Last update:
Wed Nov 8 12:43:17 MST 2023
Gauri Sankar Datta and
J. N. K. Rao and
David Daniel Smith On Measuring the Variability of Small
Area Estimators under a Basic Area Level
Model . . . . . . . . . . . . . . . . . 183--196
Soumik Pal A note on a conjectured sharpness
principle for probabilistic forecasting
with calibration . . . . . . . . . . . . 1019--1023
Johanna Ziegel and
Adrian Baddeley and
Karl-Anton Dorph-Petersen and
Eva B. Vedel Jensen Systematic sampling with errors in
sample locations . . . . . . . . . . . . 1--13
Tatiyana V. Apanasovich and
Marc G. Genton Cross-covariance functions for
multivariate random fields based on
latent dimensions . . . . . . . . . . . 15--30
Peter Hall and
Jing-Hao Xue Incorporating prior probabilities into
high-dimensional classifiers . . . . . . 31--48
Fang Yao and
Hans-Georg Müller Functional quadratic regression . . . . 49--64
D. M. Farewell Marginal analyses of longitudinal data
with an informative pattern of
observations . . . . . . . . . . . . . . 65--78
Suojin Wang and
Lianfen Qian and
Raymond J. Carroll Generalized empirical likelihood methods
for analyzing longitudinal data . . . . 79--93
Aniko Szabo and
E. Olusegun George On the use of stochastic ordering to
test for trend with clustered binary
data . . . . . . . . . . . . . . . . . . 95--108
Ying Kuen Cheung and
Mitchell S. V. Elkind Stochastic approximation with virtual
observations for dose-finding on
discrete levels . . . . . . . . . . . . 109--121
Manabu Kuroki and
Zhihong Cai and
Zhi Geng Sharp bounds on causal effects in
case-control and cohort studies . . . . 123--132
Thomas H. Scheike and
Yanqing Sun and
Mei-Jie Zhang and
Tina Kold Jensen A semiparametric random effects model
for multivariate competing risks data 133--145
Huixia Judy Wang and
Xiao-Hua Zhou Estimation of the retransformed
conditional mean in health care cost
studies . . . . . . . . . . . . . . . . 147--158
N. Reid and
D. A. S. Fraser Mean loglikelihood and higher-order
approximations . . . . . . . . . . . . . 159--170
Eric J. Tchetgen Tchetgen and
James M. Robins and
Andrea Rotnitzky On doubly robust estimation in a
semiparametric odds ratio model . . . . 171--180
Felix Abramovich and
Vadim Grinshtein and
Athanasia Petsa and
Theofanis Sapatinas On Bayesian testimation and its
application to wavelet thresholding . . 181--198
Yuzhi Cai Forecasting for quantile self-exciting
threshold autoregressive time series
models . . . . . . . . . . . . . . . . . 199--208
D. R. Cox and
M. Y. Wong A note on the sensitivity to assumptions
of a generalized linear mixed model . . 209--214
Alan Agresti and
Euijung Ryu Pseudo-score confidence intervals for
parameters in discrete statistical
models . . . . . . . . . . . . . . . . . 215--222
L. Wei and
P. F. Craigmile Global and local spectral-based tests
for periodicities . . . . . . . . . . . 223--230
Willa W. Chen and
Rohit S. Deo Weighted least squares approximate
restricted likelihood estimation for
vector autoregressive processes . . . . 231--237
Yanbing Zheng and
Jun Zhu and
Anindya Roy Nonparametric Bayesian inference for the
spectral density function of a random
field . . . . . . . . . . . . . . . . . 238--245
Lin-An Chen and
Dung-Tsa Chen and
Wenyaw Chan The distribution-based $p$-value for the
outlier sum in differential gene
expression analysis . . . . . . . . . . 246--253
Jeongyoun Ahn and
J. S. Marron The maximal data piling direction for
discrimination . . . . . . . . . . . . . 254--259
P. Bühlmann and
M. Kalisch and
M. H. Maathuis Variable selection in high-dimensional
linear models: partially faithful
distributions and the PC-simple
algorithm . . . . . . . . . . . . . . . 261--278
Yuexiao Dong and
Bing Li Dimension reduction for non-elliptically
distributed predictors: second-order
methods . . . . . . . . . . . . . . . . 279--294
Liping Zhu and
Tao Wang and
Lixing Zhu and
Louis Ferré Sufficient dimension reduction through
discretization-expectation estimation 295--304
Zonghui Hu and
Dean A. Follmann and
Jing Qin Semiparametric dimension reduction
estimation for mean response with
missing data . . . . . . . . . . . . . . 305--319
D. Y. Lin and
D. Zeng On the relative efficiency of using
summary statistics versus
individual-level data in meta-analysis 321--332
Paul R. Rosenbaum Evidence factors in observational
studies . . . . . . . . . . . . . . . . 333--345
Jun Shao and
Xinxin Yu and
Bob Zhong A theory for testing hypotheses under
covariate-adaptive randomization . . . . 347--360
A. J. Lee and
A. J. Scott and
C. J. Wild Efficient estimation in multi-phase
case-control studies . . . . . . . . . . 361--374
A. Gandy and
J. T. Kvalòy and
A. Bottle and
F. Zhou Risk-adjusted monitoring of time to
event . . . . . . . . . . . . . . . . . 375--388
T. Cai and
L. Tian and
Hajime Uno and
Scott D. Solomon and
L. J. Wei Calibrating parametric subject-specific
risk estimation . . . . . . . . . . . . 389--404
Samuel S. Wu and
Weizhen Wang and
Mark C. K. Yang Interval estimation for drop-the-losers
designs . . . . . . . . . . . . . . . . 405--418
Y. Mei Efficient scalable schemes for
monitoring a large number of data
streams . . . . . . . . . . . . . . . . 419--433
J. Sanderson and
P. Fryzlewicz and
M. W. Jones Estimating linear dependence between
nonstationary time series using the
locally stationary wavelet model . . . . 435--446
Paul Fearnhead and
David Wyncoll and
Jonathan Tawn A sequential smoothing algorithm with
linear computational cost . . . . . . . 447--464
Carlos M. Carvalho and
Nicholas G. Polson and
James G. Scott The horseshoe estimator for sparse
signals . . . . . . . . . . . . . . . . 465--480
T. A. Severini Likelihood ratio statistics based on an
integrated likelihood . . . . . . . . . 481--496
Thomas J. Diciccio and
G. Alastair Young Objective Bayes and conditional
inference in exponential families . . . 497--504
M. L. Lakhal-Chaieb Copula inference under censoring . . . . 505--512
H. Dette and
C. Kiss and
M. Bevanda and
F. Bretz Optimal designs for the emax, log-linear
and exponential models . . . . . . . . . 513--518
Ali Shojaie and
George Michailidis Penalized likelihood methods for
estimation of sparse high-dimensional
directed acyclic graphs . . . . . . . . 519--538
Adam J. Rothman and
Elizaveta Levina and
Ji Zhu A new approach to Cholesky-based
covariance regularization in high
dimensions . . . . . . . . . . . . . . . 539--550
Chunming Zhang and
Yuan Jiang and
Yi Chai Penalized Bregman divergence for
large-dimensional regression and
classification . . . . . . . . . . . . . 551--566
Kim Kenobi and
Ian L. Dryden and
Huiling Le Shape curves and geodesic modelling . . 567--584
Xiao Wang and
Jinglai Shen A class of grouped Brunk estimators and
penalized spline estimators for monotone
regression . . . . . . . . . . . . . . . 585--601
Yong Chen and
Kung-Yee Liang On the asymptotic behaviour of the
pseudolikelihood ratio test statistic
with boundary problems . . . . . . . . . 603--620
Veronika Czellar and
Elvezio Ronchetti Accurate and robust tests for indirect
inference . . . . . . . . . . . . . . . 621--630
Nancy R. Zhang and
David O. Siegmund and
Hanlee Ji and
Jun Z. Li Detecting simultaneous changepoints in
multiple sequences . . . . . . . . . . . 631--645
Tyler J. Vanderweele Sufficient cause interactions for
categorical and ordinal exposures with
three levels . . . . . . . . . . . . . . 647--659
Zhiqiang Tan Bounded, efficient and doubly robust
estimation with inverse weighting . . . 661--682
Nilanjan Chatterjee and
Samiran Sinha and
W. Ryan Diver and
Heather Spencer Feigelson Analysis of cohort studies with
multivariate and partially observed
disease classification data . . . . . . 683--698
Donglin Zeng and
Jianwen Cai A semiparametric additive rate model for
recurrent events with an informative
terminal event . . . . . . . . . . . . . 699--712
Li Chen and
D. Y. Lin and
Donglin Zeng Attributable fraction functions for
censored event times . . . . . . . . . . 713--726
Ji-Ping Wang Estimating species richness by a
Poisson-compound gamma model . . . . . . 727--740
Nicolas Chopin and
Christian P. Robert Properties of nested sampling . . . . . 741--755
Getulio J. A. Amaral and
Andrew T. A. Wood Empirical likelihood methods for
two-dimensional shape analysis . . . . . 757--764
Peter J. Brockwell and
Alexander Lindner Strictly stationary solutions of
autoregressive moving average equations 765--772
Sonja Greven and
Thomas Kneib On the behaviour of marginal and
conditional AIC in linear mixed models 773--789
Hans-Georg Müller and
Fang Yao Additive modelling of functional
gradients . . . . . . . . . . . . . . . 791--805
F. Ferraty and
P. Hall and
P. Vieu Most-predictive design points for
functional data predictors . . . . . . . 807--824
Howard D. Bondell and
Brian J. Reich and
Huixia Wang Noncrossing quantile regression curve
estimation . . . . . . . . . . . . . . . 825--838
Jing Qian and
Limin Peng Censored quantile regression with
partially functional effects . . . . . . 839--850
Abhishek Bhattacharya and
David B. Dunson Nonparametric Bayesian density
estimation on manifolds with
applications to planar shapes . . . . . 851--865
Yongtao Guan and
Ye Shen A weighted estimating equation approach
for inhomogeneous spatial point
processes . . . . . . . . . . . . . . . 867--880
Peter Hall and
Hugh Miller Bootstrap confidence intervals and
hypothesis tests for extrema of
parameters . . . . . . . . . . . . . . . 881--892
Junhui Wang Consistent selection of the number of
clusters via crossvalidation . . . . . . 893--904
Cheng Yong Tang and
Chenlei Leng Penalized high-dimensional empirical
likelihood . . . . . . . . . . . . . . . 905--919
Stijn Vansteelandt Estimation of controlled direct effects
on a dichotomous outcome using logistic
structural direct effect models . . . . 921--934
Alessandro Baldi Antognini and
Alessandra Giovagnoli Compound optimal allocation for
individual and collective ethics in
binary clinical trials . . . . . . . . . 935--946
Qi Tang and
Peter Z. G. Qian Enhancing the sample average
approximation method with $U$ designs 947--960
Ying Hung and
Yasuo Amemiya and
Chien-Fu Jeff Wu Probability-based Latin hypercube
designs for slid-rectangular regions . . 961--968
Kani Chen and
Xingwei Tong Varying coefficient transformation
models with censored data . . . . . . . 969--976
C. D. Barr and
F. P. Schoenberg On the Voronoi estimator for the
intensity of an inhomogeneous planar
Poisson process . . . . . . . . . . . . 977--984
Xin Chen and
R. Dennis Cook Some insights into continuum regression
and its asymptotic properties . . . . . 985--989
Ana-Maria Staicu On the equivalence of prospective and
retrospective likelihood methods in
case-control studies . . . . . . . . . . 990--996
Andrea Rotnitzky and
Lingling Li and
Xiaochun Li A note on overadjustment in inverse
probability weighted estimation . . . . 997--1001
Diana J. Cole and
Byron J. T. Morgan Parameter redundancy with covariates . . 1002--1005
Tamás Rudas and
Wicher P. Bergsma and
Renáta Németh Marginal log-linear parameterization of
conditional independence models . . . . 1006--1012
Soumik Pal Amendments and Corrections: 'On a
conjectured sharpness principle for
probabilistic forecasting with
calibration' [errata to MR2767288] . . . 1013--1013
Jian Guo and
Elizaveta Levina and
George Michailidis and
Ji Zhu Joint estimation of multiple graphical
models . . . . . . . . . . . . . . . . . 1--15
Lorenzo Trippa and
Peter Müller and
Wesley Johnson The multivariate beta process and an
extension of the Polya tree model . . . 17--34
D. Pati and
B. J. Reich and
D. B. Dunson Bayesian geostatistical modelling with
informative sampling locations . . . . . 35--48
S. P. Preston and
Andrew T. A. Wood Bootstrap inference for mean reflection
shape and size-and-shape with
three-dimensional landmark data . . . . 49--63
George Poyiadjis and
Arnaud Doucet and
Sumeetpal S. Singh Particle approximations of the score and
observed information matrix in state
space models with application to
parameter estimation . . . . . . . . . . 65--80
Zhibiao Zhao A self-normalized confidence interval
for the mean of a class of nonstationary
processes . . . . . . . . . . . . . . . 81--90
Jianqiang C. Wang and
J. D. Opsomer On asymptotic normality and variance
estimation for nondifferentiable survey
estimators . . . . . . . . . . . . . . . 91--106
Hervé Cardot and
Etienne Josserand Horvitz-Thompson estimators for
functional data: asymptotic confidence
bands and optimal allocation for
stratified sampling . . . . . . . . . . 107--118
Jae Kwang Kim Parametric fractional imputation for
missing data analysis . . . . . . . . . 119--132
Zhihua Su and
R. Dennis Cook Partial envelopes for efficient
estimation in multivariate linear
regression . . . . . . . . . . . . . . . 133--146
John M. Neuhaus and
Charles E. Mcculloch Estimation of covariate effects in
generalized linear mixed models with
informative cluster sizes . . . . . . . 147--162
Hua Yun Chen A unified framework for studying
parameter identifiability and estimation
in biased sampling designs . . . . . . . 163--175
Chiung-Yu Huang and
