Journal of the Royal Statistical Society - Series B - Antérieurs à 2005

2004

Volume 66 - Part 4, 2004

  • FRIEDMAN J.H., MEULMAN J.J. - Clustering objects on subsets of attributes (with discussion), pp. 815 - 850
  • CHAGANTY N.R., JOE H. - Efficiency of generalized estimating equations for binary responses, pp. 851 - 860
  • HALL P., PARK J. - Nonparametric inference about service time distribution from indirect measurments, pp. 861 - 876
  • RUE H., STEINSLAND I., ERLAND S. - Approximating hidden Gaussian Markov random fields, pp. 877 - 892
  • HUBER P., RONCHETTI E., VICTORIA-FESER M.-P. - Estimation of generalized linear latent variable models, pp. 893 - 908
  • CLAESKENS G. - Restricted likelihood ratio lack-of-fit tests using mixed spline models, pp. 909 - 926
  • BARBER S., NASON G.P. - Real nonparametric regression using complex wavelets, pp. 927 - 940
  • FOKIANOS K. - Merging information for semiparametric density estimation, pp. 941 - 958
  • GERVINI D., GASSER Th. - Self-modelling warping functions, pp. 959 - 972

Corrigendum

  • OH H.-S., LI T.-H. - Estimation of global temperature fields from scattered observations by a spherical-wavelet-based spatially adaptive method, p. 973

(résumés du n° 4/2004)

Volume 66 - Part 3, 2004

  • HEFFERNAN Janet E., TAWN Jonathan A. - A conditional approach for multivariate extreme values, pp. 497-529
    Discussion on the paper by Heffernan and Tawn, pp. 530 - 546
  • JOHNSTONE Iain M., KERKYACHARIAN Gérard , PICARD Dominique, RAIMUNDO Marc - Wavelet deconvolution in a periodic setting, pp. 547-574
  • WOLFE Patrick J., GODSILL Simon J., NG Wee-Jing - Bayesian variable selection and regularization for timefrequency surface estimation, pp.575-590
  • HAARIO H., LAINE M., LEHTINEN M., SAKSMAN E., TAMMINEN J. - Markov chain Monte Carlo methods for high dimensional inversion in remote sensing, pp.  591-608   
  • CORNFORD Dan, CSATÓ Lehel, EVANS David J., OPPER Manfred - Bayesian analysis of the scatterometer wind retrieval inverse problem: some new approaches, pp. 609-626 
  • Dicussion on the meeting on 'Statistical approaches to inverse problems, pp. 627 -652
  • EUBANK R.L., HUANG Chunfeng, MUÑOZ MALDONADO Y., WANG Naisyin, WANG Suojin, BUCHANAN R. J. - Smoothing spline estimation in varying-coefficient models, pp. 653-668
  • CHEN Rong, YANG  Lijian, HAFNER Christian - Nonparametric multistep-ahead prediction in time series analysis, pp. 669-686
  • WERMUTH Nanny, COX D. R. - Joint response graphs and separation induced by triangular systems, pp.  687-718
  • HELLER Glenn, VENKATRAMAN E. S. - A nonparametric test to compare survival distributions with covariate adjustment, pp. 719-734
  • MÜLLER Peter, QUINTANA Fernando, ROSNER Gary - A method for combining inference across related nonparametric Bayesian models, pp. 735-750
  • OAKLEY Jeremy E., O'HAGAN Anthony -  Probabilistic sensitivity analysis of complex models: a Bayesian approach, pp. 751-770
  • FEARNHEAD Paul, MELIKKOTSIDOU Loukia -  Exact filtering for partially observed continuous time models, pp. 771-790 
  • LIN Haiqun, SCHARFSTEIN Daniel O., ROSENHECK Robert A. - Analysis of longitudinal data with irregular, outcome-dependent follow-up, pp. 791 -814

(résumés du n° 3/2004)

