Journal of the Royal Statistical Society - Series B

Volume 75, n° 5, November 2013

  • DAVIS Richard A., KLÜPPELBERG Claudia, STEINKOHL Christina -
    Statistical inference for max-stable processes in space and time, pp. 791–819
  • PERRY Patrick O., WOLFE Patrick J. - Point process modelling for directed interaction networks, pp. 821–849
  • COOK R. D., HELLAND I. S., SU Z. - Envelopes and partial least squares regression, pp. 851–877
  • NASON Guy - A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series, pp. 879–904
( résumés du n° 5/2013)

Volume 75, n° 4, September 2013

  • FAN Jianqing, LIAO Yuan, MINCHEVA Martina - Large covariance estimation by thresholding principal orthogonal complements, pp. 603–680
  • SANGALLI Laura M., RAMSAY James O., RAMSAY Timothy O. - Spatial spline regression models, pp. 681–703
  • RAMSAHAI Roland R. - Probabilistic causality and detecting collections of interdependence patterns, pp. 705–723
  • KRIVOBOKOVA Tatyana - Smoothing parameter selection in two frameworks for penalized splines, pp. 725–741
  • EVANS Robin J., RICHARDSON Thomas S. - Marginal log-linear parameters for graphical Markov models, pp. 743–768
  • BALABDAOUI Fadoua, JANKOWSKI Hanna, RUFIBACH Kaspar, PAVLIDES Marios - Asymptotics of the discrete log-concave maximum likelihood estimator and related applications, pp. 769–790

(résumés du n° 4/2013)

Volume 75, n° 3, June 2013

  • CHOPIN N., JACOB P. E., PAPASPILIOPOULOS O. - SMC2: an efficient algorithm for sequential analysis of state space models, pp. 397-426

  • WON Joong-Ho, LIM Johan, KIM Seung-Jean, RAJARATNAM Bala - Condition-number-regularized covariance estimation, pp. 427–450

  • RUKHIN Andrew L. - Estimating heterogeneity variance in meta-analysis, pp. 451–469

  • AUGUGLIARO Luigi, MINEO Angelo M., WIT Ernst C. - Differential geometric least angle regression: a differential geometric approach to sparse generalized linear models, pp. 471–498

  • GRIFFIN J. E., KOLOSSIATIS M., STEEL M. F. J. - Comparing distributions by using dependent normalized random-measure mixtures, pp. 499–529

  • FAN Yingying, TANG Cheng Yong - Tuning parameter selection in high dimensional penalized likelihood, pp. 531–552

  • LEE Youngjo, BJORNSTAD Jan F. - Extended likelihood approach to large-scale multiple testing, pp. 553–575

  • XIAO Luo, LI Yingxing, RUPPERT David - Fast bivariate P-splines: the sandwich smoother, pp. 577–599

(résumés du n° 3/2013)

Volume 75, n° 2, March 2013

  • COX D. R. - A return to an old paper: ‘Tests of separate families of hypotheses’ pp. 207–215
  • GORST-RASMUSSEN Anders, SCHEIKE Thomas - ndependent screening for single-index hazard rate models with ultrahigh dimensional features, pp. 217–245
  • COEURJOLLY Jean-François, LAVANCIER Frédéric - Residuals and goodness-of-fit tests for stationary marked Gibbs point processes, pp. 247–276
  • KENAH Eben - Non-parametric survival analysis of infectious disease data, pp. 277–303
  • MA Yanyuan, ZHU Liping - Doubly robust and efficient estimators for heteroscedastic partially linear single-index models allowing high dimensional covariates, pp. 305–322
  • ZHOU Zhou, SHAO Xiaofeng - Inference for linear models with dependent errors, pp. 323–343
  • FRANCQ Christian, ZAKOÏAN Jean-Michel - Optimal predictions of powers of conditionally heteroscedastic processes, pp. 345–367
  • MIRATRIX  Luke W., SEKHON Jasjeet S., YU Bin - Adjusting treatment effect estimates by post-stratification in randomized experiments, pp. 369–396

(résumés du n° 2/2013) 

Volume 75, n° 1, January 2013

  • ROBERTS G. O., VAN KEILEGOM I. - Report of the Editors—2012, pp. 1–2
  • HAMPSON Lisa V., JENNISON Christopher - Group sequential tests for delayed responses, pp. 3–54
  • SHAH Rajen D., SAMWORTH Richard J. - Variable selection with error control: another look at stability selection, pp. 55–80

  • CHEN Song, QIN Jing, TANG Cheng Yong - Mann–Whitney test with adjustments to pretreatment variables for missing values and observational study, pp. 81–102

  • HORVATH Lajos, KOKOSZKA Piotr, REEDER Ron - Estimation of the mean of functional time series and a two-sample problem, pp. 103–122

  • YAO Weixin, LI Runze - New local estimation procedure for a non-parametric regression function for longitudinal data, pp. 123–138

  • HUGHES John, HARAN Murali - Dimension reduction and alleviation of confounding for spatial generalized linear mixed models, pp. 139–159

  • SHAO Xiaofeng, POLITIS Dimitris N. - Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration, pp. 161–184

  • WEI Jiawei, CARROLL Raymond J., MÜLLER Ursula U., VAN KEILEGOM Ingrid, CHATTERJEE Nilanjan - Robust estimation for homoscedastic regression in the secondary analysis of case–control data, pp. 185–206

(résumés du n° 1/2013)

  

 

 

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