Journal Series B: current and forthcoming papers

RSS Series B journalVolume 80 (2018), part 3

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

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

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

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

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

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

Semi‐supervised approaches to efficient evaluation of model prediction performance
Jessica L. Gronsbell and Tianxi Cai

Forthcoming papers

Full likelihood inference for abundance from continuous time capture–recapture data
Y Liu, Y Liu, P Li and J Qin

Detecting heteroscedasticity in non-parametric regression using weighted empirical processes
J Chown and U U Müller

False discovery rate control for high dimensional networks of quantile associations conditioning on covariates
J Xie and R Li

The correlated pseudomarginal method
G Deligiannidis, A Doucet and M K Pitt

An imputation–regularized optimization algorithm for high dimensional missing data problems and beyond
F Liang, B Jia, J Xue, Q Li and Y Luo

Multiple matrix Gaussian graphs estimation
Y Zhu and L Li

Hybrid quantile regression estimation for time series models with conditional heteroscedasticity
Y Zheng, Q Zhu, G Li and Z Xiao

Bayesian inference for Gaussian graphical models beyond decomposable graphs
K Khare, B Rajaratnam and A Saha

Maximin projection learning for optimal treatment decision with heterogeneous individualized treatment effects
C Shi, R Song, W Lu and B Fu

AdaPT: an interactive procedure for multiple testing with side information
L Lei and W Fithian

Confidence intervals for causal effects with invalid instruments by using two-stage hard thresholding with voting
Z Guo, H Kang, T T Cai and D S Small

Modelling non-stationary multivariate time series of counts via common factors
F Wang and H Wang

Semiparametrically efficient estimation in quantile regression of secondary analysis
L Liang, Y Ma, Y Wei and R J Carroll

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