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Content
January 2010, Volume 72, Issue 1
- 111-127 Signed directed acyclic graphs for causal inference
by Tyler J. VanderWeele & James M. Robins - 129-142 Criteria for surrogate end points based on causal distributions
by Chuan Ju & Zhi Geng
November 2009, Volume 71, Issue 5
- 905-925 A Bayesian discovery procedure
by Michele Guindani & Peter Müller & Song Zhang - 927-946 Detecting changes in the mean of functional observations
by István Berkes & Robertas Gabrys & Lajos Horváth & Piotr Kokoszka - 947-969 Causal inference in outcome‐dependent two‐phase sampling designs
by Weiwei Wang & Daniel Scharfstein & Zhiqiang Tan & Ellen J. MacKenzie - 971-992 A hierarchical eigenmodel for pooled covariance estimation
by Peter D. Hoff - 993-1008 Bayesian non‐parametric inference for species variety with a two‐parameter Poisson–Dirichlet process prior
by Stefano Favaro & Antonio Lijoi & Ramsés H. Mena & Igor Prünster - 1009-1030 Sparse additive models
by Pradeep Ravikumar & John Lafferty & Han Liu & Larry Wasserman - 1031-1048 Controlling the familywise error rate with plug‐in estimator for the proportion of true null hypotheses
by Helmut Finner & Veronika Gontscharuk
September 2009, Volume 71, Issue 4
- 755-782 Hybrid Dirichlet mixture models for functional data
by Sonia Petrone & Michele Guindani & Alan E. Gelfand - 783-803 Tilting methods for assessing the influence of components in a classifier
by Peter Hall & D. M. Titterington & Jing‐Hao Xue - 805-829 Robust discrimination designs
by Douglas P. Wiens - 831-857 Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
by Holger Dette & Efstathios Paparoditis - 859-880 Adaptively varying‐coefficient spatiotemporal models
by Zudi Lu & Dag Johan Steinskog & Dag Tjøstheim & Qiwei Yao - 881-904 Semiparametric estimation and inference for distributional and general treatment effects
by Jing Cheng & Jing Qin & Biao Zhang
June 2009, Volume 71, Issue 3
- 549-592 Invariant co‐ordinate selection
by David E. Tyler & Frank Critchley & Lutz Dümbgen & Hannu Oja - 593-613 On‐line expectation–maximization algorithm for latent data models
by Olivier Cappé & Eric Moulines - 615-636 Covariance‐regularized regression and classification for high dimensional problems
by Daniela M. Witten & Robert Tibshirani - 637-654 Fully exponential Laplace approximations for the joint modelling of survival and longitudinal data
by Dimitris Rizopoulos & Geert Verbeke & Emmanuel Lesaffre - 655-670 Splines for financial volatility
by Francesco Audrino & Peter Bühlmann - 671-683 Shrinkage tuning parameter selection with a diverging number of parameters
by Hansheng Wang & Bo Li & Chenlei Leng - 685-702 Two‐step estimation for inhomogeneous spatial point processes
by Rasmus Waagepetersen & Yongtao Guan - 703-718 Deconvolution methods for non‐parametric inference in two‐level mixed models
by Peter Hall & Tapabrata Maiti - 719-736 A general dynamical statistical model with causal interpretation
by Daniel Commenges & Anne Gégout‐Petit - 737-753 Copula structure analysis
by Claudia Klüppelberg & Gabriel Kuhn
April 2009, Volume 71, Issue 2
- 319-392 Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations
by Håvard Rue & Sara Martino & Nicolas Chopin - 393-424 Large‐scale multiple testing under dependence
by Wenguang Sun & T. Tony Cai - 425-445 Variance estimation in the analysis of microarray data
by Yuedong Wang & Yanyuan Ma & Raymond J. Carroll - 447-466 Finding an unknown number of multivariate outliers
by Marco Riani & Anthony C. Atkinson & Andrea Cerioli - 467-485 Efficient estimation of auto‐regression parameters and innovation distributions for semiparametric integer‐valued AR(p) models
by Feike C. Drost & Ramon van den Akker & Bas J. M. Werker - 487-503 Some asymptotic results on generalized penalized spline smoothing
by Göran Kauermann & Tatyana Krivobokova & Ludwig Fahrmeir - 505-523 Smoothing parameter selection for a class of semiparametric linear models
