# 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

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**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

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### 2001, Volume 63, Issue 3

**621-632 A general method of constructing "E"("s"-super-2)-optimal supersaturated designs***by*Neil A. Butler & Roger Mead & Kent M. Eskridge & Steven G. Gilmour

### 2001, Volume 63, Issue 2

**167-241 Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics***by*Ole E. Barndorff-Nielsen & Neil Shephard**243-259 Nonparametric maximum likelihood estimation for shifted curves***by*Birgitte B. Rønn**261-275 Moment estimation for statistics from marked point processes***by*Dimitris N. Politis & Michael Sherman**277-292 Robust estimation for finite populations based on a working model***by*Anthony Y. C. Kuk & A. H. Welsh**293-305 A diagnostic for selecting the threshold in extreme value analysis***by*Armelle Guillou & Peter Hall**307-323 Influence analysis based on the case sensitivity function***by*Frank Critchley & Richard A. Atkinson & Guobing Lu & Elenice Biazi**325-338 Fast sampling of Gaussian Markov random fields***by*Håvard Rue**339-355 Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation***by*Ming Gao Gu & Hong-Tu Zhu**357-375 Smoothing for discrete-valued time series***by*Zongwu Cai & Qiwei Yao & Wenyang Zhang**377-392 Inference in high dimensional generalized linear models based on soft thresholding***by*Artur Klinger**393-410 Estimating the structural dimension of regressions via parametric inverse regression***by*Efstathia Bura & R. Dennis Cook**411-423 Estimating the number of clusters in a data set via the gap statistic***by*Robert Tibshirani & Guenther Walther & Trevor Hastie

### 2001, Volume 63, Issue 1

**1-2 Report of the Editors-2000***by*A. C. Davison & D. Firth**3-17 Bayesian regression with multivariate linear splines***by*C. C. Holmes & B. K. Mallick**19-29 A modified likelihood ratio test for homogeneity in finite mixture models***by*Hanfeng Chen & Jiahua Chen & John D. Kalbfleisch**23-31 Distance sampling methodology***by*Simon C. Barry & A. H. Welsh**55-62 On repeated measures analysis with misspecified covariance structure***by*Martin Crowder**63-79 On heteroscedastic hazards regression models: theory and application***by*Fushing Hsieh**81-94 On measuring sensitivity to parametric model misspecification***by*Paul Gustafson**95-110 Non-conjugate prior distribution assessment for multivariate normal sampling***by*Paul H. Garthwaite & Shafeeqah A. Al-Awadhi**111-126 Local influence for incomplete data models***by*Hong-Tu Zhu & Sik-Yum Lee**127-146 Following a moving target-Monte Carlo inference for dynamic Bayesian models***by*Walter R. Gilks & Carlo Berzuini**147-166 Testing generalized linear and semiparametric models against smooth alternatives***by*Göran Kauermann & Gerhard Tutz

### 2000, Volume 62, Issue 4

**605-635 Inference in molecular population genetics***by*Matthew Stephens & Peter Donnelly**657-665 Failure time regression with continuous covariates measured with error***by*Halbo Zhou & C.-Y. Wang**667-680 Proportional hazards estimate of the conditional survival function***by*Ronghui Xu & John O'Quigley**681-698 Flexible empirical Bayes estimation for wavelets***by*Merlise Clyde & Edward I. George**699-709 A small sample estimator for a polynomial regression with errors in the variables***by*Chi-Lun Cheng & Hans Schneeweiss & Markus Thamerus**711-730 Semiparametric regression for the mean and rate functions of recurrent events***by*D. Y. Lin & L. J. Wei & I. Yang & Z. Ying**731-745 Confidence intervals for secondary parameters following a sequential test***by*John Whitehead & Susan Todd & W. J. Hall**747-762 A model for markers and latent health status***by*Mel-Ling Ting Lee & Victor DeGruttola & David Schoenfeld**763-771 Partial least squares estimator for single-index models***by*Prasad Naik & Chih-Ling Tsai**773-786 Regression analysis under non-standard situations: a pairwise pseudolikelihood approach***by*Kung-Yee Liang & Jing Qin**787-793 Cochran's rule for simple random sampling***by*R. A. Sugden & T. M. F. Smith & R. P. Jones**795-809 Dealing with label switching in mixture models***by*Matthew Stephens**811-825 Almost nonparametric inference for repeated measures in mixture models***by*T. P. Hettmansperger & Hoben Thomas**827-838 Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood***by*David M. Zucker & Offer Lieberman & Orly Manor**839-846 Closure of the class of binary generalized linear models in some non-standard settings***by*John M. Neuhaus**847-860 Blur-generated non-separable space-time models***by*Patrick E. Brown & Gareth O. Roberts & Kjetil F. Kåresen & Stefano Tonellato

