# Biometrika Trust

# Biometrika

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Fax: 01865 267 985

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### 2016, Volume 103, Issue 1

**1-20 Empirical Bayes deconvolution estimates***by*Bradley Efron**21-34 High-dimensional classification via nonparametric empirical Bayes and maximum likelihood inference***by*Lee H. Dicker & Sihai D. Zhao**35-47 Nonparametric Bayes inference on conditional independence***by*Tsuyoshi Kunihama & David B. Dunson**49-70 Going off grid: computationally efficient inference for log-Gaussian Cox processes***by*D. Simpson & J. B. Illian & F. Lindgren & S. H. Sørbye & H. Rue**71-88 Spatial regression models over two-dimensional manifolds***by*B. Ettinger & S. Perotto & L. M. Sangalli**89-102 Stochastic mechanistic interaction***by*Carlo Berzuini & A. Philip Dawid**103-120 Fréchet integration and adaptive metric selection for interpretable covariances of multivariate functional data***by*Alexander Petersen & Hans-Georg Müller**121-131 A unified framework for spline estimators***by*Katsiaryna Schwarz & Tatyana Krivobokova**133-146 Goodness-of-fit test in parametric mixed effects models based on estimation of the error distribution***by*Wenceslao González-Manteiga & María Dolores Martínez-Miranda & Ingrid Van Keilegom**147-159 Partially functional linear regression in high dimensions***by*Dehan Kong & Kaijie Xue & Fang Yao & Hao H. Zhang**161-174 Semiparametric approach to regression with a covariate subject to a detection limit***by*Shengchun Kong & Bin Nan**175-187 Semiparametric inverse propensity weighting for nonignorable missing data***by*Jun Shao & Lei Wang**189-203 An estimating equation approach to dimension reduction for longitudinal data***by*Kelin Xu & Wensheng Guo & Momiao Xiong & Liping Zhu & Li Jin**205-218 On distributions of ratios***by*Simon A. Broda & Raymond Kan**219-224 Some matched comparisons of two distributions of survival time***by*Christiana Kartsonaki & D. R. Cox**225-230 Towards a unification of second-order theory for likelihood and marginal composite likelihood***by*N. Lunardon**231-236 Higher dimensional Clayton–Oakes models for multivariate failure time data***by*R. L. Prentice**237-243 Improving Holm's procedure using pairwise dependencies***by*Sanat K. Sarkar & Yiyong Fu & Wenge Guo**244-251 A note on multiple imputation for method of moments estimation***by*S. Yang & J. K. Kim

### 2015, Volume 102, Issue 4

**753-766 Optimal multiple testing under a Gaussian prior on the effect sizes***by*Edgar Dobriban & Kristen Fortney & Stuart K. Kim & Art B. Owen**767-782 Strong control of the familywise error rate in observational studies that discover effect modification by exploratory methods***by*Jesse Y. Hsu & José R. Zubizarreta & Dylan S. Small & Paul R. Rosenbaum**783-796 Consistent testing for recurrent genomic aberrations***by*V. Walter & F. A. Wright & A. B. Nobel**797-807 Direct estimation of the mean outcome on treatment when treatment assignment and discontinuation compete***by*Xin Lu & Brent A. Johnson**809-827 Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion***by*A. Beskos & J. Dureau & K. Kalogeropoulos**829-842 Shared kernel Bayesian screening***by*Eric F. Lock & David B. Dunson**843-854 Singular value shrinkage priors for Bayesian prediction***by*Takeru Matsuda & Fumiyasu Komaki**855-870 Efficient inference and simulation for elliptical Pareto processes***by*Emeric Thibaud & Thomas Opitz**871-887 Nonparametric methods for group testing data, taking dilution into account***by*A. Delaigle & P. Hall**889-906 A new specification of generalized linear models for categorical responses***by*J. Peyhardi & C. Trottier & Y. Guédon**907-923 Diagnostic measures for the Cox regression model with missing covariates***by*Hongtu Zhu & Joseph G. Ibrahim & Ming-Hui Chen**925-935 General weighted optimality of designed experiments***by*J. W. Stallings & J. P. Morgan**937-950 Designing dose-finding studies with an active control for exponential families***by*H. Dette & K. Kettelhake & F. Bretz**951-958 Locally optimal designs for errors-in-variables models***by*M. Konstantinou & H. Dette**959-966 Space-filling properties of good lattice point sets***by*Yongdao Zhou & Hongquan Xu**967-973 Optimal two-level choice designs for any number of choice sets***by*Rakhi Singh & Feng-Shun Chai & Ashish Das**974-980 Changepoint estimation: another look at multiple testing problems***by*Hongyuan Cao & Wei Biao Wu**981-987 On the validity of the pairs bootstrap for lasso estimators***by*L. Camponovo**988-994 Score tests for association under response-dependent sampling designs for expensive covariates***by*Andriy Derkach & Jerald F. Lawless & Lei Sun**995-1000 Clarifying missing at random and related definitions, and implications when coupled with exchangeability***by*Fabrizia Mealli & Donald B. Rubin