Volume 66 - Part 2, 2004

  • STEIN Michael L., CHI Zhiyi , WELTY Leah J. - Approximating likelihoods for large spatial data sets, pp. 275-296 
  • BLACK M. A. - A note on the adaptive control of false discovery rates, pp. 297-304 
  • PRENTICE Ross L., MOODIE F. Zoe, WU Jianrong  - Hazard-based nonparametric survivor function estimation, pp. 305-319 
  • GAO Jiti, TONG Howell - Semiparametric non-linear time series model selection, pp. 321-336 
  • KIM Young-Ju, GU Chong - Smoothing spline Gaussian regression: more scalable computation via efficient approximation, pp. 337-356 
  • CLARKE Paul S., SMITH Peter W. F.  - Interval estimation for log-linear models with one variable subject to non-ignorable non-response, pp. 357-368 
  • ROBERTS Gareth O., PAPASPILIOPOULOS Omiros, DELLAPORTAS Petros - Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes, pp. 369-393
  • COX D. R. , WONG Man Yu - A simple procedure for the selection of significant effects, pp. 395-400 
  • HUANG  Wenzheng - Stepwise likelihood ratio statistics in sequential studies, pp. 401-409 
  • TJELMELAND Hakon, EIDSVIK Jo - On the use of local optimizations within Metropolis-Hastings updates, pp. 411-427 
  • WAGER C. G., COULL B. A., LANGE N. - Modelling spatial intensity for replicated inhomogeneous point patterns in brain imaging, pp. 429-446 
  • HEGGLAND Knut, FRIGESSI Arnoldo - Estimating functions in indirect inference, pp. 447-462 
  • HUANG Jianhua Z, YANG Lijian - Identification of non-linear additive autoregressive models, pp. 463-477
  • ZHANG Li-Chun, CHAMBERS  Raymond L. - Small area estimates for cross-classifications, pp. 479-496

(résumés du n° 2/2004)

Volume 66 - Part 1, 2004

  • DAVISON A. C., HENDERSON R. - Report of the Editors - 2003, pp. 1-2
  • ZHU H.-T., ZHANG H. - Hypothesis testing in mixture regression models, pp. 3-16
  • STAUDENMAYER J., RUPPERT D. - Local polynomial regression and simulation -extrapolation, pp. 17-30
  • CAROLL R.J., HALL P. - Low order approximations in deconvolution and regression with errors in variables, pp. 31-46
  • ROVERATO A., CONSONNI G. - Compatible prior distributions for directed acyclic graph models, pp. 47-62
  • LING S. - Estimation and testing stationarity for double-autoregressive models, pp. 63-78
  • SCHLATHER M., RIBEIRO P.J.,Jr., DIGGLE P.J. - Detecting dependence between marks and locations of marked point processes, pp. 79-94
  • CHEN H., CHEN J., KALBFLEISCH D. - Testing for a finite mixture model with two components, pp. 95-116
  • CHEN W. W., DEO R. S. - Power transformations to induce normality and their applications, pp. 117-130
  • HASLETT J., DILLANE D. - Application of  'delete = replace' to deletion diagnostics for variance component estimation in the linear mixed model, pp. 131-144
  • KOENKER R., MIZERA I. - Penalized triograms: total variation regularization for bivariate smoothing, pp. 145-164
  • CRAINICEANU C.M., RUPPERT D. - Likelihood ratio tests in linear mixed models with one variance component, pp. 165-186
  • STOREY J.d., TAYLOR J.E., SIEGMUND D. - Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach, pp. 187-206
  • PIPPER C.B., MARTINUSSEN T. - An estimating equation for parametric shared frailty models with marginal additive hazards, pp. 207-220
  • OH H.-S., LI T.- H - Estimation of global temperature fields from scattered observations by a spherical-wavelet-based spatially adaptive method, pp. 221-138
  • MILOSLAVSKY M., KELES S., Van der LAAN M.J., BUTLER S. - Recurrent events analysis in the presence of time-dependent covariates and dependent censoring, pp. 239-258
  • HANFELFT J.J. - Composite conditional likelihood for sparse clustered data, pp. 259-273

(résumés du n° 1/2004)

2003

Volume 65 - Part 4 / 2003

  • BARNDORFF-NIELSEN O.E., GILL R.D., JUPP P.E. - On quantum statistical inference (with discussion), pp. 775-816
  • VANSTEELANDT S., GOETGHEBEUR E. - Causal inference with generalized structural mean models, pp. 817-836
  • DOBBIN K. K. - LOUIS T. A. - Accomodating stochastic departures from percentile invariance in causal models, pp. 837-850
  • BORTOT P., COLES S. - Extremes of Markov chains with tail switching potential, pp. 851-868
  • HALL P., YIN J. - Nonparametric methods for deconvolving multiperiodic functions, pp. 869-886
  • FEARNHEAD P., CLIFFORD P. - On-line inference for hidden Markov models via particle filters, pp. 887-900
  • MAO W., ZHAO L. H. - Free-knot polynomial splines with confidence intervals, pp. 901-920
  • WANG W. - Nonparametric estimation of the sojourn time distributions for a multipath model, pp. 921-936
  • COX D. R., WERMUTH N. - A general condition for avoiding effect reversal after marginalization, pp. 937-942

