennis Cook & Christopher J. Nachtsheim**301-320 Regularization and variable selection via the elastic net***by*Hui Zou & Trevor Hastie

### 2005, Volume 67, Issue 1

**3-18 "T"-optimum designs for discrimination between two multiresponse dynamic models***by*Dariusz Ucinski & Barbara Bogacka**19-41 On difference-based variance estimation in nonparametric regression when the covariate is high dimensional***by*Axel Munk & Nicolai Bissantz & Thorsten Wagner & Gudrun Freitag**43-61 Smooth backfitting in practice***by*Jens Perch Nielsen & Stefan Sperlich**63-78 Bivariate location-scale models for regression analysis, with applications to lifetime data***by*Wenqing He & Jerald F. Lawless**79-89 A jackknife variance estimator for unequal probability sampling***by*Yves G. Berger & Chris J. Skinner**91-108 Sparsity and smoothness via the fused lasso***by*Robert Tibshirani & Michael Saunders & Saharon Rosset & Ji Zhu & Keith Knight**109-134 An invitation to quantum tomography***by*L. M. Artiles & R. D. Gill & M. I. Gutca**135-155 Analysis of longitudinal data unbalanced over time***by*Wenzheng Huang & Garrett M. Fitzmaurice**157-166 Improved unbiased estimators in adaptive cluster sampling***by*Arthur L. Dryver & Steven K. Thompson**167-182 Asymptotic bias in the linear mixed effects model under non-ignorable missing data mechanisms***by*Chandan Saha & Michael P. Jones**183-196 Risk-reducing shrinkage estimation for generalized linear models***by*Dan J. Spitzner**197-197 Acknowledgement of priority: Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach***by*John D. Storey & Jonathan E. Taylor & David Siegmund

### 2004, Volume 66, Issue 4

**815-849 Clustering objects on subsets of attributes (with discussion)***by*Jerome H. Friedman & Jacqueline J. Meulman**851-860 Efficiency of generalized estimating equations for binary responses***by*N. Rao Chaganty & Harry Joe**861-875 Nonparametric inference about service time distribution from indirect measurements***by*Peter Hall & Juhyun Park**877-892 Approximating hidden Gaussian Markov random fields***by*Håvard Rue & Ingelin Steinsland & Sveinung Erland**893-908 Estimation of generalized linear latent variable models***by*Philippe Huber & Elvezio Ronchetti & Maria-Pia Victoria-Feser**909-926 Restricted likelihood ratio lack-of-fit tests using mixed spline models***by*Gerda Claeskens**927-939 Real nonparametric regression using complex wavelets***by*Stuart Barber & Guy P. Nason**941-958 Merging information for semiparametric density estimation***by*Konstantinos Fokianos**959-971 Self-modelling warping functions***by*Daniel Gervini & Theo Gasser**973-973 Corrigendum: Estimation of global temperature fields from scattered observations by a spherical-wavelet-based spatially adaptive method***by*Hee-Seok Oh & Ta-Hsin Li

### 2004, Volume 66, Issue 3

**497-546 A conditional approach for multivariate extreme values (with discussion)***by*Janet E. Heffernan & Jonathan A. Tawn**547-573 Wavelet deconvolution in a periodic setting***by*Iain M. Johnstone & Gérard Kerkyacharian & Dominique Picard & Marc Raimondo**575-589 Bayesian variable selection and regularization for time-frequency surface estimation***by*Patrick J. Wolfe & Simon J. Godsill & Wee-Jing Ng**591-607 Markov chain Monte Carlo methods for high dimensional inversion in remote sensing***by*H. Haario & M. Laine & M. Lehtinen & E. Saksman & J. Tamminen**609-626 Bayesian analysis of the scatterometer wind retrieval inverse problem: some new approaches***by*Dan Cornford & Lehel Csató & David J. Evans & Manfred Opper**653-667 Smoothing spline estimation in varying-coefficient models***by*R. L. Eubank & Chunfeng Huang & Y. Muñoz Maldonado & Naisyin Wang & Suojin Wang & R. J. Buchanan**669-686 Nonparametric multistep-ahead prediction in time series analysis***by*Rong Chen & Lijian Yang & Christian Hafner**687-717 Joint response graphs and separation induced by triangular systems***by*Nanny Wermuth & D. R. Cox**719-733 A nonparametric test to compare survival distributions with covariate adjustment***by*Glenn Heller & E. S. Venkatraman**735-749 A method for combining inference across related nonparametric Bayesian models***by*Peter Müller & Fernando Quintana & Gary Rosner**751-769 Probabilistic sensitivity analysis of complex models: a Bayesian approach***by*Jeremy E. Oakley & Anthony O'Hagan**771-789 Exact filtering for partially observed continuous time models***by*Paul Fearnhead & Loukia Meligkotsidou**791-813 Analysis of longitudinal data with irregular, outcome-dependent follow-up***by*Haiqun Lin & Daniel O. Scharfstein & Robert A. Rosenheck

