# Biometrika Trust

# Biometrika

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### 2009, Volume 96, Issue 4

**821-834 Bayesian analysis of matrix normal graphical models***by*Hao Wang & Mike West**835-845 Bayesian lasso regression***by*Chris Hans**847-860 Generalized fiducial inference for wavelet regression***by*Jan Hannig & Thomas C. M. Lee**861-872 Nonparametric estimation of the probability of illness in the illness-death model under cross-sectional sampling***by*M. Mandel & R. Fluss**873-886 Nonparametric estimation for right-censored length-biased data: a pseudo-partial likelihood approach***by*Xiaodong Luo & Wei Yann Tsai**887-901 Marginal hazards model for case-cohort studies with multiple disease outcomes***by*S. Kang & J. Cai**903-915 Tests and confidence intervals for secondary endpoints in sequential clinical trials***by*Tze Leung Lai & Mei-Chiung Shih & Zheng Su**917-932 A unified approach to linearization variance estimation from survey data after imputation for item nonresponse***by*Jae Kwang Kim & J. N. K. Rao**933-944 Some design properties of a rejective sampling procedure***by*Wayne A. Fuller**945-956 Sliced space-filling designs***by*Peter Z. G. Qian & C. F. Jeff Wu**957-970 Nested Latin hypercube designs***by*Peter Z. G. Qian**971-974 Construction of orthogonal Latin hypercube designs***by*Fasheng Sun & Min-Qian Liu & Dennis K. J. Lin**975-982 Maximum likelihood estimation using composite likelihoods for closed exponential families***by*Kanti V. Mardia & John T. Kent & Gareth Hughes & Charles C. Taylor**983-990 Adaptive approximate Bayesian computation***by*Mark A. Beaumont & Jean-Marie Cornuet & Jean-Michel Marin & Christian P. Robert**991-997 Semiparametric methods for evaluating risk prediction markers in case-control studies***by*Ying Huang & Margaret Sullivan Pepe**998-1004 A note on the variance of doubly-robust G-estimators***by*E. E. M. Moodie**1005-1011 A note on automatic variable selection using smooth-threshold estimating equations***by*Masao Ueki**1012-1018 A note on adaptive Bonferroni and Holm procedures under dependence***by*Wenge Guo**1019-1023 A note on a conjectured sharpness principle for probabilistic forecasting with calibration***by*Soumik Pal**1024-1024 Generalized method of moments estimation for linear regression with clustered failure time data***by*Hui Li & Guosheng Yin

### 2009, Volume 96, Issue 3

**497-512 Objective Bayesian model selection in Gaussian graphical models***by*C. M. Carvalho & J. G. Scott**513-527 Adaptive regularization using the entire solution surface***by*S. Wu & X. Shen & C. J. Geyer**529-544 Asymptotic properties of penalized spline estimators***by*Gerda Claeskens & Tatyana Krivobokova & Jean D. Opsomer**545-558 Empirical Bayes estimation for additive hazards regression models***by*Debajyoti Sinha & M. Brent McHenry & Stuart R. Lipsitz & Malay Ghosh**559-575 Improving point and interval estimators of monotone functions by rearrangement***by*V. Chernozhukov & I. Fernández-Val & A. Galichon**577-590 Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data***by*Lynn M. Johnson & Robert L. Strawderman**591-600 Weighted Breslow-type and maximum likelihood estimation in semiparametric transformation models***by*Yi-Hau Chen**601-615 Pseudo-partial likelihood for proportional hazards models with biased-sampling data***by*Wei Yann Tsai**617-633 Pseudo-partial likelihood estimators for the Cox regression model with missing covariates***by*Xiaodong Luo & Wei Yann Tsai & Qiang Xu**635-644 Approximating the α-permanent***by*S. C. Kou & P. McCullagh**645-661 Markov models for accumulating mutations***by*N. Beerenwinkel & S. Sullivant**663-676 Gaussian process emulation of dynamic computer codes***by*S. Conti & J. P. Gosling & J. E. Oakley & A. O'Hagan**677-690 Optimal repeated measurement designs for a model with partial interactions***by*P. Druilhet & W. Tinsson**691-709 Use of functionals in linearization and composite estimation with application to two-sample survey data***by*C. Goga & J.-C. Deville & A. Ruiz-Gazen**711-722 Effects of data dimension on empirical likelihood***by*Song Xi Chen & Liang Peng & Ying-Li Qin**723-734 Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data***by*Weihua Cao & Anastasios A. Tsiatis & Marie Davidian**735-749 A negative binomial model for time series of counts***by*Richard A. Davis & Rongning Wu**751-760 A Student t-mixture autoregressive model with applications to heavy-tailed financial data***by*C. S. Wong & W. S. Chan & P. L. Kam