by Philip T. Reiss & R. Todd Ogden - 525-548 On distribution‐weighted partial least squares with diverging number of highly correlated predictors
by Li‐Ping Zhu & Li‐Xing Zhu
January 2009, Volume 71, Issue 1
- 1-2 Report of the Editors—2008
by G. Casella & C.P. Robert - 3-23 Pseudomartingale estimating equations for modulated renewal process models
by Fengchang Lin & Jason P. Fine - 25-48 Testing for lack of fit in inverse regression—with applications to biophotonic imaging
by Nicolai Bissantz & Gerda Claeskens & Hajo Holzmann & Axel Munk - 49-73 Parameter estimation for partially observed hypoelliptic diffusions
by Yvo Pokern & Andrew M. Stuart & Petter Wiberg - 75-96 Testing in semiparametric models with interaction, with applications to gene–environment interactions
by Arnab Maity & Raymond J. Carroll & Enno Mammen & Nilanjan Chatterjee - 97-125 Multiscale methods for data on graphs and irregular multidimensional situations
by Maarten Jansen & Guy P. Nason & B. W. Silverman - 127-142 DASSO: connections between the Dantzig selector and lasso
by Gareth M. James & Peter Radchenko & Jinchi Lv - 143-158 Bayesian model selection using test statistics
by Jianhua Hu & Valen E. Johnson - 159-175 A Bayesian approach to non‐parametric monotone function estimation
by Thomas S. Shively & Thomas W. Sager & Stephen G. Walker - 177-190 Consistent model selection and data‐driven smooth tests for longitudinal data in the estimating equations approach
by Lan Wang & Annie Qu - 191-217 Fourier analysis of irregularly spaced data on Rd
by Yasumasa Matsuda & Yoshihiro Yajima - 219-241 A new class of models for bivariate joint tails
by Alexandra Ramos & Anthony Ledford - 243-264 Non‐parametric tests for distributional treatment effect for randomly censored responses
by Myoung‐jae Lee - 265-285 Empirical Bayes confidence intervals shrinking both means and variances
by J. T. Gene Hwang & Jing Qiu & Zhigen Zhao - 287-299 Shrinkage inverse regression estimation for model‐free variable selection
by Howard D. Bondell & Lexin Li - 301-318 Robust linear clustering
by L. A. García‐Escudero & A. Gordaliza & R. San Martín & S. Van Aelst & R. Zamar
November 2008, Volume 70, Issue 5
- 849-911 Sure independence screening for ultrahigh dimensional feature space
by Jianqing Fan & Jinchi Lv - 913-930 Semiparametric inference in generalized mixed effects models
by María José Lombardía & Stefan Sperlich - 931-955 Soap film smoothing
by Simon N. Wood & Mark V. Bravington & Sharon L. Hedley - 957-980 Separation measures and the geometry of Bayes factor selection for classification
by Jim Q. Smith & Paul E. Anderson & Silvia Liverani - 981-1003 Generalization of Jeffreys divergence‐based priors for Bayesian hypothesis testing
by M. J. Bayarri & G. García‐Donato - 1005-1027 Graphical Gaussian models with edge and vertex symmetries
by Søren Højsgaard & Steffen L. Lauritzen - 1029-1047 Non‐parametric heteroscedastic transformation regression models for skewed data with an application to health care costs
by Xiao‐Hua Zhou & Huazhen Lin & Eric Johnson - 1049-1066 Estimation of controlled direct effects
by Sylvie Goetgeluk & Stijn Vansteelandt & Els Goetghebeur - 1067-1067 Clarification: Regression model selection—a residual likelihood approach
by Chenlei Leng & Peide Shi & Chih‐Ling Tsai
September 2008, Volume 70, Issue 4
- 643-677 Sampling bias and logistic models
by Peter McCullagh - 679-702 Modelling multivariate volatilities via conditionally uncorrelated components
by Jianqing Fan & Mingjin Wang & Qiwei Yao - 703-723 Modelling sparse generalized longitudinal observations with latent Gaussian processes
by Peter Hall & Hans‐Georg Müller & Fang Yao - 725-738 Non‐parametric inference for clustered binary and count data when only summary information is available
by Peter Hall & Tapabrata Maiti - 739-753 Isotropic spectral additive models of the covariogram
by Miro R. Powojowski - 755-777 Particle filters for partially observed diffusions
