Journal Series B: current and forthcoming papers

RSS Series B journalVolume 80 (2018), part 5

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

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

Random‐walk models of network formation and sequential Monte Carlo methods for graphs
B Bloem‐Reddy and P Orbanz

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

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

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

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

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

On mitigating the analytical limitations of finely stratified experiments
C B Fogarty

Sparse generalized eigenvalue problem: optimal statistical rates via truncated Rayleigh flow
K M Tan, Z Wang, H Liu and T Zhang

Bayesian regression tree ensembles that adapt to smoothness and sparsity
A R Linero and Y Yang

Forthcoming papers

Semiparametric model for bivariate survival data subject to biased sampling
J Piao, J Ning and Y Shen

A general framework for quantile estimation with incomplete data
P Han, L Kong, J Zhao and X Zhou

Hypoelliptic diffusions: filtering and inference from complete and partial observations
S Ditlevsen and A Samson

Robust causal inference with continuous instruments using the local instrumental variable curve
E H Kennedy, S Lorch and D S Small

Construction of row–column factorial designs
J D Godolphin

Deterministic parallel analysis: an improved method for selecting factors and principal components
E Dobriban and A B Owen

Multiple testing with the structure-adaptive Benjamini–Hochberg algorithm
A Li and R F Barber

An omnibus non-parametric test of equality in distribution for unknown functions
A Luedtke, M Carone and M J van der Laan

Moment conditions and Bayesian non-parametrics
L Bornn, N Shephard and R Solgi

On cross-validation for sparse reduced rank regression
Y She and H Tran

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