Jing Qin Nonparametric estimation for
length-biased and right-censored data 177--186
Johanna Ziegel and
Eva B. Vedel Jensen and
Karl-Anton Dorph-Petersen Variance estimation for generalized
Cavalieri estimators . . . . . . . . . . 187--198
Armin Schwartzman and
Xihong Lin The effect of correlation in false
discovery rate estimation . . . . . . . 199--214
A. Qu and
G. Y. Yi and
P. X.-K. Song and
P. Wang Assessing the validity of weighted
generalized estimating equations . . . . 215--224
Göran Kauermann and
Jean D. Opsomer Data-driven selection of the spline
dimension in penalized spline regression 225--230
M. Papathomas and
P. Dellaportas and
V. G. S. Vasdekis A novel reversible jump algorithm for
generalized linear models . . . . . . . 231--236
A. Farcomeni Recapture models under equality
constraints for the conditional capture
probabilities . . . . . . . . . . . . . 237--242
Guodong Li and
Wai Keung Li Testing a linear time series model
against its threshold extension . . . . 243--250
Bradley Efron and
Nancy R. Zhang False discovery rates and copy number
variation . . . . . . . . . . . . . . . 251--271
Jichun Xie and
T. Tony Cai and
Hongzhe Li Sample size and power analysis for
sparse signal recovery in genome-wide
association studies . . . . . . . . . . 273--290
A. Bhattacharya and
D. B. Dunson Sparse Bayesian infinite factor models 291--306
Hongtu Zhu and
Joseph G. Ibrahim and
Niansheng Tang Bayesian influence analysis: a geometric
approach . . . . . . . . . . . . . . . . 307--323
M. H. Maathuis and
M. G. Hudgens Nonparametric inference for competing
risks current status data with
continuous, discrete or grouped
observation times . . . . . . . . . . . 325--340
Tianle Hu and
Bin Nan and
Xihong Lin and
James M. Robins Time-dependent cross ratio estimation
for bivariate failure times . . . . . . 341--354
Yehua Li Efficient semiparametric regression for
longitudinal data with nonparametric
covariance estimation . . . . . . . . . 355--370
Lingzhou Xue and
Hui Zou Sure independence screening and
compressed random sensing . . . . . . . 371--380
Jelle J. Goeman and
Hans C. van Houwelingen and
Livio Finos Testing against a high-dimensional
alternative in the generalized linear
model: asymptotic type I error control 381--390
Han-Joo Kim and
A. Richard Entsuah and
Justine Shults The union closure method for testing a
fixed sequence of families of hypotheses 391--401
M. Levine and
D. R. Hunter and
D. Chauveau Maximum smoothed likelihood for
multivariate mixtures . . . . . . . . . 403--416
Peter Hall and
Johanna Ziegel Distribution estimators and confidence
intervals for stereological volumes . . 417--431
Noelle I. Samia and
Kung-Sik Chan Maximum likelihood estimation of a
generalized threshold stochastic
regression model . . . . . . . . . . . . 433--448
S. Biedermann and
H. Dette and
D. C. Woods Optimal design for additive partially
nonlinear models . . . . . . . . . . . . 449--458
G. Chauvet and
J.-C. Deville and
D. Haziza On balanced random imputation in surveys 459--471
Sanjay Chaudhuri and
Malay Ghosh Empirical likelihood for small area
estimation . . . . . . . . . . . . . . . 473--480
Marc G. Genton and
Yanyuan Ma and
Huiyan Sang On the likelihood function of Gaussian
max-stable processes . . . . . . . . . . 481--488
John T. Kent and
Mohsen Mohammadzadeh and
Ali M. Mosammam The dimple in Gneiting's
spatial-temporal covariance model . . . 489--494
R. M. Kuiper and
H. Hoijtink and
M. J. Silvapulle An Akaike-type information criterion for
model selection under inequality
constraints . . . . . . . . . . . . . . 495--501
Zhiguo Li and
Susan A. Murphy Sample size formulae for two-stage
randomized trials with survival outcomes 503--518
A. Baldi Antognini and
M. Zagoraiou The covariate-adaptive biased coin
design for balancing clinical trials in
the presence of prognostic factors . . . 519--535
Lianming Wang and
David B. Dunson Bayesian isotonic density regression . . 537--551
A. Jara and
T. E. Hanson A class of mixtures of dependent
tail-free processes . . . . . . . . . . 553--566
Ryan Martin and
Surya T. Tokdar Semiparametric inference in mixture
models with predictive recursion
marginal likelihood . . . . . . . . . . 567--582
Robert T. Krafty and
Martica Hall and
Wensheng Guo Functional mixed effects spectral
analysis . . . . . . . . . . . . . . . . 583--598
Ting Zhang and
Wei Biao Wu Testing parametric assumptions of trends
of a nonstationary time series . . . . . 599--614
Reinhard Furrer and
Marc G. Genton Aggregation-cokriging for highly
multivariate spatial data . . . . . . . 615--631
F. Ballani and
M. Schlather A construction principle for
multivariate extreme value distributions 633--645
Zhijian Chen and
Grace Y. Yi and
Changbao Wu Marginal methods for correlated binary
data with misclassified responses . . . 647--662
Z. Tan Efficient restricted estimators for
conditional mean models with missing
data . . . . . . . . . . . . . . . . . . 663--684
M. C. Donohue and
R. Overholser and
R. Xu and
F. Vaida Conditional Akaike information under
generalized linear and proportional
hazards mixed models . . . . . . . . . . 685--700
C. N. Kuruwita and
K. B. Kulasekera and
C. M. Gallagher Generalized varying coefficient models
with unknown link function . . . . . . . 701--710
Xu Xu and
Ben Haaland and
Peter Z. G. Qian Sudoku-based space-filling designs . . . 711--720
Xu He and
Peter Z. G. Qian Nested orthogonal array-based Latin
hypercube designs . . . . . . . . . . . 721--731
Ryan Lekivetz and
Boxin Tang Robust designs through partially clear
two-factor interactions . . . . . . . . 733--739
Baisuo Jin and
Mong-Na Lo Huang Construction of $ \varphi_p$-optimal
exact designs with minimum experimental
run size for a linear log contrast model
in mixture experiments . . . . . . . . . 741--747
E. J. Tchetgen Tchetgen and
A. Rotnitzky On protected estimation of an odds ratio
model with missing binary exposure and
confounders . . . . . . . . . . . . . . 749--754
Ioannis Kosmidis and
David Firth Multinomial logit bias reduction via the
Poisson log-linear model . . . . . . . . 755--759
Tha\'ìs C. O. Fonseca and
Mark F. J. Steel Non-Gaussian spatiotemporal modelling
through scale mixing . . . . . . . . . . 761--774
Chunfeng Huang and
Tailen Hsing and
Noel Cressie Nonparametric estimation of the
variogram and its spectrum . . . . . . . 775--789
A. Belloni and
V. Chernozhukov and
L. Wang Square-root lasso: pivotal recovery of
sparse signals via conic programming . . 791--806
Jacob Bien and
Robert J. Tibshirani Sparse estimation of a covariance matrix 807--820
Chenlei Leng and
Bo Li Forward adaptive banding for estimating
large covariance matrices . . . . . . . 821--830
Torben Martinussen and
Thomas H. Scheike and
David M. Zucker The Aalen additive gamma frailty hazards
model . . . . . . . . . . . . . . . . . 831--843
M. Rosenblum and
M. J. Van Der Laan Optimizing randomized trial designs to
distinguish which subpopulations benefit
from treatment . . . . . . . . . . . . . 845--860
Xavier de Luna and
Ingeborg Waernbaum and
Thomas S. Richardson Covariate selection for the
nonparametric estimation of an average
treatment effect . . . . . . . . . . . . 861--875
Ganggang Xu and
Suojin Wang A goodness-of-fit test of logistic
regression models for case-control data
with measurement error . . . . . . . . . 877--886
A. Mallik and
B. Sen and
M. Banerjee and
G. Michailidis Threshold estimation based on a
$p$-value framework in dose-response and
regression settings . . . . . . . . . . 887--900
Clifford Lam and
Qiwei Yao and
Neil Bathia Estimation of latent factors for
high-dimensional time series . . . . . . 901--918
Mathias Drton and
Benjamin Williams Quantifying the failure of bootstrap
likelihood ratio tests . . . . . . . . . 919--934
D. Vogel and
R. Fried Elliptical graphical modelling . . . . . 935--951
C. J. Skinner and
J. D'Arrigo Inverse probability weighting for
clustered nonresponse . . . . . . . . . 953--966
Xiaowei Wang and
J. P. Morgan Blocking, efficiency and weighted
optimality . . . . . . . . . . . . . . . 967--978
D. O. Siegmund and
N. R. Zhang and
B. Yakir False discovery rate for scanning
statistics . . . . . . . . . . . . . . . 979--985
R. R. Ramsahai and
S. L. Lauritzen Likelihood analysis of the binary
instrumental variable model . . . . . . 987--994
Xingdong Feng and
Xuming He and
Jianhua Hu Wild bootstrap for quantile regression 995--999
Cheng Yong Tang and
Chenlei Leng Empirical likelihood and quantile
regression in longitudinal data analysis 1001--1006
Enno Mammen and
Jens Perch Nielsen and
Bernd Fitzenberger Generalized linear time series
regression . . . . . . . . . . . . . . . 1007--1014
Stephen M. Stigler Studies in the history of probability
and statistics, L: Karl Pearson and the
rule of three . . . . . . . . . . . . . 1--14
H. Wang Factor profiled sure independence
screening . . . . . . . . . . . . . . . 15--28
Qing Mai and
Hui Zou and
Ming Yuan A direct approach to sparse discriminant
analysis in ultra-high dimensions . . . 29--42
Emma F. Eastoe and
Jonathan A. Tawn Modelling the distribution of the
cluster maxima of exceedances of
subasymptotic thresholds . . . . . . . . 43--55
Matthew T. Harrison Conservative hypothesis tests and
confidence intervals using importance
sampling . . . . . . . . . . . . . . . . 57--69
Rahul Mukerjee and
Boxin Tang Optimal fractions of two-level
factorials under a baseline
parameterization . . . . . . . . . . . . 71--84
Jae Kwang Kim and
J. N. K. Rao Combining data from two independent
surveys: a model-assisted approach . . . 85--100
D. Azriel and
M. Mandel and
Y. Rinott Optimal allocation to maximize the power
of two-sample tests for binary response 101--113
Tyler J. VanderWeele and
Zhiqiang Tan Directed acyclic graphs with
edge-specific bounds . . . . . . . . . . 115--126
Yongdai Kim and
Lancelot James and
Rafael Weissbach Bayesian analysis of multistate event
history data: beta-Dirichlet process
prior . . . . . . . . . . . . . . . . . 127--140
Weiping Zhang and
Chenlei Leng A moving average Cholesky factor model
in covariance modelling for longitudinal
data . . . . . . . . . . . . . . . . . . 141--150
Grace Y. Yi and
Yanyuan Ma and
Raymond J. Carroll A functional generalized method of
moments approach for longitudinal
studies with missing responses and
covariate measurement error . . . . . . 151--165
Donglin Zeng and
Qingxia Chen and
Ming-Hui Chen and
Joseph G. Ibrahim and
Amgen Research Group Estimating treatment effects with
treatment switching via semicompeting
risks models: an application to a
colorectal cancer study . . . . . . . . 167--184
Liuquan Sun and
Xinyuan Song and
Zhigang Zhang Mean residual life models with
time-dependent coefficients under right
censoring . . . . . . . . . . . . . . . 185--197
Chiung-Yu Huang and
Jing Qin and
Dean A. Follmann A maximum pseudo-profile likelihood
estimator for the Cox model under
length-biased sampling . . . . . . . . . 199--210
Xiaodong Luo and
Wei Yann Tsai A proportional likelihood ratio model 211--222
Alan Huang and
Paul J. Rathouz Proportional likelihood ratio models for
mean regression . . . . . . . . . . . . 223--229
D. J. Fletcher Estimating overdispersion when fitting a
generalized linear model to sparse data 230--237
Davide Ferrari and
Davide La Vecchia On robust estimation via pseudo-additive
information . . . . . . . . . . . . . . 238--244
Aiyi Liu and
Chunling Liu and
Zhiwei Zhang and
Paul S. Albert Optimality of group testing in the
presence of misclassification . . . . . 245--251
Jennifer L. Wadsworth and
Jonathan A. Tawn Dependence modelling for spatial
extremes . . . . . . . . . . . . . . . . 253--272
D. S. Choi and
P. J. Wolfe and
E. M. Airoldi Stochastic blockmodels with a growing
number of classes . . . . . . . . . . . 273--284
N. X. Lin and
J. Q. Shi and
R. Henderson Doubly misspecified models . . . . . . . 285--298
A. Delaigle and
P. Hall and
N. Bathia Componentwise classification and
clustering of functional data . . . . . 299--313
Yongdai Kim and
Sunghoon Kwon Global optimality of nonconvex penalized
estimators . . . . . . . . . . . . . . . 315--325
Yongseok Park and
Jeremy M. G. Taylor and
John D. Kalbfleisch Pointwise nonparametric maximum
likelihood estimator of stochastically
ordered survivor functions . . . . . . . 327--343
Hong Zhu and
Mei-Cheng Wang Analysing bivariate survival data with
interval sampling and application to
cancer epidemiology . . . . . . . . . . 345--361
Yu Shen and
Jing Ning and
Jing Qin Likelihood approaches for the invariant
density ratio model with biased-sampling
data . . . . . . . . . . . . . . . . . . 363--378
Kani Chen and
Huazhen Lin and
Yong Zhou Efficient estimation for the Cox model
with varying coefficients . . . . . . . 379--392
Robert M. Elashoff and
Gang Li and
Ying Zhou Nonparametric inference for assessing
treatment efficacy in randomized
clinical trials with a time-to-event
outcome and all-or-none compliance . . . 393--404
Huixia Judy Wang and
Leonard A. Stefanski and
Zhongyi Zhu Corrected-loss estimation for quantile
regression with covariate measurement
errors . . . . . . . . . . . . . . . . . 405--421