### 2015, Volume 102, Issue 3

**501-514 Tree-based methods for individualized treatment regimes***by*E. B. Laber & Y. Q. Zhao**515-532 Efficient estimation of nonparametric genetic risk function with censored data***by*Yuanjia Wang & Baosheng Liang & Xingwei Tong & Karen Marder & Susan Bressman & Avi Orr-Urtreger & Nir Giladi & Donglin Zeng**533-544 Covariance-based analyses of biological pathways***by*P. Danaher & D. Paul & P. Wang**545-558 Diagnostic studies in sufficient dimension reduction***by*Xin Chen & R. Dennis Cook & Changliang Zou**559-572 Robust estimation under heavy contamination using unnormalized models***by*Takafumi Kanamori & Hironori Fujisawa**573-588 A cautionary note on robust covariance plug-in methods***by*Klaus Nordhausen & David E. Tyler**589-599 Outlier detection for high-dimensional data***by*Kwangil Ro & Changliang Zou & Zhaojun Wang & Guosheng Yin**601-616 Bayesian sensitivity analysis with the Fisher–Rao metric***by*Sebastian Kurtek & Karthik Bharath**617-630 Nonparametric Bayesian testing for monotonicity***by*J. G. Scott & T. S. Shively & S. G. Walker**631-645 Efficient computation of smoothing splines via adaptive basis sampling***by*Ping Ma & Jianhua Z. Huang & Nan Zhang**647-659 Benchmarked empirical Bayes methods in multiplicative area-level models with risk evaluation***by*M. Ghosh & T. Kubokawa & Y. Kawakubo**661-675 Entropy testing for nonlinear serial dependence in time series***by*Simone Giannerini & Esfandiar Maasoumi & Estela Bee Dagum**677-693 Designs for generalized linear models with random block effects via information matrix approximations***by*T. W. Waite & D. C. Woods**695-704 Efficient estimation of the number of false positives in high-throughput screening***by*Holger Rootzén & Dmitrii Zholud**705-711 On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions***by*Jennifer L. Wadsworth**712-716 Big data and precision***by*D.R. Cox**717-723 Hysteretic autoregressive time series models***by*Guodong Li & Bo Guan & Wai Keung Li & Philip L. H. Yu**724-730 Order selection in finite mixture models: complete or observed likelihood information criteria?***by*Francis K.C. Hui & David I. Warton & Scott D. Foster**731-738 Sieve maximum likelihood regression analysis of dependent current status data***by*Ling Ma & Tao Hu & Jianguo Sun**739-746 Semiparametric causal inference in matched cohort studies***by*E. H. Kennedy & A. Sjölander & D. S. Small**747-751 A note on convergence of an iterative algorithm for semiparametric odds ratio models***by*Hua Yun Chen