by Paul Fearnhead & Omiros Papaspiliopoulos & Gareth O. Roberts - 779-802 Robust estimation in the normal mixture model based on robust clustering
by J. A. Cuesta‐Albertos & C. Matrán & A. Mayo‐Iscar - 803-823 Improving semiparametric estimation by using surrogate data
by Song Xi Chen & Denis H. Y. Leung & Jing Qin - 825-848 Gaussian predictive process models for large spatial data sets
by Sudipto Banerjee & Alan E. Gelfand & Andrew O. Finley & Huiyan Sang
July 2008, Volume 70, Issue 3
- 461-493 Proportion of non‐zero normal means: universal oracle equivalences and uniformly consistent estimators
by Jiashun Jin - 495-518 Fast stable direct fitting and smoothness selection for generalized additive models
by Simon N. Wood - 519-543 A semiparametric approach to canonical analysis
by Yingcun Xia - 545-566 Dated ancestral trees from binary trait data and their application to the diversification of languages
by Geoff K. Nicholls & Russell D. Gray - 567-587 A wavelet‐ or lifting‐scheme‐based imputation method
by T. J. Heaton & B. W. Silverman - 589-607 Marginal likelihood estimation via power posteriors
by N. Friel & A. N. Pettitt - 609-627 Non‐crossing non‐parametric estimates of quantile curves
by Holger Dette & Stanislav Volgushev - 629-642 On casting random‐effects models in a survival framework
by Ramani S. Pilla & Yongdai Kim & Hakbae Lee
April 2008, Volume 70, Issue 2
- 287-309 Binary models for marginal independence
by Mathias Drton & Thomas S. Richardson - 311-328 Generalized linear models incorporating population level information: an empirical‐likelihood‐based approach
by Sanjay Chaudhuri & Mark S. Handcock & Michael S. Rendall - 329-349 Empirical‐likelihood‐based difference‐in‐differences estimators
by Jing Qin & And Biao Zhang - 351-370 Variable selection in semiparametric linear regression with censored data
by Brent A. Johnson - 371-388 Every missingness not at random model has a missingness at random counterpart with equal fit
by Geert Molenberghs & Caroline Beunckens & Cristina Sotto & Michael G. Kenward - 389-412 Semiparametrically efficient inference based on signs and ranks for median‐restricted models
by Marc Hallin & Catherine Vermandele & Bas J. M. Werker - 413-428 Practical filtering with sequential parameter learning
by Nicholas G. Polson & Jonathan R. Stroud & Peter Müller - 429-444 α‐investing: a procedure for sequential control of expected false discoveries
by Dean P. Foster & Robert A. Stine - 445-460 A new method for analysing discrete life history data with missing covariate values
by E. A. Catchpole & B. J. T. Morgan & G. Tavecchia
February 2008, Volume 70, Issue 1
- 1-2 Report of the Editors—2007
by C. P. Robert & A. T. A. Wood - 3-20 Regression analysis based on semicompeting risks data
by Jin‐Jian Hsieh & Weijing Wang & A. Adam Ding - 21-30 The analysis of randomized response sum score variables
by Maarten J. L. F. Cruyff & Ardo Van Den Hout & Peter G. M. Van Der Heijden - 31-52 Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses
by M. Ivette Gomes & Laurens De Haan & Lígia Henriques Rodrigues - 53-71 The group lasso for logistic regression
by Lukas Meier & Sara Van De Geer & Peter Bühlmann - 73-93 The combination of ecological and case–control data
by Sebastien J.‐P. A. Haneuse & And Jonathan C. Wakefield - 95-118 Model selection in high dimensions: a quadratic‐risk‐based approach
by Surajit Ray & Bruce G. Lindsay - 119-139 Clustering using objective functions and stochastic search
by James G. Booth & George Casella & James P. Hobert - 141-158 Partially linear hazard regression with varying coefficients for multivariate survival data
by Jianwen Cai & Jianqing Fan & Jiancheng Jiang & Haibo Zhou - 159-173 Theoretical measures of relative performance of classifiers for high dimensional data with small sample sizes
by Peter Hall & Yvonne Pittelkow & Malay Ghosh - 175-190 Variance estimation for statistics computed from inhomogeneous spatial point processes
by Yongtao Guan - 191-208 A two‐stage procedure for comparing hazard rate functions