Ying Wei and
Yanyuan Ma and
Raymond J. Carroll Multiple imputation in quantile
regression . . . . . . . . . . . . . . . 423--438
Andrea Rotnitzky and
Quanhong Lei and
Mariela Sued and
James M. Robins Improved double-robust estimation in
missing data and causal inference models 439--456
D. Pfeffermann and
S. Correa Empirical bootstrap bias correction and
estimation of prediction mean square
error in small area estimation . . . . . 457--472
Chun Li and
Bryan E. Shepherd A new residual for ordinal outcomes . . 473--480
J. E. Griffin and
P. J. Brown Structuring shrinkage: some correlated
priors for regression . . . . . . . . . 481--487
T. Schweder and
D. Sadykova Information dynamics and optimal
sampling in capture-recapture . . . . . 488--493
D. Magirr and
T. Jaki and
J. Whitehead A generalized Dunnett test for multi-arm
multi-stage clinical studies with
treatment selection . . . . . . . . . . 494--501
Tyler J. Vanderweele Inference for additive interaction under
exposure misclassification . . . . . . . 502--508
Gauri Sankar Datta and
J. N. K. Rao and
David Daniel Smith Amendments and Corrections: ``On
Measuring the Variability of Small Area
Estimators under a Basic Area Level
Model'' [MR2158619] . . . . . . . . . . 509--509
Omiros Papaspiliopoulos and
Yvo Pokern and
Gareth O. Roberts and
Andrew M. Stuart Nonparametric estimation of diffusions:
a differential equations approach . . . 511--531
Nicolas Verzelen and
Wenwen Tao and
Hans-Georg Müller Inferring stochastic dynamics from
functional data . . . . . . . . . . . . 533--550
Sungkyu Jung and
Ian L. Dryden and
J. S. Marron Analysis of principal nested spheres . . 551--568
Hung Hung and
Peishien Wu and
Iping Tu and
Suyun Huang On multilinear principal component
analysis of order-two tensors . . . . . 569--583
Karim Oualkacha and
Louis-Paul Rivest On the estimation of an average rigid
body motion . . . . . . . . . . . . . . 585--598
Marco Carone and
Masoud Asgharian and
Mei-Cheng Wang Nonparametric incidence estimation from
prevalent cohort survival data . . . . . 599--613
Li Chen and
D. Y. Lin and
Donglin Zeng Predictive accuracy of covariates for
event times . . . . . . . . . . . . . . 615--630
Ming Zhou and
Jae Kwang Kim An efficient method of estimation for
longitudinal surveys with monotone
missing data . . . . . . . . . . . . . . 631--648
Jing Xu and
Gilbert Mackenzie Modelling covariance structure in
bivariate marginal models for
longitudinal data . . . . . . . . . . . 649--662
S. Favaro and
A. Lijoi and
I. Prünster On the stick-breaking representation of
normalized inverse Gaussian priors . . . 663--674
Thomas J. DiCiccio and
Todd A. Kuffner and
G. Alastair Young Objective Bayes, conditional inference
and the signed root likelihood ratio
statistic . . . . . . . . . . . . . . . 675--686
Zhihua Su and
R. Dennis Cook Inner envelopes: efficient estimation in
multivariate linear regression . . . . . 687--702
Chenlei Leng and
Cheng Yong Tang Penalized empirical likelihood and
growing dimensional general estimating
equations . . . . . . . . . . . . . . . 703--716
W. Lu and
Y. Goldberg and
J. P. Fine On the robustness of the adaptive lasso
to model misspecification . . . . . . . 717--731
Adam J. Rothman Positive definite estimators of large
covariance matrices . . . . . . . . . . 733--740
D. R. Cox and
Christiana Kartsonaki The fitting of complex parametric models 741--747
C. Devon Lin Designs of variable resolution . . . . . 748--754
Fei Wang and
Lu Wang and
Peter X.-K. Song Quadratic inference function approach to
merging longitudinal studies: validation
and joint estimation . . . . . . . . . . 755--762
P. R. Rosenbaum Testing one hypothesis twice in
observational studies . . . . . . . . . 763--774
J. Yang and
K. Miescke and
P. Mccullagh Classification based on a permanental
process with cyclic approximation . . . 775--786
Paul H. Garthwaite and
Frank Critchley and
Karim Anaya-Izquierdo and
Emmanuel Mubwandarikwa Orthogonalization of vectors with
minimal adjustment . . . . . . . . . . . 787--798
Peter Hall and
Tapabrata Maiti Choosing trajectory and data type when
classifying functional data . . . . . . 799--811
David Kraus and
Victor M. Panaretos Dispersion operators and resistant
second-order functional data analysis 813--832
John T. Kent and
Kanti V. Mardia A geometric approach to projective shape
and the cross ratio . . . . . . . . . . 833--849
Hanwen Huang and
Yufeng Liu and
J. S. Marron Bidirectional discrimination with
application to data visualization . . . 851--864
Hung Hung A two-stage dimension-reduction method
for transformed responses and its
applications . . . . . . . . . . . . . . 865--877
Tingni Sun and
Cun-Hui Zhang Scaled sparse linear regression . . . . 879--898
Xiaotong Shen and
Hsin-Cheng Huang and
Wei Pan Simultaneous supervised clustering and
feature selection over a graph . . . . . 899--914
Binyan Jiang and
Wei-Liem Loh On the sparsity of signals in a random
sample . . . . . . . . . . . . . . . . . 915--928
James Y. Dai and
Charles Kooperberg and
Michael Leblanc and
Ross L. Prentice Two-stage testing procedures with
independent filtering for genome-wide
gene-environment interaction . . . . . . 929--944
F. J. Breidt and
G. Chauvet Penalized balanced sampling . . . . . . 945--958
Ronald W. Butler and
Douglas A. Bronson Bootstrap confidence bands for sojourn
distributions in multistate semi-Markov
models with right censoring . . . . . . 959--972
Hui Jiang and
Julia Salzman Statistical properties of an early
stopping rule for resampling-based
multiple testing . . . . . . . . . . . . 973--980
Merlise A. Clyde and
Joyee Ghosh Finite population estimators in
stochastic search variable selection . . 981--988
P. G. M. Forbes Compatible weighted proper scoring rules 989--994
Kwun Chuen Gary Chan and
Ying Qing Chen and
Chong-Zhi Di Proportional mean residual life model
for right-censored length-biased data 995--1000
Cheng Yong Tang and
Yongsong Qin An efficient empirical likelihood
approach for estimating equations with
missing data . . . . . . . . . . . . . . 1001--1007
A. C. Davison Editorial . . . . . . . . . . . . . . . 1--1
John Aldrich Karl Pearson's \booktitleBiometrika:
1901--36 . . . . . . . . . . . . . . . . 3--15
D. M. Titterington \booktitleBiometrika highlights from
volume 28 onwards . . . . . . . . . . . 17--73
Anjishnu Banerjee and
David B. Dunson and
Surya T. Tokdar Efficient Gaussian process regression
for large datasets . . . . . . . . . . . 75--89
Peter J. Green and
Alun Thomas Sampling decomposable graphs using a
Markov chain on junction trees . . . . . 91--110
C. Dombry and
F. Éyi-Minko and
M. Ribatet Conditional simulation of max-stable
processes . . . . . . . . . . . . . . . 111--124
Jeremy T. Gaskins and
Michael J. Daniels A nonparametric prior for simultaneous
covariance estimation . . . . . . . . . 125--138
T. Tony Cai and
Hongzhe Li and
Weidong Liu and
Jichun Xie Covariate-adjusted precision matrix
estimation with an application in
genetical genomics . . . . . . . . . . . 139--156
X. Jessie Jeng and
T. Tony Cai and
Hongzhe Li Simultaneous discovery of rare and
common segment variants . . . . . . . . 157--172
Chenxi Li and
Jason P. Fine Smoothed nonparametric estimation for
current status competing risks data . . 173--187
W. R. Bell and
G. S. Datta and
M. Ghosh Benchmarking small area estimators . . . 189--202
Seonjin Kim and
Zhibiao Zhao Unified inference for sparse and dense
longitudinal models . . . . . . . . . . 203--212
William Kleiber and
Marc G. Genton Spatially varying cross-correlation
coefficients in the presence of nugget
effects . . . . . . . . . . . . . . . . 213--220
Simon N. Wood On $p$-values for smooth components of
an extended generalized additive model 221--228
Qing Mai and
Hui Zou The Kolmogorov filter for variable
screening in high-dimensional binary
classification . . . . . . . . . . . . . 229--234
Peter M. Aronow and
Donald K. K. Lee Interval estimation of population means
under unknown but bounded probabilities
of sample selection . . . . . . . . . . 235--240
Elizabeth L. Ogburn and
Tyler J. Vanderweele Bias attenuation results for
nondifferentially mismeasured ordinal
and coarsened confounders . . . . . . . 241--248
Shengli Zhao and
Pengfei Li and
Rohana Karunamuni Blocked two-level regular factorial
designs with weak minimum aberration . . 249--253
Yuanzhen He and
Boxin Tang Strong orthogonal arrays and associated
Latin hypercubes for computer
experiments . . . . . . . . . . . . . . 254--260
Axel Gandy and
F. Din-Houn Lau Non-restarting cumulative sum charts and
control of the false discovery rate . . 261--268
Kwun Chuen Gary Chan Nuisance parameter elimination for
proportional likelihood ratio models
with nonignorable missingness and random
truncation . . . . . . . . . . . . . . . 269--276
S. L. Rathbun Optimal estimation of Poisson intensity
with partially observed covariates . . . 277--281
Yoav Benjamini and
Vered Madar and
Philip B. Stark Simultaneous confidence intervals
uniformly more likely to determine signs 283--300
Xiaolong Luo and
Guang Chen and
S. Peter Ouyang and
Bruce W. Turnbull A multiple comparison procedure for
hypotheses with gatekeeping structure 301--317
Yi-Hau Chen and
Nilanjan Chatterjee and
Raymond J. Carroll Using shared genetic controls in studies
of gene-environment interactions . . . . 319--338
Qingxia Chen and
Donglin Zeng and
Joseph G. Ibrahim and
Mouna Akacha and
Heinz Schmidli Estimating time-varying effects for
overdispersed recurrent events data with
treatment switching . . . . . . . . . . 339--354
Felix Abramovich and
Vadim Grinshtein Estimation of a sparse group of sparse
vectors . . . . . . . . . . . . . . . . 355--370
Yanyuan Ma and
Liping Zhu Efficiency loss and the linearity
condition in dimension reduction . . . . 371--383
Jae Kwang Kim and
C. J. Skinner Weighting in survey analysis under
informative sampling . . . . . . . . . . 385--398
Z. Tan Simple design-efficient calibration
estimators for rejective and
high-entropy sampling . . . . . . . . . 399--415
Peisong Han and
Lu Wang Estimation with missing data: beyond
double robustness . . . . . . . . . . . 417--430
Peter Hall and
Yingcun Xia and
Jing-Hao Xue Simple tiered classifiers . . . . . . . 431--445
Robert T. Krafty and
William O. Collinge Penalized multivariate Whittle
likelihood for power spectrum estimation 447--458
N. G. Polson and
J. G. Scott Data augmentation for non-Gaussian
regression models using variance-mean
mixtures . . . . . . . . . . . . . . . . 459--471
C. G. Kaufman and
B. A. Shaby The role of the range parameter for
estimation and prediction in
geostatistics . . . . . . . . . . . . . 473--484
A. Roverato and
M. Lupparelli and
L. La Rocca Log-mean linear models for binary data 485--494
Hongyuan Cao and
Wenguang Sun and
Michael R. Kosorok The optimal power puzzle: scrutiny of
the monotone likelihood ratio assumption
in multiple testing . . . . . . . . . . 495--502
Ruth Heller and
Yair Heller and
Malka Gorfine A consistent multivariate test of
association based on ranks of distances 503--510
R. Huser and
A. C. Davison Composite likelihood estimation for the
Brown-Resnick process . . . . . . . . . 511--518
Ting Yan and
Jinfeng Xu A central limit theorem in the $ \beta
$-model for undirected random graphs
with a diverging number of vertices . . 519--524
Yuanyuan Lin and
Kani Chen Efficient estimation of the censored
linear regression model . . . . . . . . 525--530
James R. Schott On the likelihood ratio test for
envelope models in multivariate linear
regression . . . . . . . . . . . . . . . 531--537
Miguel A. Martinez-Beneito A general modelling framework for
multivariate disease mapping . . . . . . 539--553
J.-F. Beaumont and
D. Haziza and
A. Ruiz-Gazen A unified approach to robust estimation
in finite population sampling . . . . . 555--569
R. Arnold and
P. E. Jupp Statistics of orthogonal axial frames 571--586
C. Y. Robert Automatic declustering of rare events 587--606
Hans-Georg Müller and
Yichao Wu and
Fang Yao Continuously additive models for
nonlinear functional regression . . . . 607--622
Weining Shen and
Surya T. Tokdar and
Subhashis Ghosal Adaptive Bayesian multivariate density
estimation with Dirichlet mixtures . . . 623--640
Zhou Yu and
Liping Zhu and
Heng Peng and
Lixing Zhu Dimension reduction and predictor
selection in semiparametric models . . . 641--654
Yang Ning and
Han Liu High-dimensional semiparametric
bigraphical models . . . . . . . . . . . 655--670
Daniel F. McCaffrey and
J. R. Lockwood and
Claude M. Setodji Inverse probability weighting with
error-prone covariates . . . . . . . . . 671--680
Baqun Zhang and
Anastasios A. Tsiatis and
Eric B. Laber and
Marie Davidian Robust estimation of optimal dynamic
treatment regimes for sequential
treatment decisions . . . . . . . . . . 681--694
S. Kim and
J. Cai and
W. Lu More efficient estimators for
case-cohort studies . . . . . . . . . . 695--708
Feng-Chang Lin and
Young K. Truong and
Jason P. Fine Robust analysis of semiparametric
renewal process models . . . . . . . . . 709--726
Feng-Chang Lin and
Jianwen Cai and
