Journal Royal Statistical Society B 2005

Volume 67 - Part 5, 2005

  • BADDELEY A., TURNER R., MOLLER J., HAZELTON M. - Residual analysis for spatial point processes (with discussion), pp. 617 -666
  • STEIN Michael L.  - Statistical methods for regular monitoring data, pp. 667-688
  • JOHNSON Valen E. - Bayes factors based on test statistics, pp. 689-702
  • TSAI Henghsiu, CHAN K.S. - Maximum likelihood estimation of linear continuous time long memory processes with discrete time data, pp. 703 -716
  • HALL Peter, WANG Julian Z.  - Bayesian likelihood methods for estimating the end point of a distribution, pp.  717 -730
  • DEMIRIS Nikolaos, O'NEILL Philip D. - Bayesian inference for stochastic multitype epidemics in structured populations via random graphs, pp. 731-746 
  • VOVK Vladimir, SHAFER Glenn - Good randomized sequential probability forecasting is always possible, pp. 747 -764

Addendum

  • ZOU Hui, HASTIE Trevor - Addendum: Regularization and variable selection via the elastic net, p. 768 

(résumés du n° 5/2005)

Volume 67 - Part 4, 2005

  • COPAS J., EGUCHI S. - Local model uncertainty and incomplete-data bias (with discussion), pp. 459 - 514
  • ROSENBAUM P.R. - An exact distribution-free test comparing two multivariate distributions based on adjacency, pp. 515 - 530
  • CHIOU J.-M., MÜLLER H.-G. - Estimated estimating equations: semipparametric inference for clustered and longitudinal data, pp. 531 - 554
  • LANGAAS M., LINDQVIST B.H., FERKINGSTAD E. -Estimating the proportion of true null hypotheses, with application to DNA microarray, pp. 555 - 572
  • HUDGENS M.G. - On nonparametric maximum likelihood estimation with interval censoring and left truncation, pp. 573 - 588
  • TSAI H., CHAN K.S. - A note on non-negative continous time processes, pp. 589 - 598
  • FERREIRA J.T.A.S., STEEL M.F.J. - Modelling directional dispersion through hyperspherical log-splines, pp. 599 - 616

(résumés du n° 4/2005)

Volume 67 - Part 3, 2005

  • TALIH M., HENGARTNER N. - Structural learning with time-varying components: tracking the cross-section of financial time series, pp. 321 - 342
  • SAMWORTH R. - Small confidence sets for the mean of a sperically symmetric distribution, pp. 343 - 362
  • HALL P., SAMWORTH R. J. - Properties of bagged nearest neighbours classifiers, pp. 363 - 380
  • LING S. - Self-weighted least absolute deviation estimation for infinite variance autoregressive models, pp. 381 - 394
  • BLADT M., SØRENSEN M. - Statistical inference for discretely observed Markov jump processes, pp. 395 - 410
  • OWEN A.B. - Variance of the number of false discoveries, pp. 411 - 426
  • HALL P., MARRON J.S., NEEMAN A. - Geometric representation of high dimension, low sample size data, pp. 427 - 444
  • BEAUMONT J.-F. - Calibrated imputation in surveys under a quasi-model-assisted approach, pp. 445 - 458

(résumés du n° 3/2005)

Volume 67 - Part 2, 2005

  • CHEN Y., XIE J., LIU J.S. - Stopping-time resampling for sequential Monte Carlo methods, pp. 199 - 218
  • MALLICKB.K., GHOSH D., GHOSH M. - Bayesian classification of tumours by using gene expression data, pp. 219 - 234
  • CAFFO B.S., JANK W., JONES G.L. - Ascent-based Monte Carlo expectation-maximization, pp. 235 - 252
  • CHRISTENSEN O.F., ROBERTS G.O., ROSENTHAL J.S. - Scaling limits for the transient phase of local Metropolis-Hastings algorithms, pp. 253 - 268
  • DELLAPORTAS P., TARANTOLA C. - Model determination for categorical data with factor level merging, pp. 269 - 284
  • LI L., COOK R.D., NACHTSHEIM C.J. - Model-free variable selection, pp. 285 - 300
  • ZOU H., HASTIE T. - Regularization and variable selection via the elastic net, pp. 301 - 320

(résumés du n° 2/2005)

Volume 67 - Part 1, 2005

  • HENDERSON R., WOOD A. - Report of the Editors - 2004, pp. 1 - 2
  • UCINSKA D., BOGACKA B. - T-optimum designs for discrimination between two multiresponse dynamic models, pp. 3 - 18 (résumé)
  • MUNK A., BISSANTZ N., WAGNER T., FRIETAG G. - On difference-based variance estimation in nonparametric regression when the covariate is high dimensional, pp. 19 - 42 (résumé)
  • NIELSEN J.P., SPERLICH S. - Smooth backfitting in practice, pp. 43 - 62 (résumé)
  • HE W., LAWLESS J.F. - Bivariate location-scale models for regression analysis, with applications to lifetime data, pp. 63 - 78 (résumé)
  • BERGER Y.G., SKINNER C.J. - A jackknife variance estimator for unequal probability sampling, pp. 79 - 90 (résumé)
  • TIBSHIRANI R., SAUNDERS M., ROSSET S., ZHU J., KNIGHT K. - Sparsity and smoothness via the fused lasso, pp. 91 - 108(résumé)
  • ARTILES L.M., GILL R.D., GUTÃ M.I. - An invitation to quantum tomography, pp. 109 - 134(résumé)
  • HUANG W., FITZMAURICE G.M. - Analysis of longitudinal data unbalanced over time, pp. 135 - 156 (résumé)
  • DRYVER A.L., THOMPSON S.K. - Improved unbiased estimators in adaptive cluster sampling, pp. 157 - 166 (résumé)
  • SAHA C., JONES M.P. - Asymptotic bias in the linear mixed effects model non-ignorable missing data mechanisms, pp. 167 - 182 (résumé)
  • SPITZNER D.J. - Risk-reducing shrinkage estimation for generalized linear models, pp. 183 - 196 (résumé)
  • STOREY J.D., TAYLOR J.E., SIEGMUND D. - Acknowledgment of priority: Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach, pp. 197 - 196

(résumés du n° 1/2005)

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