### 2009, Volume 96, Issue 2

**249-262 Nonparametric Bayes local partition models for random effects***by*David B. Dunson**263-276 Mixtures of Polya trees for flexible spatial frailty survival modelling***by*Luping Zhao & Timothy E. Hanson & Bradley P. Carlin**277-291 Gamma frailty transformation models for multivariate survival times***by*Donglin Zeng & Qingxia Chen & Joseph G. Ibrahim**293-306 Generalized method of moments estimation for linear regression with clustered failure time data***by*Hui Li & Guosheng Yin**307-322 Hierarchically penalized Cox regression with grouped variables***by*S. Wang & B. Nan & N. Zhu & J. Zhu**323-337 A generalized Dantzig selector with shrinkage tuning***by*Gareth M. James & Peter Radchenko**339-355 A group bridge approach for variable selection***by*Jian Huang & Shuange Ma & Huiliang Xie & Cun-Hui Zhang**357-370 Covariate-adjusted generalized linear models***by*Damla Şentürk & Hans-Georg Müller**371-382 Adjusting for covariate effects on classification accuracy using the covariate-adjusted receiver operating characteristic curve***by*Holly Janes & Margaret S. Pepe**383-398 Nonparametric additive regression for repeatedly measured data***by*Raymond J. Carroll & Arnab Maity & Enno Mammen & Kyusang Yu**399-410 Optimal testing of multiple hypotheses with common effect direction***by*Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf**411-426 Non-finite Fisher information and homogeneity: an EM approach***by*P. Li & J. Chen & P. Marriott**427-443 Double block bootstrap confidence intervals for dependent data***by*Stephen M. S. Lee & P. Y. Lai**445-456 Marginal analysis of panel counts through estimating functions***by*X. Joan Hu & Stephen W. Lagakos & Richard A. Lockhart**457-468 Jackknife estimation of mean squared error of small area predictors in nonlinear mixed models***by*Sharon L. Lohr & J. N. K. Rao**469-478 Scale adjustments for classifiers in high-dimensional, low sample size settings***by*Yao-Ban Chan & Peter Hall**479-486 Saddlepoint approximation for mixture models***by*A. C. Davison & D. Mastropietro**487-493 Some results on D-optimal designs for nonlinear models with applications***by*Gang Li & Dibyen Majumdar**494-496 Dimension reduction in time series and the dynamic factor model***by*Daniel Peña