### 2004, Volume 66, Issue 2

**275-296 Approximating likelihoods for large spatial data sets***by*Michael L. Stein & Zhiyi Chi & Leah J. Welty**297-304 A note on the adaptive control of false discovery rates***by*M. A. Black**305-319 Hazard-based nonparametric survivor function estimation***by*Ross L. Prentice & F. Zoe Moodie & Jianrong Wu**321-336 Semiparametric non-linear time series model selection***by*Jiti Gao & Howell Tong**337-356 Smoothing spline Gaussian regression: more scalable computation via efficient approximation***by*Young-Ju Kim & Chong Gu**357-368 Interval estimation for log-linear models with one variable subject to non-ignorable non-response***by*Paul S. Clarke & Peter W. F. Smith**369-393 Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes***by*Gareth O. Roberts & Omiros Papaspiliopoulos & Petros Dellaportas**395-400 A simple procedure for the selection of significant effects***by*D. R. Cox & Man Yu Wong**401-409 Stepwise likelihood ratio statistics in sequential studies***by*Wenzheng Huang**411-427 On the use of local optimizations within Metropolis-Hastings updates***by*Håkon Tjelmeland & Jo Eidsvik**429-446 Modelling spatial intensity for replicated inhomogeneous point patterns in brain imaging***by*C. G. Wager & B. A. Coull & N. Lange**447-462 Estimating functions in indirect inference***by*Knut Heggland & Arnoldo Frigessi**463-477 Identification of non-linear additive autoregressive models***by*Jianhua Z. Huang & Lijian Yang**479-496 Small area estimates for cross-classifications***by*Li-Chun Zhang & Raymond L. Chambers

### 2004, Volume 66, Issue 1

**3-16 Hypothesis testing in mixture regression models***by*Hong-Tu Zhu & Heping Zhang**17-30 Local polynomial regression and simulation-extrapolation***by*John Staudenmayer & David Ruppert**31-46 Low order approximations in deconvolution and regression with errors in variables***by*Raymond J. Carroll & Peter Hall**47-61 Compatible prior distributions for directed acyclic graph models***by*Alberto Roverato & Guido Consonni**63-78 Estimation and testing stationarity for double-autoregressive models***by*Shiqing Ling**79-93 Detecting dependence between marks and locations of marked point processes***by*Martin Schlather & Paulo J. Ribeiro & Peter J. Diggle**95-115 Testing for a finite mixture model with two components***by*Hanfeng Chen & Jiahua Chen & John D. Kalbfleisch**117-130 Power transformations to induce normality and their applications***by*Willa W. Chen & Rohit S. Deo**131-143 Application of 'delete = replace' to deletion diagnostics for variance component estimation in the linear mixed model***by*John Haslett & Dominic Dillane**145-163 Penalized triograms: total variation regularization for bivariate smoothing***by*Roger Koenker & Ivan Mizera**165-185 Likelihood ratio tests in linear mixed models with one variance component***by*Ciprian M. Crainiceanu & David Ruppert**187-205 Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach***by*John D. Storey & Jonathan E. Taylor & David Siegmund**207-220 An estimating equation for parametric shared frailty models with marginal additive hazards***by*Christian Bressen Pipper & Torben Martinussen**221-238 Estimation of global temperature fields from scattered observations by a spherical-wavelet-based spatially adaptive method***by*Hee-Seok Oh & Ta-Hsin Li**239-257 Recurrent events analysis in the presence of time-dependent covariates and dependent censoring***by*Maja Miloslavsky & Sündüz Keleş & Mark J. Laan & Steve Butler**259-273 Composite conditional likelihood for sparse clustered data***by*John J. Hanfelt

