Journal of the Royal Statistical Society Series B 2010
Volume 72, Part 5, November 2010
Original Articles
- CULE M, SAMWORTH R., STEWART M. - Maximum likelihood of a multi-dimensional log-concave density (with discussion), pp. 545-607
- NINMG J., QIN J., SHEN Y. - Non-parametric tests for right-censored data with biased sampling, pp. 609-630
- KATO S. - A Markov process for circular data, pp. 655-672
- CLAESKENS G., SILVERMAN W., SLAETS L. - A multiresolution approach to time warping achieved by a Bayesian prior-posterior transfer fitting strategy, pp. 673-694
Corrigendum
- SHAO X. - Corrigendum: A self-normalized approach to confidence interval construction in time series, pp. 695-696
Volume 72, Part 4, September 2010
Original articles
- FIRTH David - Preface: ?Retrospective read paper?, p. 403
- BENJAMINI Yoav - Discovering the false discovery rate, pp. 405?416
- MEINSHAUSEN Nicolai, BÜHLMANN Peter - Stability selection, pp. 417?473
- MA Yanyuan, GENTON Marc G. - Explicit estimating equations for semiparametric generalized linear latent variable models, pp. 475?495
- FEARNHEAD Paul, PAPASPILIOPOULOS Omiros, ROBERTS Gareth O., STUART Andrew - Random-weight particle filtering of continuous time processes (pages 497?512)
- ZHOU Zhou, WU Wei Biao - Simultaneous inference of linear models with time varying coefficients, pp. 513?531
- RAO J. N. K., WU Changbao - Bayesian pseudo-empirical-likelihood intervals for complex surveys, pp. 533?544
Volume 72, Part 3, June 2010
Original articles
- ANDRIEU Christophe, DOUCET Arnaud, HOLENSTEIN Roman - Particle Markov chain Monte Carlo methods, pp. 269-342
- SHAO Xiaofeng - A self-normalized approach to confidence interval construction in time series, pp. 343-366
- GUAN Yongtao, WANG Hansheng - Sufficient dimension reduction for spatial point processes directed by Gaussian random fields, pp. 367-387
- ZHU Jun, HUANG Hsin-Cheng, REYES Perla E. - On selection of spatial linear models for lattice data, pp. 389-402
Volume 72, Part 2, March 2010
Original Articles
- JOHNSON Valen E., ROSSELL David - On the use of non-local prior densities in Bayesian hypothesis tests, pp. 143-170
- PARK Juhyun, SEIFERT Burkhardt - Local additive estimation, pp. 171-191
- COPAS John, EGUCHI Shinto - Likelihood for statistically equivalent models, pp. 193-217
- STRAWDERMAN William E.,RUKHIN Andrew L. - Simultaneous estimation and reduction of nonconformity in interlaboratory studies, pp. 219-234
- CHEN Yi-Hau - Semiparametric marginal regression analysis for dependent competing risks under an assumed copula, pp. 235-251
- BUSH Christopher A., LEE Juhee, MacEACHERN Steven N. - Minimally informative prior distributions for non-parametric Bayesian analysis, pp. 253-268
Volume 72, Part 1, January 2010
Original Articles
- CHUN Hyonho, KELES Sündüz - Sparse partial least squares regression for simultaneous dimension reduction and variable selection, pp. 3-25
- MERKOURIS Takis - Combining information from multiple surveys by using regression for efficient small domain estimation, pp. 27-48
- KAI Bo, LI Runze, ZOU Hui - Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression, pp. 49-69
- RANJAN Roopesh, GNEITING Tilmann - Combining probability forecasts, pp. 71-91
- HALL Peter, YANG You-Jun - Ordering and selecting components in multivariate or functional data linear prediction, pp. 93-110
- VANDER WEELE Tyler J., ROBINS James M. - Signed directed acyclic graphs for causal inference, pp. 111-127
- JU Chuan, GENG Zhi - Criteria for surrogate end points based on causal distributions, pp. 129-142
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