### 2015, Volume 102, Issue 2

**247-266 Testing differential networks with applications to the detection of gene-gene interactions***by*Yin Xia & Tianxi Cai & T. Tony Cai**267-280 Hierarchical recognition of sparse patterns in large-scale simultaneous inference***by*Wenguang Sun & Zhi Wei**281-294 On random-effects meta-analysis***by*D. Zeng & D. Y. Lin**295-313 Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator***by*A. Doucet & M. K. Pitt & G. Deligiannidis & R. Kohn**315-323 A useful variant of the Davis–Kahan theorem for statisticians***by*Y. Yu & T. Wang & R. J. Samworth**325-343 Information-theoretic optimality of observation-driven time series models for continuous responses***by*F. Blasques & S. J. Koopman & A. Lucas**345-358 On the dependence structure of bivariate recurrent event processes: inference and estimation***by*Jing Ning & Yong Chen & Chunyan Cai & Xuelin Huang & Mei-Cheng Wang**359-370 A Möbius transformation-induced distribution on the torus***by*Shogo Kato & Arthur Pewsey**371-380 Maximum projection designs for computer experiments***by*V. Roshan Joseph & Evren Gul & Shan Ba**381-395 Automatic structure recovery for additive models***by*Yichao Wu & Leonard A. Stefanski**397-408 Jump information criterion for statistical inference in estimating discontinuous curves***by*Zhiming Xia & Peihua Qiu**409-420 A validated information criterion to determine the structural dimension in dimension reduction models***by*Yanyuan Ma & Xinyu Zhang**421-437 Effective dimension reduction for sparse functional data***by*F. Yao & E. Lei & Y. Wu**439-456 Envelopes and reduced-rank regression***by*R. Dennis Cook & Liliana Forzani & Xin Zhang**457-477 On the degrees of freedom of reduced-rank estimators in multivariate regression***by*A. Mukherjee & K. Chen & N. Wang & J. Zhu**479-485 Effective degrees of freedom: a flawed metaphor***by*Lucas Janson & William Fithian & Trevor J. Hastie**486-493 Semiparametric exponential families for heavy-tailed data***by*William Fithian & Stefan Wager**494-499 Optimum designs for two treatments with unequal variances in the presence of covariates***by*A. C. Atkinson

### 2015, Volume 102, Issue 1

**1-14 Warped functional regression***by*Daniel Gervini**15-32 Varying-coefficient additive models for functional data***by*Xiaoke Zhang & Jane-Ling Wang**33-45 Covariance-enhanced discriminant analysis***by*Peirong Xu & Ji Zhu & Lixing Zhu & Yi Li**47-64 Selection and estimation for mixed graphical models***by*Shizhe Chen & Daniela M. Witten & Ali Shojaie**65-76 Conditional quantile screening in ultrahigh-dimensional heterogeneous data***by*Yuanshan Wu & Guosheng Yin**77-94 Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems***by*A. Belloni & V. Chernozhukov & K. Kato**95-106 Dimension reduction based on the Hellinger integral***by*Qin Wang & Xiangrong Yin & Frank Critchley**107-119 A transformation approach in linear mixed-effects models with informative missing responses***by*J. Shao & J. Zhang**121-134 Moment-type estimators for the proportional likelihood ratio model with longitudinal data***by*Xiaodong Luo & Wei Yann Tsai**135-150 An extended hazard model with longitudinal covariates***by*Y. K. Tseng & Y. R. Su & M. Mao & J. L. Wang**151-168 Doubly robust learning for estimating individualized treatment with censored data***by*Y. Q. Zhao & D. Zeng & E. B. Laber & R. Song & M. Yuan & M. R. Kosorok**169-180 Using covariate-specific disease prevalence information to increase the power of case-control studies***by*Jing Qin & Han Zhang & Pengfei Li & Demetrius Albanes & Kai Yu**181-190 A tractable and interpretable four-parameter family of unimodal distributions on the circle***by*Shogo Kato & M. C. Jones**191-202 Adaptive randomized trial designs that cannot be dominated by any standard design at the same total sample size***by*Michael Rosenblum**203-214 Double-bootstrap methods that use a single double-bootstrap simulation***by*Jinyuan Chang & Peter Hall**215-230 Multivariate max-stable spatial processes***by*Marc G. Genton & Simone A. Padoan & Huiyan Sang**231-238 Generalized Ewens–Pitman model for Bayesian clustering***by*Harry Crane**239-246 A Wilcoxon–Mann–Whitney-type test for infinite-dimensional data***by*Anirvan Chakraborty & Probal Chaudhuri

