Content
2010, Volume 97, Issue 2
- 347-360 A theory for testing hypotheses under covariate-adaptive randomization
by Jun Shao & Xinxin Yu & Bob Zhong - 361-374 Efficient estimation in multi-phase case-control studies
by A. J. Lee & A. J. Scott & C. J. Wild - 375-388 Risk-adjusted monitoring of time to event
by A. Gandy & J. T. Kvaløy & A. Bottle & F. Zhou - 389-404 Calibrating parametric subject-specific risk estimation
by T. Cai & L. Tian & Hajime Uno & Scott D. Solomon & L. J. Wei - 405-418 Interval estimation for drop-the-losers designs
by Samuel S. Wu & Weizhen Wang & Mark C. K. Yang - 419-433 Efficient scalable schemes for monitoring a large number of data streams
by Y. Mei - 435-446 Estimating linear dependence between nonstationary time series using the locally stationary wavelet model
by J. Sanderson & P. Fryzlewicz & M. W. Jones - 447-464 A sequential smoothing algorithm with linear computational cost
by Paul Fearnhead & David Wyncoll & Jonathan Tawn - 465-480 The horseshoe estimator for sparse signals
by Carlos M. Carvalho & Nicholas G. Polson & James G. Scott - 481-496 Likelihood ratio statistics based on an integrated likelihood
by T. A. Severini - 497-504 Objective Bayes and conditional inference in exponential families
by Thomas J. Diciccio & G. Alastair Young - 505-512 Copula inference under censoring
by M. L. Lakhal-Chaieb - 513-518 Optimal designs for the emax, log-linear and exponential models
by H. Dette & C. Kiss & M. Bevanda & F. Bretz
2010, Volume 97, Issue 1
- 1-13 Systematic sampling with errors in sample locations
by Johanna Ziegel & Adrian Baddeley & Karl-Anton Dorph-Petersen & Eva B. Vedel Jensen - 15-30 Cross-covariance functions for multivariate random fields based on latent dimensions
by Tatiyana V. Apanasovich & Marc G. Genton - 31-48 Incorporating prior probabilities into high-dimensional classifiers
by Peter Hall & Jing-Hao Xue - 49-64 Functional quadratic regression
by Fang Yao & Hans-Georg Müller - 65-78 Marginal analyses of longitudinal data with an informative pattern of observations
by D. M. Farewell - 79-93 Generalized empirical likelihood methods for analyzing longitudinal data
by Suojin Wang & Lianfen Qian & Raymond J. Carroll - 95-108 On the use of stochastic ordering to test for trend with clustered binary data
by Aniko Szabo & E. Olusegun George - 109-121 Stochastic approximation with virtual observations for dose-finding on discrete levels
by Ying Kuen Cheung & Mitchell S. V. Elkind - 123-132 Sharp bounds on causal effects in case-control and cohort studies
by Manabu Kuroki & Zhihong Cai & Zhi Geng - 133-145 A semiparametric random effects model for multivariate competing risks data
by Thomas H. Scheike & Yanqing Sun & Mei-Jie Zhang & Tina Kold Jensen - 147-158 Estimation of the retransformed conditional mean in health care cost studies
by Huixia Judy Wang & Xiao-Hua Zhou - 159-170 Mean loglikelihood and higher-order approximations
by N. Reid & D. A. S. Fraser - 171-180 On doubly robust estimation in a semiparametric odds ratio model
by Eric J. Tchetgen Tchetgen & James M. Robins & Andrea Rotnitzky - 181-198 On Bayesian testimation and its application to wavelet thresholding
by Felix Abramovich & Vadim Grinshtein & Athanasia Petsa & Theofanis Sapatinas - 199-208 Forecasting for quantile self-exciting threshold autoregressive time series models
by Yuzhi Cai - 209-214 A note on the sensitivity to assumptions of a generalized linear mixed model
by D. R. Cox & M. Y. Wong - 215-222 Pseudo-score confidence intervals for parameters in discrete statistical models
by Alan Agresti & Euijung Ryu - 223-230 Global and local spectral-based tests for periodicities
by L. Wei & P. F. Craigmile - 231-237 Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes
by Willa W. Chen & Rohit S. Deo - 238-245 Nonparametric Bayesian inference for the spectral density function of a random field
by Yanbing Zheng & Jun Zhu & Anindya Roy - 246-253 The distribution-based p-value for the outlier sum in differential gene expression analysis
by Lin-An Chen & Dung-Tsa Chen & Wenyaw Chan - 254-259 The maximal data piling direction for discrimination
by Jeongyoun Ahn & J. S. Marron
2009, Volume 96, Issue 4
- 761-780 Sinh-arcsinh distributions
by M. C. Jones & Arthur Pewsey - 781-792 A new look at time series of counts
by Yunwei Cui & Robert Lund - 793-804 Bias reduction in exponential family nonlinear models
by Ioannis Kosmidis & David Firth - 805-820 Inference on population size in binomial detectability models
by R. M. Fewster & P. E. Jupp - 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