Journal of the Royal Statistical Society - Series B

DELIGIANNIDIS George, DOUCET Arnaud, PITT Michael K. - The correlated pseudomarginal method, pp. 839-870
BLOEM-REDDY Benjamin, ORBANZ Peter - Random‐walk models of network formation and sequential Monte Carlo methods for graphs, pp. 871-898
LIANG Faming, JIA Bochao, XUE Jingnan, LI Qizhai, LUO Ye - An imputation–regularized optimization algorithm for high dimensional missing data problems and beyond, pp. 899-926
ZHU Yunzhang, LI Lexin - Multiple matrix Gaussian graphs estimation, pp. 927-950
CHOWN Justin, MÜLLER Ursula U. - Detecting heteroscedasticity in non‐parametric regression using weighted empirical processes, pp. 951-974
ZHENG Yao, ZHU Qianqian, LI Guodong, XIAO Zhijie - Hybrid quantile regression estimation for time series models with conditional heteroscedasticity, pp. 975-993
LIU Yang, LIU Yukun, LI Pengfei, QIN Jing - Full likelihood inference for abundance from continuous time capture–recapture data, pp. 995-1014
XIE Jichun, LI Ruosha - False discovery rate control for high dimensional networks of quantile associations conditioning on covariates, pp. 1015-1034
FOGARTY Colin B. - On mitigating the analytical limitations of finely stratified experiments, pp. 1035-1056
TAN Kean Ming, WANG Zhaoran, LIU Han, ZHANG Tong - Sparse generalized eigenvalue problem: optimal statistical rates via truncated Rayleigh flow, pp. 1057-1086
LINERO Antonio R., YANG Yun - Bayesian regression tree ensembles that adapt to smoothness and sparsity, pp. 1087-1110

ATHEY Susan, IMBENS Guido W. - Stefan Wager Approximate residual balancing: debiased inference of average treatment effects in high dimensions, pp. 597-623
LIANG Liang, MA Yanyuan, WEI Ying, CARROLL Raymond J. - Semiparametrically efficient estimation in quantile regression of secondary analysi, pp. 625-648
LEI Lihua, FITHIAN William - AdaPT: an interactive procedure for multiple testing with side information, pp. 649-679
SHI Chengchun, SONG Rui, LU Wenbin, FU Bo - Maximin projection learning for optimal treatment decision with heterogeneous individualized treatment effects, pp. 681-702
KRAMPE Jonas, KREISS Jens‐Peter, PAPARODITIS Efstathios - Estimated Wold representation and spectral‐density‐driven bootstrap for time series, pp. 703-726
KHARE Kshitij, RAJARATNAM Bala, SAHA Abhishek - Bayesian inference for Gaussian graphical models beyond decomposable graphs, pp. 727-747
TITSIAS Michalis K., PAPASPILIOPOULOS Omiros - Auxiliary gradient‐based sampling algorithms, pp. 749-767
WANG Fangfang, WANG Haonan - Modelling non‐stationary multivariate time series of counts via common factors, pp. 769-791
GUO Zijian, KANG Hyunseung, CAI T. Tony, SMALL Dylan S. - Confidence intervals for causal effects with invalid instruments by using two‐stage hard thresholding with voting, pp. 793-815
YU Dalei, ZHANG Xinyu, YAU Kelvin K. W. - Asymptotic properties and information criteria for misspecified generalized linear mixed models, pp. 817-836

YAO Shun, ZHANG Xianyang, SHAO Xiaofeng - Testing mutual independence in high dimension via distance covariance, pp. 455-480
LAURITZEN Steffen, RINALDO Alessandro, SADEGHI Kayvan - Random networks, graphical models and exchangeability, pp. 481-508
AUE Alexander, RICE Gregory, SÖNMEZ Ozan - Detecting and dating structural breaks in functional data without dimension reduction, pp. 509-529
WANG Linbo, TCHETGEN Eric, BOUNDED Tchetgen - efficient and multiply robust estimation of average treatment effects using instrumental variables, pp. 531-550
CANDÈS Emmanuel, FAN Yingying, JANSON Lucas, LV Jinchi - Panning for gold: ‘model‐X’ knockoffs for high dimensional controlled variable selection, pp. 551-577
GRONSBELL Jessica L., CAI Tianxi - Semi‐supervised approaches to efficient evaluation of model prediction performance, pp. 579-594

DAOUIA Abdelaati, GIRARD Stéphane, STUPFLER Gilles - Estimation of tail risk based on extreme expectiles, pp. 263-292
LI Weiming, YAO Jianfeng - On structure testing for component covariance matrices of a high dimensional mixture, pp. 293-318
KOUDSTAAL Mark, YAO Fang - From multiple Gaussian sequences to functional data and beyond: a Stein estimation approach, pp. 319-342
WANG Honglang, ZHONG Ping‐Shou, CUI Yuehua, LI Yehua - Unified empirical likelihood ratio tests for functional concurrent linear models and the phase transition from sparse to dense functional data, pp. 343-364
SENGUPTA Srijan, CHEN Yuguo - A block model for node popularity in networks with community structure, pp. 365-386
DING Shanshan, COOK R. Dennis - Matrix variate regressions and envelope models, pp. 387-408
ZHAO Zifeng, ZHANG Zhengjun - Semiparametric dynamic max‐copula model for multivariate time series, pp. 409-432
WANG Huixia Judy, McKEAGUE Ian W., QIAN Min - Testing for marginal linear effects in quantile regression, pp. 433-452

PFISTER Niklas, BÜHLMANN Peter, SCHÖLKOPF Bernhard, PETERS Jonas - Kernel‐based tests for joint independence, pp. 5-31
SCHOUTEN Barry - Statistical inference based on randomly generated auxiliary variables, pp. 33-56
WANG Tengyao, SAMWORTH Richard J. - High dimensional change point estimation via sparse projection, pp. 57-53, pp. 85-112
SHAH Rajen D., BÜHLMANN Peter - Goodness‐of‐fit tests for high dimensional linear models, pp. 113-135
HEMERIK Jesse, GOEMAN Jelle J. - False discovery proportion estimation by permutations: confidence for significance analysis of microarrays, pp. 137-155
GONÇALVES Flávio B., GAMERMAN Dani - Exact Bayesian inference in spatiotemporal Cox processes driven by multivariate Gaussian processes, pp. 157-175
WANG Boxiang, ZOU Hui - Another look at distance‐weighted discrimination, pp. 177-198
DEHAENE Guillaume, BARTHELMÉ Simon - Expectation propagation in the large data limit, pp. 199-217
SOMMERFELD Max, MUNK Axel - Inference for empirical Wasserstein distances on finite spaces, pp. 219-238
CHOI Hyunphil, REIMHERR Matthew - A geometric approach to confidence regions and bands for functional parameters, pp. 239-260

Dernière modification le 22.03.2022