Journal of the Royal Statistical Society: Series B (Statistical Methodology)

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Journal of the Royal Statistical Society: Series B (Statistical Methodology) - Early View Articles



Maximum likelihood estimation for linear Gaussian covariance models

  • Author: Piotr Zwiernik, Caroline Uhler, Donald Richards
  • Pub Online: Nov 03, 2016
  • DOI: 10.1111/rssb.12217 (p )

From multiple Gaussian sequences to functional data and beyond: a Stein estimation approach

  • Author: Mark Koudstaal, Fang Yao
  • Pub Online: Oct 30, 2017
  • DOI: 10.1111/rssb.12255 (p )

Detecting and dating structural breaks in functional data without dimension reduction

  • Author: Alexander Aue, Gregory Rice, Ozan Sönmez
  • Pub Online: Oct 30, 2017
  • DOI: 10.1111/rssb.12257 (p )

Testing mutual independence in high dimension via distance covariance

  • Author: Shun Yao, Xianyang Zhang, Xiaofeng Shao
  • Pub Online: Oct 31, 2017
  • DOI: 10.1111/rssb.12259 (p )

Semiparametric dynamic max‐copula model for multivariate time series

  • Author: Zifeng Zhao, Zhengjun Zhang
  • Pub Online: Oct 19, 2017
  • DOI: 10.1111/rssb.12256 (p )

Unified empirical likelihood ratio tests for functional concurrent linear models and the phase transition from sparse to dense functional data

  • Author: Honglang Wang, Ping‐Shou Zhong, Yuehua Cui, Yehua Li
  • Pub Online: Sep 06, 2017
  • DOI: 10.1111/rssb.12246 (p )

Estimation of tail risk based on extreme expectiles

  • Author: Abdelaati Daouia, Stéphane Girard, Gilles Stupfler
  • Pub Online: Oct 10, 2017
  • DOI: 10.1111/rssb.12254 (p )

A block model for node popularity in networks with community structure

  • Author: Srijan Sengupta, Yuguo Chen
  • Pub Online: Aug 24, 2017
  • DOI: 10.1111/rssb.12245 (p )

On structure testing for component covariance matrices of a high dimensional mixture

  • Author: Weiming Li, Jianfeng Yao
  • Pub Online: Sep 16, 2017
  • DOI: 10.1111/rssb.12248 (p )

Matrix variate regressions and envelope models

  • Author: Shanshan Ding, R. Dennis Cook
  • Pub Online: Sep 15, 2017
  • DOI: 10.1111/rssb.12247 (p )

Testing for marginal linear effects in quantile regression

  • Author: Huixia Judy Wang, Ian W. McKeague, Min Qian
  • Pub Online: Oct 23, 2017
  • DOI: 10.1111/rssb.12258 (p )

Bounded, efficient and multiply robust estimation of average treatment effects using instrumental variables

  • Author: Linbo Wang, Eric Tchetgen Tchetgen
  • Pub Online: Dec 18, 2017
  • DOI: 10.1111/rssb.12262 (p )

Semi‐supervised approaches to efficient evaluation of model prediction performance

  • Author: Jessica L. Gronsbell, Tianxi Cai
  • Pub Online: Dec 23, 2017
  • DOI: 10.1111/rssb.12264 (p )

Panning for gold: ‘model‐X’ knockoffs for high dimensional controlled variable selection

  • Author: Emmanuel Candès, Yingying Fan, Lucas Janson, Jinchi Lv
  • Pub Online: Jan 08, 2018
  • DOI: 10.1111/rssb.12265 (p )

Random networks, graphical models and exchangeability

  • Author: Steffen Lauritzen, Alessandro Rinaldo, Kayvan Sadeghi
  • Pub Online: Jan 16, 2018
  • DOI: 10.1111/rssb.12266 (p )
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