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

Table of Contents

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

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ORIGINAL ARTICLES

Signal classification for the integrative analysis of multiple sequences of large‐scale multiple tests

  • Author: Dongdong Xiang, Sihai Dave Zhao, T. Tony Cai
  • Pub Online: May 20, 2019
  • DOI: 10.1111/rssb.12323 (p )

Dynamic shrinkage processes

  • Author: Daniel R. Kowal, David S. Matteson, David Ruppert
  • Pub Online: May 28, 2019
  • DOI: 10.1111/rssb.12325 (p )

Corrigendum

Corrigendum: Detecting heteroscedasticity in non‐parametric regression using weighted empirical processes

  • Author: Justin Chown, Ursula U. Müller
  • Pub Online: May 31, 2019
  • DOI: 10.1111/rssb.12324 (p )

ORIGINAL ARTICLES

MALMEM: model averaging in linear measurement error models

  • Author: Xinyu Zhang, Yanyuan Ma, Raymond J. Carroll
  • Pub Online: Jun 02, 2019
  • DOI: 10.1111/rssb.12317 (p )

Sensitivity analysis for inverse probability weighting estimators via the percentile bootstrap

  • Author: Qingyuan Zhao, Dylan S. Small, Bhaswar B. Bhattacharya
  • Pub Online: Jun 05, 2019
  • DOI: 10.1111/rssb.12327 (p )

High dimensional linear discriminant analysis: optimality, adaptive algorithm and missing data

  • Author: T. Tony Cai, Linjun Zhang
  • Pub Online: Jun 11, 2019
  • DOI: 10.1111/rssb.12326 (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 )
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