# Biometrika Trust

# Biometrika

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Fax: 01865 267 985

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### 2008, Volume 95, Issue 3

**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**387-402 Estimating a treatment effect with repeated measurements accounting for varying effectiveness duration***by*Y. Q. Chen & J. Yang & S. Cheng & J. B. Jackson**403-114 Nonparametric estimation of age-at-onset distributions from censored kin-cohort data***by*Yuanjia Wang & Lorraine N. Clark & Karen Marder & Daniel Rabinowitz**415-426 Aster models for life history analysis***by*Charles J. Geyer & Stuart Wagenius & Ruth G. Shaw**427-441 Uncertainty in prior elicitations: a nonparametric approach***by*Jeremy E. Oakley & Anthony O'Hagan**443-458 Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models***by*Tomohiro Ando**459-468 Optimal nested row-column designs with specified components***by*R. A. Bailey & E. R. Williams**469-485 Resampling-based empirical prediction: an application to small area estimation***by*Soumendra N. Lahiri & Tapabrata Maiti & Myron Katzoff & Van Parsons**487-495 Testing goodness-of-fit in logistic case-control studies***by*Howard D. Bondell**496-501 Identifiability of single-index models and additive-index models***by*Wei Lin & K. B. Kulasekera**502-508 Small-sample degrees of freedom for multi-component significance tests with multiple imputation for missing data***by*Jerome P. Reiter**509-511 Adjusting estimative prediction limits***by*Masao Ueki & Kaoru Fueda

### 2007, Volume 94, Issue 1

**1-18 Maxima of discretely sampled random fields, with an application to 'bubbles'***by*J. E. Taylor & K. J. Worsley & F. Gosselin**19-35 Model selection and estimation in the Gaussian graphical model***by*Ming Yuan & Yi Lin**37-47 Graphical identifiability criteria for causal effects in studies with an unobserved treatment/response variable***by*Manabu Kuroki**49-60 Fuzzy p-values in latent variable problems***by*Elizabeth A. Thompson & Charles J. Geyer**61-70 Interval censoring: identifiability and the constant-sum property***by*Ramon Oller & Guadalupe Gómez & M. Luz Calle**71-86 A pseudolikelihood method for analyzing interval censored data***by*Bodhisattva Sen & Moulinath Banerjee**87-99 The unobserved heterogeneity distribution in duration analysis***by*Jaap H. Abbring & Gerard J. Van Den Berg**101-118 A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan***by*Noelle I. Samia & Kung-Sik Chan & Nils Chr. Stenseth**119-134 Constrained local likelihood estimators for semiparametric skew-normal distributions***by*Yanyuan Ma & Jeffrey D. Hart**135-152 Extending conventional priors for testing general hypotheses in linear models***by*M.J. Bayarri & Gonzalo García-Donato**153-165 Modelling the effects of partially observed covariates on Poisson process intensity***by*Stephen L. Rathbun & Saul Shiffman & Chad J. Gwaltney**167-183 Inference for clustered data using the independence loglikelihood***by*Richard E. Chandler & Steven Bate**185-198 Partially linear models with missing response variables and error-prone covariates***by*Hua Liang & Suojin Wang & Raymond J. Carroll**199-216 Estimation of a covariance matrix with zeros***by*Sanjay Chaudhuri & Mathias Drton & Thomas S. Richardson**217-229 Variable selection for the single‐index model***by*Efang Kong & Yingcun Xia**231-242 Optimal sufficient dimension reduction for the conditional mean in multivariate regression***by*Jae Keun Yoo & R. Dennis Cook**243-248 Plant-capture estimation of the size of a homogeneous population***by*I. B. J. Goudie & P. E. Jupp & J. Ashbridge