### 2000, Volume 62, Issue 3

**431-448 On variable bandwidth selection in local polynomial regression***by*Kjell Doksum & Derick Peterson & Alex Samarov**449-460 A unified approach to regression analysis under double-sampling designs***by*Yi-Hau Chen & Hung Chen**493-508 Mixture Kalman filters***by*Rong Chen & Jun S. Liu**509-524 Expected estimating equations to accommodate covariate measurement error***by*C.-Y. Wang & Margaret Sullivan Pepe**525-544 Bayesian Poisson models for the graphical combination of dependent expert information***by*Jim Q. Smith & Álvaro E. Faria, Jr**545-555 Asymptotic separability in sensitivity analysis***by*Joseph L. Gastwirth & Abba M. Krieger & Paul R. Rosenbaum**557-574 Generalized spectral tests for serial dependence***by*Yongmiao Hong**575-583 Recursive formulae for the average efficiency factor in block and row-column designs***by*J. A. John & D. Whitaker**585-593 The peculiar shrinkage properties of partial least squares regression***by*Neil A. Butler & Michael C. Denham**595-604 Median treatment effect in randomized trials***by*Myoung-jae Lee

### 2000, Volume 62, Issue 2

**209-256 Invariance and factorial models***by*P. McCullagh**257-270 Standard errors for EM estimation***by*M. Jamshidian & R. I. Jennrich**271-292 Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum***by*G. P. Nason & R. von Sachs & G. Kroisandt**293-302 Regression analysis of panel count data with covariate-dependent observation and censoring times***by*J. Sun & L. J. Wei**303-322 Two-step estimation of functional linear models with applications to longitudinal data***by*J. Fan & J.-T. Zhang**323-333 Goodness of fit of generalized linear models to sparse data***by*S. R. Paul & D. Deng**335-354 Adaptive weights smoothing with applications to image restoration***by*J. Polzehl & V. G. Spokoiny**355-366 Bayesian latent variable models for clustered mixed outcomes***by*D. B. Dunson**367-382 Rank statistics expressible as integrals under***by*A. J. Girling**383-397 On the estimation of an instantaneous transformation for time series***by*Y. Xia & H. Tong & W. K. Li & L.-X. Zhu**399-412 Inference for multivariate normal hierarchical models***by*P. J. Everson & C. N. Morris**413-428 Modelling and smoothing parameter estimation with multiple quadratic penalties***by*S. N. Wood**429-429 Priors and component structures in autoregressive time series models***by*G. Huerta & M. West**461-477 Bootstrap confidence regions computed from autoregressions of arbitrary order***by*Edwin Choi & Peter Hall**479-491 Importance of interpolation when constructing double-bootstrap confidence intervals***by*Peter Hall & Stephen M.-S. Lee & G. Alastair Young

### 2000, Volume 62, Issue 1

**3-56 Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives***by*J. Durbin & S. J. Koopman**57-75 Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method***by*C. P. Robert & T. Rydén & D. M. Titterington**77-87 Latent variable models with mixed continuous and polytomous data***by*J.-Q. Shi & S.-Y. Lee**89-94 The exact bootstrap mean and variance of an "L"-estimator***by*A. D. Hutson & M. D. Ernst**95-115 On a mixture autoregressive model***by*C. S. Wong & W. K. Li**117-135 Extremal analysis of processes sampled at different frequencies***by*M. E. Robinson & J. A. Tawn**137-144 A weighted bootstrap approach to bootstrap iteration***by*P. Hall & Y. Maesono**145-157 Maximum entropy sampling and optimal Bayesian experimental design***by*P. Sebastiani & H. P. Wynn**159-180 Asymptotic inference for mixture models by using data-dependent priors***by*L. Wasserman**181-190 A class of weighted dependence measures for bivariate failure time data***by*J. Fan & R. L. Prentice & L. Hsu**191-208 Local likelihood smoothing of sample extremes***by*A. C. Davison & N. I. Ramesh

### 1999, Volume 61, Issue 4

**691-746 Bayesian analysis of agricultural field experiments***by*J. Besag & D. Higdon**747-791 The achievable region approach to the optimal control of stochastic systems***by*M. Dacre & K. Glazebrook & J. Niño-Mora**793-815 Multivariate bandwidth selection for local linear regression***by*L. Yang & R. Tschernig**817-830 Analysing competing risks data with transformation models***by*J. P. Fine**831-847 Upper probabilities based only on the likelihood function***by*P. Walley & S. Moral**849-861 On the construction of Bayes-confidence regions***by*T. J. Sweeting**863-879 Bayesian inference for semiparametric regression using a Fourier representation***by*P. J. Lenk**881-899 Priors and component structures in autoregressive time series models***by*G. Huerta & M. West**901-911 On a class of "m" out of "n" bootstrap confidence intervals***by*S. M. S. Lee**913-926 The complex Watson distribution and shape analysis***by*K. V. Mardia & I. L. Dryden**927-943 One-step local quasi-likelihood estimation***by*J. Fan & J. Chen**945-953 On confidence intervals associated with the usual and adjusted likelihoods***by*R. Mukerjee & N. Reid**955-969 Extensions of Fill's algorithm for perfect simulation***by*J. Møller & K. Schladitz**971-986 Covariance structure of wavelet coefficients: theory and models in a Bayesian perspective***by*M. Vannucci & F. Corradi**990-990 Corrigendum: Second-order approach to local influence***by*X. Wu & Z. Luo

