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

Early View Articles


Robust causal structure learning with some hidden variables

  • Author: Benjamin Frot, Preetam Nandy, Marloes H. Maathuis
  • Pub Online: Mar 08, 2019
  • DOI: 10.1111/rssb.12315 (p )

Computer model calibration with confidence and consistency

  • Author: Matthew Plumlee
  • Pub Online: Mar 18, 2019
  • DOI: 10.1111/rssb.12314 (p )

Scalable importance tempering and Bayesian variable selection

  • Author: Giacomo Zanella, Gareth Roberts
  • Pub Online: Mar 27, 2019
  • DOI: 10.1111/rssb.12316 (p )

Post‐selection estimation and testing following aggregate association tests

  • Author: Ruth Heller, Amit Meir, Nilanjan Chatterjee
  • Pub Online: Apr 08, 2019
  • DOI: 10.1111/rssb.12318 (p )

A general asymptotic framework for distribution‐free graph‐based two‐sample tests

  • Author: Bhaswar B. Bhattacharya
  • Pub Online: Apr 15, 2019
  • DOI: 10.1111/rssb.12319 (p )

Intrinsic Gaussian processes on complex constrained domains

  • Author: Mu Niu, Pokman Cheung, Lizhen Lin, Zhenwen Dai, Neil Lawrence, David Dunson
  • Pub Online: Apr 19, 2019
  • DOI: 10.1111/rssb.12320 (p )

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 )
Page:   1 2 Next

Related Topics

Related Publications

Related Content

Site Footer


This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.