### 2014, Volume 101, Issue 4

**755-769 Classification with confidence***by*Jing Lei**771-784 When does more regularization imply fewer degrees of freedom? Sufficient conditions and counterexamples***by*S. Kaufman & S. Rosset**785-797 Variable selection in regression with compositional covariates***by*Wei Lin & Pixu Shi & Rui Feng & Hongzhe Li**799-814 Censored rank independence screening for high-dimensional survival data***by*Rui Song & Wenbin Lu & Shuangge Ma & X. Jessie Jeng**815-829 Transformed sufficient dimension reduction***by*T. Wang & X. Guo & L. Zhu & P. Xu**831-847 Interactive model building for Q-learning***by*Eric B. Laber & Kristin A. Linn & Leonard A. Stefanski**849-864 Estimation of a semiparametric natural direct effect model incorporating baseline covariates***by*E. J. Tchetgen Tchetgen & I. Shpitser**865-882 Robust estimators for nondecomposable elliptical graphical models***by*D. Vogel & D. E. Tyler**883-898 Nonparametric Bayes dynamic modelling of relational data***by*Daniele Durante & David B. Dunson**899-911 A class of improved hybrid Hochberg–Hommel type step-up multiple test procedures***by*Jiangtao Gou & Ajit C. Tamhane & Dong Xi & Dror Rom**913-926 A distribution-free two-sample run test applicable to high-dimensional data***by*Munmun Biswas & Minerva Mukhopadhyay & Anil K. Ghosh**927-942 Testing independence and goodness-of-fit in linear models***by*A. Sen & B. Sen**943-956 Circular designs balanced for neighbours at distances one and two***by*R. E. L. Aldred & R. A. Bailey & Brendan D. Mckay & Ian M. Wanless**957-963 Nearly orthogonal arrays mappable into fully orthogonal arrays***by*Rahul Mukerjee & Fasheng Sun & Boxin Tang**964-970 Analytical p-value calculation for the higher criticism test in finite-d problems***by*Ian J. Barnett & Xihong Lin**971-977 Generalized Cornfield conditions for the risk difference***by*Peng Ding & Tyler J. Vanderweele**978-984 Tests for Kronecker envelope models in multilinear principal components analysis***by*James R. Schott**985-991 Semiparametric maximum likelihood inference by using failed contact attempts to adjust for nonignorable nonresponse***by*Jing Qin & Dean A. Follmann**992-998 Robust Bayesian variable selection in linear models with spherically symmetric errors***by*Yuzo Maruyama & William E. Strawderman**999-1002 General type-token distribution***by*S. Hidaka**1003 On exact forms of Taylor’s theorem for vector-valued functions***by*Changyong Feng & Hongyue Wang & Tian Chen & Xin M. Tu

### 2014, Volume 101, Issue 3

**505-518 Self-consistent nonparametric maximum likelihood estimator of the bivariate survivor function***by*R. L. Prentice**519-533 Nonparametric inference on bivariate survival data with interval sampling: association estimation and testing***by*Hong Zhu & Mei-Cheng Wang**535-552 Tests for comparing estimated survival functions***by*C. Chauvel & J. O'Quigley**553-566 Statistical inference methods for recurrent event processes with shape and size parameters***by*Mei-Cheng Wang & Chiung-Yu Huang**567-585 New approaches to nonparametric and semiparametric regression for univariate and multivariate group testing data***by*A. Delaigle & P. Hall & J. R. Wishart**587-598 Semiparametric group testing regression models***by*D. Wang & C. S. McMahan & C. M. Gallagher & K. B. Kulasekera**599-612 Characterization of the likelihood continual reassessment method***by*Xiaoyu Jia & Shing M. Lee & Ying Kuen Cheung**613-624 Estimation of mean response via the effective balancing score***by*Zonghui Hu & Dean A. Follmann & Naisyin Wang**625-640 Multicategory angle-based large-margin classification***by*Chong Zhang & Yufeng Liu**641-654 Latent factor models for density estimation***by*S. Kundu & D. B. Dunson**655-671 Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation***by*Anthony Lee & Krzysztof Łatuszyński**673-688 The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions***by*Andrew F. Magyar & David E. Tyler**689-702 Multivariate functional-coefficient regression models for nonlinear vector time series data***by*Jiancheng Jiang**703-710 Extended empirical likelihood for estimating equations***by*Min Tsao & Fan Wu**711-718 Posterior expectation based on empirical likelihoods***by*A. Vexler & G. Tao & A. D. Hutson**719-725 Estimation from cross-sectional samples under bias and dependence***by*Micha Mandel & Yosef Rinott**726-732 Simple relaxed conditional likelihood***by*John J. Hanfelt & Lijia Wang**733-740 Inadmissibility of the best equivariant predictive density in the unknown variance case***by*A. Boisbunon & Y. Maruyama**741-747 Construction of orthogonal and nearly orthogonal designs for computer experiments***by*S. D. Georgiou & S. Stylianou & K. Drosou & C. Koukouvinos**748-754 Inference on multiple correlation coefficients with moderately high dimensional data***by*Shurong Zheng & Dandan Jiang & Zhidong Bai & Xuming He

