Journal of the Royal Statistical Society - Series B

CAI T. Tony, JENG X. Jessie, JIN Jiashun - Optimal detection of heterogeneous and heteroscedastic mixtures, pp. 629–662
FERREIRA Marco A. R., HOLAN Scott H., BERTOLDE Adelmo I. - Dynamic multiscale spatiotemporal models for Gaussian areal data, pp. 663–688
ROUSSEAU Judith, MENGERSEN Kerrie - Asymptotic behaviour of the posterior distribution in overfitted mixture models, pp. 689–710
BICKEL Peter J., GEL Yulia R. - Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series, pp. 711–728
MATTEI Alessandra, MEALLI Fabrizia - Augmented designs to assess principal strata direct effects, pp. 729–752
WITTEN Daniela M., TIBSHIRANI Robert - Penalized classification using Fisher's linear discriminant, pp. 753–772
MARTINUSSEN Torben, VANSTEELANDT Stijn, GERSTER Mette, HJELMBORG Jacob von Bornemann - Estimation of direct effects for survival data by using the Aalen additive hazards model, pp. 773–788

LINDGREN Finn, RUE Håvard, LINDSTRÖM Johan - An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach, pp. 423–498
FRYZLEWICZ P.,OH H.-S. - Thick pen transformation for time series, pp. 499–529
BUNEA Florentina, IVANESCU Andrada E., WEGKAMP Marten H. - Adaptive inference for the mean of a Gaussian process in functional data, pp. 531–558
LI Yimei, ZHU Hongtu, SHEN Dinggang, LIN Weili, GILMORE John H., IBRAHIM Joseph G. - Multiscale adaptive regression models for neuroimaging data, pp. 559–578
WHITE John Thomas, GHOSAL Subhashis - Bayesian smoothing of photon-limited images with applications in astronomy, pp. 579–599
COMTE F., C. Lacour - Data-driven density estimation in the presence of additive noise with unknown distribution, pp. 601–627

TIBSHIRANI Robert - Regression shrinkage and selection via the lasso: a retrospective, pp. 273–282
DELAIGLE Aurore, HALL Peter, JIN Jiashun - Robustness and accuracy of methods for high dimensional data analysis based on Student's t-statistic, pp. 283–301
YANG Wenjing, MÜLLER Hans-Georg, STADTMÜLLER Ulrich - Functional singular component analysis, pp. 303–324
BRADIC Jelena, FAN Jianqing, WANG Weiwei - Penalized composite quasi-likelihood for ultrahigh dimensional variable selection, pp. 325–349
SCEALY J. L., WELSCH A. H. - Regression for compositional data by using distributions defined on the hypersphere, pp. 351–375
GUILLOTTE Simon, PERRON François, SEGERS Johan - Non-parametric Bayesian inference on bivariate extremes, pp. 377–406
BERNACCHIA Alberto, PIGOLOTTI Simone - Self-consistent method for density estimation, pp. 407–422

GIROLAMI Mark, CALDERHEAD Ben - Riemann manifold Langevin and Hamiltonian Monte Carlo methods, pp. 123–214
LI Pengfei, WIENS Douglas P. - Robustness of design in dose–response studies, pp. 215–238
HOLLAND-LETZ Tim, DETTE Holger, PEPELYSHEVAndrey - A geometric characterization of optimal designs for regression models with correlated observations, pp. 239–252
McCABE Brendan P. M., MARTIN Gael M., HARRIS David - Efficient probabilistic forecasts for counts, pp. 253–272

WOOD Simon N. - Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models, pp. 3–36
PAPASPILIOPOULOS C. Yau, O., ROBERTS G. O., HOLMES C. - Bayesian non-parametric hidden Markov models with applications in genomics, pp. 37–57
LI Lexin, ZHU Liping, ZHU Lixing - Inference on the primary parameter of interest with the aid of dimension reduction estimation, pp. 59–80
MA Yanyuan, HART Jeffrey D., JANICKI Ryan, CARROLL Raymond J. - Local and omnibus goodness-of-fit tests in classical measurement error models, pp. 81–98
SHAO Nan, LII Keh-Shin - Modelling non-homogeneous Poisson processes with almost periodic intensity functions, pp. 99–122

Dernière modification le 22.03.2022