Journal of the Royal Statistical Society - Series B

Volume 77, n° 5, November 2015

  • JIN Lei, WANG Suojin, WANG Haiyan - A new non-parametric stationarity test of time series in the time domain, pp. 893–922
  • MEINSHAUSEN Nicolai - Group bound: confidence intervals for groups of variables in sparse high dimensional regression without assumptions on the design, pp. 923–945
  • SONG Qifan, LIANG Faming - A split-and-merge Bayesian variable selection approach for ultrahigh dimensional regression, pp. 947–972
  • PAPAGEORGIOU Georgios, RICHARDSON Sylvia, BEST Nicky - Bayesian non-parametric models for spatially indexed data of mixed type, pp. 973–999
  • GONG Jinguo, LI Yadong, PENG Liang, YAO Qiwei - Estimation of extreme quantiles for functions of dependent random variables, pp. 1001–1024
( résumés du n° 5/2015)

Volume 77, n° 4, September 2015

  • DASGUPTA Tirthankar, PILLAI Natesh S., RUBIN Donald B. - Causal inference from 2K factorial designs by using potential outcomes, pp. 727–753
  • CAO Hongyuan, ZENG Donglin, FINE Jason P. - Regression analysis of sparse asynchronous longitudinal data, pp. 755–776
  • KRAUS David - Components and completion of partially observed functional data, pp.  777–801
  • KHARE Kshitij, OH Sang-Yun, RAJATNAM Bala - A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees, pp. 803–825
  • HAO Ningo, DONG Bin, FAN Jianqing - Sparsifying the Fisher linear discriminant by rotation,  pp. 827–851
  • LAVANCIER Frédéric, MOLLER Jesper, RUBAK Ege - Determinantal point process models and statistical inference, pp. 853–877
  • YIN Xiangrong, HILAFU Haileab - Sequential sufficient dimension reduction for large p, small n problems, pp. 879–892

(résumés du n° 4/2015)

Volume 77, n° 3, June 2015

  • GERBER Mathieu, CHOPIN Nicolas - Sequential quasi Monte Carlo, pp. 509–579
  • ZHENG Cheng, ZHOU Xiao-Hua - Causal mediation analysis in the multilevel intervention and multicomponent mediator case, pp. 581–615
  • EFRON Bradley - Frequentist accuracy of Bayesian estimates, pp. 617–646
  • SCHWEINBERGER Michael, HANDCOCK Mark S. - Local dependence in random graph models: characterization, properties and statistical inference, pp. 647–676
  • GUAN Yongtao, JALILIAN Abdollah, WAGEPETERSEN Rasmus - Quasi-likelihood for spatial point processes, pp. 677–697
  • DUTTA Somak, MONDAL Debashis - An h-likelihood method for spatial mixed linear models based on intrinsic auto-regressions, pp. 699–726

(résumés du n° 3/2015)

Volume 77, n° 2, March 2015

  • HÖRMANN Siegfried, KIDZINSKI Łukasz, HALLIN Marc - Dynamic functional principal components, pp. 319–348
  • ZHOU Zhou - Inference for non-stationary time series regression with or without inequality constraints, pp. 349–371
  • OGBURN Elizabeth L., ROTNITZKY Andrea, ROBINS James M. - Doubly robust estimation of the local average treatment effect curve, pp. 373–396
  • YU Wen, CHEN Kani, SOBEL Michael E., YING Zhiliang - Semiparametric transformation models for causal inference in time-to-event studies with all-or-nothing compliance, pp. 397–415
  • CAI Juan-Juan, EINMAHL John H. J., DE HAAN Laurens, ZHOU Chen - uEstimation of the marginal expected shortfall: the mean when a related variable is extreme, pp. 417–442
  • ABRAMOVICH Felix, LAHAV Tal - Sparse additive regression on a regular lattice, pp. 443–459
  • PAULY Markus, BRUNNER Edgar, KONIETSCHKE Frank - Asymptotic permutation tests in general factorial designs, pp. 461–473
  • CHO Haeran, FRYZLEWICZ Piotr - Multiple-change-point detection for high dimensional time series via sparsified binary segmentation, pp. 475–507

(résumés du n° 2/2015)

Volume 77, n° 1, January 2015

  • SIGRIST Fabio, KÜNSCH Hans R., STAHEL Werner A. - Stochastic partial differential equation based modelling of large space–time data sets, pp. 3–33
  • KESSLER David C., HOFF Peter D., DUNSON David B. - Marginally specified priors for non-parametric Bayesian estimation, pp. 35–58
  • SUN Wenguang, REICH Brian J., CAI T. Tony, GUINDANI Michele, SCHWARTMAN Armin - False discovery control in large-scale spatial multiple testing, pp. 59–83
  • BOLIN David, LINDGREN Finn - Excursion and contour uncertainty regions for latent Gaussian models, pp. 85–106
  • LI Ruosha, PENG Limin - Quantile regression adjusting for dependent censoring from semicompeting risks, pp. 107–130
  • BARRETT Jessica, DIGGLE Peter, HENDERSON Robin, TAYLOR-ROBINSON David - Joint modelling of repeated measurements and time-to-event outcomes: flexible model specification and exact likelihood inference, pp. 131–148
  • DELAIGLE Aurore, HALL Peter, JAMSHIDI Farshid - Confidence bands in non-parametric errors-in-variables regression, pp. 149–169
  • LIAN Heng, LIANG Hua, CARROLL Raymond J. - Variance function partially linear single-index models, pp. 171–194
  • MARTIN Ryan, LIU Chuanhai - Conditional inferential models: combining information for prior-free probabilistic inference, pp. 195–217
  • ZHANG Weiping, LENG Chenlei, TANG Cheng Yong - A joint modelling approach for longitudinal studies, pp. 219–238
  • ENGELKE Sebastian, MALINOWSKI Alexander, KABLUCHKO Zakhar, SCHLATHER Martin - Estimation of Hüsler–Reiss distributions and Brown–Resnick processes, pp. 239–265
  • KREISS Jens-Peter, PAPARODITIS Efstathios - Bootstrapping locally stationary processes, pp. 267–290
  • HAUSER Alain, BÜHLMANN Peter - Jointly interventional and observational data: estimation of interventional Markov equivalence classes of directed acyclic graphs, pp. 291–318

(résumés du n° 1/2015)
   
   

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