Jason P. Fine and
Huichuan J. Lai Nonparametric estimation of the mean
function for recurrent event data with
missing event category . . . . . . . . . 727--740
Bo Liu and
Wenbin Lu and
Jiajia Zhang Kernel smoothed profile likelihood
estimation in the accelerated failure
time frailty model for clustered
survival data . . . . . . . . . . . . . 741--755
Menggang Yu Adjusted regression estimation for
time-to-event data with differential
measurement error . . . . . . . . . . . 757--763
Kwun Chuen Gary Chan Survival analysis without survival data:
connecting length-biased and
case-control data . . . . . . . . . . . 764--770
P. G. Bissiri and
A. Ongaro and
S. G. Walker Species sampling models: consistency for
the number of species . . . . . . . . . 771--777
O. Davidov and
G. Iliopoulos Convergence of Luo and Tsai's iterative
algorithm for estimation in proportional
likelihood ratio models . . . . . . . . 778--780
Anonymous Contents of Volume 100 . . . . . . . . . i--vi
Anonymous Acknowledgements . . . . . . . . . . . . vii--ix
M. Frei and
H. R. Künsch Bridging the ensemble Kalman and
particle filters . . . . . . . . . . . . 781--800
Antonio Canale and
David B. Dunson Nonparametric Bayes modelling of count
processes . . . . . . . . . . . . . . . 801--816
Nathan M. Stein and
Xiao-Li Meng Practical perfect sampling using
composite bounding chains: the
Dirichlet-multinomial model . . . . . . 817--830
Thomas Lumley and
Alastair J. Scott Two-sample rank tests under complex
sampling . . . . . . . . . . . . . . . . 831--842
V. Dongmo Jiongo and
D. Haziza and
P. Duchesne Controlling the bias of robust
small-area estimators . . . . . . . . . 843--858
Xiaoxi Liu and
Donglin Zeng Variable selection in semiparametric
transformation models for right-censored
data . . . . . . . . . . . . . . . . . . 859--876
Chiung-Yu Huang and
Jing Qin Semiparametric estimation for the
additive hazards model with
left-truncated and right-censored data 877--888
Xiaogang Duan and
Xiao-Hua Zhou Composite quantile regression for the
receiver operating characteristic curve 889--900
Kun Chen and
Hongbo Dong and
Kung-Sik Chan Reduced rank regression via adaptive
nuclear norm penalization . . . . . . . 901--920
P. Fryzlewicz High-dimensional volatility matrix
estimation via wavelets and thresholding 921--938
R. Dennis Cook and
Zhihua Su Scaled envelopes: scale-invariant and
efficient estimation in multivariate
linear regression . . . . . . . . . . . 939--954
Xiao Wang and
Pang Du and
Jinglai Shen Smoothing splines with varying smoothing
parameter . . . . . . . . . . . . . . . 955--970
A. Kume and
S. P. Preston and
Andrew T. A. Wood Saddlepoint approximations for the
normalizing constant of Fisher-Bingham
distributions on products of spheres and
Stiefel manifolds . . . . . . . . . . . 971--984
D. Magirr and
T. Jaki and
M. Posch and
F. Klinglmueller Simultaneous confidence intervals that
are compatible with closed testing in
adaptive designs . . . . . . . . . . . . 985--996
Qiong Zhang and
Peter Z. G. Qian Designs for crossvalidating
approximation models . . . . . . . . . . 997--1004
Simon N. Wood A simple test for random effects in
regression models . . . . . . . . . . . 1005--1010
A. Armagan and
D. B. Dunson and
J. Lee and
W. U. Bajwa and
N. Strawn Posterior consistency in linear models
under shrinkage priors . . . . . . . . . 1011--1018
Edward Susko Likelihood ratio tests with boundary
constraints using data-dependent degrees
of freedom . . . . . . . . . . . . . . . 1019--1023
Z. Tan Amendments and Corrections: ``Simple
design-efficient calibration estimators
for rejective and high-entropy
sampling'' [corrections to MR3068442] 1024--1024
D. M. Titterington Amendments and Corrections:
``\booktitleBiometrika highlights from
volume 28 onwards'' [corrections to
MR3034324] . . . . . . . . . . . . . . . 1024--1024
Jennifer L. Wadsworth and
Jonathan A. Tawn Efficient inference for spatial extreme
value processes associated to
log-Gaussian random functions . . . . . 1--15
Grant B. Weller and
Daniel Cooley A sum characterization of hidden regular
variation with likelihood inference via
expectation-maximization . . . . . . . . 17--36
Maarten Jansen Information criteria for variable
selection under sparsity . . . . . . . . 37--55
Yingying Fan and
Jinchi Lv Asymptotic properties for combined $ L_1
$ and concave regularization . . . . . . 57--70
Shifeng Xiong Better subset regression . . . . . . . . 71--84
Arend Voorman and
Ali Shojaie and
Daniela Witten Graph estimation with joint additive
models . . . . . . . . . . . . . . . . . 85--101
Teng Zhang and
Hui Zou Sparse precision matrix estimation via
lasso penalized $D$-trace loss . . . . . 103--120
Michael Vogt and
Oliver Linton Nonparametric estimation of a periodic
sequence in the presence of a smooth
trend . . . . . . . . . . . . . . . . . 121--140
Andrea Kraus and
Victor M. Panaretos Frequentist estimation of an epidemic's
spreading potential when observations
are scarce . . . . . . . . . . . . . . . 141--154
Jingchen Liu and
Andrew Gelman and
Jennifer Hill and
Yu-Sung Su and
Jonathan Kropko On the stationary distribution of
iterative imputations . . . . . . . . . 155--173
A. Skrondal and
S. Rabe-Hesketh Protective estimation of mixed-effects
logistic regression when data are not
missing at random . . . . . . . . . . . 175--188
Simon P. J. Byrne and
A. Philip Dawid Retrospective-prospective symmetry in
the likelihood and Bayesian analysis of
case-control studies . . . . . . . . . . 189--204
Xinyu Zhang and
Guohua Zou and
Hua Liang Model averaging and weight choice in
linear mixed-effects models . . . . . . 205--218
J. Peters and
P. Bühlmann Identifiability of Gaussian structural
equation models with equal error
variances . . . . . . . . . . . . . . . 219--228
Changliang Zou and
Liuhua Peng and
Long Feng and
Zhaojun Wang Multivariate sign-based high-dimensional
tests for sphericity . . . . . . . . . . 229--236
S. Vansteelandt and
T. Martinussen and
E. J. Tchetgen Tchetgen On adjustment for auxiliary covariates
in additive hazard models for the
analysis of randomized experiments . . . 237--244
C. Heinrich The mode functional is not elicitable 245--251
T. C. O. Fonseca and
M. A. R. Ferreira and
H. S. Migon `Objective Bayesian analysis for the
Student-$t$ regression model' . . . . . 252--252
Sihai Dave Zhao and
T. Tony Cai and
Hongzhe Li Direct estimation of differential
networks . . . . . . . . . . . . . . . . 253--268
Lee H. Dicker Variance estimation in high-dimensional
linear models . . . . . . . . . . . . . 269--284
S. Petrone and
J. Rousseau and
C. Scricciolo Bayes and empirical Bayes: do they
merge? . . . . . . . . . . . . . . . . . 285--302
Lizhen Lin and
David B. Dunson Bayesian monotone regression using
Gaussian process projection . . . . . . 303--317
Jiajie Chen and
Peter Z. G. Qian Latin hypercube designs with controlled
correlations and multi-dimensional
stratification . . . . . . . . . . . . . 319--332
Yu Tang and
Hongquan Xu Permuting regular fractional factorial
designs for screening quantitative
factors . . . . . . . . . . . . . . . . 333--350
Arman Sabbaghi and
Tirthankar Dasgupta and
C. F. Jeff Wu Indicator functions and the algebra of
the linear-quadratic parameterization 351--363
Hsin-Ping Wu and
John Stufken Locally $ \phi_p$-optimal designs for
generalized linear models with a
single-variable quadratic polynomial
predictor . . . . . . . . . . . . . . . 365--375
Adrian Baddeley and
Jean-François Coeurjolly and
Ege Rubak and
Rasmus Waagepetersen Logistic regression for spatial Gibbs
point processes . . . . . . . . . . . . 377--392
C. Deng and
R. P. Waagepetersen and
Y. Guan A combined estimating function approach
for fitting stationary point process
models . . . . . . . . . . . . . . . . . 393--408
Davide Pigoli and
John A. D. Aston and
Ian L. Dryden and
Piercesare Secchi Distances and inference for covariance
operators . . . . . . . . . . . . . . . 409--422
Manabu Kuroki and
Judea Pearl Measurement bias and effect restoration
in causal inference . . . . . . . . . . 423--437
Jae Kwang Kim and
Jongho Im Propensity score adjustment with several
follow-ups . . . . . . . . . . . . . . . 439--448
D. Zhan and
J. D. Hart Testing equality of a large number of
densities . . . . . . . . . . . . . . . 449--464
Yijian Huang Bootstrap for the case-cohort design . . 465--476
Baiguo An and
Jianhua Guo and
Yufeng Liu Hypothesis testing for band size
detection of high-dimensional banded
precision matrices . . . . . . . . . . . 477--483
Seunggeun Lee and
Fei Zou and
Fred A. Wright Convergence of sample eigenvalues,
eigenvectors, and principal component
scores for ultra-high dimensional data 484--490
M. Soleymani and
S. M. S. Lee Sequential combination of weighted and
nonparametric bagging for classification 491--498
G. P. Nason Multiscale variance stabilization via
maximum likelihood . . . . . . . . . . . 499--504
R. L. Prentice Self-consistent nonparametric maximum
likelihood estimator of the bivariate
survivor function . . . . . . . . . . . 505--518
Hong Zhu and
Mei-Cheng Wang Nonparametric inference on bivariate
survival data with interval sampling:
association estimation and testing . . . 519--533
C. Chauvel and
J. O'Quigley Tests for comparing estimated survival
functions . . . . . . . . . . . . . . . 535--552
Mei-Cheng Wang and
Chiung-Yu Huang Statistical inference methods for
recurrent event processes with shape and
size parameters . . . . . . . . . . . . 553--566
A. Delaigle and
P. Hall and
J. R. Wishart New approaches to nonparametric and
semiparametric regression for univariate
and multivariate group testing data . . 567--585
D. Wang and
C. S. McMahan and
C. M. Gallagher and
K. B. Kulasekera Semiparametric group testing regression
models . . . . . . . . . . . . . . . . . 587--598
Xiaoyu Jia and
Shing M. Lee and
Ying Kuen Cheung Characterization of the likelihood
continual reassessment method . . . . . 599--612
Zonghui Hu and
Dean A. Follmann and
Naisyin Wang Estimation of mean response via the
effective balancing score . . . . . . . 613--624
Chong Zhang and
Yufeng Liu Multicategory angle-based large-margin
classification . . . . . . . . . . . . . 625--640
S. Kundu and
D. B. Dunson Latent factor models for density
estimation . . . . . . . . . . . . . . . 641--654
Anthony Lee and
Krzysztof \Latuszy\'nski Variance bounding and geometric
ergodicity of Markov chain Monte Carlo
kernels for approximate Bayesian
computation . . . . . . . . . . . . . . 655--671
Andrew F. Magyar and
David E. Tyler The asymptotic inadmissibility of the
spatial sign covariance matrix for
elliptically symmetric distributions . . 673--688
Jiancheng Jiang Multivariate functional-coefficient
regression models for nonlinear vector
time series data . . . . . . . . . . . . 689--702
Min Tsao and
Fan Wu Extended empirical likelihood for
estimating equations . . . . . . . . . . 703--710
A. Vexler and
G. Tao and
A. D. Hutson Posterior expectation based on empirical
likelihoods . . . . . . . . . . . . . . 711--718
Micha Mandel and
Yosef Rinott Estimation from cross-sectional samples
under bias and dependence . . . . . . . 719--725
John J. Hanfelt and
Lijia Wang Simple relaxed conditional likelihood 726--732
A. Boisbunon and
Y. Maruyama Inadmissibility of the best equivariant
predictive density in the unknown
variance case . . . . . . . . . . . . . 733--740
S. D. Georgiou and
S. Stylianou and
K. Drosou and
C. Koukouvinos Construction of orthogonal and nearly
orthogonal designs for computer
experiments . . . . . . . . . . . . . . 741--747
Shurong Zheng and
Dandan Jiang and
Zhidong Bai and
Xuming He Inference on multiple correlation
coefficients with moderately high
dimensional data . . . . . . . . . . . . 748--754
Jing Lei Classification with confidence . . . . . 755--769
S. Kaufman and
S. Rosset When does more regularization imply
fewer degrees of freedom? Sufficient
conditions and counterexamples . . . . . 771--784
Wei Lin and
Pixu Shi and
Rui Feng and
Hongzhe Li Variable selection in regression with
compositional covariates . . . . . . . . 785--797
Rui Song and
Wenbin Lu and
Shuangge Ma and
X. Jessie Jeng Censored rank independence screening for
high-dimensional survival data . . . . . 799--814
T. Wang and
X. Guo and
L. Zhu and
P. Xu Transformed sufficient dimension
reduction . . . . . . . . . . . . . . . 815--829
Eric B. Laber and
Kristin A. Linn and
Leonard A. Stefanski Interactive model building for
$Q$-learning . . . . . . . . . . . . . . 831--847
E. J. Tchetgen Tchetgen and
I. Shpitser Estimation of a semiparametric natural
direct effect model incorporating
baseline covariates . . . . . . . . . . 849--864
D. Vogel and
D. E. Tyler Robust estimators for nondecomposable
elliptical graphical models . . . . . . 865--882
Daniele Durante and
David B. Dunson Nonparametric Bayes dynamic modelling of
relational data . . . . . . . . . . . . 883--898
Jiangtao Gou and
Ajit C. Tamhane and
Dong Xi and
Dror Rom A class of improved hybrid
Hochberg--Hommel type step-up multiple
test procedures . . . . . . . . . . . . 899--911
Munmun Biswas and
Minerva Mukhopadhyay and