### 2014, Volume 101, Issue 2

**253-268 Direct estimation of differential networks***by*Sihai Dave Zhao & T. Tony Cai & Hongzhe Li**269-284 Variance estimation in high-dimensional linear models***by*Lee H. Dicker**285-302 Bayes and empirical Bayes: do they merge?***by*S. Petrone & J. Rousseau & C. Scricciolo**303-317 Bayesian monotone regression using Gaussian process projection***by*Lizhen Lin & David B. Dunson**319-332 Latin hypercube designs with controlled correlations and multi-dimensional stratification***by*Jiajie Chen & Peter Z. G. Qian**333-350 Permuting regular fractional factorial designs for screening quantitative factors***by*Yu Tang & Hongquan Xu**351-363 Indicator functions and the algebra of the linear-quadratic parameterization***by*Arman Sabbaghi & Tirthankar Dasgupta & C. F. Jeff Wu**365-375 Locally ϕp-optimal designs for generalized linear models with a single-variable quadratic polynomial predictor***by*Hsin-Ping Wu & John Stufken**377-392 Logistic regression for spatial Gibbs point processes***by*Adrian Baddeley & Jean-François Coeurjolly & Ege Rubak & Rasmus Waagepetersen**393-408 A combined estimating function approach for fitting stationary point process models***by*C. Deng & R. P. Waagepetersen & Y. Guan**409-422 Distances and inference for covariance operators***by*Davide Pigoli & John A. D. Aston & Ian L. Dryden & Piercesare Secchi**423-437 Measurement bias and effect restoration in causal inference***by*Manabu Kuroki & Judea Pearl**439-448 Propensity score adjustment with several follow-ups***by*Jae Kwang Kim & Jongho Im**449-464 Testing equality of a large number of densities***by*D. Zhan & J. D. Hart**465-476 Bootstrap for the case-cohort design***by*Yijian Huang**477-483 Hypothesis testing for band size detection of high-dimensional banded precision matrices***by*Baiguo An & Jianhua Guo & Yufeng Liu**484-490 Convergence of sample eigenvalues, eigenvectors, and principal component scores for ultra-high dimensional data***by*Seunggeun Lee & Fei Zou & Fred A. Wright**491-498 Sequential combination of weighted and nonparametric bagging for classification***by*M. Soleymani & S. M. S. Lee**499-504 Multiscale variance stabilization via maximum likelihood***by*G. P. Nason

### 2014, Volume 101, Issue 1

**1-15 Efficient inference for spatial extreme value processes associated to log-Gaussian random functions***by*Jennifer L. Wadsworth & Jonathan A. Tawn**17-36 A sum characterization of hidden regular variation with likelihood inference via expectation-maximization***by*Grant B. Weller & Daniel Cooley**37-55 Information criteria for variable selection under sparsity***by*Maarten Jansen**57-70 Asymptotic properties for combined L1 and concave regularization***by*Yingying Fan & Jinchi Lv**71-84 Better subset regression***by*Shifeng Xiong**85-101 Graph estimation with joint additive models***by*Arend Voorman & Ali Shojaie & Daniela Witten**103-120 Sparse precision matrix estimation via lasso penalized D-trace loss***by*Teng Zhang & Hui Zou**121-140 Nonparametric estimation of a periodic sequence in the presence of a smooth trend***by*Michael Vogt & Oliver Linton**141-154 Frequentist estimation of an epidemic’s spreading potential when observations are scarce***by*Andrea Kraus & Victor M. Panaretos**155-173 On the stationary distribution of iterative imputations***by*Jingchen Liu & Andrew Gelman & Jennifer Hill & Yu-Sung Su & Jonathan Kropko**175-188 Protective estimation of mixed-effects logistic regression when data are not missing at random***by*A. Skrondal & S. Rabe-Hesketh**189-204 Retrospective-prospective symmetry in the likelihood and Bayesian analysis of case-control studies***by*Simon P. J. Byrne & A. Philip Dawid**205-218 Model averaging and weight choice in linear mixed-effects models***by*Xinyu Zhang & Guohua Zou & Hua Liang**219-228 Identifiability of Gaussian structural equation models with equal error variances***by*J. Peters & P. Bühlmann**229-236 Multivariate sign-based high-dimensional tests for sphericity***by*Changliang Zou & Liuhua Peng & Long Feng & Zhaojun Wang**237-244 On adjustment for auxiliary covariates in additive hazard models for the analysis of randomized experiments***by*S. Vansteelandt & T. Martinussen & E. J. Tchetgen Tchetgen**245-251 The mode functional is not elicitable***by*C. Heinrich**252 ‘Objective Bayesian analysis for the Student-t regression model’***by*T. C. O. Fonseca & M. A. R. Ferreira & H. S. Migon