### 2006, Volume 93, Issue 4

**747-762 Censored linear regression for case-cohort studies***by*Bin Nan & Menggang Yu & John D. Kalbfleisch**763-775 Analysing panel count data with informative observation times***by*Chiung-Yu Huang & Mei-Cheng Wang & Ying Zhang**777-790 Nonparametric k-sample tests with panel count data***by*Ying Zhang**791-807 Posterior propriety and computation for the Cox regression model with applications to missing covariates***by*Ming-Hui Chen & Joseph G. Ibrahim & Qi-Man Shao**809-825 Bayesian model selection for partially observed diffusion models***by*Petros Dellaportas & Nial Friel & Gareth O. Roberts**827-841 Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling***by*Sylvia FrüHwirth-Schnatter & Helga Wagner**843-860 Building mixture trees from binary sequence data***by*Shu-Chuan Chen & Bruce G. Lindsay**861-876 Forming post-strata via Bayesian treed capture-recapture models***by*Xinlei Wang & Johan Lim & S. Lynne Stokes**877-893 Variable selection in clustering via Dirichlet process mixture models***by*Sinae Kim & Mahlet G. Tadesse & Marina Vannucci**895-910 Semiparametric estimation of marginal mark distribution***by*Yijian Huang & Kristin Berry**911-926 A functional-based distribution diagnostic for a linear model with correlated outcomes***by*E. Andres Houseman & Brent A. Coull & Louise M. Ryan**927-941 Modelling of covariance structures in generalised estimating equations for longitudinal data***by*Huajun Ye & Jianxin Pan**943-959 Multi-level modelling under informative sampling***by*Danny Pfeffermann & Fernando Antonio Da Silva Moura & Pedro Luis Do Nascimento Silva**961-972 Isotonic logistic discrimination***by*Sungyoung Auh & Allan R. Sampson**973-987 Simple and accurate one-sided inference based on a class of M-estimators***by*Steven E. Stern**989-995 Studies in the history of probability and statistics XLIX On the Matern correlation family***by*Peter Guttorp & Tilmann Gneiting**996-1002 Identification of a competing risks model with unknown transformations of latent failure times***by*Sokbae Lee**1003-1010 A diagnostic test for the mixing distribution in a generalised linear mixed model***by*Eric J. Tchetgen & Brent A. Coull**1011-1017 Multivariate logistic models***by*Bahjat F. Qaqish & Anastasia Ivanova**1018-1024 Discriminant analysis with common principal components***by*Mu Zhu**1025-1025 Amendments and Corrections***by*David M. Steinberg & Dennis K. J. Lin**1025-1026 Amendments and Corrections***by*Peter Hall & Ming Li**1025-1025 Amendments and Corrections***by*D. Gervini & T. Gasser

### 2006, Volume 93, Issue 3

**491-507 Adaptive linear step-up procedures that control the false discovery rate***by*Yoav Benjamini & Abba M. Krieger & Daniel Yekutieli**509-524 False discovery control with p-value weighting***by*Christopher R. Genovese & Kathryn Roeder & Larry Wasserman**525-536 Forensic identification of relatives of individuals included in a database of DNA profiles***by*David Cavallini & Fabio Corradi**537-554 Efficient Bayesian inference for Gaussian copula regression models***by*Michael Pitt & David Chan & Robert Kohn**555-571 Structured multicategory support vector machines with analysis of variance decomposition***by*Yoonkyung Lee & Yuwon Kim & Sangjun Lee & Ja-Yong Koo**573-586 Differential effects and generic biases in observational studies***by*Paul R. Rosenbaum**587-599 A computationally tractable multivariate random effects model for clustered binary data***by*Brent A. Coull & E. Andres Houseman & Rebecca A. Betensky**601-611 On recovering a population covariance matrix in the presence of selection bias***by*Manabu Kuroki & Zhihong Cai**613-625 On optimal crossover designs when carryover effects are proportional to direct effects***by*R. A. Bailey & J. Kunert**627-640 Efficient estimation of semiparametric transformation models for counting processes***by*Donglin Zeng & D. Y. Lin**641-654 Confidence intervals in group sequential trials with random group sizes and applications to survival analysis***by*Tze Leung Lai & Wenzhi Li**655-669 Estimating survival under a dependent truncation***by*Lajmi Lakhal Chaieb & Louis-Paul Rivest & Belkacem Abdous**671-686 Models for interval censoring and simulation-based inference for lifetime distributions***by*J. F. Lawless & Denise Babineau**687-704 A Haar--Fisz technique for locally stationary volatility estimation***by*Piotr Fryzlewicz & Theofanis Sapatinas & Suhasini Subba Rao**705-722 Empirical Bayes block shrinkage of wavelet coefficients via the noncentral χ-super-2 distribution***by*Xue Wang & Andrew T. A. Wood**723-733 Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics***by*Kai-Tai Fang & Rahul Mukerjee**735-741 Prospective survival analysis with a general semiparametric shared frailty model: A pseudo full likelihood approach***by*Malka Gorfine & David M. Zucker & Li Hsu**742-746 Simes' procedure is 'valid on average'***by*Einar Andreas Rødland