Anil K. Ghosh A distribution-free two-sample run test
applicable to high-dimensional data . . 913--926
A. Sen and
B. Sen Testing independence and goodness-of-fit
in linear models . . . . . . . . . . . . 927--942
R. E. L. Aldred and
R. A. Bailey and
Brendan D. Mckay and
Ian M. Wanless Circular designs balanced for neighbours
at distances one and two . . . . . . . . 943--956
Rahul Mukerjee and
Fasheng Sun and
Boxin Tang Nearly orthogonal arrays mappable into
fully orthogonal arrays . . . . . . . . 957--963
Ian J. Barnett and
Xihong Lin Analytical $p$-value calculation for the
higher criticism test in finite-$d$
problems . . . . . . . . . . . . . . . . 964--970
Peng Ding and
Tyler J. Vanderweele Generalized Cornfield conditions for the
risk difference . . . . . . . . . . . . 971--977
James R. Schott Tests for Kronecker envelope models in
multilinear principal components
analysis . . . . . . . . . . . . . . . . 978--984
Jing Qin and
Dean A. Follmann Semiparametric maximum likelihood
inference by using failed contact
attempts to adjust for nonignorable
nonresponse . . . . . . . . . . . . . . 985--991
Yuzo Maruyama and
William E. Strawderman Robust Bayesian variable selection in
linear models with spherically symmetric
errors . . . . . . . . . . . . . . . . . 992--998
S. Hidaka General type-token distribution . . . . 999--1002
Changyong Feng and
Hongyue Wang and
Tian Chen and
Xin M. Tu On exact forms of Taylor's theorem for
vector-valued functions . . . . . . . . 1003--1003
Anonymous Contents of Volume 101 . . . . . . . . . i--vi
Anonymous Acknowledgements . . . . . . . . . . . . vii--ix
Daniel Gervini Warped functional regression . . . . . . 1--14
Xiaoke Zhang and
Jane-Ling Wang Varying-coefficient additive models for
functional data . . . . . . . . . . . . 15--32
Peirong Xu and
Ji Zhu and
Lixing Zhu and
Yi Li Covariance-enhanced discriminant
analysis . . . . . . . . . . . . . . . . 33--45
Shizhe Chen and
Daniela M. Witten and
Ali Shojaie Selection and estimation for mixed
graphical models . . . . . . . . . . . . 47--64
Yuanshan Wu and
Guosheng Yin Conditional quantile screening in
ultrahigh-dimensional heterogeneous data 65--76
A. Belloni and
V. Chernozhukov and
K. Kato Uniform post-selection inference for
least absolute deviation regression and
other $Z$-estimation problems . . . . . 77--94
Qin Wang and
Xiangrong Yin and
Frank Critchley Dimension reduction based on the
Hellinger integral . . . . . . . . . . . 95--106
J. Shao and
J. Zhang A transformation approach in linear
mixed-effects models with informative
missing responses . . . . . . . . . . . 107--119
Xiaodong Luo and
Wei Yann Tsai Moment-type estimators for the
proportional likelihood ratio model with
longitudinal data . . . . . . . . . . . 121--134
Y. K. Tseng and
Y. R. Su and
M. Mao and
J. L. Wang An extended hazard model with
longitudinal covariates . . . . . . . . 135--150
Y. Q. Zhao and
D. Zeng and
E. B. Laber and
R. Song and
M. Yuan and
M. R. Kosorok Doubly robust learning for estimating
individualized treatment with censored
data . . . . . . . . . . . . . . . . . . 151--168
Jing Qin and
Han Zhang and
Pengfei Li and
Demetrius Albanes and
Kai Yu Using covariate-specific disease
prevalence information to increase the
power of case-control studies . . . . . 169--180
Shogo Kato and
M. C. Jones A tractable and interpretable
four-parameter family of unimodal
distributions on the circle . . . . . . 181--190
Michael Rosenblum Adaptive randomized trial designs that
cannot be dominated by any standard
design at the same total sample size . . 191--202
Jinyuan Chang and
Peter Hall Double-bootstrap methods that use a
single double-bootstrap simulation . . . 203--214
Marc G. Genton and
Simone A. Padoan and
Huiyan Sang Multivariate max-stable spatial
processes . . . . . . . . . . . . . . . 215--230
Harry Crane Generalized Ewens--Pitman model for
Bayesian clustering . . . . . . . . . . 231--238
Anirvan Chakraborty and
Probal Chaudhuri A Wilcoxon--Mann--Whitney-type test for
infinite-dimensional data . . . . . . . 239--246
Yin Xia and
Tianxi Cai and
T. Tony Cai Testing differential networks with
applications to the detection of
gene-gene interactions . . . . . . . . . 247--266
Wenguang Sun and
Zhi Wei Hierarchical recognition of sparse
patterns in large-scale simultaneous
inference . . . . . . . . . . . . . . . 267--280
D. Zeng and
D. Y. Lin On random-effects meta-analysis . . . . 281--294
A. Doucet and
M. K. Pitt and
G. Deligiannidis and
R. Kohn Efficient implementation of Markov chain
Monte Carlo when using an unbiased
likelihood estimator . . . . . . . . . . 295--313
Y. Yu and
T. Wang and
R. J. Samworth A useful variant of the Davis--Kahan
theorem for statisticians . . . . . . . 315--323
F. Blasques and
S. J. Koopman and
A. Lucas Information-theoretic optimality of
observation-driven time series models
for continuous responses . . . . . . . . 325--343
Jing Ning and
Yong Chen and
Chunyan Cai and
Xuelin Huang and
Mei-Cheng Wang On the dependence structure of bivariate
recurrent event processes: inference and
estimation . . . . . . . . . . . . . . . 345--358
Shogo Kato and
Arthur Pewsey A Möbius transformation-induced
distribution on the torus . . . . . . . 359--370
V. Roshan Joseph and
Evren Gul and
Shan Ba Maximum projection designs for computer
experiments . . . . . . . . . . . . . . 371--380
Yichao Wu and
Leonard A. Stefanski Automatic structure recovery for
additive models . . . . . . . . . . . . 381--395
Zhiming Xia and
Peihua Qiu Jump information criterion for
statistical inference in estimating
discontinuous curves . . . . . . . . . . 397--408
Yanyuan Ma and
Xinyu Zhang A validated information criterion to
determine the structural dimension in
dimension reduction models . . . . . . . 409--420
F. Yao and
E. Lei and
Y. Wu Effective dimension reduction for sparse
functional data . . . . . . . . . . . . 421--437
R. Dennis Cook and
Liliana Forzani and
Xin Zhang Envelopes and reduced-rank regression 439--456
A. Mukherjee and
K. Chen and
N. Wang and
J. Zhu On the degrees of freedom of
reduced-rank estimators in multivariate
regression . . . . . . . . . . . . . . . 457--477
Lucas Janson and
William Fithian and
Trevor J. Hastie Effective degrees of freedom: a flawed
metaphor . . . . . . . . . . . . . . . . 479--485
William Fithian and
Stefan Wager Semiparametric exponential families for
heavy-tailed data . . . . . . . . . . . 486--493
A. C. Atkinson Optimum designs for two treatments with
unequal variances in the presence of
covariates . . . . . . . . . . . . . . . 494--499
E. B. Laber and
Y. Q. Zhao Tree-based methods for individualized
treatment regimes . . . . . . . . . . . 501--514
Yuanjia Wang and
Baosheng Liang and
Xingwei Tong and
Karen Marder and
Susan Bressman and
Avi Orr-Urtreger and
Nir Giladi and
Donglin Zeng Efficient estimation of nonparametric
genetic risk function with censored data 515--532
P. Danaher and
D. Paul and
P. Wang Covariance-based analyses of biological
pathways . . . . . . . . . . . . . . . . 533--544
Xin Chen and
R. Dennis Cook and
Changliang Zou Diagnostic studies in sufficient
dimension reduction . . . . . . . . . . 545--558
Takafumi Kanamori and
Hironori Fujisawa Robust estimation under heavy
contamination using unnormalized models 559--572
Klaus Nordhausen and
David E. Tyler A cautionary note on robust covariance
plug-in methods . . . . . . . . . . . . 573--588
Kwangil Ro and
Changliang Zou and
Zhaojun Wang and
Guosheng Yin Outlier detection for high-dimensional
data . . . . . . . . . . . . . . . . . . 589--599
Sebastian Kurtek and
Karthik Bharath Bayesian sensitivity analysis with the
Fisher--Rao metric . . . . . . . . . . . 601--616
J. G. Scott and
T. S. Shively and
S. G. Walker Nonparametric Bayesian testing for
monotonicity . . . . . . . . . . . . . . 617--630
Ping Ma and
Jianhua Z. Huang and
Nan Zhang Efficient computation of smoothing
splines via adaptive basis sampling . . 631--645
M. Ghosh and
T. Kubokawa and
Y. Kawakubo Benchmarked empirical Bayes methods in
multiplicative area-level models with
risk evaluation . . . . . . . . . . . . 647--659
Simone Giannerini and
Esfandiar Maasoumi and
Estela Bee Dagum Entropy testing for nonlinear serial
dependence in time series . . . . . . . 661--675
T. W. Waite and
D. C. Woods Designs for generalized linear models
with random block effects via
information matrix approximations . . . 677--693
Holger Rootzén and
Dmitrii Zholud Efficient estimation of the number of
false positives in high-throughput
screening . . . . . . . . . . . . . . . 695--704
Jennifer L. Wadsworth On the occurrence times of componentwise
maxima and bias in likelihood inference
for multivariate max-stable
distributions . . . . . . . . . . . . . 705--711
D. R. Cox Big data and precision . . . . . . . . . 712--716
Guodong Li and
Bo Guan and
Wai Keung Li and
Philip L. H. Yu Hysteretic autoregressive time series
models . . . . . . . . . . . . . . . . . 717--723
Francis K. C. Hui and
David I. Warton and
Scott D. Foster Order selection in finite mixture
models: complete or observed likelihood
information criteria? . . . . . . . . . 724--730
Ling Ma and
Tao Hu and
Jianguo Sun Sieve maximum likelihood regression
analysis of dependent current status
data . . . . . . . . . . . . . . . . . . 731--738
E. H. Kennedy and
A. Sjölander and
D. S. Small Semiparametric causal inference in
matched cohort studies . . . . . . . . . 739--746
Hua Yun Chen A note on convergence of an iterative
algorithm for semiparametric odds ratio
models . . . . . . . . . . . . . . . . . 747--751
Anonymous Contents of Volume 102 . . . . . . . . . i--vi
Anonymous Acknowledgements . . . . . . . . . . . . vii--ix
Edgar Dobriban and
Kristen Fortney and
Stuart K. Kim and
Art B. Owen Optimal multiple testing under a
Gaussian prior on the effect sizes . . . 753--766
Jesse Y. Hsu and
José R. Zubizarreta and
Dylan S. Small and
Paul R. Rosenbaum Strong control of the familywise error
rate in observational studies that
discover effect modification by
exploratory methods . . . . . . . . . . 767--782
V. Walter and
F. A. Wright and
A. B. Nobel Consistent testing for recurrent genomic
aberrations . . . . . . . . . . . . . . 783--796
Xin Lu and
Brent A. Johnson Direct estimation of the mean outcome on
treatment when treatment assignment and
discontinuation compete . . . . . . . . 797--807
A. Beskos and
J. Dureau and
K. Kalogeropoulos Bayesian inference for partially
observed stochastic differential
equations driven by fractional Brownian
motion . . . . . . . . . . . . . . . . . 809--827
Eric F. Lock and
David B. Dunson Shared kernel Bayesian screening . . . . 829--842
Takeru Matsuda and
Fumiyasu Komaki Singular value shrinkage priors for
Bayesian prediction . . . . . . . . . . 843--854
Emeric Thibaud and
Thomas Opitz Efficient inference and simulation for
elliptical Pareto processes . . . . . . 855--870
A. Delaigle and
P. Hall Nonparametric methods for group testing
data, taking dilution into account . . . 871--887
J. Peyhardi and
C. Trottier and
Y. Guédon A new specification of generalized
linear models for categorical responses 889--906
Hongtu Zhu and
Joseph G. Ibrahim and
Ming-Hui Chen Diagnostic measures for the Cox
regression model with missing covariates 907--923
J. W. Stallings and
J. P. Morgan General weighted optimality of designed
experiments . . . . . . . . . . . . . . 925--935
H. Dette and
K. Kettelhake and
F. Bretz Designing dose-finding studies with an
active control for exponential families 937--950
M. Konstantinou and
H. Dette Locally optimal designs for
errors-in-variables models . . . . . . . 951--958
Yongdao Zhou and
Hongquan Xu Space-filling properties of good lattice
point sets . . . . . . . . . . . . . . . 959--966
Rakhi Singh and
Feng-Shun Chai and
Ashish Das Optimal two-level choice designs for any
number of choice sets . . . . . . . . . 967--973
Hongyuan Cao and
Wei Biao Wu Changepoint estimation: another look at
multiple testing problems . . . . . . . 974--980
L. Camponovo On the validity of the pairs bootstrap
for lasso estimators . . . . . . . . . . 981--987
Andriy Derkach and
Jerald F. Lawless and
Lei Sun Score tests for association under
response-dependent sampling designs for
expensive covariates . . . . . . . . . . 988--994
Fabrizia Mealli and
Donald B. Rubin Clarifying missing at random and related
definitions, and implications when
coupled with exchangeability . . . . . . 995--1000
Bradley Efron Empirical Bayes deconvolution estimates 1--20
Lee H. Dicker and
Sihai D. Zhao High-dimensional classification via
nonparametric empirical Bayes and
maximum likelihood inference . . . . . . 21--34
Tsuyoshi Kunihama and
David B. Dunson Nonparametric Bayes inference on
conditional independence . . . . . . . . 35--47
D. Simpson and
J. B. Illian and
F. Lindgren and
S. H. Sòrbye and
H. Rue Going off grid: computationally
efficient inference for log-Gaussian Cox
processes . . . . . . . . . . . . . . . 49--70
B. Ettinger and
S. Perotto and
L. M. Sangalli Spatial regression models over
two-dimensional manifolds . . . . . . . 71--88
Carlo Berzuini and
