Journal Series B: Current and Forthcoming Papers
Volume 75 (2013), part 2
Available on line to subscribers from the Wiley Online Library Web site (please log in first at My RSS, then click on 'My Publications' to view your journals and be taken through to the Wiley website).
A return to an old paper: 'Tests of separate families of hypotheses' (with comments)
D. R. Cox
Independent screening for single-index hazard rate models with ultrahigh dimensional features
A. Gorst-Rasmussen and T. Scheike
Residuals and goodness-of-fit tests for stationary marked Gibbs point processes
J.-F. Coeurjolly and F. Lavancier
Non-parametric survival analysis of infectious disease data
E. Kenah
Doubly robust and efficient estimators for heteroscedastic partially linear single-index models allowing high dimensional covariates
Y. Ma and L. Zhu
Inference for linear models with dependent errors
Z. Zhou and X. Shao
Optimal predictions of powers of conditionally heteroscedastic processes
C. Francq and J.-M. Zakoïan
Adjusting treatment effect estimates by post-stratification in randomized experiments
L. W. Miratrix, J. S. Sekhon and B. Yu
Forthcoming papers
SMC2: an efficient algorithm for sequential analysis of state space models
N. Chopin, P. E. Jacob and O. Papaspiliopoulos
Estimating heterogeneity variance in meta-analysis
A. L. Rukhin
Tuning parameter selection in high dimensional penalized likelihood
Y. Fan and C. Y. Tang
Condition-number-regularized covariance estimation
J.-H. Won, J. Lim, S.-J. Kim and B. Rajaratnam
Differential geometric least angle regression: a differential geometric approach to sparse generalized linear models
L. Augugliaro, A, M. Mineo and E. C. Wit
Comparing distributions by using dependent normalized random-measure mixtures
J. E. Griffin, M. Kolossiatis and M. F. J. Steel
Extended likelihood approach to large-scale multiple testing
Y. Lee and J. F. Bjørnstad
Fast bivariate P-splines: the sandwich smoother
L. Xiao, Y. Li and D. Ruppert
Probabilistic causality and detecting collections of interdependence patterns
R. R. Ramsahai
Spatial spline regression models
L. M. Sangalli, J. O. Ramsay and T. O. Ramsay
Smoothing parameter selection in two frameworks for penalized splines
T. Krivobokova
A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series
G. Nason
Conditional transformation models
T. Hothorn, T. Kneib and P. Bühlmann
Asymptotics of the discrete log-concave maximum likelihood estimator and related applications
F. Balabdaoui, H. Jankowski, K. Rufibach and M. Pavlides
Statistical inference for max-stable processes in space and time
R. A. Davis, C. Klüppelberg and C. Steinkohl
Point process modelling for directed interaction networks
P. O. Perry and P. J. Wolfe
A separable model for dynamic networks
P. N. Krivitsky and M. S. Handcock
Outlier robust small area estimation
R. Chambers, H. Chandra, N. Salvati and N. Tzavidis
Envelopes and partial least squares regression
R. D. Cook, I. S. Helland and Z. Su
Marginal log-linear parameters for graphical Markov models
R. J. Evans and T. S. Richardson
Non-parametric identification and estimation of the number of components in multivariate mixtures
H. Kasahara and K. Shimotsu
Distribution-free prediction bands for non-parametric regression
J. Lei and L. Wasserman
Model selection principles in misspecified models
J. Lv and J. S. Liu
Improved estimation in cumulative link models
I. Kosmidis
Confidence intervals for low dimensional parameters in high dimensional linear models
C. Zhang and S. S. Zhang
Covariate balancing propensity score
K. Imai and M. Ratkovic
Semiparametric inference for data with a continuous outcome from a two-phase probability-dependent sampling scheme
H. Zhou, W. Xu, D. Zeng and J. Cai
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