### 2006, Volume 93, Issue 2

**235-254 Bayesian alignment using hierarchical models, with applications in protein bioinformatics***by*Peter J. Green & Kanti V. Mardia**255-268 M-quantile models for small area estimation***by*Ray Chambers & Nikos Tzavidis**269-278 Applying the Horvitz-Thompson criterion in complex designs: A computer-intensive perspective for estimating inclusion probabilities***by*Lorenzo Fattorini**279-288 A construction method for orthogonal Latin hypercube designs***by*David M. Steinberg & Dennis K. J. Lin**289-302 Optimal blocking of two-level factorial designs***by*Neil A. Butler**303-313 Linear life expectancy regression with censored data***by*Y. Q. Chen & S. Cheng**315-328 A k-sample test with interval censored data***by*Kam-Chuen Yuen & Jian Shi & Lixing Zhu**329-342 On the accelerated failure time model for current status and interval censored data***by*Lu Tian & Tianxi Cai**343-355 Estimating the quality-of-life-adjusted gap time distribution of successive events subject to censoring***by*Adin-Cristian Andrei & Susan Murray**357-366 Confidence bands for hazard rates under random censorship***by*Ming-Yen Cheng & Peter Hall & Dongsheng Tu**367-383 Nonparametric estimation with left-truncated semicompeting risks data***by*L. Peng & J. P. Fine**385-397 Fitting binary regression models with case-augmented samples***by*A. J. Lee & A. J. Scott & C. J. Wild**399-409 A test statistic for graphical modelling of multivariate time series***by*Yasumasa Matsuda**411-424 Using the periodogram to estimate period in nonparametric regression***by*Peter Hall & Ming Li**425-438 Effects of the reference set on frequentist inferences***by*Donald A. Pierce & Ruggero Bellio**439-450 Estimating a bivariate density when there are extra data on one or both components***by*Peter Hall & Natalie Neumeyer**451-458 An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants***by*J. Møller & A. N. Pettitt & R. Reeves & K. K. Berthelsen**459-464 Rank-based regression for analysis of repeated measures***by*You-Gan Wang & Min Zhu**465-471 Parametric modelling of thresholds across scales in wavelet regression***by*Anestis Antoniadis & Piotr Fryzlewicz**472-480 Local likelihood density estimation based on smooth truncation***by*Pedro Delicado**481-485 Models for recurring events with marginal proportional hazards***by*Nader Ebrahimi**486-489 Understanding nonparametric estimation for clustered data***by*Richard Huggins

### 2006, Volume 93, Issue 1

**1-21 Adaptive and nonadaptive group sequential tests***by*Christopher Jennison & Bruce W. Turnbull**23-40 Reference priors for discrete graphical models***by*Guido Consonni & Valentina Leucari**41-52 Efficient Bayes factor estimation from the reversible jump output***by*Francesco Bartolucci & Luisa Scaccia & Antonietta Mira**53-64 Latent-model robustness in structural measurement error models***by*Xianzheng Huang & Leonard A. Stefanski & Marie Davidian**65-74 Using intraslice covariances for improved estimation of the central subspace in regression***by*R. Dennis Cook & Liqiang Ni**75-84 Efficient semiparametric estimator for heteroscedastic partially linear models***by*Yanyuan Ma & Jeng-Min Chiou & Naisyin Wang**85-98 Covariance matrix selection and estimation via penalised normal likelihood***by*Jianhua Z. Huang & Naiping Liu & Mohsen Pourahmadi & Linxu Liu**99-112 Robust and efficient estimation under data grouping***by*Nan Lin & Xuming He**113-125 Spatially adaptive smoothing splines***by*Alexandre Pintore & Paul Speckman & Chris C. Holmes**127-135 Efficient designs for one-sided comparisons of two or three treatments with a control in a one-way layout***by*Steven M. Bortnick & Angela M. Dean & Thomas J. Santner**137-146 Orthogonal arrays robust to nonnegligible two-factor interactions***by*Boxin Tang**147-161 On least-squares regression with censored data***by*Zhezhen Jin & D. Y. Lin & Zhiliang Ying**163-177 Semiparametric efficient estimation of survival distributions in two-stage randomisation designs in clinical trials with censored data***by*Abdus S. Wahed & Anastasios A. Tsiatis**179-195 A shrinkage estimator for spectral densities***by*Carsten H. Botts & Michael J. Daniels**197-206 Range of correlation matrices for dependent Bernoulli random variables***by*N. Rao Chaganty & Harry Joe**207-214 Semiparametric transformation models for the case-cohort study***by*Wenbin Lu & Anastasios A. Tsiatis**215-220 On Bartlett correction of empirical likelihood in the presence of nuisance parameters***by*Song Xi Chen & Hengjian Cui