A. Philip Dawid Stochastic mechanistic interaction . . . 89--102
Alexander Petersen and
Hans-Georg Müller Fréchet integration and adaptive metric
selection for interpretable covariances
of multivariate functional data . . . . 103--120
Katsiaryna Schwarz and
Tatyana Krivobokova A unified framework for spline
estimators . . . . . . . . . . . . . . . 121--131
Wenceslao González-Manteiga and
María Dolores Martínez-Miranda and
Ingrid Van Keilegom Goodness-of-fit test in parametric mixed
effects models based on estimation of
the error distribution . . . . . . . . . 133--146
Dehan Kong and
Kaijie Xue and
Fang Yao and
Hao H. Zhang Partially functional linear regression
in high dimensions . . . . . . . . . . . 147--159
Shengchun Kong and
Bin Nan Semiparametric approach to regression
with a covariate subject to a detection
limit . . . . . . . . . . . . . . . . . 161--174
Jun Shao and
Lei Wang Semiparametric inverse propensity
weighting for nonignorable missing data 175--187
Kelin Xu and
Wensheng Guo and
Momiao Xiong and
Liping Zhu and
Li Jin An estimating equation approach to
dimension reduction for longitudinal
data . . . . . . . . . . . . . . . . . . 189--203
Simon A. Broda and
Raymond Kan On distributions of ratios . . . . . . . 205--218
Christiana Kartsonaki and
D. R. Cox Some matched comparisons of two
distributions of survival time . . . . . 219--224
N. Lunardon Towards a unification of second-order
theory for likelihood and marginal
composite likelihood . . . . . . . . . . 225--230
R. L. Prentice Higher dimensional Clayton-Oakes models
for multivariate failure time data . . . 231--236
Sanat K. Sarkar and
Yiyong Fu and
Wenge Guo Improving Holm's procedure using
pairwise dependencies . . . . . . . . . 237--243
S. Yang and
J. K. Kim A note on multiple imputation for method
of moments estimation . . . . . . . . . 244--251
Donglin Zeng and
Lu Mao and
D. Y. Lin Maximum likelihood estimation for
semiparametric transformation models
with interval-censored data . . . . . . 253--271
Kwun Chuen Gary Chan and
Jing Qin Nonparametric maximum likelihood
estimation for the multisample Wicksell
corpuscle problem . . . . . . . . . . . 273--286
Yan Zhou and
Peter X.-K. Song Regression analysis of networked data 287--301
Clément Dombry and
Sebastian Engelke and
Marco Oesting Exact simulation of max-stable processes 303--317
Vinayak Rao and
Lizhen Lin and
David B. Dunson Data augmentation for models based on
rejection sampling . . . . . . . . . . . 319--335
S. A. Kharroubi and
T. J. Sweeting Exponential tilting in Bayesian
asymptotics . . . . . . . . . . . . . . 337--349
Marco Singer and
Tatyana Krivobokova and
Axel Munk and
Bert de Groot Partial least squares for dependent data 351--362
Shu-Ching Chang and
Dale L. Zimmerman Skew-normal antedependence models for
skewed longitudinal data . . . . . . . . 363--376
Jeng-Min Chiou and
Hans-Georg Müller A pairwise interaction model for
multivariate functional and longitudinal
data . . . . . . . . . . . . . . . . . . 377--396
E. Olusegun George and
Kyeongmi Cheon and
Yilian Yuan and
Aniko Szabo On exchangeable multinomial
distributions . . . . . . . . . . . . . 397--408
Ting Fung Ma and
Chun Yip Yau A pairwise likelihood-based approach for
changepoint detection in multivariate
time series models . . . . . . . . . . . 409--421
G. Alexandrovich and
H. Holzmann and
A. Leister Nonparametric identification and maximum
likelihood estimation for hidden Markov
models . . . . . . . . . . . . . . . . . 423--434
C. Hennig and
C. Viroli Quantile-based classifiers . . . . . . . 435--446
M. Oguz-Alper and
Y. G. Berger Modelling complex survey data with
population level information: an
empirical likelihood approach . . . . . 447--459
Jae Kwang Kim and
Yongchan Kwon and
Myunghee Cho Paik Calibrated propensity score method for
survey nonresponse in cluster sampling 461--473
Wang Miao and
Eric J. Tchetgen Tchetgen On varieties of doubly robust estimators
under missingness not at random with a
shadow variable . . . . . . . . . . . . 475--482
Peng Ding and
Tyler J. Vanderweele Sharp sensitivity bounds for mediation
under unmeasured mediator-outcome
confounding . . . . . . . . . . . . . . 483--490
Fabrizia Mealli and
Donald B. Rubin [Comment]: `Clarifying missing at random
and related definitions, and
implications when coupled with
exchangeability' . . . . . . . . . . . . 491--491
Paul R. Rosenbaum Retraction Notice . . . . . . . . . . . e1--e1
Yuying Xie and
Yufeng Liu and
William Valdar Joint estimation of multiple dependent
Gaussian graphical models with
applications to mouse genomics . . . . . 493--511
Kuang-Yao Lee and
Bing Li and
Hongyu Zhao On an additive partial correlation
operator and nonparametric estimation of
graphical models . . . . . . . . . . . . 513--530
N. Shiers and
P. Zwiernik and
J. A. D. Aston and
J. Q. Smith The correlation space of Gaussian latent
tree models and model selection without
fitting . . . . . . . . . . . . . . . . 531--545
Ai Ni and
Jianwen Cai and
Donglin Zeng Variable selection for case-cohort
studies with failure time outcome . . . 547--562
Luigi Augugliaro and
Angelo M. Mineo and
Ernst C. Wit A differential-geometric approach to
generalized linear models with grouped
predictors . . . . . . . . . . . . . . . 563--577
Z. Su and
G. Zhu and
X. Chen and
Y. Yang Sparse envelope model: efficient
estimation and response variable
selection in multivariate linear
regression . . . . . . . . . . . . . . . 579--593
Aaron J. Molstad and
Adam J. Rothman Indirect multivariate response linear
regression . . . . . . . . . . . . . . . 595--607
Gongjun Xu and
Lifeng Lin and
Peng Wei and
Wei Pan An adaptive two-sample test for
high-dimensional means . . . . . . . . . 609--624
D. A. S. Fraser and
N. Reid and
N. Sartori Accurate directional inference for
vector parameters . . . . . . . . . . . 625--639
Stephen M. S. Lee and
G. Alastair Young Distribution of likelihood-based
$p$-values under a local alternative
hypothesis . . . . . . . . . . . . . . . 641--652
Bala Rajaratnam and
Dario Vincenzi A theoretical study of Stein's
covariance estimator . . . . . . . . . . 653--666
O. Saarela and
L. R. Belzile and
D. A. Stephens A Bayesian view of doubly robust causal
inference . . . . . . . . . . . . . . . 667--681
Peisong Han Intrinsic efficiency and multiple
robustness in longitudinal studies with
drop-out . . . . . . . . . . . . . . . . 683--700
Christopher Nemeth and
Chris Sherlock and
Paul Fearnhead Particle Metropolis-adjusted Langevin
algorithms . . . . . . . . . . . . . . . 701--717
C. Andrieu On random- and systematic-scan samplers 719--726
E. Paparoditis and
T. Sapatinas Bootstrap-based testing of equality of
mean functions or equality of covariance
operators for functional data . . . . . 727--733
S. Yang and
J. J. Lok A goodness-of-fit test for structural
nested mean models . . . . . . . . . . . 734--741
D. Oakes On the win-ratio statistic in clinical
trials with multiple types of event . . 742--745
D. R. Cox Some pioneers of modern statistical
theory: a personal reflection . . . . . 747--759
Kean Ming Tan and
Yang Ning and
Daniela M. Witten and
Han Liu Replicates in high dimensions, with
applications to latent variable
graphical models . . . . . . . . . . . . 761--777
A. Delaigle and
P. Hall Approximating fragmented functional data
by segments of Markov chains . . . . . . 779--799
L. C. Petito and
N. P. Jewell Misclassified group-tested current
status data . . . . . . . . . . . . . . 801--815
Florence H. Yong and
Lu Tian and
Sheng Yu and
Tianxi Cai and
L. J. Wei Optimal stratification in outcome
prediction using baseline information 817--828
L. Liu and
M. G. Hudgens and
S. Becker-Dreps On inverse probability-weighted
estimators in the presence of
interference . . . . . . . . . . . . . . 829--842
M. Hiabu and
E. Mammen and
M. D. Martínez-Miranda and
J. P. Nielsen In-sample forecasting with local linear
survival densities . . . . . . . . . . . 843--859
Fang Fang and
Jun Shao Model selection with nonignorable
nonresponse . . . . . . . . . . . . . . 861--874
Wei Luo and
Bing Li Combining eigenvalues and variation of
eigenvectors for order determination . . 875--887
Shaojun Guo and
Yazhen Wang and
Qiwei Yao High-dimensional and banded vector
autoregressions . . . . . . . . . . . . 889--903
T. S. McElroy Nonnested model comparisons for time
series . . . . . . . . . . . . . . . . . 905--914
Noel Cressie and
Andrew Zammit-Mangion Multivariate spatial covariance models:
a conditional approach . . . . . . . . . 915--935
Jesper Mòller and
Farzaneh Safavimanesh and
Jakob Gulddahl Rasmussen The cylindrical $K$-function and Poisson
line cluster point processes . . . . . . 937--954
Anindya Bhadra and
Jyotishka Datta and
Nicholas G. Polson and
Brandon Willard Default Bayesian analysis with
global--local shrinkage priors . . . . . 955--969
Jyotishka Datta and
David B. Dunson Bayesian inference on quasi-sparse count
data . . . . . . . . . . . . . . . . . . 971--983
Anirban Bhattacharya and
Antik Chakraborty and
Bani K. Mallick Fast sampling with Gaussian scale
mixture priors in high-dimensional
regression . . . . . . . . . . . . . . . 985--991
Agniva Som and
Christopher M. Hans and
Steven N. MacEachern A conditional Lindley paradox in
Bayesian linear models . . . . . . . . . 993--999
M. L. Stein Should annual maximum temperatures
follow a generalized extreme value
distribution? . . . . . . . . . . . . . 1--16
Q. Zhou and
H. Zhou and
J. Cai Case-cohort studies with
interval-censored failure time data . . 17--29
Aurelie Bertrand and
Catherine Legrand and
Raymond J. Carroll and
Christophe de Meester and
Ingrid Van Keilegom Inference in a survival cure model with
mismeasured covariates using a
simulation--extrapolation approach . . . 31--50
Wei Luo and
Yeying Zhu and
Debashis Ghosh On estimating regression-based causal
effects using sufficient dimension
reduction . . . . . . . . . . . . . . . 51--65
Seung Jun Shin and
Yichao Wu and
Hao Helen Zhang and
Yufeng Liu Principal weighted support vector
machines for sufficient dimension
reduction in binary classification . . . 67--81
E. Ollier and
V. Viallon Regression modelling on stratified data
with the lasso . . . . . . . . . . . . . 83--96
Yiyuan She Selective factor extraction in high
dimensions . . . . . . . . . . . . . . . 97--110
Jinyuan Chang and
Qiwei Yao and
Wen Zhou Testing for high-dimensional white noise
using maximum cross-correlations . . . . 111--127
X. Wang and
B. Jiang and
J. S. Liu Generalized $R$-squared for detecting
dependence . . . . . . . . . . . . . . . 129--139
Tao Yu and
Pengfei Li and
Jing Qin Density estimation in the two-sample
problem with likelihood ratio ordering 141--152
H. E. Ogden On asymptotic validity of naive
inference with an approximate likelihood 153--164
Y. Chen and
J. Ning and
Y. Ning and
K.-Y. Liang and
K. Bandeen-Roche On pseudolikelihood inference for
semiparametric models with boundary
problems . . . . . . . . . . . . . . . . 165--179
I. M. Johnstone and
B. Nadler Roy's largest root test under rank-one
alternatives . . . . . . . . . . . . . . 181--193
L. Fattorini and
M. Marcheselli and
C. Pisani and
L. Pratelli Design-based asymptotics for two-phase
sampling strategies in environmental
surveys . . . . . . . . . . . . . . . . 195--205
Mauricio Sadinle and
Jerome P. Reiter Itemwise conditionally independent
nonresponse modelling for incomplete
multivariate data . . . . . . . . . . . 207--220
J. K. Kim and
S. Yang A note on multiple imputation under
complex sampling . . . . . . . . . . . . 221--228
Linbo Wang and
James M. Robins and
Thomas S. Richardson On falsification of the binary
instrumental variable model . . . . . . 229--236
Ruey S. Tsay and
Mohsen Pourahmadi Modelling structured correlation
matrices . . . . . . . . . . . . . . . . 237--242
Linbo Wang and
James M. Robins and
Thomas S. Richardson Erratum: On falsification of the binary
instrumental variable model . . . . . . e1
Xin Gao and
Raymond J. Carroll Data integration with high
dimensionality . . . . . . . . . . . . . 251--272
Junhui Wang and
Xiaotong Shen and
Yiwen Sun and
Annie Qu Automatic tagging with existing and
novel tags . . . . . . . . . . . . . . . 273--290
P. Ding and
T. J. Vanderweele and
J. M. Robins Instrumental variables as bias
amplifiers with general outcome and
confounding . . . . . . . . . . . . . . 291--302
Seunggeun Lee and
Wei Sun and
Fred A. Wright and
Fei Zou An improved and explicit surrogate
variable analysis procedure by
coefficient adjustment . . . . . . . . . 303--316
D. M. Farewell and
C. Huang and
V. Didelez Ignorability for general longitudinal
data . . . . . . . . . . . . . . . . . . 317--326
A. R. Linero Bayesian nonparametric analysis of
longitudinal studies in the presence of
informative missingness . . . . . . . . 327--341
O. Papaspiliopoulos and
D. Rossell Bayesian block-diagonal variable
selection and model averaging . . . . . 343--359
N. Binkiewicz and
J. T. Vogelstein and
K. Rohe Covariate-assisted spectral clustering 361--377
Onkar Dalal and
Bala Rajaratnam Sparse Gaussian graphical model
estimation via alternating minimization 379--395
