Journal Series B: current and forthcoming papers

RSS Series B journalVolume 82 (2020), part 1

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

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Report of the Editors—2019
D Dunson and S Wood

Multiscale inference and long-run variance estimation in non-parametric regression with time series errors
M Khismatullina and M Vogt

Making sense of sensitivity: extending omitted variable bias
C Cinelli and C Hazlett

Renewable estimation and incremental inference in generalized linear models with streaming data sets
L Luo and P X-K Song

Targeted sampling from massive block model graphs with personalized PageRank
F Chen, Y Zhang and K Rohe

A Bayesian hierarchical model for related densities by using Pólya trees
J Christensen and L Ma

Bayesian empirical likelihood inference with complex survey data
P Zhao, M Ghosh, J N K Rao and C Wu

The conditional permutation test for independence while controlling for confounders
T B Berrett, Y Wang, R F Barber and R J Samworth

Robust inference on population indirect causal effects: the generalized front door criterion
I R Fulcher, I Shpitser, S Marealle and E J Tchetgen Tchetgen

Multivariate type G Matérn stochastic partial differential equation random fields
D Bolin and J Wallin

Rerandomization and regression adjustment
X Li and P Ding

Correction: ‘A new randomized response model’
L K Grover and A Kaur

Forthcoming papers

Causal mediation analysis for stochastic interventions
I Díaz and N S Hejazi

Sumca: simple, unified, Monte-Carlo-assisted approach to second-order unbiased mean-squared prediction error estimation
J Jiang and M Torabi

Mulitiply robust causal inference with double-negative control adjustment for categorical unmeasured confounding
X Shi, W Miao, J C Nelson and E J Tchetgen Tchetgen

Sparse principal component analysis via axis-aligned random projections
M Gataric, T Wang and R J Samworth

Semisupervised inference for explained variance in high dimensional linear regression and its applications
T T Cai and Z Guo

Right singular vector projection graphs: fast high dimensional covariance matrix estimation under latent confounding
R D Shah, B Frot, G-A Thanei and N Meinshausen

Doubly robust inference when combining probability and non-probability samples with high dimensional data
S Yang, J K Kim and R Song

Model misspecification in approximate Bayesian computation: consequences and diagnostics
D T Frazier, C P Robert and J Rousseau

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