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Content
June 2004, Volume 91, Issue 2
- 321-330 Analysis of longitudinal data in case-control studies
by Eunsik Park - 331-343 On semiparametric transformation cure models
by Wenbin Lu - 345-362 Stochastic multitype epidemics in a community of households: Estimation of threshold parameter R-sub-* and secure vaccination coverage
by Frank G. Ball - 363-382 Estimating vaccine efficacy from small outbreaks
by Niels G. Becker - 383-392 Multimodality of the likelihood in the bivariate seemingly unrelated regressions model
by Mathias Drton - 393-408 Nonparametric inference for stochastic linear hypotheses: Application to high-dimensional data
by Jeanne Kowalski - 409-423 Principal Hessian Directions for regression with measurement error
by Heng-Hui Lue - 425-446 Bayes linear kinematics and Bayes linear Bayes graphical models
by Michael Goldstein - 447-459 Assessing robustness of generalised estimating equations and quadratic inference functions
by Annie Qu - 461-470 Efficient Robbins--Monro procedure for binary data
by V. Roshan Joseph - 471-490 Efficient importance sampling for events of moderate deviations with applications
by Cheng-Der Fuh - 491-496 Nonparametric detection of correlated errors
by Tae Yoon Kim - 497-505 Posterior probability intervals in Bayesian wavelet estimation
by C. Semadeni
March 2004, Volume 91, Issue 1
- 1-14 Bayesian correlation estimation
by John C. Liechty - 15-25 Equivalence of prospective and retrospective models in the Bayesian analysis of case-control studies
by Shaun R. Seaman - 27-43 Bayesian information criteria and smoothing parameter selection in radial basis function networks
by Sadanori Konishi - 45-63 Bayesian criterion based model assessment for categorical data
by Ming-Hui Chen - 65-80 Quasi-variances
by David Firth - 81-94 Statistical inference for infinite-dimensional parameters via asymptotically pivotal estimating functions
by M. A. Goldwasser - 95-112 Small-area estimation based on natural exponential family quadratic variance function models and survey weights
by Malay Ghosh - 113-123 Testing for multimodality with dependent data
by K. S. Chan - 125-140 Data-informed influence analysis
by Frank Critchley - 141-151 On identification of multi-factor models with correlated residuals
by Michel Grzebyk - 153-164 Design sensitivity in observational studies
by Paul R. Rosenbaum - 165-176 A comparison of sequential and non-sequential designs for discrimination between nested regression models
by Holger Dette - 177-193 Equivalent kernels of smoothing splines in nonparametric regression for clustered/longitudinal data
by Xihong Lin - 195-209 Generalised likelihood ratio tests for spectral density
by Jianqing Fan - 211-218 Contiguity of the Whittle measure for a Gaussian time series
by Nidhan Choudhuri - 219-225 Estimating genetic association parameters from family data
by Alice S. Whittemore - 226-233 Boosting kernel density estimates: A bias reduction technique?
by Marco Di Marzio - 234-239 Compatibility among marginal densities
by Yuchung J. Wang - 240-245 Revisiting simple linear regression with autocorrelated errors
by Jaechoul Lee - 246-248 A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997)
by Toshiaki Watanabe
December 2003, Volume 90, Issue 4
- 747-764 Analysis of multivariate missing data with nonignorable nonresponse
by Gong Tang - 765-775 Matching conditional and marginal shapes in binary random intercept models using a bridge distribution function
by Zengri Wang - 777-790 Observation-driven models for Poisson counts
by Richard A. Davis - 791-808 Exponential functionals and means of neutral-to-the-right priors
by Ilenia Epifani - 809-830 Efficient estimation of covariance selection models
by Frederick Wong - 831-844 Nonparametric estimation of large covariance matrices of longitudinal data
by Wei Biao Wu - 845-858 Adjusted profile estimating function
by Molin Wang - 859-879 A hybrid estimator in nonlinear and generalised linear mixed effects models
by Tze Leung Lai - 881-890 Second-order power comparisons for a class of nonparametric likelihood-based tests
by Francesco Bravo - 891-898 Minimum aberration construction results for nonregular two-level fractional factorial designs
by Neil A. Butler - 899-912 Martingale difference residuals as a diagnostic tool for the Cox model
by Peter D. Sasieni - 913-922 Testing the proportional odds model under random censoring
by Jean-Yves Dauxois - 923-936 Choosing sample size for a clinical trial using decision analysis
by Yi Cheng - 937-951 Optimal calibration estimators in survey sampling
by Changbao Wu - 953-966 Asymptotic distributions of principal components based on robust dispersions