### 2003, Volume 65, Issue 4

**775-804 On quantum statistical inference***by*Ole E. Barndorff-Nielsen & Richard D. Gill & Peter E. Jupp**817-835 Causal inference with generalized structural mean models***by*S. Vansteelandt & E. Goetghebeur**837-849 Accommodating stochastic departures from percentile invariance in causal models***by*Kevin K. Dobbin & Thomas A. Louis**851-867 Extremes of Markov chains with tail switching potential***by*Paola Bortot & Stuart Coles**869-886 Nonparametric methods for deconvolving multiperiodic functions***by*Peter Hall & Jiying Yin**887-899 On-line inference for hidden Markov models via particle filters***by*Paul Fearnhead & Peter Clifford**901-919 Free-knot polynomial splines with confidence intervals***by*Wenxin Mao & Linda H. Zhao**921-935 Nonparametric estimation of the sojourn time distributions for a multipath model***by*Weijing Wang**937-941 A general condition for avoiding effect reversal after marginalization***by*D. R. Cox & Nanny Wermuth**946-946 Corrigendum: Spatiotemporal prediction for log-Gaussian Cox processes***by*Anders Brix & Peter J. Diggle

### 2003, Volume 65, Issue 3

**585-604 A theory of statistical models for Monte Carlo integration***by*A. Kong & P. McCullagh & X.-L. Meng & D. Nicolae & Z. Tan**619-642 Bayesian inversion of geoelectrical resistivity data***by*Kim E. Andersen & Stephen P. Brooks & Martin B. Hansen**643-661 Estimation of dependence between paired correlated failure times in the presence of covariate measurement error***by*Malka Gorfine & Li Hsu & Ross L. Prentice**663-678 An empirical likelihood goodness-of-fit test for time series***by*Song Xi Chen & Wolfgang Härdle & Ming Li**679-700 Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers***by*Olivier Cappé & Christian P. Robert & Tobias Rydén**701-710 The identifiability of the mixed proportional hazards competing risks model***by*Jaap H. Abbring & Gerard J. van den Berg**711-723 Likelihood methods for missing covariate data in highly stratified studies***by*Paul J. Rathouz**725-742 Efficient design of experiments in the Monod model***by*Holger Dette & Viatcheslav B. Melas & Andrey Pepelyshev & Nikolai Strigul**743-758 Bayesian inference for non-stationary spatial covariance structure via spatial deformations***by*Alexandra M. Schmidt & Anthony O'Hagan**759-774 Semiparametric models: a generalized self-consistency approach***by*A. Tsodikov

### 2003, Volume 65, Issue 2

**331-355 Optimal dynamic treatment regimes***by*S. A. Murphy**367-389 Distributions generated by perturbation of symmetry with emphasis on a multivariate skew "t"-distribution***by*Adelchi Azzalini & Antonella Capitanio**391-404 Interpreting statistical evidence by using imperfect models: robust adjusted likelihood functions***by*Richard Royall & Tsung-Shan Tsou**405-423 Functional quasi-likelihood regression models with smooth random effects***by*Jeng-Min Chiou & Hans-Georg Müller & Jane-Ling Wang**425-442 Data tilting for time series***by*Peter Hall & Qiwei Yao**443-456 Using difference-based methods for inference in nonparametric regression with time series errors***by*Peter Hall & Ingrid Van Keilegom**457-471 Estimation of bivariate and marginal distributions with censored data***by*Michael G. Akritas & Ingrid Van Keilegom**473-488 Iterated residuals and time-varying covariate effects in Cox regression***by*Angela Winnett & Peter Sasieni**489-502 Maximum likelihood estimation for the proportional hazards model with partly interval-censored data***by*Jong S. Kim**503-520 Classical model selection via simulated annealing***by*S. P. Brooks & N. Friel & R. King**521-543 Diagnostics for dependence within time series extremes***by*Anthony W. Ledford & Jonathan A. Tawn**545-556 Inference for clusters of extreme values***by*Christopher A. T. Ferro & Johan Segers**557-574 Bayesian clustering and product partition models***by*Fernando A. Quintana & Pilar L. Iglesias**575-584 A note on the prospective analysis of outcome-dependent samples***by*Hua Yun Chen

