Journal Series B: current and forthcoming papers

RSS Series B journalVolume 79 (2017), part 1

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

Log in at My RSS and go to ‘My publication’ to view your journals and access the Wiley website.

Report of the Editors—2016
D Dunson and P Fryzlewicz

Classification of non-parametric regression functions in longitudinal data models
M Vogt and O Linton

Detection of change in the spatiotemporal mean function
O Gromenko, P Kokoszka and M Reimherr

On estimation of the noise variance in high dimensional probabilistic principal component analysis
D Passemier, Z Li and J Yao

Laplace deconvolution on the basis of time domain data and its application to dynamic contrast-enhanced imaging
F Comte, C-A Cuenod, M Pensky and Y Rozenholc

A test for stationarity for irregularly spaced spatial data
S Bandyopadhyay and S Subba Rao

The normal law under linear restrictions: simulation and estimation via minimax tilting
Z I Botev

Modelling across extremal dependence classes
J L Wadsworth, J A Tawn, A C Davison and D M Elton

Modelling function-valued stochastic processes, with applications to fertility dynamics
K Chen, P Delicado and H-G Müller

Optimal screening and discovery of sparse signals with applications to multistage high throughput studies
T T Cai and W Sun

Two-sample testing in high dimensions
N Stadler and S Mukherjee

Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions
J Fan, Q, Li and Y Wang

Fast moment-based estimation for hierarchical models
P O Perry

Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation
S Chaudhuri, D Mondal and T Yin

Forthcoming papers

Convex clustering via l1 fusion penalization
P Radchenko and G Mukherjee

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

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

Estimation of extreme depth-based quantile regions
Y He and J H J Einmahl

Regression models on Riemannian symmetric spaces
E Cornea, H Zhu, P Kim and J G Ibrahim

Global envelope tests for spatial processes
M Myllymäki, T Mrkvička, P Grabarnik, H Seijo and U Hahn

Compound random measures and their use in Bayesian non-parametrics
J E Griffin and F Leisen

Efficient estimation of semiparametric transformation models for the cumulative incidence of competing risks
L Mao and D Y Lin

Testing against a linear regression model using ideas from shape-restricted estimation
B Sen and M Meyer

Probabilistic multi-resolution scanning for two-sample differences
J Soriano and L Ma

Theoretical guarantees for approximate sampling from smooth and log-concave densities
A S Dalalyan

Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend
Q Shao and L Yang

Regionalization of multiscale spatial processes by using a criterion for spatial aggregation error
J R Bradley, C K Wikle and S H Holan

Causal analysis of ordinal treatments and binary outcomes under truncation by death
L Wang, T S Richardson and X-H Zhou

High dimensional correlation matrices: the central limit theorem and its applications
J Gao, X Han, G Pan and Y Yang

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

Optimal designs for longitudinal and functional data
H Ji and H-G Müller

Mediation analysis with time varying exposures and mediators
T J VanderWeele and E J Tchetgen Tchetgen

Additive model building for spatial regression
S Nandy, C Y Lim and T Maiti

Linear and conic programming estimators in high dimensional errors-in-variables models
A Belloni, M Rosenbaum and A B Tsybakov

Continuous auto-regressive moving average random fields on Rn
P J Brockwell and Y Matsuda

A minimum relative entropy based correlation model between the response and covariates
B Bhattacharya and M Al-talib

Statistical clustering of temporal networks through a dynamic stochastic block model
C Matias and V Miele

Heterogeneous change point inference
F Pein, H Sieling and A Munk

Change point estimation in high dimensional Markov random-field models
S Roy, Y Atchadé and G Michailidis

Non-parametric methods for doubly robust estimation of continuous treatment effects
E H Kennedy, Z Ma, M D McHugh and D S Small

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

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

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

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