### 2009, Volume 96, Issue 1

**1-17 Modelling pairwise dependence of maxima in space***by*Philippe Naveau & Armelle Guillou & Daniel Cooley & Jean Diebolt**19-36 Efficient nonparametric estimation of causal effects in randomized trials with noncompliance***by*Jing Cheng & Dylan S. Small & Zhiqiang Tan & Thomas R. Ten Have**37-50 Partial and latent ignorability in missing-data problems***by*Ofer Harel & Joseph L. Schafer**51-65 Orthogonal and nearly orthogonal designs for computer experiments***by*Derek Bingham & Randy R. Sitter & Boxin Tang**67-82 D-optimal design of split-split-plot experiments***by*Bradley Jones & Peter Goos**83-93 Optimal two-level regular fractional factorial block and split-plot designs***by*Ching-Shui Cheng & Pi-Wen Tsai**95-106 Bayesian-inspired minimum aberration two- and four-level designs***by*V. Roshan Joseph & Mingyao AI & C. F. Jeff Wu**107-117 Confidence intervals for spectral mean and ratio statistics***by*Xiaofeng Shao**119-132 Tapered empirical likelihood for time series data in time and frequency domains***by*Daniel J. Nordman**133-148 Model checking in regression via dimension reduction***by*Yingcun Xia**149-162 Bayesian nonparametric functional data analysis through density estimation***by*Abel Rodríguez & David B. Dunson & Alan E. Gelfand**163-173 Wilcoxon-type generalized Bayesian information criterion***by*Lan Wang**175-186 Reducing variability of crossvalidation for smoothing-parameter choice***by*Peter Hall & Andrew P. Robinson**187-199 Dealing with limited overlap in estimation of average treatment effects***by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik**201-211 On fuzzy familywise error rate and false discovery rate procedures for discrete distributions***by*Elena Kulinskaya & Alex Lewin**213-220 Fast block variance estimation procedures for inhomogeneous spatial point processes***by*Yongtao Guan**221-228 A note on semiparametric efficient inference for two-stage outcome-dependent sampling with a continuous outcome***by*Rui Song & Haibo Zhou & Michael R. Kosorok**229-236 A note on profile likelihood for exponential tilt mixture models***by*Z. Tan**237-242 A note on cause-specific residual life***by*J.-H. Jeong & J. P. Fine**243-247 Construction of orthogonal and nearly orthogonal Latin hypercubes***by*C. Devon Lin & Rahul Mukerjee & Boxin Tang**248-248 A note on time-ordered classification***by*H. He

### 2008, Volume 95, Issue 4

**779-798 A multi-dimensional scaling approach to shape analysis***by*Ian L. Dryden & Alfred Kume & Huiling Le & Andrew T. A. Wood**799-812 Covariance reducing models: An alternative to spectral modelling of covariance matrices***by*R. Dennis Cook & Liliana Forzani**813-829 Testing the covariance structure of multivariate random fields***by*Bo Li & Marc G. Genton & Michael Sherman**831-845 A goodness-of-fit test for inhomogeneous spatial Poisson processes***by*Yongtao Guan**847-858 Estimating equations for spatially correlated data in multi-dimensional space***by*Pei-Sheng Lin**859-874 Bayesian nonparametric inference on stochastic ordering***by*David B. Dunson & Shyamal D. Peddada**875-889 Pairwise curve synchronization for functional data***by*Rong Tang & Hans-Georg Müller**891-905 Model diagnostic tests for selecting informative correlation structure in correlated data***by*Annie Qu & J. Jack Lee & Bruce G. Lindsay**907-917 On the asymptotics of marginal regression splines with longitudinal data***by*Zhongyi Zhu & Wing K. Fung & Xuming He**919-931 Small area estimation when auxiliary information is measured with error***by*Lynn M. R. Ybarra & Sharon L. Lohr**933-946 Multiple imputation when records used for imputation are not used or disseminated for analysis***by*Jerome P. Reiter**947-960 Semiparametric maximum likelihood estimation in normal transformation models for bivariate survival data***by*Yi Li & Ross L. Prentice & Xihong Lin**961-977 Estimating the false discovery rate using the stochastic approximation algorithm***by*Faming Liang & Jian Zhang**979-986 Identification of the age-period-cohort model and the extended chain-ladder model***by*D. Kuang & B. Nielsen & J. P. Nielsen**987-991 Forecasting with the age-period-cohort model and the extended chain-ladder model***by*D. Kuang & B. Nielsen & J. P. Nielsen**992-996 On the consequences of overstratification***by*B. L. De Stavola & D. R. Cox**997-1001 On consistency of Kendall's tau under censoring***by*David Oakes**1002-1005 On an internal method for deriving a summary measure***by*D. R. Cox**1006-1008 A note on nonparametric quantile inference for competing risks and more complex multistate models***by*Jan Beyersmann & Martin Schumacher