by Hengjian Cui - 967-975 Least absolute deviations estimation for ARCH and GARCH models
by Liang Peng - 976-981 Conditional likelihood inference under complex ascertainment using data augmentation
by David Clayton - 982-984 Conditional and marginal association for binary random variables
by D. R. Cox - 985-990 A note on methods of restoring consistency to the bootstrap
by Richard Samworth - 991-994 A note on 'Testing the number of components in a normal mixture'
by Neal O. Jeffries
September 2003, Volume 90, Issue 3
- 491-515 Uniform consistency in causal inference
by James M. Robins - 517-531 Conditioning to reduce the sensitivity of general estimating functions to nuisance parameters
by John J. Hanfelt - 533-549 Modified profile likelihoods in models with stratum nuisance parameters
by N. Sartori - 551-566 Generalised structured models
by Enno Mammen - 567-576 On the geometry of measurement error models
by Paul Marriott - 577-584 Khmaladze-type graphical evaluation of the proportional hazards assumption
by John O'Quigley - 585-596 Using logistic regression procedures for estimating receiver operating characteristic curves
by Jing Qin - 597-611 Inference about a secondary process following a sequential trial
by W. J. Hall - 613-627 Bayesian inference for Markov processes with diffusion and discrete components
by P. G. Blackwell - 629-641 A Bayesian justification of Cox's partial likelihood
by Debajyoti Sinha - 643-654 A multiple-imputation Metropolis version of the EM algorithm
by Carlo Gaetan - 655-668 Spherical regression
by T. D. Downs - 669-678 Assessing landmark influence on shape variation
by Michael H. Albert - 679-701 Principal component models for correlation matrices
by Robert J. Boik - 703-716 Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models
by Wai-Cheung Ip - 717-723 Estimating subject-specific survival functions under the accelerated failure time model
by Yuhyun Park - 724-727 Identifiability and censored data
by Nader Ebrahimi - 728-731 Studies in the history of probability and statistics XLVIII The Bayesian contributions of Ernest Lhoste
by Lyle Broemeling - 732-740 Rank-based regression with repeated measurements data
by Sin-Ho Jung - 741-746 Robust variance estimation for rate ratio parameter estimates from individually matched case-control data
by Anny Hui Xiang
June 2003, Volume 90, Issue 2
- 251-267 Decomposability and selection of graphical models for multivariate time series
by Roland Fried - 269-287 Nonparametric analysis of covariance for censored data
by Yunling Du - 289-302 Fully Bayesian spline smoothing and intrinsic autoregressive priors
by Paul L. Speckman - 303-317 Bayesian methods for partial stochastic orderings
by Peter D. Hoff - 319-326 Bayesian empirical likelihood
by Nicole A. Lazar - 327-339 Likelihood for component parameters
by D. A. S. Fraser - 341-353 Rank-based inference for the accelerated failure time model
by Zhezhen Jin - 355-366 A serially correlated gamma frailty model for longitudinal count data
by Robin Henderson - 367-378 On the inefficiency of the adaptive design for monitoring clinical trials
by Anastasios A. Tsiatis - 379-392 Discriminant analysis through a semiparametric model
by Y. Lin - 393-410 Prepivoting by weighted bootstrap iteration
by Stephen M. S. Lee - 411-421 Weighted chi-squared tests for partial common principal component subspaces
by James R. Schott - 423-434 Measures for designs in experiments with correlated errors
by Werner G. Müller - 435-444 Closed-form likelihoods for Arnason--Schwarz models
by R. King - 445-453 The Wilson--Hilferty transformation is locally saddlepoint
by George R. Terrell - 455-463 A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations
by Bahjat F. Qaqish - 465-470 Sufficient conditions for balanced incomplete block designs to be minimal fractional combinatorial treatment designs
by Damaraju Raghavarao - 471-477 Estimating ordered binomial proportions with the use of group testing
by Joshua M. Tebbs - 478-481 Copula model generated by Dabrowska's association measure
by David Oakes - 482-488 On sufficient conditions for Bayesian consistency
by Stephen Walker - 489-490 A counterexample to a claim about stochastic simulations
by Bo Henry Lindqvist
March 2003, Volume 90, Issue 1
- 1-13 Nonparametric estimation in nonlinear mixed effects models
by Tze Leung Lai - 15-27 Generalised linear models for correlated pseudo-observations, with applications to multi-state models
by Per Kragh Andersen - 29-41 Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
by You-Gan Wang - 43-52 Marginal nonparametric kernel regression accounting for within-subject correlation
by Naisyin Wang - 53-71 Pattern-mixture models with proper time dependence