Index of authors

  • BRIX. A., DIGGLE P. J. Corrigendum: Spatiotemporal prediction for log-Gaussian Cox processes, p. 946

(résumés du n° 4/2003)

Volume 65 - Part 3 / 2003

  • KONG A., McCULLAGH P., MENG X.-L., NICOLAE D., TAN Z. - A theory of statistical models for Monte Carlo integration (with discussion), pp. 585-618
  • ANDERSEN K.E., BROOKS S.P., HANSEN M.B. - Bayesian inversion of geoelectrical resistivity data, pp. 619-642
  • GORFINE M., HSU L., PRENTICE R.L. - Estimation of dependence between paired correlated failure times in the presence of covariate measurement error, pp. 643-662
  • CHEN S. X., HÄRDLE W., Li M. - An empirical likelihood goodness-of-fit test for time series, pp. 663-678
  • CAPPÉ O., ROBERT C. P., RYDÉN T. - Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers, pp. 679-700
  • ABBRILNG J.H., VAN DEN  BERG G.J.- The identifiability of the mixed proprotional hazards competing risks model, pp. 701-710
  • RATHOUZ P.J. - Likelihood methods for missing covariate data in highly stratified studies, pp. 711-724
  • DETTE H., MELAS V.B., PEPELYSHEV A., STRIGUL N. - Efficient design of experiments in the Monod model, pp. 725-742
  • SCHMIDT A.M., O'HAGAN A. - Bayesian inference for non-stationary spatial covariance structure via spatial deformations, pp. 743-758
  • TSODIKOV A. - Semiparametric models: a generalized self-consistency approach, pp. 759.774

(résumés du n° 3/2003)

Volume 65 - Part 2 / 2003

  • MURPHY  S. A. - Optimal dynamic treatment regimes (with discussion), pp. 331-366
  • AZZALINI A., CAPITANIO A. - Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution, pp. 367-390
  • ROYALL R. and TSOU T.-S. - Interpreting statistical evidence by using imperfect models: robust adjusted likelihood functions, pp. 391-404
  • CHIOU  J.-M., MÜLLER, H.-G, WANG  J.-L. Fonctional quasi likelilhood regression models with smooth random effects, pp. 405-424
  • HALL  P., YAO Q. - Data tilting for time series, pp. 425-442
  • HALL P.,  Van KEILEGOM  I. - Using difference-based methods for inference in nomparametric regression with time series errors, pp. 443-456
  • AKRITAS M.G., Van  KEILEGOM I - Estimation of bivariate and marginal distributions with censored data, pp. 457-472
  • WINNETT A. SASIENI P. - Iterated residuals and time-yarying covariate effects in Cox regression, pp. 473-488
  •  KIM J.S. - Maximum likelihood estimation for the proportional hazards model with partly intervalcensored data, pp. 489-502
  • BROOKS S.P., FRIEL N., KING R. - Classical model selection via simulated annealing, pp. 503-520
  • LEDFORD A.W., TAWN J.A. - Diagnostics for deplendence within time series extremes , pp. 521-544
  • FERRO  C. A. T. , SEGERS J. - Inference for  clusters of extreme values, pp. 545-556
  • QUINTANA F. A., IGLESIAS P. L. - Bayesian clustering and product partition models, pp. 557-574
  • CHEN H. Y. - A note on the prospective analysis of outcome-dependent samples, pp. 575-584

(résumés du n° 2/2003)

