Journal Series B: current and forthcoming papers

RSS Series B journalVolume 79 (2017), part 2

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

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A Bayesian information criterion for singular models (with discussion)
M Drton and M Plummer

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

High dimensional semiparametric latent graphical model for mixed data
J Fan, H Liu, Y Ning and H Zou

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

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

Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size
L Prenen, R Braekers and L Duchateau

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

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

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

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

Confidence intervals and regions for the lasso by using stochastic variational inequality techniques in optimization
S Lu, Y Liu, L Yin and K Zhang

On the exact region determined by Kendalls τ Spearman’s ρ
M Schreyer, R Paulin and W Trutschnig

A frequentist approach to computer model calibration
R K W Wong, C B Storlie and T C M Lee

 

Forthcoming papers

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

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

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

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

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

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

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