Journal of the Royal Statistical Society - Series B

Volume 79, n° 5, November 2017

  • CARON François, FOX Emily B. - Sparse graphs using exchangeable random measures, pp. 1295-1366
  • CARÈ Algo, GARATTI Simone, CAMPI Marco C. - A coverage theory for least squares, pp. 1367-1389
  • TRUQUET Lionel - Parameter stability and semiparametric inference in time varying auto‐regressive conditional heteroscedasticity models, pp. 1391-1414
  • FANG Ethan X., NING Yang, LIU Han - Testing and confidence intervals for high dimensional proportional hazards models, pp. 1415-1437
  • CHICK Stephen, FORSTER Martin, PERTILE Paolo - A Bayesian decision theoretic model of sequential experimentation with delayed response, pp. 1439-1462
  • BRUNNER Edgar, KONIETSCHKE Frank, PAULY Markus, PURI Madan L. - Rank‐based procedures in factorial designs: hypotheses about non‐parametric treatment effects, pp. 1463-1485
  • CLERTANT M., O'QUIGLEY J. - Semiparametric dose finding methods, pp. 1487-1508
    RUDOLPH Kara E., VAN DER LAAN Mark J. - , pp. 1509-1525
  • RADCHENKO Peter, MUKHERJEE Gourab - Convex clustering via l1 fusion penalization, pp. 1527-1546
  • HUANG Shih‐Hao, HUANG Mong‐Na Lo, SHEDDEN Kerby, WONG Weng Kee - Optimal group testing designs for estimating prevalence with uncertain testing errors, pp. 1547-1563
  • FAN Caiyun, LU Wenbin, SONG Rui, ZHOU Yong - Concordance‐assisted learning for estimating optimal individualized treatment regimes, pp. 1565-1582
  • WANG Ching‐Yun, CULLINGS Harry, SONG Xiao, KOPECKY Kenneth J. - Joint non‐parametric correction estimator for excess relative risk regression in survival analysis with exposure measurement error, pp. 1583-1599
  • RUKHIN Andrew L. - Estimation of the common mean from heterogeneous normal observations with unknown variances, pp. 1601-1618
  • BIRR Stefan, VOLGUSHEV Stanislav, KLEY Tobias, DETTE Holger, HALLIN Marc - Quantile spectral analysis for locally stationary time series, pp. 1619-1643
  • FRÖLICH Markus, HUBER Martin - Direct and indirect treatment effects–causal chains and mediation analysis with instrumental variables, pp. 1645-1666

(résumés du n° 5/2017)

Volume 79, n° 4, September 2017

  • CANNINGS Timothy I., SAMWORTH Richard J. - Random‐projection ensemble classification, pp. 959-1035
  • JANSON Lucas, BARBER Rina Foygel, CANDÈS Emmanuel - EigenPrism: inference for high dimensional signal‐to‐noise ratios, pp. 1037-1065
  • BASTIDE Paul, MARIADASSOU Mahendra, ROBIN Stéphane - Detection of adaptive shifts on phylogenies by using shifted stochastic processes on a tree, pp. 1067-1093
  • BHATTACHARYA Bhaskar, AL-TALIB Mohammad - A minimum relative entropy based correlation model between the response and covariates, pp. 1095-1118
  • MATIAS Catherine, MIELE Vincent - Statistical clustering of temporal networks through a dynamic stochastic block model, pp. 1119-1141
  • FAN Jianqing, HAN Xu - Estimation of the false discovery proportion with unknown dependence, pp. 1143-1164
  • JIANG Runchao, LU Wenbin, SONG Rui, DAVIDIAN Marie - On estimation of optimal treatment regimes for maximizing t‐year survival probability, pp. 1165-1185
  • ROY Sandipan, ATCHADÉ Yves, MICHAILIDIS George - Change point estimation in high dimensional Markov random‐field models, pp. 1187-1206
  • PEIN Florian, SIELING Hannes, MUNK Axel - Heterogeneous change point inference, pp. 1207-1227
  • KENNEDY Edward H., MA Zongming, McHUGH Matthew D., SMALL Dylan S. - Non‐parametric methods for doubly robust estimation of continuous treatment effects, pp. 1229-1245
  • BARBER Rina Foygel, RAMDAS Aaditya - The p‐filter: multilayer false discovery rate control for grouped hypotheses, pp. 1247-1268
  • ZWIERNIK Piotr, UHLER Caroline, RICHARDS Donald - Maximum likelihood estimation for linear Gaussian covariance models, pp. 1269-1292

(résumés du n° 4/2017)

