Journal Series B: current and forthcoming papers

RSS Series B journalVolume 79 (2017), part 5

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

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Sparse graphs using exchangeable random measures (with discussion)
F Caron and E B Fox

A coverage theory for least squares
A Carè, S Garatti and M C Campi

Parameter stability and semiparametric inference in time varying auto-regressive conditional heteroscedasticity models
L Truquet

Testing and confidence intervals for high dimensional proportional hazards models
E X Fang, Y Ning and H Liu

A Bayesian decision theoretic model of sequential experimentation with delayed response
S Chick, M Forster and P Pertile

Rank-based procedures in factorial designs: hypotheses about non-parametric treatment effects
E Brunner, F Konietschke, M Pauly and M L Puri

Semiparametric dose finding methods
M Clertant and J O’Quigley

Robust estimation of encouragement design intervention effects transported across sites
K E Rudolph and M J van den Laan

Convex clustering via I1 fusion penalization
P Radchenko and G Mukherjee

Optimal group testing designs for estimating prevalence with uncertain testing errors
S-H Huang, M-N L Huang, K Shedden and W K Wong

Concordance-assisted learning for estimating optimal individualized treatment regimes
C Fan, W Lu, R Song and Y Zhou

Joint non-parametric correction estimator for excess relative risk regression in survival analysis with exposure measurement error
C-Y Wang, H Cullings, X Song and K J Kopecky

Estimation of the common mean from heterogeneous normal observations with unknown variances
A L Ruhkin

Quantile spectral analysis for locally stationary time series
S Birr, S Volgushev, T Kley, H Dette and M Hallin

Direct and indirect treatment effects—causal chains and mediation analysis with instrumental variables
M Frölich and M Huber

Forthcoming papers

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

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

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

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

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

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

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

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

Another look at distance-weighted discrimination
B Wang and H Zou

High dimensional change point estimation via sparse projection
T Wang and R J Samworth

Expectation propagation in the large data limit
G Dehaene and S Barthelmé

Statistical inference based on randomly generated auxiliary variables
B Schouten

False discovery proportion estimation by permutations: confidence for significance analysis of microarrays
J Hemerik and J J Goeman

Exact Bayesian inference in spatiotemporal Cox processes driven by multivariate Gaussian processes
F B Gonçalves and D Gamerman

Kernel-based test for joint independence
N Pfister, P Bühlmann, B Schölkopf and J Peters

Inference for empirical Wasserstein distances on finite spaces
M Sommerfeld and A Munk

Goodness-of-fit tests for high dimensional linear models
R D Shah and P Bühlmann

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