Volume 65 - Part 1 / 2003

  • BROOKS S.P., GIUDICI P., ROBERTS G.O. - Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions, pp. 3-56
  • FAN Jianqing, YAO  Qiwei, CAI Zongwu - Adaptive varying–coefficient linear models, pp. 57-80
  • GENTON Marc G., LUCAS André  - Comprehensive definitions of breakdown points for independent and dependent observations, pp. 81-94
  • WOOD Simon N. - Thin plate regression splines, pp. 95-114
  • FORTIANA J., GRANÉ A. - Goodness–of–fit tests based on maximum correlations and their orthogonal decompositions, pp. 115-126
  • QU Annie, LINDSAY Bruce G - Building adaptive estimating equations when inverse of covariance estimation is difficult, pp. 127-142
  • TATSUOKA Curtis, FERGUSON Thomas - Sequential classification on partially ordered sets, pp. 143-158
  • JONES M. C., FADDY M. J. - A Skew Extension of the t–Distribution, with Applications, pp. 159-174
  • KORN Edward L., GRAUBARD Barry I.  - Estimating variance components by using survey data, pp. 175-190
  • LI Haihong, LINDSAY Bruce G., WATERMAN Richard P. - Efficiency of projected score methods in rectangular array asymptotics, pp. 191-208
  • KUROKI Manabu, MIYAKAWA Masami - Covariate selection for estimating the causal effect of control plans by using causal diagrams, pp. 209-222
  • MIWA Tetsuhisa, HAYTER A. J., KURIKI Satoshi - The evaluation of general non–centred orthant probabilities, pp. 223-234
  • PETTITT A. N., FRIEL N., REEVES R.  - Efficient calculation of the normalizing constant of the autologistic and related models on the cylinder and lattice, pp. 235-246
  • LIU Jiannong, HODGES James S. - Posterior bimodality in the balanced one–way random–effects model, pp. 247-256
  • WANG Weijing - Estimating the association parameter for copula models under dependent censoring, pp. 257-274
  • BIRMINGHAM Jolene, ROTNITZKY Andrea, FITZMAURICE G.M. - Pattern–mixture and selection models for analyzing longitudinal data with monotone missing patterns, pp. 275-298
  • SUNDBERG Rolf  - Conditional statistical inference and quantification of relevance, pp. 299-316
  • FINE Jason P., GLIDDEN David V., LEE Kristine E. - A simple estimator for a shared frailty regression model, pp. 317-329

(résumés du n° 1/2003)

2002

Volume 64 - Part 4 / 2002

  • SPIEGELHALTER D.J., BEST N.G., CARLIN B.P., VAN DER LINDEA. - Bayesian measures of model complexity and fit (with discussion), pp. 583-640
  • BROMAN K.W., SPEED T.P. - A model selection approach for the identification of quantitative trait loci in experimental crosses, pp. 641-656
  • FEARNHEAD P., DONNELLY P. - Approximate likelihood methods for estimating local recombination rates, pp. 657-680
  • LARGET B., SIMON D.L., KADANE J.B. - Bayesian philogenetic inference from animal mitochondrial genome arrangements, pp. 681-694
  • NICHOLSON G., SMITH A.V., JÓNSSON F., GÚSTAFSSON O, STEFANSSON K., DONNELLY P. - Assessing population differentiation and isolation from single-nucleotide polymorphism data, pp. 695-716
  • PARMIGIANI G., GARRETT E.S., ANBAZHAGAN R., GABRIELSON E. - A statistical framework for expression-based molecular classification in cancer, pp. 717-736

Discussion on the meeting on "Statistical modelling and analysis of genetic data"

  • CASELLA G., MENGERSEN K.L., ROBERT C.P., TITTERINGTON D.M. - Perfect samplers for mixtures of distributions, pp. 777-790
  • HENGARTNER N.W., WEGKAMP M.H., MATZNER-LOBER E. - Bandwidth selection for local linear regression smoothers, pp. 791-804
  • FERNANDEZ C. , GREEN P.J. - Modelling spatially correlated data via mixtures: a Bayesian approach, pp. 805-826
  • ANDRIEU C., DOUCET A. - Particle filtering for partially observed Gaussian state space models, pp. 827-836
  • LEE Y.D., LAHIRI S.N. - Least squares variogram fitting by spatial subsampling, pp. 837-854
  • SKINNER C.J., ELLIOT M.J. - A measure of disclosure risk for microdata, pp. 855-868
  • DELAIGLE A., GIJBELS I. - Estimation of integrated squared density derivatives from a contaminated sample, pp. 869-886
  • GUO W. - Inference in smoothing spline analysis of variance, pp. 887-898
  • EFRON B. - The two-way proportional hazards model, pp. 899-910

(résumés du n° 4/2002) 