Xin-Bing Kong On the number of common factors with
high-frequency data . . . . . . . . . . 397--410
Haojie Ren and
Nan Chen and
Changliang Zou Projection-based outlier detection in
functional data . . . . . . . . . . . . 411--423
P. Constantinou and
P. Kokoszka and
M. Reimherr Testing separability of space-time
functional processes . . . . . . . . . . 425--437
Sixia Chen and
David Haziza Multiply robust imputation procedures
for the treatment of item nonresponse in
surveys . . . . . . . . . . . . . . . . 439--453
Qian Xiao and
Hongquan Xu Construction of maximin distance Latin
squares and related Latin hypercube
designs . . . . . . . . . . . . . . . . 455--464
Fasheng Sun and
Boxin Tang A general rotation method for orthogonal
Latin hypercubes . . . . . . . . . . . . 465--472
W. Ehm and
E. Y. Ovcharov Bias-corrected score decomposition for
generalized quantiles . . . . . . . . . 473--480
Clifford Lam and
Phoenix Feng and
Charlie Hu Nonlinear shrinkage estimation of large
integrated covariance matrices . . . . . 481--488
I. Kosmidis and
A. Guolo and
C. Varin Improving the accuracy of
likelihood-based inference in
meta-analysis and meta-regression . . . 489--496
C. C. Holmes and
S. G. Walker Assigning a value to a power likelihood
in a general Bayesian model . . . . . . 497--503
Donglin Zeng and
Fei Gao and
D. Y. Lin Maximum likelihood estimation for
semiparametric regression models with
multivariate interval-censored data . . 505
Yukun Liu and
Pengfei Li and
Jing Qin Maximum empirical likelihood estimation
for abundance in a closed population
from capture-recapture data . . . . . . 527
Xiongtao Dai and
Hans-Georg Müller and
Fang Yao Optimal Bayes classifiers for functional
data and density ratios . . . . . . . . 545
J. Molina and
A. Rotnitzky and
M. Sued and
J. M. Robins Multiple robustness in factorized
likelihood models . . . . . . . . . . . 561
Ming-Yueh Huang and
Kwun Chuen Gary Chan Joint sufficient dimension reduction and
estimation of conditional and average
treatment effects . . . . . . . . . . . 583
Linbo Wang and
Xiao-Hua Zhou and
Thomas S. Richardson Identification and estimation of causal
effects with outcomes truncated by death 597
Qing Zhou and
Seunghyun Min Uncertainty quantification under group
sparsity . . . . . . . . . . . . . . . . 613
Y. She and
K. Chen Robust reduced-rank regression . . . . . 633
Sanvesh Srivastava and
Barbara E. Engelhardt and
David B. Dunson Expandable factor analysis . . . . . . . 649
Cheng Li and
Sanvesh Srivastava and
David B. Dunson Simple, scalable and accurate posterior
interval estimation . . . . . . . . . . 665
A. Canale and
A. Lijoi and
B. Nipoti and
I. Prünster On the Pitman--Yor process with spike
and slab base measure . . . . . . . . . 681
D. Dobler and
J. Beyersmann and
M. Pauly Non-strange weird resampling for complex
survival data . . . . . . . . . . . . . 699
Xu He Interleaved lattice-based minimax
distance designs . . . . . . . . . . . . 713
Chris Sherlock and
Alexandre H. Thiery and
Anthony Lee Pseudo-marginal Metropolis--Hastings
sampling using averages of unbiased
estimators . . . . . . . . . . . . . . . 727
M. Hristache and
V. Patilea Conditional moment models with data
missing at random . . . . . . . . . . . 735
D. J. Eck and
R. D. Cook Weighted envelope estimation to handle
variability in model selection . . . . . 743
I. Kosmidis and
A. Guolo and
C. Varin Correction: ``Improving the accuracy of
likelihood-based inference in
meta-analysis and meta-regression'' . . 751
Anonymous Editor of \booktitleBiometrika . . . . . 753
Huili Yuan and
Ruibin Xi and
Chong Chen and
Minghua Deng Differential network analysis via lasso
penalized $D$-trace loss . . . . . . . . 755
Yuan Zhang and
Elizaveta Levina and
Ji Zhu Estimating network edge probabilities by
neighbourhood smoothing . . . . . . . . 771
Jian Kang and
Hyokyoung G. Hong and
Yi Li Partition-based ultrahigh-dimensional
variable screening . . . . . . . . . . . 785
Odile Stalder and
Alex Asher and
Liang Liang and
Raymond J. Carroll and
Yanyuan Ma and
others Semiparametric analysis of complex
polygenic gene-environment interactions
in case-control studies . . . . . . . . 801
Fang Han and
Shizhe Chen and
Han Liu Distribution-free tests of independence
in high dimensions . . . . . . . . . . . 813
Liping Zhu and
Kai Xu and
Runze Li and
Wei Zhong Projection correlation between two
random vectors . . . . . . . . . . . . . 829
Takamichi Baba and
Takayuki Kanemori and
Yoshiyuki Ninomiya A $ C_p $ criterion for semiparametric
causal inference . . . . . . . . . . . . 845
D. Benkeser and
M. Carone and
M. J. Van Der Laan and
P. B. Gilbert Doubly robust nonparametric inference on
the average treatment effect . . . . . . 863
Byeong Yeob Choi and
Jason P. Fine and
M. Alan Brookhart On two-stage estimation of structural
instrumental variable models . . . . . . 881
Tom M. W. Nye and
Xiaoxian Tang and
Grady Weyenberg and
Ruriko Yoshida Principal component analysis and the
locus of the Fréchet mean in the space of
phylogenetic trees . . . . . . . . . . . 901
E. C. Kenne Pagui and
A. Salvan and
N. Sartori Median bias reduction of maximum
likelihood estimates . . . . . . . . . . 923
M. W. Wheeler and
D. B. Dunson and
A. H. Herring Bayesian local extremum splines . . . . 939
S. S. Singh and
F. Lindsten and
E. Moulines Blocking strategies and stability of
particle Gibbs samplers . . . . . . . . 953
Yuanyuan Lin and
Yang Luo and
Shangyu Xie and
Kani Chen Robust rank estimation for
transformation models with random
effects . . . . . . . . . . . . . . . . 971
S. Jadhav and
H. L. Koul and
Q. Lu Dependent generalized functional linear
models . . . . . . . . . . . . . . . . . 987
F. Cuevas and
E. Porcu and
M. Bevilacqua Contours and dimple for the Gneiting
class of space--time correlation
functions . . . . . . . . . . . . . . . 995
K. Schorning and
H. Dette and
K. Kettelhake and
W. K. Wong and
F. Bretz Optimal designs for active controlled
dose-finding trials with
efficacy--toxicity outcomes . . . . . . 1003
R. H. Spady and
S. Stouli Dual regression . . . . . . . . . . . . 1
Peter J. Green and
Alun Thomas A structural Markov property for
decomposable graph laws that allows
control of clique intersections . . . . 19
Marco Avella-Medina and
Elvezio Ronchetti Robust and consistent variable selection
in high-dimensional generalized linear
models . . . . . . . . . . . . . . . . . 31
Peng Ding and
Tirthankar Dasgupta A randomization-based perspective on
analysis of variance: a test statistic
robust to treatment effect heterogeneity 45
Yanlin Tang and
Huixia Judy Wang and
Emre Barut Testing for the presence of significant
covariates through conditional marginal
regression . . . . . . . . . . . . . . . 57
Yao Zheng and
Wai Keung Li and
Guodong Li A robust goodness-of-fit test for
generalized autoregressive conditional
heteroscedastic models . . . . . . . . . 73
Z. Wang and
J. K. Kim and
S. Yang Approximate Bayesian inference under
informative sampling . . . . . . . . . . 91
L. W. Miratrix and
S. Wager and
J. R. Zubizarreta Shape-constrained partial identification
of a population mean under unknown
probabilities of sample selection . . . 103
Yuanpei Cao and
Wei Lin and
Hongzhe Li Two-sample tests of high-dimensional
means for compositional data . . . . . . 115
Yunro Chung and
Anastasia Ivanova and
Michael G. Hudgens and
Jason P. Fine Partial likelihood estimation of
isotonic proportional hazards models . . 133
Myoung-Jae Lee Simple least squares estimator for
treatment effects using propensity score
residuals . . . . . . . . . . . . . . . 149
Jian Kang and
Brian J. Reich and
Ana-Maria Staicu Scalar-on-image regression via the
soft-thresholded Gaussian process . . . 165
H. Dette and
R. Guchenko and
V. B. Melas and
W. K. Wong Optimal discrimination designs for
semiparametric models . . . . . . . . . 185
Raymond K. W. Wong and
Kwun Chuen Gary Chan Kernel-based covariate functional
balancing for observational studies . . 199
Lu Mao On causal estimation using
$U$-statistics . . . . . . . . . . . . . 215
L. Hong and
T. A. Kuffner and
R. Martin On overfitting and post-selection
uncertainty assessments . . . . . . . . 221
Yong Chen and
Jing Huang and
Yang Ning and
Kung-Yee Liang and
Bruce G. Lindsay A conditional composite likelihood ratio
test with boundary constraints . . . . . 225
N. Lunardon On bias reduction and incidental
parameters . . . . . . . . . . . . . . . 233
N. A. Heard and
P. Rubin-Delanchy Choosing between methods of combining
$p$-values . . . . . . . . . . . . . . . 239
A. Mukherjee and
K. Chen and
N. Wang and
J. Zhu On the degrees of freedom of
reduced-rank estimators in multivariate
regression . . . . . . . . . . . . . . . 247
Yin Xia and
T. Tony Cai and
Hongzhe Li Joint testing and false discovery rate
control in high-dimensional multivariate
regression . . . . . . . . . . . . . . . 249
Marco Avella-Medina and
Heather S. Battey and
Jianqing Fan and
Quefeng Li Robust estimation of high-dimensional
covariance and precision matrices . . . 271
Wentao Li and
Paul Fearnhead On the asymptotic efficiency of
approximate Bayesian computation
estimators . . . . . . . . . . . . . . . 285
Wentao Li and
Paul Fearnhead Convergence of regression-adjusted
approximate Bayesian computation . . . . 301
C. Yu and
P. D. Hoff Adaptive multigroup confidence intervals
with constant coverage . . . . . . . . . 319
K. Fokianos and
M. Pitsillou Testing independence for multivariate
time series via the auto-distance
correlation matrix . . . . . . . . . . . 337
Jinyuan Chang and
Aurore Delaigle and
Peter Hall and
Cheng Yong Tang A frequency domain analysis of the error
distribution from noisy high-frequency
data . . . . . . . . . . . . . . . . . . 353
H. Massam and
Q. Li and
X. Gao Bayesian precision and covariance matrix
estimation for graphical Gaussian models
with edge and vertex symmetries . . . . 371
Sungkyu Jung and
Myung Hee Lee and
Jeongyoun Ahn On the number of principal components in
high dimensions . . . . . . . . . . . . 389
Guoqing Diao and
Donglin Zeng and
Chunlei Ke and
Haijun Ma and
Qi Jiang and
Joseph G. Ibrahim Semiparametric regression analysis for
composite endpoints subject to
componentwise censoring . . . . . . . . 403
L. Fattorini and
M. Marcheselli and
C. Pisani and
L. Pratelli Design-based maps for continuous spatial
populations . . . . . . . . . . . . . . 419
J. E. Johndrow and
K. Lum and
D. B. Dunson Theoretical limits of microclustering
for record linkage . . . . . . . . . . . 431
D. Mondal On edge correction of conditional and
intrinsic autoregressions . . . . . . . 447
O. Cronie and
M. N. M. Van Lieshout A non-model-based approach to bandwidth
selection for kernel estimators of
spatial intensity functions . . . . . . 455
Xin-Bing Kong and
Shao-Jun Xu and
Wang Zhou Bootstrapping volatility functionals: a
local and nonparametric perspective . . 463
Yaping Wang and
Jianfeng Yang and
Hongquan Xu On the connection between maximin
distance designs and orthogonal designs 471
Jiwei Zhao and
Yanyuan Ma Optimal pseudolikelihood estimation in
the analysis of multivariate missing
data with nonignorable nonresponse . . . 479
S. Yang and
P. Ding Asymptotic inference of causal effects
with observational studies trimmed by
the estimated propensity scores . . . . 487
Nigel Stallard and
Peter K. Kimani Uniformly minimum variance conditionally
unbiased estimation in multi-arm
multi-stage clinical trials . . . . . . 495
G. Claeskens and
T. Krivobokova and
J. D. Opsomer Asymptotic properties of penalized
spline estimators . . . . . . . . . . . 503
Marina Bogomolov and
Ruth Heller Assessing replicability of findings
across two studies of multiple features 505
Weijie J. Su When is the first spurious variable
selected by sequential regression
procedures? . . . . . . . . . . . . . . 517
Jun Li Asymptotic normality of interpoint
distances for high-dimensional data with
applications to the two-sample problem 529
L. Weihs and
M. Drton and
N. Meinshausen Symmetric rank covariances: a
generalized framework for nonparametric
measures of dependence . . . . . . . . . 547
Aaron J. Molstad and
Adam J. Rothman Shrinking characteristics of precision
matrix estimators . . . . . . . . . . . 563
R. de Fondeville and
A. C. Davison High-dimensional peaks-over-threshold
inference . . . . . . . . . . . . . . . 575
D. T. Frazier and
G. M. Martin and
C. P. Robert and
J. Rousseau Asymptotic properties of approximate
Bayesian computation . . . . . . . . . . 593
A. Lee and
N. Whiteley Variance estimation in the particle
filter . . . . . . . . . . . . . . . . . 609--625
Y. Hoga A structural break test for extremal
dependence in $ \beta $-mixing random
vectors . . . . . . . . . . . . . . . . 627
Ali Charkhi and
Gerda Claeskens Asymptotic post-selection inference for
the Akaike information criterion . . . . 645
C. Matias and
T. Rebafka and
F. Villers A semiparametric extension of the
stochastic block model for longitudinal
networks . . . . . . . . . . . . . . . . 665
K. De Brabanter and
F. Cao and
I. Gijbels and
J. Opsomer Local polynomial regression with
correlated errors in random design and