by Peihua Qiu & Jun Sheng - 209-226 Fixed rank kriging for very large spatial data sets
by Noel Cressie & Gardar Johannesson - 227-243 A new reconstruction of multivariate normal orthant probabilities
by Peter Craig - 245-264 Graphical models for marked point processes based on local independence
by Vanessa Didelez - 265-286 Non‐parametric small area estimation using penalized spline regression
by J. D. Opsomer & G. Claeskens & M. G. Ranalli & G. Kauermann & F. J. Breidt
November 2007, Volume 69, Issue 5
- 741-796 Parameter estimation for differential equations: a generalized smoothing approach
by J. O. Ramsay & G. Hooker & D. Campbell & J. Cao - 797-815 Measurement error modelling with an approximate instrumental variable
by Paul Gustafson - 817-838 Order‐free co‐regionalized areal data models with application to multiple‐disease mapping
by Xiaoping Jin & Sudipto Banerjee & Bradley P. Carlin - 839-857 Statistical classification with missing covariates
by Majid Mojirsheibani & Zahra Montazeri - 859-878 Non‐parametric regression estimation from data contaminated by a mixture of Berkson and classical errors
by Raymond J. Carroll & Aurore Delaigle & Peter Hall - 879-901 Semiparametric estimation of treatment effects given base‐line covariates on an outcome measured after a post‐randomization event occurs
by Yannis Jemiai & Andrea Rotnitzky & Bryan E. Shepherd & Peter B. Gilbert - 903-917 A new test for the parametric form of the variance function in non‐parametric regression
by Holger Dette & Natalie Neumeyer & Ingrid Van Keilegom - 919-932 Criteria for surrogate end points
by Hua Chen & Zhi Geng & Jinzhu Jia
September 2007, Volume 69, Issue 4
- 507-564 Maximum likelihood estimation in semiparametric regression models with censored data
by D. Zeng & D. Y. Lin - 565-588 Estimating the effect of treatment in a proportional hazards model in the presence of non‐compliance and contamination
by Jack Cuzick & Peter Sasieni & Jonathan Myles & Jonathan Tyrer - 589-605 On‐line inference for multiple changepoint problems
by Paul Fearnhead & Zhen Liu - 607-623 Convergence rates and asymptotic standard errors for Markov chain Monte Carlo algorithms for Bayesian probit regression
by Vivekananda Roy & James P. Hobert - 625-641 Nested generalized linear mixed models: an orthodox best linear unbiased predictor approach
by Renjun Ma & Bent Jørgensen - 643-657 Statistical inference for evolving periodic functions
by Marc G. Genton & Peter Hall - 659-677 L1‐regularization path algorithm for generalized linear models
by Mee Young Park & Trevor Hastie - 679-699 Functional clustering and identifying substructures of longitudinal data
by Jeng‐Min Chiou & Pai‐Ling Li - 701-713 Continuous time modelling of dynamical spatial lattice data observed at sparsely distributed times
by Jakob G. Rasmussen & Jesper Møller & Brian H. Aukema & Kenneth F. Raffa & Jun Zhu - 715-740 Controlling the reinforcement in Bayesian non‐parametric mixture models
by Antonio Lijoi & Ramsés H. Mena & Igor Prünster
June 2007, Volume 69, Issue 3
- 285-306 Mixture cure survival models with dependent censoring
by Yi Li & Ram C. Tiwari & Subharup Guha - 307-327 Analysis of failure time data under competing censoring mechanisms
by Andrea Rotnitzky & Andres Farall & Andrea Bergesio & Daniel Scharfstein - 329-346 Dimension reduction and coefficient estimation in multivariate linear regression
by Ming Yuan & Ali Ekici & Zhaosong Lu & Renato Monteiro - 347-368 The optimal discovery procedure: a new approach to simultaneous significance testing
by John D. Storey - 369-390 Bootstrapping clustered data
by C. A. Field & A. H. Welsh - 391-410 Inference of trends in time series
by Wei Biao Wu & Zhibiao Zhao - 411-428 Orthogonal locally ancillary estimating functions for matched pair studies and errors in covariates
by Molin Wang & John J. Hanfelt - 429-446 Semiparametric estimators of functional measurement error models with unknown error
by Peter Hall & Yanyuan Ma - 447-461 Coefficient sign prediction methods for model selection