Volume 64 - Part 3 / 2002

  • LAURITZEN Steffen L., RICHARDSON Thomas S. - Chain graph models and their causal interpretations (with discussion), pp. 321-362
  • XIA Yingcun, TONG Howell, LI W. K., ZHU Li–Xing  - An Adaptive Estimation of Dimension Reduction Space, pp. 363-410
  • JAMES Gareth M. - Generalized linear models with functional predictors, pp. 411-432
  • GUPTA Jayanti, DAMIEN Paul  - Conjugacy Class Prior Distributions on Metric-Based Ranking Models, pp. 433-446
  • OLLILA Esa, OJA Hannu, HETTMANSPERGER Thomas P. - Estimates of Regression Coefficients Based on the Sign Covariance Matrix, pp. 447-466
  • SINHA Debajyoti, IBRAHIM Joseph G., CHEN  Ming-Hui  - Models for Survival Data From Cancer Prevention Studies, pp. 467-478
  • STOREY John D.  - A direct approach to false discovery rates, pp. 479-498
  • GENOVESE Christopher, WASSERMAN  Larry  - Operating Characteristics and Extensions of the False Discovery Rate Procedure, pp. 499-518
  • BROWN P. J., VANNUCCI M., FEARN T. - Bayes Model Averaging With Selection of Regressors, pp. 519-536
  • HALL Peter, TAO  Terence - Relative Efficiencies of Kernel and Local Likelihood Density Estimators, pp. 537-548
  • HALL Peter, HUMPHREYS K., TITERINGTON D.M. - On the adequacy of variational lower bound functions for likelihood–based inference in Markovian models with missing values, pp. 549-564 
  • FUNG Wing–Kam, ZHONG-YI Zhu, BO-CHENG Wei,  HE Xuming - Influence Diagnostics and Outlier Tests for Semiparametric Mixed Models, pp. 565-580
  • MIRA A., MOLLER J., ROBERTS G.O. - Corrigendum: Perfect Slice Samplers (Part 3/2001), p. 581

(résumés du n° 3/2002)

Volume 64 - Part 2 / 2002

  • YIN X., COOK D.R. - Dimension reduction for the conditional kth moment in regression, pp. 159-176
  • MACEACHERN S.N. , Öztürk Ö. , WOLFE D.A. , STARK G.V. - A new ranked set sample estimator of variance, pp. 177-188
  • BARBER S. , NASON G. P. , SILVERMAN B.W. - Posterior probability intervals for wavelet thresholding, pp. 189-206 
  • SCOTT A., WILD C. - On the robustness of weighted methods for fitting models to case-control data, pp. 207-220
  • SHI J.Q., COPAS J. - Publication bias and meta-analyis for 2 x 2 tables: an average Markov chain Monte Carlo EM algorithm, pp. 221-236
  • SHI P., TSAI C.-L. - Regression model selection - a residual likelihood approach, pp. 237-252
  • BARNDORFF-NIELSEN O.E. , SHEPHARD N. - Econometric analysis of realized volatility and its use in estimating stochastic volatility models, pp. 253-280
  • ZHANG J. - Powerful goodness-of-fit tests based on the likelihood ratio, pp. 281-294
  • HOLMES C.C., ADAMS N.M. - A probabilistic nearest neighbour method for statistical pattern recognition, pp. 295-306
  • RAMSAY T. - Spline smoothing over difficult regions, pp. 307

(résumés du n° 2/2002)

Volume 64 - Part 1 / 2002

  • GENG Zhi, GUO Jianhua, FUNG Wing-Kam - Criteria for confounders in epidemiological studies, pp. 3-16
  • HUANG Yijian - Censored regression with the multistate accelerated sojourn times model, pp. 17-30
  • BUTLER Ronald W., BRONSON Douglas A. - Bootstrapping survival times in stochastic systems by using saddlepoint approximations, pp. 31-50
  • CHEN Yi-Hau - Cox regression in cohort studies with validation sampling, pp. 51-62 
  • HOLLAND Burt, CHEUNG Siu Hung - Familywise robustness criteria for multiple-comparison procedures, pp. 63-78
  • PETRONE Sonia, WASSERMANN Larry, Consistency of Bernstein polynomial posteriors, pp. 79-100 
  • YAU Kelvin K. W., KUK Anthony Y. C. - Robust estimation in generalized linear mixed models, pp. 101-118
  • WOOD Sally, KOHN Robert, SHIVELY Tom, JIANG W. - Model selection in spline nonparametric regression, pp. 119-140
  • HALL Peter, MINOTTE Michael C. - High order data sharpening for density estimation, pp. 141-157