### 2008, Volume 95, Issue 3

**521-537 Optimal sampling and estimation strategies under the linear model***by*Desislava Nedyalkova & Yves Tillé**539-553 A new approach to weighting and inference in sample surveys***by*Jean-François Beaumont**555-571 Using calibration weighting to adjust for nonresponse under a plausible model***by*Ted Chang & Phillip S. Kott**573-585 Influence functions and robust Bayes and empirical Bayes small area estimation***by*Malay Ghosh & Tapabrata Maiti & Ananya Roy**587-600 Robust functional estimation using the median and spherical principal components***by*Daniel Gervini**601-619 Joint modelling of paired sparse functional data using principal components***by*Lan Zhou & Jianhua Z. Huang & Raymond J. Carroll**621-634 Pointwise testing with functional data using the Westfall--Young randomization method***by*Dennis D. Cox & Jong Soo Lee**635-651 Adjustment uncertainty in effect estimation***by*Ciprian M. Crainiceanu & Francesca Dominici & Giovanni Parmigiani**653-666 Generalized varying coefficient models for longitudinal data***by*Damla Şentürk & Hans-Georg Müller**667-678 Additive partial linear models with measurement errors***by*Hua Liang & Sally W. Thurston & David Ruppert & Tatiyana Apanasovich & Russ Hauser**679-694 Improving the efficiency of the log-rank test using auxiliary covariates***by*Xiaomin Lu & Anastasios A. Tsiatis**695-707 Supremum weighted log-rank test and sample size for comparing two-stage adaptive treatment strategies***by*Wentao Feng & Abdus S. Wahed**709-719 The Benjamini--Hochberg method with infinitely many contrasts in linear models***by*Peter H. Westfall**721-734 Semiparametric model-based inference in the presence of missing responses***by*Qihua Wang & Pengjie Dai**735-746 Conditionally specified continuous distributions***by*Yuchung J. Wang & Edward H. Ip**747-758 Conditional properties of unconditional parametric bootstrap procedures for inference in exponential families***by*Thomas J. Diciccio & G. Alastair Young**759-771 Extended Bayesian information criteria for model selection with large model spaces***by*Jiahua Chen & Zehua Chen**773-778 A note on conditional aic for linear mixed-effects models***by*Hua Liang & Hulin Wu & Guohua Zou

### 2008, Volume 95, Issue 2

**265-278 Hierarchical testing of variable importance***by*Nicolai Meinshausen**279-294 On weighted Hochberg procedures***by*Ajit C. Tamhane & Lingyun Liu**295-305 A family of Bayes multiple testing procedures***by*Arthur Cohen & H. B. Sackrowitz & Minya Xu & Steven Buyske**307-323 Kernel stick-breaking processes***by*David B. Dunson & Ju-Hyun Park**325-333 Objective Bayesian analysis for the Student-t regression model***by*Thaís C. O. Fonseca & Marco A. R. Ferreira & Helio S. Migon**335-349 Multi-parameter automodels and their applications***by*Cécile Hardouin & Jian-Feng Yao**351-363 Estimating functions for inhomogeneous spatial point processes with incomplete covariate data***by*Rasmus Waagepetersen**365-379 Modelling multiple time series via common factors***by*Jiazhu Pan & Qiwei Yao**381-397 Simultaneous confidence bands in spectral density estimation***by*Michael H. Neumann & Efstathios Paparoditis**399-414 Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity***by*Guodong Li & Wai Keung Li**415-436 On the asymptotics of penalized splines***by*Yingxing Li & David Ruppert**437-449 Nonparametric variance estimation in the analysis of microarray data: a measurement error approach***by*Raymond J. Carroll & Yuedong Wang**451-467 Model diagnosis for parametric regression in high-dimensional spaces***by*W. Stute & W. L. Xu & L. X. Zhu**469-479 Determining the dimension of the central subspace and central mean subspace***by*Peng Zeng**481-488 The prognostic analogue of the propensity score***by*Ben B. Hansen**489-507 Diagnostic measures for empirical likelihood of general estimating equations***by*Hongtu Zhu & Joseph G. Ibrahim & Niansheng Tang & Heping Zhang**509-513 A note on deletion diagnostics for estimating equations***by*John S. Preisser & Bahjat F. Qaqish & Jamie Perin**514-520 A new class of average moment matching priors***by*N. Ganesh & P. Lahiri