unknown correlation structure . . . . . 681
C. Rohrbeck and
D. A. Costain and
A. Frigessi Bayesian spatial monotonic multiple
regression . . . . . . . . . . . . . . . 691
Sean Yiu and
Li Su Covariate association eliminating
weights: a unified weighting framework
for causal effect estimation . . . . . . 709
I. Díaz and
O. Savenkov and
K. Ballman Targeted learning ensembles for optimal
individualized treatment rules with
time-to-event outcomes . . . . . . . . . 723
T. S. Shively and
S. G. Walker On Bayes factors for the linear model 739
Quan Zhou and
Philip A. Ernst and
Kari Lock Morgan and
Donald B. Rubin and
Anru Zhang Sequential rerandomization . . . . . . . 745
F. Blasques and
S. J. Koopman and
A. Lucas Amendments and Corrections:
`Information-theoretic optimality of
observation-driven time series models
for continuous responses' . . . . . . . 753
Xiaoying Tian and
Joshua R. Loftus and
Jonathan E. Taylor Selective inference with unknown
variance via the square-root lasso . . . 755
Kean Ming Tan and
Zhaoran Wang and
Tong Zhang and
Han Liu and
R. Dennis Cook A convex formulation for
high-dimensional sparse sliced inverse
regression . . . . . . . . . . . . . . . 769
Tommaso Proietti and
Alessandro Giovannelli A Durbin--Levinson regularized estimator
of high-dimensional autocovariance
matrices . . . . . . . . . . . . . . . . 783
Peter McCullagh and
Nicholas G. Polson Statistical sparsity . . . . . . . . . . 797
Brian Lynch and
Kehui Chen A test of weak separability for
multi-way functional data, with
application to brain connectivity
studies . . . . . . . . . . . . . . . . 815
I. A. Eckley and
G. P. Nason A test for the absence of aliasing or
local white noise in locally stationary
wavelet time series . . . . . . . . . . 833
Guillaume W. Basse and
Edoardo M. Airoldi Model-assisted design of experiments in
the presence of network-correlated
outcomes . . . . . . . . . . . . . . . . 849
Lan Wang and
Ingrid Van Keilegom and
Adam Maidman Wild residual bootstrap inference for
penalized quantile regression with
heteroscedastic errors . . . . . . . . . 859
S. M. S. Lee and
Y. Wu A bootstrap recipe for
post-model-selection inference under
linear regression models . . . . . . . . 873
Susan Wei and
Michael R. Kosorok The change-plane Cox model . . . . . . . 891
Pål C. Ryalen and
Mats J. Stensrud and
Kjetil Ròysland Transforming cumulative hazard estimates 905
Quefeng Li and
Lexin Li Integrative linear discriminant analysis
with guaranteed error rate improvement 917
Franck Picard and
Patricia Reynaud-Bouret and
Etienne Roquain Continuous testing for Poisson process
intensities: a new perspective on
scanning statistics . . . . . . . . . . 931
Xinyu Zhang and
Jeng-Min Chiou and
Yanyuan Ma Functional prediction through averaging
estimated functional linear regression
models . . . . . . . . . . . . . . . . . 945
Ashkan Ertefaie and
Robert L. Strawderman Constructing dynamic treatment regimes
over indefinite time horizons . . . . . 963
Laura Forastiere and
Alessandra Mattei and
Peng Ding Principal ignorability in mediation
analysis: through and beyond sequential
ignorability . . . . . . . . . . . . . . 979
Wang Miao and
Zhi Geng and
Eric J. Tchetgen Tchetgen Identifying causal effects with proxy
variables of an unmeasured confounder 987
Colin B. Fogarty Regression-assisted inference for the
average treatment effect in paired
experiments . . . . . . . . . . . . . . 994
M. Sesia and
C. Sabatti and
E. J. Cand\`es Gene hunting with hidden Markov model
knockoffs . . . . . . . . . . . . . . . 1
L. Bottolo and
S. Richardson Discussion of `Gene hunting with hidden
Markov model knockoffs' . . . . . . . . 19
S. W. Jewell and
D. M. Witten Discussion of `Gene hunting with hidden
Markov model knockoffs' . . . . . . . . 23
J. L. Marchini Discussion of `Gene hunting with hidden
Markov model knockoffs' . . . . . . . . 27
Jonathan D. Rosenblatt and
Ya'acov Ritov and
Jelle J. Goeman Discussion of `Gene hunting with hidden
Markov model knockoffs' . . . . . . . . 29
M. Sesia and
C. Sabatti and
E. J. Cand\`es Rejoinder: `Gene hunting with hidden
Markov model knockoffs' . . . . . . . . 35
C. Genest and
J. G. Neslehová and
B. Rémillard and
O. A. Murphy Testing for independence in arbitrary
distributions . . . . . . . . . . . . . 47
Aaditya Ramdas and
Jianbo Chen and
Martin J. Wainwright and
Michael I. Jordan A sequential algorithm for false
discovery rate control on directed
acyclic graphs . . . . . . . . . . . . . 69
Asad Haris and
Ali Shojaie and
Noah Simon Nonparametric regression with adaptive
truncation via a convex hierarchical
penalty . . . . . . . . . . . . . . . . 87
Yiping Yuan and
Xiaotong Shen and
Wei Pan and
Zizhuo Wang Constrained likelihood for
reconstructing a directed acyclic
Gaussian graph . . . . . . . . . . . . . 109
Sebastian Engelke and
Raphaël De Fondeville and
Marco Oesting Extremal behaviour of aggregated data
with an application to downscaling . . . 127
M-H Descary and
V. M. Panaretos Recovering covariance from functional
fragments . . . . . . . . . . . . . . . 145
David Kraus and
Marco Stefanucci Classification of functional fragments
by regularized linear classifiers with
domain selection . . . . . . . . . . . . 161
Qiang Sun and
Ruoqing Zhu and
Tao Wang and
Donglin Zeng Counting process-based dimension
reduction methods for censored outcomes 181
J. E. Johndrow and
K. Lum and
D. Manrique-Vallier Low-risk population size estimates in
the presence of capture heterogeneity 197
U. U. Müller and
I. Van Keilegom Goodness-of-fit tests for the cure rate
in a mixture cure model . . . . . . . . 211
W. W. Zhuang and
B. Y. Hu and
J. Chen Semiparametric inference for the
dominance index under the density ratio
model . . . . . . . . . . . . . . . . . 229
J. Cape and
M. Tang and
C. E. Priebe Signal-plus-noise matrix models:
eigenvector deviations and fluctuations 243
Adam M. Sykulski and
Sofia C. Olhede and
Arthur P. Guillaumin and
Jonathan M. Lilly and
Jeffrey J. Early The debiased Whittle likelihood . . . . 251
Joseph Guinness Spectral density estimation for random
fields via periodic embeddings . . . . . 267
J. Heng and
P. E. Jacob Unbiased Hamiltonian Monte Carlo with
couplings . . . . . . . . . . . . . . . 287
S. Livingstone and
M. F. Faulkner and
G. O. Roberts Kinetic energy choice in
Hamiltonian/hybrid Monte Carlo . . . . . 303
Dootika Vats and
James M. Flegal and
Galin L. Jones Multivariate output analysis for Markov
chain Monte Carlo . . . . . . . . . . . 321
Alexander Petersen and
Hans-Georg Müller Wasserstein covariance for multiple
random densities . . . . . . . . . . . . 339
B. Karmakar and
B. French and
D. S. Small Integrating the evidence from evidence
factors in observational studies . . . . 353
S. Chen and
D. Haziza and
C. Léger and
Z. Mashreghi Pseudo-population bootstrap methods for
imputed survey data . . . . . . . . . . 369
N. Neumeyer and
I. Van Keilegom Bootstrap of residual processes in
regression: to smooth or not to smooth? 385
T. T. Cai and
H. Li and
J. Ma and
Y. Xia Differential Markov random field
analysis with an application to
detecting differential microbial
community networks . . . . . . . . . . . 401
F. Jiang and
Y. Ma and
Y. Wei Sufficient direction factor model and
its application to gene expression
quantitative trait loci discovery . . . 417
A. Tank and
E. B. Fox and
A. Shojaie Identifiability and estimation of
structural vector autoregressive models
for subsampled and mixed-frequency time
series . . . . . . . . . . . . . . . . . 433
Xu He Interleaved lattice-based maximin
distance designs . . . . . . . . . . . . 453
S. P. Lyddon and
C. C. Holmes and
S. G. Walker General Bayesian updating and the
loss-likelihood bootstrap . . . . . . . 465
Nicholas Syring and
Ryan Martin Calibrating general posterior credible
regions . . . . . . . . . . . . . . . . 479
G. W. Basse and
A. Feller and
P. Toulis Randomization tests of causal effects
under interference . . . . . . . . . . . 487
M. Ghosh and
T. Kubokawa Hierarchical Bayes versus empirical
Bayes density predictors under general
divergence loss . . . . . . . . . . . . 495
Y. Cui and
J. Hannig Nonparametric generalized fiducial
inference for survival functions under
censoring . . . . . . . . . . . . . . . 501
Ryan Martin Discussion of `Nonparametric generalized
fiducial inference for survival
functions under censoring' . . . . . . . 519
G. Taraldsen and
B. H. Lindqvist Discussion of `Nonparametric generalized
fiducial inference for survival
functions under censoring' . . . . . . . 523
Y. Cui and
J. Hannig Rejoinder: `Nonparametric generalized
fiducial inference for survival
functions under censoring' . . . . . . . 527
Guo Yu and
Jacob Bien Estimating the error variance in a
high-dimensional linear model . . . . . 533
T. B. Berrett and
R. J. Samworth Nonparametric independence testing via
mutual information . . . . . . . . . . . 547
Prosenjit Kundu and
Runlong Tang and
Nilanjan Chatterjee Generalized meta-analysis for multiple
regression models across studies with
disparate covariate information . . . . 567
D. Cooley and
E. Thibaud Decompositions of dependence for
high-dimensional extremes . . . . . . . 587
H. S. Battey On sparsity scales and covariance matrix
transformations . . . . . . . . . . . . 605
Ping-Shou Zhong and
Runze Li and
Shawn Santo Homogeneity tests of covariance matrices
with high-dimensional longitudinal data 619
J. Hemerik and
A. Solari and
J. J. Goeman Permutation-based simultaneous
confidence bounds for the false
discovery proportion . . . . . . . . . . 635
Yang Liu and
Wei Sun and
Alexander P. Reiner and
Charles Kooperberg and
Qianchuan He Statistical inference of genetic pathway
analysis in high dimensions . . . . . . 651
K. Alhorn and
K. Schorning and
H. Dette Optimal designs for frequentist model
averaging . . . . . . . . . . . . . . . 665
Jiayu Peng and
Rahul Mukerjee and
Dennis K. J. Lin Design of order-of-addition experiments 683
A. M. Krieger and
D. Azriel and
A. Kapelner Nearly random designs with greatly
improved balance . . . . . . . . . . . . 695
D. Azriel The conditionality principle in
high-dimensional regression . . . . . . 702
A. Lee and
S. Tiberi and
G. Zanella Unbiased approximations of products of
expectations . . . . . . . . . . . . . . 708
Mengyu Xu and
Danna Zhang and
Wei Biao Wu Pearson's chi-squared statistics:
approximation theory and beyond . . . . 716
B. Vakulenko-Lagun and
J. Qian and
S. H. Chiou and
R. A. Betensky Nonidentifiability in the presence of
factorization for truncated data . . . . 724
Elena Stanghellini and
Marco Doretti On marginal and conditional parameters
in logistic regression models . . . . . 732
Simon A. Broda Testing for individual sphericity in
heterogeneous panels . . . . . . . . . . 740
J. Lei Fast exact conformalization of the lasso
using piecewise linear homotopy . . . . 749
Daniele Durante Conjugate Bayes for probit regression
via unified skew-normal distributions 765
Miles E. Lopes and
Andrew Blandino and
Alexander Aue Bootstrapping spectral statistics in
high dimensions . . . . . . . . . . . . 781
Paromita Dubey and
Hans-Georg Müller Fréchet analysis of variance for random
objects . . . . . . . . . . . . . . . . 803
Chris McKennan and
Dan Nicolae Accounting for unobserved covariates
with varying degrees of estimability in
high-dimensional biological data . . . . 823
Jelle J. Goeman and
Rosa J. Meijer and
Thijmen J. P. Krebs and
Aldo Solari Simultaneous control of all false
discovery proportions in large-scale
multiple hypothesis testing . . . . . . 841
Youjin Lee and
Cencheng Shen and
Carey E. Priebe and
Joshua T. Vogelstein Network dependence testing via diffusion
maps and distance-based correlations . . 857
S. Yang and
L. Wang and
P. Ding Causal inference with confounders
missing not at random . . . . . . . . . 875
Mauricio Sadinle and
Jerome P. Reiter Sequentially additive nonignorable
missing data modelling using auxiliary
marginal information . . . . . . . . . . 889
D. Paindaveine and
G. Van Bever Tyler shape depth . . . . . . . . . . . 913
J. Pouget-Abadie and
G. Saint-Jacques and
M. Saveski and
W. Duan and
S. Ghosh and
Y. Xu and
E. M. Airoldi Testing for arbitrary interference on
experimentation platforms . . . . . . . 929--940
P.-Y Deléamont and
D. La Vecchia Semiparametric segment M-estimation for
locally stationary diffusions . . . . . 941
Debraj Das and
S. N. Lahiri Distributional consistency of the lasso
by perturbation bootstrap . . . . . . . 957
D. Lee and
J. K. Kim and
C. J. Skinner Within-cluster resampling for multilevel
models under informative cluster size 965
Wenyu Chen and
Mathias Drton and
Y. Samuel Wang On causal discovery with an
equal-variance assumption . . . . . . . 973
Y. Cheng and
Y. Zhao Bayesian jackknife empirical likelihood 981
J. Xiao and
M. G. Hudgens On nonparametric maximum likelihood
estimation with double truncation . . . 989
Yongdao Zhou and
Boxin Tang Column-orthogonal strong orthogonal
arrays of strength two plus and three
minus . . . . . . . . . . . . . . . . . 997
A. Lee and
N. Whiteley Correction: `Variance estimation in the
particle filter' . . . . . . . . . . . . 255