(résumés du n° 1 / 2002)

2001

Volume 63 - Part 4 / 2001

  • LEWIS S. M., DEAN A. M. - Detection of interactions in experiments on large numbers of factors, pp. 633-672
  • STROUD Jonathan R., MÜLLER Peter, SANSÓ Bruno - Dynamic models for spatiotemporal data, pp. 673-690
  • DATTA Gauri S., DiCICCIO Thomas J. - On expected volumes of multidimensional confidence sets associated with the usual and adjusted likelihoods, pp. 691-704
  • BRITTON Tom  - Epidemics in heterogeneous communities: estimation of R0 and secure vaccination coverage, pp. 705-716 
  • HALL Peter, RIECK Andrew - Improving coverage accuracy of nonparametric prediction intervals, pp. 717-726
  • AUDRINO Francesco, BÜHLMANN Peter - Tree-structured generalized autoregressive conditional heteroscedastic models, pp. 727-744
  • DiRIENZO A.G., LAGAKOS S.W. - Effects of model misspecification on tests of no randomized treatment effect arising from Cox's proportional hazards model, pp. 745-758
  • JOFFE Marshall M. - Using information on realized effects to determine prospective causal effects, pp. 759-774
  • CHEN Kani - Parametric models for response-biased sampling, pp. 775-790
  • CHEN Kani - Generalized case-cohort sampling, pp. 791-810
  • WALKER Stephen, HJORT Nils Lid - On Bayesian consistency, pp. 811-822 
  • BRIX Anders, DIGGLE Peter J. - Spatiotemporal prediction for log-Gaussian Cox processes, pp. 823-842 
  • LAWRANCE A.J. , BALAKRISHNA N. - Statistical aspects of chaotic maps with negative dependence in a communications setting, pp. 843-854 
  • XIE Sharon X. , WANG C. Y., PRENTICE Ross L. - A risk set calibration method for failure time regression by using a covariate reliability sample, pp. 855-870
  • COPAS John, EGUCHI Shinto -  Local sensitivity approximations for selectivity bias, pp. 871-896

(résumés du n° 4 / 2001)

 Volume 63 - Part 3 / 2001

  • KENNEDY Marc C., O'HAGAN Anthony - Bayesian calibration of computer models, pp. 425-464 
  • GLASBEY C. A., MARDIA K. V. - A penalized likelihood approach to image warping, pp. 465-514
  • KOREISHA Sergio G., FANG Yue - Generalized least squares with misspecified serial correlation structures, pp. 515-532
  • JAMES Gareth M., HASTIE T.J. - Functional linear discriminant analysis for irregularly sampled curves, pp. 533-550
  • NASON Guy P. - Robust projection indices, pp. 551-568
  • HALL Peter, PENG Liang, RAU Christian - Local likelihood tracking of fault lines and boundaries, pp. 569-582 
  • JIANG Wenxin, KIPNIS Victor, MIDTHUNE Douglas, CARROLL Raymond J. - Parameterization and inference for nonparametric regression problems, pp. 583-592
  • MIRA A., MOLLER J., ROBERTS G.O. Perfect slice samplers, pp. 593-606
  • CHEN Kani - Parametric and semiparametric models for recapture and removal studies: a likelihood approach, pp. 607-620
  • BUTLER Neil A., MEAD Roger, ESKRIDGE Kent M., GILMOUR Steven G. - A general method of constructing E(s2)-optimal supersaturated designs, pp. 621-632 

(résumés du n° 3 / 2001)

Volume 63 – Part 2 / 200

  • BARNDORFF-NIELSEN Ole E., SHEPHARD Neil - Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics, pp. 167-242
  • RONN Brigitte B. - Nonparametric maximum likelihood estimation for shifted curves, pp. 243-260
  • POLITIS Dimitris N., SHERMAN Michael - Moment estimation for statistics from marked point processes, pp. 261-276
  • KUK Anthony Y. C., WELSH A.H. - Robust estimation for finite populations based on a working model, pp. 277-292
  • GUILLOU Armelle, HALL Peter - A diagnostic for selecting the threshold in extreme value analysis, pp. 293-306
  • CRITCHLEY F., ATKINSON R.A., LU G., BIAZI E. - Influence analysis based on the case sensitivity function, pp. 307-324
  • RUE H. - Fast sampling of Gaussian Markov random fields, pp. 325-338
  • GU M.G., ZHU H.-T. - Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation, pp. 339-356
  • CAI Z., QIWEI Yao, ZHANG W. - Smoothing for discrete-valued time series, pp. 357-376
  • KLINGER Artur - Inference in high dimensional generalized linear models based on soft thresholding, pp. 377-392
  • BURA E., COOK R. Dennis - Estimating the structural dimension of regressions via parametric inverse regression, pp. 393-410
  • TIBSHIRANI Robert, WALTHER G., HASTIE T. - Estimating the number of clusters in a data set via the gap statistic, pp. 411-423