by M. G. Kenward - 73-84 Confidence regions when the Fisher information is zero
by Matteo Bottai - 85-97 Heteroscedastic factor analysis
by Sock-Cheng Lewin-Koh - 99-112 Likelihood inference in nearest-neighbour classification models
by Christopher C. Holmes - 113-125 Estimating central subspaces via inverse third moments
by Xiangrong Yin - 127-137 Implementing matching priors for frequentist inference
by Richard A. Levine - 139-156 A dependence measure for multivariate and spatial extreme values: Properties and inference
by Martin Schlather - 157-169 Random effects Cox models: A Poisson modelling approach
by Renjun Ma - 171-182 Estimation of a failure time distribution based on imperfect diagnostic tests
by R. Balasubramanian - 183-197 Nonparametric estimation from current status data with competing risks
by Nicholas P. Jewell - 199-208 A nonparametric test for panel count data
by Jianguo Sun - 209-222 Bürmann expansion and test for additivity
by K. S. Chan - 223-232 A test for linear versus convex regression function using shape-restricted regression
by Mary C. Meyer - 233-238 Some theory for constructing minimum aberration fractional factorial designs
by Neil A. Butler - 239-244 On modelling mean-covariance structures in longitudinal studies
by Jianxin Pan - 245-250 A proof of the conjecture on positive skewness of generalised inverse Gaussian distributions
by Truc T. Nguyen
December 2002, Volume 89, Issue 4
- 731-743 On the applicability of regenerative simulation in Markov chain Monte Carlo
by James P. Hobert - 745-754 Empirical supremum rejection sampling
by Brian S. Caffo - 755-767 Asymptotic approximations to posterior distributions via conditional moment equations
by Julie L. Yee - 769-784 Bayesian inference for the uncertainty distribution of computer model outputs
by Jeremy Oakley - 785-806 Bayesian model discrimination for multiple strata capture-recapture data
by R. King - 807-817 A new Bayesian method for nonparametric capture-recapture models in presence of heterogeneity
by Luca Tardella - 819-829 Estimation of nonstationary spatial covariance structure
by David J. Nott - 831-840 Estimation in a simple random effects model with nonnormal distributions
by D. R. Cox - 841-850 Testing ignorable missingness in estimating equation approaches for longitudinal data
by Annie Qu - 851-860 A practical affine equivariant multivariate median
by Thomas P. Hettmansperger - 861-875 Influence functions and outlier detection under the common principal components model: A robust approach
by Graciela Boente - 877-891 Generalised incomplete Trojan designs
by R. N. Edmondson - 893-904 Uniform designs limit aliasing
by Fred J. Hickernell - 905-916 Semiparametric inference in matched case-control studies with missing covariate data
by Paul J. Rathouz - 917-931 Additive hazards models with latent treatment effectiveness lag time
by Y. Q. Chen - 933-938 Saddlepoint approximations as smoothers
by A. C. Davison - 939-946 Forward search added-variable t-tests and the effect of masked outliers on model selection
by Anthony C. Atkinson - 947-951 Improved likelihood ratio tests on the von Mises--Fisher distribution
by P. V. Larsen - 952-957 On an exact probability matching property of right-invariant priors
by Thomas A. Severini - 958-961 A note on a partial empirical likelihood
by F. Zou
August 2002, Volume 89, Issue 3
- 491-512 Expected-posterior prior distributions for model selection
by Jose M. Perez - 513-528 Bayesian mixture of splines for spatially adaptive nonparametric regression
by Sally A. Wood - 529-538 Bayesian nonparametric multiple imputation of partially observed data with ignorable nonresponse
by Susan M. Paddock - 539-552 A sequential particle filter method for static models
by Nicolas Chopin - 553-566 Bayesian analysis of covariance matrices and dynamic models for longitudinal data
by Michael J. Daniels - 567-578 Analysis of clustered data: A combined estimating equations approach
by Julie A. Stoner - 579-590 Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
by Xuming He - 591-602 Testing model adequacy for dynamic panel data with intercorrelation
by Bo Fu - 603-616 A simple and efficient simulation smoother for state space time series analysis
by J. Durbin - 617-634 Estimation of the failure time distribution in the presence of informative censoring
by Daniel O. Scharfstein - 635-648 Comparing nonnested Cox models
by J. P. Fine - 649-658 Efficient estimation in additive hazards regression with current status data
by Torben Martinussen - 659-668 Semiparametric analysis of transformation models with censored data
by Kani Chen - 669-682 A Poisson model for the coverage problem with a genomic application
by Chang Xuan Mao - 683-698 Circular regression