### 2003, Volume 65, Issue 1

**3-39 Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions***by*S. P. Brooks & P. Giudici & G. O. Roberts**39-55 Discussion on the paper by Brooks, Giudici and Roberts***by*Christian P. Robert & Xiao-Li Meng & Jesper Møller & Jeffrey S Rosenthal & C Jennison & M. A Hurn & F Al-Awadhi & Peter McCullagh & Christophe Andrieu & Arnaud Doucet & Petros Dellaportas & Ioulia Papageorgiou & Ricardo S Ehlers & Elena A Erosheva & Stephen E Fienberg & Jonathan J Forster & Roger C Gill & Nial Friel & Peter Green & David Hastie & R King & Hans R Künsch & N. A. Lazar & C Osinski**57-80 Adaptive varying-coefficient linear models***by*Jianqing Fan & Qiwei Yao & Zongwu Cai**81-94 Comprehensive definitions of breakdown points for independent and dependent observations***by*Marc G. Genton & André Lucas**95-114 Thin plate regression splines***by*Simon N. Wood**115-126 Goodness-of-fit tests based on maximum correlations and their orthogonal decompositions***by*J. Fortiana & A. Grané**127-142 Building adaptive estimating equations when inverse of covariance estimation is difficult***by*Annie Qu & Bruce G. Lindsay**143-157 Sequential classification on partially ordered sets***by*Curtis Tatsuoka & Thomas Ferguson**159-174 A skew extension of the "t"-distribution, with applications***by*M. C. Jones & M. J. Faddy**175-190 Estimating variance components by using survey data***by*Edward L. Korn & Barry I. Graubard**191-208 Efficiency of projected score methods in rectangular array asymptotics***by*Haihong Li & Bruce G. Lindsay & Richard P. Waterman**209-222 Covariate selection for estimating the causal effect of control plans by using causal diagrams***by*Manabu Kuroki & Masami Miyakawa**223-234 The evaluation of general non-centred orthant probabilities***by*Tetsuhisa Miwa & A. J. Hayter & Satoshi Kuriki**235-246 Efficient calculation of the normalizing constant of the autologistic and related models on the cylinder and lattice***by*A. N. Pettitt & N. Friel & R. Reeves**247-255 Posterior bimodality in the balanced one-way random-effects model***by*Jiannong Liu & James S. Hodges**257-273 Estimating the association parameter for copula models under dependent censoring***by*Weijing Wang**275-297 Pattern-mixture and selection models for analysing longitudinal data with monotone missing patterns***by*Jolene Birmingham & Andrea Rotnitzky & Garrett M. Fitzmaurice**299-315 Conditional statistical inference and quantification of relevance***by*Rolf Sundberg**317-329 A simple estimator for a shared frailty regression model***by*Jason P. Fine & David V. Glidden & Kristine E. Lee

### 2002, Volume 64, Issue 4

**583-639 Bayesian measures of model complexity and fit***by*David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika van der Linde**641-656 A model selection approach for the identification of quantitative trait loci in experimental crosses***by*Karl W. Broman & Terence P. Speed**657-680 Approximate likelihood methods for estimating local recombination rates***by*Paul Fearnhead & Peter Donnelly**681-693 Bayesian phylogenetic inference from animal mitochondrial genome arrangements***by*Bret Larget & Donald L. Simon & Joseph B. Kadane**695-715 Assessing population differentiation and isolation from single-nucleotide polymorphism data***by*George Nicholson & Albert V. Smith & Frosti Jónsson & Ãmar Gústafsson & Kári Stefánsson & Peter Donnelly**717-736 A statistical framework for expression-based molecular classification in cancer***by*Giovanni Parmigiani & Elizabeth S. Garrett & Ramaswamy Anbazhagan & Edward Gabrielson**777-790 Perfect samplers for mixtures of distributions***by*G. Casella & K. L. Mengersen & C. P. Robert & D. M. Titterington**791-804 Bandwidth selection for local linear regression smoothers***by*Nicolas W. Hengartner & Marten H. Wegkamp & Eric Matzner-Løber**805-826 Modelling spatially correlated data via mixtures: a Bayesian approach***by*Carmen Fernández & Peter J. Green**827-836 Particle filtering for partially observed Gaussian state space models***by*Christophe Andrieu & Arnaud Doucet**837-854 Least squares variogram fitting by spatial subsampling***by*Yoon Dong Lee & Soumendra N. Lahiri**855-867 A measure of disclosure risk for microdata***by*C. J. Skinner & M. J. Elliot**869-886 Estimation of integrated squared density derivatives from a contaminated sample***by*A. Delaigle & I. Gijbels**887-898 Inference in smoothing spline analysis of variance***by*Wensheng Guo**899-909 The two-way proportional hazards model***by*Bradley Efron

### 2002, Volume 64, Issue 3

**321-348 Chain graph models and their causal interpretations***by*Steffen L. Lauritzen & Thomas S. Richardson**363-410 An adaptive estimation of dimension reduction space***by*Yingcun Xia & Howell Tong & W. K. Li & Li-Xing Zhu**433-445 Conjugacy class prior distributions on metric-based ranking models***by*Jayanti Gupta & Paul Damien**447-466 Estimates of regression coefficients based on the sign covariance matrix***by*Esa Ollila & Hannu Oja & Thomas P. Hettmansperger**467-477 Models for survival data from cancer prevention studies***by*Debajyoti Sinha & Joseph G. Ibrahim & Ming-Hui Chen**479-498 A direct approach to false discovery rates***by*John D. Storey