(résumés du n° 2/2001)

Volume 63 – Part 1 / 200

  • DAVISON A.C. , FIRTH D. - Report of the Editors - 2000, pp. 1-2
  • HOLMES C.C., MALLICK B.K. - Bayesian regression with multivariate linear splines, pp. 3-18
  • CHEN H., CHEN J., KALBFLEISCH J.D. - A modified likelihood ratio test for homogeneity in finite mixture models , pp. 19-30
  • BARRY Simon C., WELSH A.H. - Distance sampling methodology, pp. 31-54
  • CROWDER Martin - On repeated measures analysis with misspecified covariance structure, pp. 55-62
  • HSIEH Fushing - On heteroscedastic hazards regression models: theory and application, pp. 63-80
  • GUSTAFSON Paul -  On measuring sensitivity to parametric model misspecification, pp. 81-94
  • GARTHWAITE Paul H., AL-AWADHI Shafeeqah A. - Non-conjugate prior distribution assessment for multivariate normal sampling, pp. 95-110
  • ZHU Hong-Tu, LEE S.-Y. - Local influence for incomplete data models, pp. 111-126
  • GILKS Walter R., BERZUINI Carlo - Following a moving target - Monte Carlo inference for dynamic Bayesian models, pp. 127-146
  • KAUERMANN Göran, TUTZ Gerhard - Testing generalized linear and semiparametric models against smooth alternatives, pp. 147-166

(résumés du n° 1/2001)

2000

Volume 62 – Part 4 / 2000

  • STEPHENS Matthew, DONNELLY P. - Inference in molecular population genetics, pp. 605-656
  • ZHOU Halbo, WANG C.-Y. - Failure time regression with continuous covariates measured with error, pp. 657-666
  • XU Ronghui, O'QUIGLEY John - Proportional hazards estimate of the conditional survival function
  • CLYDE Merlise, GEORGE Edward I. - Flexible empirical Bayes estimation for wavelets, pp. 681-698
  • CHENG Chi-Lun, SCHNEEWEISS Hans, THAMERUS Markus - A small sample estimator for a polynomial regression with errors in the variables, pp. 699-710
  • LIN D. Y., WEI L..J., YANG I., YING Z. - Semiparametric regression for the mean and rate functions of recurrent events, pp. 711-730
  • WHITEHEAD John, TODD Susan, HALL W.J. - Confidence intervals for secondary parameters following a sequential test, pp. 731-746
  • TING LEE Mel-Ling, DeGRUTTOLA Victor, SCHOENFELD David - A model for markers and latent health status, pp. 747-762
  • NAIK Prasad, TSAI Chih-Ling - Partial least squares estimator for single-index models, pp. 763-772
  • LIANG K.-Y. – QUIN Jing - Regression analysis under non-standard situations: a pairwise pseudolikelihood approach, pp. 773-786
  • SUGDEN R.A., SMITH T. M. F., JONES R. P. - Cochran’s rule for simple random sampling, pp. 787-794
  • STEPHENS Matthew - Dealing with label switching in mixture models, pp. 795-810
  • HETTMANSPERGER T.P. , THOMAS H. - Almost nonparametric inference for repeated measures in mixture models, pp. 811-826
  • ZUCKER David M., LIEBERMAN Offer, MANOR Orly - Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood, pp. 827-838
  • NEUHAUS John M. - Closure of the class of binary generalized linear models in some non-standard settings, pp. 839-846
  • BROWN Patrick E., KARESEN Kjetil F., ROBERTS Gareth O., TONELLATO Stefano - Blur-generated non-separable space-time models

(résumés du n° 4/2000)