### 2008, Volume 95, Issue 1

**1-16 Studentization and deriving accurate p-values***by*D.A.S. Fraser & Judith Rousseau**17-33 Distortion of effects caused by indirect confounding***by*Nanny Wermuth & D. R. Cox**35-47 Population intervention models in causal inference***by*Alan E. Hubbard & Mark J. van der Laan**49-61 Empirical and counterfactual conditions for sufficient cause interactions***by*Tyler J. Vanderweele & James M. Robins**63-74 Shared parameter models under random effects misspecification***by*Dimitris Rizopoulos & Geert Verbeke & Geert Molenberghs**75-92 Predicting future responses based on possibly mis-specified working models***by*Tianxi Cai & Lu Tian & Scott D. Solomon & L.J. Wei**93-106 Flexible generalized t-link models for binary response data***by*Sungduk Kim & Ming-Hui Chen & Dipak K. Dey**107-122 Analysis of least absolute deviation***by*Kani Chen & Zhiliang Ying & Hong Zhang & Lincheng Zhao**123-137 Nonparametric regression using local kernel estimating equations for correlated failure time data***by*Zhangsheng Yu & Xihong Lin**139-147 Bayesian and frequentist confidence intervals arising from empirical-type likelihoods***by*In Hong Chang & Rahul Mukerjee**149-167 Probability estimation for large-margin classifiers***by*Junhui Wang & Xiaotong Shen & Yufeng Liu**169-186 Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models***by*Omiros Papaspiliopoulos & Gareth O. Roberts**187-204 Two-stage sampling from a prediction point of view when the cluster sizes are unknown***by*Jan F. Bjørnstad & Elinor Ytterstad**205-220 Predicting cumulative incidence probability by direct binomial regression***by*Thomas H. Scheike & Mei-Jie Zhang & Thomas A. Gerds**221-232 Nonparametric estimation of bivariate failure time associations in the presence of a competing risk***by*Karen Bandeen-Roche & Jing Ning**233-240 Nonparametric estimation of cause-specific cross hazard ratio with bivariate competing risks data***by*Yu Cheng & Jason P. Fine**241-247 A note on path-based variable selection in the penalized proportional hazards model***by*Hui Zou**248-252 Testing hypotheses in order***by*Paul R. Rosenbaum**253-256 A Note on repeated p-values for group sequential designs***by*Martin Posch & Gernot Wassmer & Werner Brannath**257-263 Asymptotic inference for a nonstationary double AR (1) model***by*Shiqing Ling & Dong Li

### 2007, Volume 94, Issue 4

**769-786 Bayesian Nonparametric Estimation of the Probability of Discovering New Species***by*Antonio Lijoi & Ramsés H. Mena & Igor Prünster**787-807 Population-Based Reversible Jump Markov Chain Monte Carlo***by*Ajay Jasra & David A. Stephens & Christopher C. Holmes**809-825 Generalized Spatial Dirichlet Process Models***by*Jason A. Duan & Michele Guindani & Alan E. Gelfand**827-839 Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models***by*Borus Jungbacker & Siem Jan Koopman**841-860 Estimation of Regression Models for the Mean of Repeated Outcomes Under Nonignorable Nonmonotone Nonresponse***by*Stijn Vansteelandt & Andrea Rotnitzky & James Robins**861-872 Aalen Additive Hazards Change-Point Model***by*Torben Martinussen & Thomas H. Scheike**873-892 A General Approach to the Predictability Issue in Survival Analysis with Applications***by*Enno Mammen & Jens Perch Nielsen**893-904 The Role of Pseudo Data for Robust Smoothing with Application to Wavelet Regression***by*Hee-Seok Oh & Douglas W. Nychka & Thomas C. M. Lee**905-919 Using Hierarchical Likelihood for Missing Data Problems***by*Sung-Cheol Yun & Youngjo Lee & Michael G. Kenward**921-937 Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data***by*Liugen Xue & Lixing Zhu**939-952 A Hybrid Pairwise Likelihood Method***by*Anthony Y. C. Kuk**953-964 A Jackknife Variance Estimator for Unistage Stratified Samples with Unequal Probabilities***by*Yves G. Berger**965-975 Hochberg's Step-Up Method: Cutting Corners Off Holm's Step-Down Method***by*Yifan Huang & Jason C. Hsu**977-984 Miscellanea Kernel-Type Density Estimation on the Unit Interval***by*M.C. Jones & D.A. Henderson**985-991 Importance Sampling Via the Estimated Sampler***by*Masayuki Henmi & Ryo Yoshida & Shinto Eguchi**992-998 Use of the Gibbs Sampler to Obtain Conditional Tests, with Applications***by*Richard A. Lockhart & Federico J. O'Reilly & Michael A. Stephens**999-1005 Positive Association Among Three Binary Variables and Cross-Product Ratios***by*Stephen E. Fienberg & Sung-Ho Kim**1006-1013 Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance--Correlation Parameters***by*Mohsen Pourahmadi