Volume 79, n° 3, June 2017

  • DALALYAN Arnak S. - Theoretical guarantees for approximate sampling from smooth and log‐concave densities, pp. 651-676
  • GAO Jiti, HAN Xiao, PAN Guangming, YANG Yanrong - High dimensional correlation matrices: the central limit theorem and its applications, pp. 677-693
  • OATES Chris J., GIROLAMI Mark, CHOPIN Nicolas - Control functionals for Monte Carlo integration, pp. 695-718
  • WANG Linbo, RICHARDSON Thomas S., ZHOU Xiao‐Hua - Causal analysis of ordinal treatments and binary outcomes under truncation by death, pp. 719-735
  • GOURIÉROUX Christian, ZAKOÏAN Jean‐Michel - Local explosion modelling by non‐causal process, pp. 737-756
  • DING Peng, LU Jiannan - Principal stratification analysis using principal scores, pp. 757-777
  • NANDY Siddhartha, LIM Chae Young, MAITI Tapabrata - Additive model building for spatial regression, pp. 779-800
  • LEEB Hannes, KABAILA Paul - Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: the unknown variance case, pp. 801-813
  • BRADLEY Jonathan R., WIKLE Christopher K., HOLAN Scott H. - Regionalization of multiscale spatial processes by using a criterion for spatial aggregation error, pp. 815-832
  • BROCKWELL Peter J., MATSUDA Yasumasa - Continuous auto‐regressive moving average random fields on ℝn, pp. 833-857
  • JI Hao, MÜLLER  Hans‐Georg -Optimal designs for longitudinal and functional data, pp. 859-876
  • RAO Vinayak, ADAMS Ryan P., DUNSON David D. - Bayesian inference for Matérn repulsive processes, pp. 877-897
  • SUN Will Wei, LU Junwei, LIU Han, CHENG Guang - Provable sparse tensor decomposition, pp. 899-916
  • VANDERWEELE Tyler J. , TCHETGEN Eric J. - TchetgenMediation analysis with time varying exposures and mediators, pp. 917-938
  • BELLONI Alexandre, ROSENBAUM Mathieu, TSYBAKOV Alexandre B. - Linear and conic programming estimators in high dimensional errors‐in‐variables models, pp. 939-956

(résumés du n° 3/2017)

Volume 79, n° 2, March 2017

  • DRTON Mathias, PLUMMER Martyn - A Bayesian information criterion for singular models, pp. 323-380
  • MYLLYMÄKI Mari, MRKVICKA Tomáš, GRABARNIK Pavel, SEIJO Henri, HAHN Ute - Global envelope tests for spatial processes, pp. 381-404
  • FAN Jianqing, LIU Han, NING Yang, ZOU Hui - High dimensional semiparametric latent graphical model for mixed data, pp. 405-421
  • SEN Bodhisattva, MEYER Mary - Testing against a linear regression model using ideas from shape‐restricted estimation, pp. 423-448
  • HE Yi, EINMAHL John H. J. - Estimation of extreme depth‐based quantile regions, pp. 449-461
  • CORNEA Emil, ZHU Hongtu, KIM Peter, IBRAHIM Joseph G. - Regression models on Riemannian symmetric spaces, pp. 463-482
  • PRENEN Leen, BRAEKERS Roel, DUCHATEAU Luc - Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size, pp. 483-505
  • SHAO Qin, YANG Lijian - Oracally efficient estimation and consistent model selection for auto‐regressive moving average time series with trend, pp. 507-524
  • GRIFFIN Jim E., LEISEN Fabrizio - Compound random measures and their use in Bayesian non‐parametrics, pp. 525-545
  • SORIANO Jacopo, MA Li - Probabilistic multi‐resolution scanning for two‐sample differences, pp. 547-572
  • MAO Lu, LIN D. Y. - Efficient estimation of semiparametric transformation models for the cumulative incidence of competing risks, pp. 573-587
  • LU Shu, LIU Yufeng, YIN Liang, ZHANG Kai - Confidence intervals and regions for the lasso by using stochastic variational inequality techniques in optimization, pp. 589-611
  • SCHREYER Manuela, PAULIN Roland, TRUTSCHNIG Wolfgang - On the exact region determined by Kendall's τ and Spearman's ρ, pp. 613-633
  • WONG Raymond K. W., STORLIE Curtis B., LEE Thomas C. M. - A frequentist approach to computer model calibration, pp. 635-648

(résumés du n° 2/2017)

Volume 79, n° 1, January 2017

  • VOGT Michael, LINTON Oliver - Classification of non-parametric regression functions in longitudinal data models, pp. 5–27
  • GROMENKO Oleksandr, KOKOSZKA Piotr, REIMHERR Matthew - Detection of change in the spatiotemporal mean function, pp. 29–50   
  • PASSEMIER Damien, LI Zhaoyuan, YAO Jianfeng - On estimation of the noise variance in high dimensional probabilistic principal component analysis, pp. 51–67
  • COMTE Fabienne, CUENOD Charles-A., PENSKY Marianna, ROZENHOLC Yves - Laplace deconvolution on the basis of time domain data and its application to dynamic contrast-enhanced imaging, pp. 69–94
  • BANDYOPADHYAY Soutir, RAO Suhasini Subba - A test for stationarity for irregularly spaced spatial data, pp. 95–123
  • BOTEV Z. I. - The normal law under linear restrictions: simulation and estimation via minimax tilting, pp. 125–148
  • WADSWORTH J. L., TAWN J. A., DAVISON A. C., ELTON D. M. - Modelling across extremal dependence classes, pp. 149–175
  • CHEN Kehui, DELICADO Pedro, MÜLLER Hans-Georg - Modelling function-valued stochastic processes, with applications to fertility dynamics, pp. 177–196
  • CAI T. Tony, SUN Wenguang - Optimal screening and discovery of sparse signals with applications to multistage high throughput studies, pp. 197–223
  • STÄDLER Nicolas, MUKHERJEE Sach - Two-sample testing in high dimensions, pp. 225–246
  • FAN Jianqing, LI Quefeng, WANG Yuyan - Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions, pp. 247–265
  • PERRY Patrick O. - Fast moment-based estimation for hierarchical models, pp. 267–291
  • CHAUDHURI Sanjay, MONDAL Debashis, YIN Teng - Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation, pp. 293–320

(résumés du n° 1/2017)

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