Volume 62 – Part 3 / 2000

  • DOKSUM K., D. PETERSON A. et SAMAROV A. - On variable bandwidth selection in local polynomial regression, pp.431-448
  • CHEN Y.-H. et CHEN H. - A unified approach to regression analysis under double-sampling designs, pp. 449-460
  • CHOI E. et HALL P. - Bootstrap confidence regions computed from autoregressions of arbitrary order, pp. 461-478
  • HALL P., LEE S. M.-S. et YOUNG G.A. - Importance of interpolation when constructing double-bootstrap confidence intervals, pp.479-492
  • CHEN R. et J.S. Liu - Mixture Kalman filters, pp.493-508
  • WANG C.-Y. et PEPE M.S. - Expected estimating equations to accommodate covariate measurement error, pp.509-524
  • SMITH J.Q. et FARIA A.E. Jr. - Bayesian Poisson models for the graphical comination of dependent expert information, pp.525-544
  • GASTWIRTH J.L. KRIEGER A.M. et ROSENBAUM P.R. - Asymptotic separability in sensitivity analysis, pp.545-556
  • HONG Y. - Generalized spectral tests for serial dependence, pp.557-574
  • JOHN J.A. et WHITAKER D. - Recursive formulae for the average efficiency factor in block and row-column designs, pp.575-584
  • BUTLER N.A. et DENHAM M.C. - The peculiar shrinkage properties of partial least squares regression, pp. 585-594
  • LEE M. - Median treatment effect in randomized trials, pp. 595 et s.

(résumés du n° 3/2000)

Volume 62 - Part 2 / 2000

  • McCULLAGH P. - Invariance and factorial models
  • JAMSHIDIAN M., JENNRICH R.I. - Standard errors for EM estimation
  • NASON G.P., SACHS, R von, KROISANDT G. - Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum
  • SUN J., WEI L.J. - Regression analysis of panel count data with covariate-dependent observation and censoring times
  • FAN J. , ZHANG J.-T. - Two-step estimation of functional linear models with applications to longitudinal data
  • PAUL S.R., DENG D. - Goodness of fit of generalized linear models to sparse data
  • POLZEHL J., SPOKOINY V. G. - Adaptive weights smoothing with applications to image restoration
  • DUNSON D.B. - Bayesian latent variable models for clustered mixed outcomes
  • GIRLING A.J. - Rank statistics expressible as integrals under P-P-plots and receiver operating characteristic curves
  • XIA Y., TONG H., LI W.K., ZHU L.-X. - On the estimation of an instantaneous transformation for time series
  • EVERSON P.J., MORRIS C.N. - Inference for multivariate normal hierarchical models
  • WOOD S.N. - Modelling and smoothing parameter estimation with multiple quadratic penalties
  • HUERTA G., WEST M. - Priors and component structures in autoregressive time series models
  • CHOI Edwin, HALL Peter - Bootstrap confidence regions computed from autoregressions of arbitrary order
  • HALL Peter, LEE Stephen M.-S., YOUNG G. Alastair - Importance of interpolation when constructing double-bootstrap confidence intervals

(résumés du n° 2/2000)

Volume 62 -Part 1 / 2000

  • FIRTH D. et JONES M.C. - Report of the Editors - 1999 , pp.1-2
  • DURBIN J. et KOOPMAN S.J. - Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives (with discussion) ,pp.3-56
  • ROBERT C.P., RYDEN T. et TITTERINGTON D.M. - Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method, pp.57-76
  • SHI J.-Q. et LEE S.-Y. - Latent variable models with mixed continuous and polytomous data,pp.77-88
  • HUTSON A.D. et ERNST M. D. - The exact bootstrap mean and variance of an L-estimator, pp.89-94
  • WONG C.S. et LI W.K. - On a mixture autoregressive model, pp.95-116
  • ROBINSON M.E. et TAWN J.A. - Extremal analysis of processes sampled at different frequencies, pp.117-136
  • HALL P. et MAESONO Y. - A weighted bootstrap approach to bootstrap iteration,pp.137-144
  • SEBASTIANI P. et WYNN H. P. - Maximum entropy sampling and optimal Bayesian experimental design, pp.145 -158
  • WASSERMAN L. - Asymptotic inference for mixture models using data-dependent priors,pp.159-180
  • FAN J. , PRENTICE R.L. et HSU L. - A class of weighted dependence measures for bivariate failure time data, pp.181-190
  • DAVISON A.C. et RAMESH N.I - Local likelihood smoothing of sample extremes, pp. 191   et s.

(résumés du n° 1/2000)

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