by T. D. Downs - 699-708 Sequential tests and estimators after overrunning based on maximum-likelihood ordering
by W. J. Hall - 709-718 An efficient design for model discrimination and parameter estimation in linear models
by Atanu Biswas - 719-723 Probabilistic model for two dependent circular variables
by Harshinder Singh - 724-730 A recursive algorithm for Markov random fields
by Francesco Bartolucci
June 2002, Volume 89, Issue 2
- 251-263 Degrees-of-freedom tests for smoothing splines
by Eva Cantoni - 265-281 Semiparametric regression for count data
by Cinzia Carota - 283-298 A flexible additive multiplicative hazard model
by Torben Martinussen - 299-314 Modelling multivariate failure time associations in the presence of a competing risk
by Karen Bandeen-Roche - 315-331 Overestimation of the receiver operating characteristic curve for logistic regression
by J. B. Copas - 333-343 Modified estimating functions
by Thomas A. Severini - 345-358 Empirical likelihood-based inference in linear errors-in-covariables models with validation data
by Qihua Wang - 359-374 Permutation tests for equality of distributions in high-dimensional settings
by Peter Hall - 375-388 Local multiple imputation
by Marc Aerts - 389-399 Analysing longitudinal count data with overdispersion
by Vandna Jowaheer - 401-409 A type of restricted maximum likelihood estimator of variance components in generalised linear mixed models
by J. G. Liao - 411-421 Goodness-of-fit test for complete spatial randomness against mixtures of regular and clustered spatial point processes
by P. Grabarnik - 423-436 Goodness of fit of biplots and correspondence analysis
by K. Ruben Gabriel - 437-450 Accurate confidence limits for scalar functions of vector M-estimands
by Thomas J. DiCiccio - 451-456 Nonparametric state estimation of diffusion processes
by Isao Shoji - 457-461 The sampling properties of conditional independence graphs for structural vector autoregressions
by Marco Reale - 462-469 On some models for multivariate binary variables parallel in complexity with the multivariate Gaussian distribution
by D. R. Cox - 470-477 A note on approximate Bayesian bootstrap imputation
by J. K. Kim - 478-483 The convergence rate of the TM algorithm of Edwards & Lauritzen
by Rolf Sundberg - 484-489 Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case
by Robert B. Davies
March 2002, Volume 89, Issue 1
- 1-22 A class of logistic-type discriminant functions
by Shinto Eguchi - 23-37 The analysis of retrospective family studies
by J. Neuhaus - 39-48 A semiparametric pseudolikelihood estimation method for panel count data
by Ying Zhang - 49-60 Optimal asymmetric one-sided group sequential tests
by Stuart Barber - 61-75 On empirical likelihood for a semiparametric mixture model
by F. Zou - 77-93 On the local geometry of mixture models
by Paul Marriott - 95-110 Estimating and interpolating a Markov chain from aggregate data
by B. A. Davis - 111-128 Varying-coefficient models and basis function approximations for the analysis of repeated measurements
by Jianhua Z. Huang - 129-143 The discrimination power of projection pursuit with different density estimators
by Olivier Renaud - 145-158 Estimating and depicting the structure of a distribution of random functions
by Peter Hall - 159-182 Spectral models for covariance matrices
by Robert J. Boik - 183-196 Models and inference for uncertainty in extremal dependence
by Stuart Coles - 197-210 Spectral methods for nonstationary spatial processes
by Montserrat Fuentes - 211-224 Empty confidence sets for epidemics, branching processes and Brownian motion
by Frank G Ball - 225-229 Optimal main effect plans with non-orthogonal blocking
by Rahul Mukerjee - 230-237 Using empirical likelihood methods to obtain range restricted weights in regression estimators for surveys
by J. Chen - 238-244 Multiple imputation methods for testing treatment differences in survival distributions with missing cause of failure
by Anastasios A. Tsiatis - 245-250 A note on testing for nonlinearity with partially observed time series
by Henghsiu Tsai
1970, Volume 57, Issue 1
- 1-17 Inference about the change-point in a sequence of random variables
by David V. Hinkley - 19-46 A general recursive procedure for analysis of variance
by G. N. Wilkinson - 47-55 On asymptotically optimal tests of composite hypotheses
by P. A. P. Moran - 57-65 The bias and accuracy of moment estimators
by C. A. Robertson & J. G. Fryer - 67-69 Supplementary sample nonparametric empirical Bayes in a quality control situation
by James T. Gabbert & Richard G. Krutchkoff - 71-78 Robustness of normal tolerance intervals
by K. Sharpe - 91-95 The choice of a Wald test on the mean of a normal population
by B. F. J. Manly