by David J. Nott & Anthony Y. C. Kuk - 463-482 Estimation of treatment effects in randomized trials with non‐compliance and a dichotomous outcome
by Mark J. Van Der Laan & Alan Hubbard & Nicholas P. Jewell - 483-506 Non‐parametric confidence bands in deconvolution density estimation
by Nicolai Bissantz & Lutz Dümbgen & Hajo Holzmann & Axel Munk
April 2007, Volume 69, Issue 2
- 123-142 Maximum likelihood inference on a mixed conditionally and marginally specified regression model for genetic epidemiologic studies with two‐phase sampling
by Nilanjan Chatterjee & Yi‐Hau Chen - 143-161 On the non‐negative garrotte estimator
by Ming Yuan & Yi Lin - 163-183 Bayesian density regression
by David B. Dunson & Natesh Pillai & Ju‐Hyun Park - 185-198 On fast computation of the non‐parametric maximum likelihood estimate of a mixing distribution
by Yong Wang - 199-215 Identifying direct and indirect effects in a non‐counterfactual framework
by Sara Geneletti - 217-229 A mixture model for multivariate extremes
by M.‐O. Boldi & A. C. Davison - 231-242 An optimal experimental design criterion for discriminating between non‐normal models
by J. López‐Fidalgo & C. Tommasi & P. C. Trandafir - 243-268 Probabilistic forecasts, calibration and sharpness
by Tilmann Gneiting & Fadoua Balabdaoui & Adrian E. Raftery - 269-284 Inference and model choice for sequentially ordered hidden Markov models
by Nicolas Chopin
February 2007, Volume 69, Issue 1
- 1-2 Report of the Editors—2006
by C. P. Robert & A. T. A. Wood - 3-29 Towards a coherent statistical framework for dense deformable template estimation
by S. Allassonnière & Y. Amit & A. Trouvé - 31-49 On least squares fitting for stationary spatial point processes
by Yongtao Guan & Michael Sherman - 51-61 Optimal additions to and deletions from two‐level orthogonal arrays
by Neil A. Butler & Victorino M. Ramos - 63-78 Regression coefficient and autoregressive order shrinkage and selection via the lasso
by Hansheng Wang & Guodong Li & Chih‐Ling Tsai - 79-99 Marginal regression analysis of longitudinal data with time‐dependent covariates: a generalized method‐of‐moments approach
by Tze Leung Lai & Dylan Small - 101-122 Empirical‐likelihood‐based inference in missing response problems and its application in observational studies
by Jing Qin & Biao Zhang
November 2006, Volume 68, Issue 5
- 721-746 Semiparametric estimation by model selection for locally stationary processes
by Sébastien Van Bellegem & Rainer Dahlhaus - 747-765 The complex Bingham quartic distribution and shape analysis
by J. T. Kent & K. V. Mardia & P. McDonnell - 767-784 An exact Gibbs sampler for the Markov‐modulated Poisson process
by Paul Fearnhead & Chris Sherlock - 785-813 Network delay tomography using flexicast experiments
by Earl Lawrence & George Michailidis & Vijayan N. Nair - 815-836 Bounds on causal effects in three‐arm trials with non‐compliance
by Jing Cheng & Dylan S. Small - 837-857 A functional wavelet–kernel approach for time series prediction
by Anestis Antoniadis & Efstathios Paparoditis & Theofanis Sapatinas - 859-872 Separating between‐ and within‐cluster covariate effects by using conditional and partitioning methods
by John M. Neuhaus & Charles E. McCulloch
September 2006, Volume 68, Issue 4
- 571-609 Multiple randomizations
by C. J. Brien & R. A. Bailey - 611-634 Haar–Fisz estimation of evolutionary wavelet spectra
by Piotr Fryzlewicz & Guy P. Nason - 635-653 Second‐order residual analysis of spatiotemporal point processes and applications in model evaluation
by Jiancang Zhuang - 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
June 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
April 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
February 2006, Volume 68, Issue 1
- 1-2 Report of the Editors—2005
by R. Henderson & A. Wood - 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
November 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
September 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