### 2013, Volume 100, Issue 4

**781-800 Bridging the ensemble Kalman and particle filters***by*M. Frei & H. R. Künsch**801-816 Nonparametric Bayes modelling of count processes***by*Antonio Canale & David B. Dunson**817-830 Practical perfect sampling using composite bounding chains: the Dirichlet-multinomial model***by*Nathan M. Stein & Xiao-Li Meng**831-842 Two-sample rank tests under complex sampling***by*Thomas Lumley & Alastair J. Scott**843-858 Controlling the bias of robust small-area estimators***by*V. Dongmo Jiongo & D. Haziza & P. Duchesne**859-876 Variable selection in semiparametric transformation models for right-censored data***by*Xiaoxi Liu & Donglin Zeng**877-888 Semiparametric estimation for the additive hazards model with left-truncated and right-censored data***by*Chiung-Yu Huang & Jing Qin**889-900 Composite quantile regression for the receiver operating characteristic curve***by*Xiaogang Duan & Xiao-Hua Zhou**901-920 Reduced rank regression via adaptive nuclear norm penalization***by*Kun Chen & Hongbo Dong & Kung-Sik Chan**921-938 High-dimensional volatility matrix estimation via wavelets and thresholding***by*P. Fryzlewicz**939-954 Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression***by*R. Dennis Cook & Zhihua Su**955-970 Smoothing splines with varying smoothing parameter***by*Xiao Wang & Pang Du & Jinglai Shen**971-984 Saddlepoint approximations for the normalizing constant of Fisher--Bingham distributions on products of spheres and Stiefel manifolds***by*A. Kume & S. P. Preston & Andrew T. A. Wood**985-996 Simultaneous confidence intervals that are compatible with closed testing in adaptive designs***by*D. Magirr & T. Jaki & M. Posch & F. Klinglmueller**997-1004 Designs for crossvalidating approximation models***by*Qiong Zhang & Peter Z. G. Qian**1005-1010 A simple test for random effects in regression models***by*Simon N. Wood**1011-1018 Posterior consistency in linear models under shrinkage priors***by*A. Armagan & D. B. Dunson & J. Lee & W. U. Bajwa & N. Strawn**1019-1023 Likelihood ratio tests with boundary constraints using data-dependent degrees of freedom***by*Edward Susko**1024-1024 Biometrika highlights from volume 28 onwards***by*D. M. Titterington

### 2013, Volume 100, Issue 3

**539-553 A general modelling framework for multivariate disease mapping***by*Miguel A. Martinez-Beneito**555-569 A unified approach to robust estimation in finite population sampling***by*J.-F. Beaumont & D. Haziza & A. Ruiz-Gazen**571-586 Statistics of orthogonal axial frames***by*R. Arnold & P. E. Jupp**587-606 Automatic declustering of rare events***by*C. Y. Robert**607-622 Continuously additive models for nonlinear functional regression***by*Hans-Georg Müller & Yichao Wu & Fang Yao**623-640 Adaptive Bayesian multivariate density estimation with Dirichlet mixtures***by*Weining Shen & Surya T. Tokdar & Subhashis Ghosal**641-654 Dimension reduction and predictor selection in semiparametric models***by*Zhou Yu & Liping Zhu & Heng Peng & Lixing Zhu