### 1999, Volume 61, Issue 3

**485-527 Bayesian Nonparametric Inference for Random Distributions and Related Functions***by*Stephen G. Walker & Paul Damien & PuruShottam W. Laud & Adrian F. M. Smith**529-546 The Covariance Inflation Criterion for Adaptive Model Selection***by*Robert Tibshirani & Keith Knight**547-561 Polynomial Regression and Estimating Functions in the Presence of Multiplicative Measurement Error***by*Stephen J. Iturria & Raymond J. Carroll & David Firth**563-577 Saddlepoint Approximations for the Difference of Order Statistics and Studentized Sample Quantiles***by*Chunsheng Ma & John Robinson**579-602 Statistical applications of the multivariate skew normal distribution***by*A. Azzalini & A. Capitanio**603-609 A Simple Derivation of Deletion Diagnostic Results for the General Linear Model with Correlated Errors***by*John Haslett**611-622 Probabilistic Principal Component Analysis***by*Michael E. Tipping & Christopher M. Bishop**623-641 An Analysis of Swendsen-Wang and Related Sampling Methods***by*George S. Fishman**643-660 Convergence of Slice Sampler Markov Chains***by*Gareth O. Roberts & Jeffrey S. Rosenthal**661-680 Biased Bootstrap Methods for Reducing the Effects of Contamination***by*Peter Hall & Brett Presnell**681-689 A Goodness-of-fit Test for Exponentiality Based on the Memoryless Property***by*Ibrahim A. Ahmad & Ibrahim A. Alwasel

### 1999, Volume 61, Issue 2

**287-307 Statistical studies of infectious disease incidence***by*N. G. Becker & T. Britton**309-330 On the time to extinction in recurrent epidemics***by*I. Nåsell**331-344 Gibbs sampling for Bayesian non-conjugate and hierarchical models by using auxiliary variables***by*P. Damlen & J. Wakefield & S. Walker**345-352 Discrete approximations to continuous univariate distributions-an alternative to simulation***by*A. Luceño**353-366 The effect of Monte Carlo approximation on coverage error of double-bootstrap confidence intervals***by*S. M. S. Lee & G. A. Young**367-379 Effect of frailty on marginal regression estimates in survival analysis***by*R. Henderson & P. Oman**381-400 Inference in generalized additive mixed modelsby using smoothing splines***by*X. Lin & D. Zhang**401-411 Parametric regression models for continuous time removal and recapture studies***by*D. Y. Lin & P. S. F. Yip**413-438 Semiparametric methods for response-selective and missing data problems in regression***by*J. F. Lawless & J. D. Kalbfleisch & C. J. Wild**439-458 Multivariate boundary kernels and a continuous least squares principle***by*H. G. Müller & U. Stadtmüller**459-477 Weighted empirical adaptive variance estimators for correlated data regression***by*T. Lumley & P. Heagerty**479-482 Direct calculation of the information matrix via the EM***by*D. Oakes**483-483 Corrigendum: Characterizing a joint probability distribution by conditionals***by*A. Gelman & T. P. Speed

### 1999, Volume 61, Issue 1

**1-2 Report of the Editors-1998***by*D. Firth & M. C. Jones**3-37 Fractal analysis of surface roughness by using spatial data***by*S. Davies & P. Hall**39-50 Understanding exponential smoothing via kernel regression***by*I. Gijbels & A. Pope & M. P. Wand**51-61 Conformal normal curvature and assessment of local influence***by*W.-Y. Poon & Y. S. Poon**63-84 Density and hazard rate estimation for right-censored data by using wavelet methods***by*A. Antoniadis & G. Grégoire & G. Nason**85-93 Minimum aberration and model robustness for two-level fractional factorial designs***by*C.-S. Cheng & D. M. Steinberg & D. X. Sun**95-114 A Bayesian restoration of an ion channel signal***by*M. E. A. Hodgson**115-126 On the effect of overdispersion on exact conditional tests***by*T. A. Severini**127-141 Empirical transform estimation for indexed stochastic models***by*Q. Yao & B. J. T. Morgan**143-158 Intentionally biased bootstrap methods***by*P. Hall & B. Presnell**159-172 Test inversion bootstrap confidence intervals***by*J. Carpenter**173-190 Missing covariates in generalized linear models when the missing data mechanism is non-ignorable***by*J. G. Ibrahim & S. R. Lipsitz & M.-H. Chen**191-212 Double-blind deconvolution: the analysis of post-synaptic currents in nerve cells***by*D. S. Poskitt & K. Dogancay & S.-H. Chung**213-221 Exponential family state space models based on a conjugate latent process***by*P. Vidoni**223-242 Prior elicitation, variable selection and Bayesian computation for logistic regression models***by*M.-H. Chen & J. G. Ibrahim & C. Yiannoutsos**243-250 A nonparametric test for current status data with unequal censoring***by*J. Sun**251-264 Perfect simulation of conditionally specified models***by*J. Møller**265-285 Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm***by*J. G. Booth & J. P. Hobert