### 2007, Volume 94, Issue 3

**513-528 Shape-space smoothing splines for planar landmark data***by*Alfred Kume & Ian L. Dryden & Huiling Le**529-542 Integrated likelihood functions for non-Bayesian inference***by*Thomas A. Severini**543-551 The weighted log-rank class of permutation tests: P-values and confidence intervals using saddlepoint methods***by*Ehab F. Abd-Elfattah & Ronald W. Butler**553-568 Tuning parameter selectors for the smoothly clipped absolute deviation method***by*Hansheng Wang & Runze Li & Chih-Ling Tsai**569-584 Dimension reduction in regression without matrix inversion***by*R. Dennis Cook & Bing Li & Francesca Chiaromonte**585-601 Implications of influence function analysis for sliced inverse regression and sliced average variance estimation***by*Luke A. Prendergast**603-613 Sparse sufficient dimension reduction***by*Lexin Li**615-625 Partial inverse regression***by*Lexin Li & R. Dennis Cook & Chih-Ling Tsai**627-646 Simulation and inference for stochastic volatility models driven by Lévy processes***by*Matthew P. S. Gander & David A. Stephens**647-659 Simulation of hyper-inverse Wishart distributions in graphical models***by*Carlos M. Carvalho & Hélène Massam & Mike West**661-672 Recursive computing and simulation-free inference for general factorizable models***by*Nial Friel & Håvard Rue**673-689 Optimal adaptive randomized designs for clinical trials***by*Yi Cheng & Donald A. Berry**691-703 Adaptive Lasso for Cox's proportional hazards model***by*Hao Helen Zhang & Wenbin Lu**705-718 Estimation of the mean function with panel count data using monotone polynomial splines***by*Minggen Lu & Ying Zhang & Jian Huang**719-733 Survival analysis with temporal covariate effects***by*Limin Peng & Yijian Huang**735-744 Nonparametric quantile inference with competing–risks data***by*L. Peng & J. P. Fine**745-754 On the approximation of the quadratic exponential distribution in a latent variable context***by*Francesco Bartolucci & Fulvia Pennoni**755-759 On a generalization of a result of W. G. Cochran***by*D. R. Cox**760-766 The high-dimension, low-sample-size geometric representation holds under mild conditions***by*Jeongyoun Ahn & J. S. Marron & Keith M. Muller & Yueh-Yun Chi**767-767 'Nonparametric inference in multivariate mixtures' Biometrika (2005), 92, pp. 667–678***by*Peter Hall & Amnon Neeman & Reza Pakyari & Ryan Elmore

### 2007, Volume 94, Issue 2

**249-265 An asymptotic theory for model selection inference in general semiparametric problems***by*Gerda Claeskens & Raymond J. Carroll**267-283 A weighted multivariate sign test for cluster-correlated data***by*Denis Larocque & Jaakko Nevalainen & Hannu Oja**285-296 Marginal tests with sliced average variance estimation***by*Yongwu Shao & R. Dennis Cook & Sanford Weisberg**297-311 Model evaluation based on the sampling distribution of estimated absolute prediction error***by*Lu Tian & Tianxi Cai & Els Goetghebeur & L. J. Wei**313-334 Inference on fractal processes using multiresolution approximation***by*Kenneth Falconer & Carmen Fernández**335-345 Automatic estimation of multivariate spectra via smoothing splines***by*Ori Rosen & David S. Stoffer**347-358 On the alignment of multiple time series fragments***by*K. Mukherjee & R. H. Shumway & K. L. Verosub**359-369 Additive hazard regression with auxiliary covariates***by*Jiancheng Jiang & Zhou Haibo**371-385 Pairwise dependence diagnostics for clustered failure-time data***by*David V. Glidden