Journal Series B: current and forthcoming papers

RSS Series B journalVolume 80 (2018), part 2

Current and scheduled papers are available to subscribers from the Wiley Online Library.

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Estimation of tail risk based on extreme expectiles
A Daouia, S Girard and G Stupfler

On structure testing for component covariance matrices of a high dimensional mixture
W Li and J Yao

From multiple Gaussian sequences to functional data and beyond: a Stein estimation approach
M Koudstaal and F Yao

Unified empirical likelihood ratio tests for functional concurrent linear models and the phase transition from sparse to dense functional data
H Wang, P-S Zhong, Y Cui and Y Li

A block model for node popularity in networks with community structure
S Sengupta and Y Chen

Matrix variate regressions and envelope models
S Ding and R D Cook

Semiparametric dynamic max-copula model for multivariate time series
Z Zhao and Z Zhang

Testing for marginal linear effects in quantile regression
H J Wang, I W McKeague and M Qian

Forthcoming papers

Auxiliary gradient-based sampling algorithms
M K Titsias

Asymptotic properties and information criteria for misspecified generalized linear mixed models
D Yu, X Zhang and K K W Yau

Approximate residual balancing: debiased inference of average treatment effects in high dimensions
S Athey, G W Imbens and S Wager

Estimated Wold representation and spectral-density-driven bootstrap for time series
J Krampe, J-P Kreiss and E Paparoditis

Random networks, graphical models and exchangeability
S Lauritzen, A Rinaldo and K Sadeghi

Panning for gold: ‘model-X’ knockoffs for high dimensional controlled variable selection
E Candès, Y Fan, L Janson and J Lv

Bounded, efficient and multiply robust estimation of average treatment effects using instrumental variables
L Wang and E Tchetgen Tchetgen

Testing mutual independence in high dimension via distance covariance
S Yao, X Zhang and X Shao

Detecting and dating structural breaks in functional data without dimension reduction
A Aue, G Rice and O Sönmez

Provable sparse tensor decomposition
W W Sun, J Lu, H Liu and G Cheng

Detection of adaptive shifts on phylogenies by using shifted stochastic processes on a tree
P Bastide, M Mahendra and S Robin