Last update:
Wed Nov 8 12:42:23 MST 2023
Ester Samuel-Cahn Is the Simes Improved Bonferroni
Procedure Conservative? . . . . . . . . 928--933
Albert W. Marshall and
Ingram Olkin A New Method for Adding a Parameter to a
Family of Distributions with Application
to the Exponential and Weibull Families 641--652
Michael R. Kosorok Two-Sample Quantile Tests under General
Conditions . . . . . . . . . . . . . . . 909--921
M. C. Kennedy and
A. O'Hagan Predicting the Output from a Complex
Computer Code When Fast Approximations
Are Available . . . . . . . . . . . . . 1--13
A. Nobile and
P. J. Green Bayesian Analysis of Factorial
Experiments by Mixture Modelling . . . . 15--35
D. Y. Lin On Fitting Cox's Proportional Hazards
Models to Survey Data . . . . . . . . . 37--47
Per Sòrensen and
Per Kragh Andersen Competing Risks Analysis of the
Case-Cohort Design . . . . . . . . . . . 49--59
Mark J. van der Laan and
Chris Andrews The Nonparametric Maximum Likelihood
Estimator in a Class of Doubly Censored
Current Status Data Models with
Application to Partner Studies . . . . . 61--71
Michal Kulich and
D. Y. Lin Additive Hazards Regression for
Case-Cohort Studies . . . . . . . . . . 73--87
S. C. Cheng and
L. J. Wei Inferences for a Semiparametric Model
with Panel Data . . . . . . . . . . . . 89--97
Alberto Roverato Cholesky Decomposition of a Hyper
Inverse Wishart Matrix . . . . . . . . . 99--112
James M. Robins and
Naisyin Wang Inference for Imputation Estimators . . 113--124
Jonathan S. Denne and
Christopher Jennison A group sequential $t$-test with
updating of sample size . . . . . . . . 125--134
Nancy E. Heckman and
Ruben H. Zamar Comparing the Shapes of Regression
Functions . . . . . . . . . . . . . . . 135--144
N. H. Bingham Studies in the history of probability
and statistics. XLVI. Measure into
probability: from Lebesgue to Kolmogorov 145--156
Alexander Goldenshluger and
David Faraggi Nonparametric Estimation of Weighted
Proportions with Application to Particle
Size Measurement . . . . . . . . . . . . 157--171
Birgir Hrafnkelsson and
H. Joseph Newton Asymptotic Simultaneous Confidence Bands
for Vector Autoregressive Spectra . . . 173--182
G. A. F. Seber and
S. O. Nyangoma Residuals for Multinomial Models . . . . 183--191
Kai-Tai Fang and
Rahul Mukerjee A Connection between Uniformity and
Aberration in Regular Fractions of
Two-Level Factorials . . . . . . . . . . 193--198
Paola Vicard On the Identification of a Single-Factor
Model with Correlated Residuals . . . . 199--205
D. R. Cox and
Nanny Wermuth On the Generation of the Chordless
Four-Cycle . . . . . . . . . . . . . . . 206--212
Anders Hald Studies in the history of probability
and statistics. XLVII. Pizzetti's
contributions to the statistical
analysis of normally distributed
observations, 1891 . . . . . . . . . . . 213--217
Rebecca A. Betensky On Nonidentifiability and Noninformative
Censoring for Current Status Data . . . 218--221
Isabella Verdinelli A Note on Bayesian Design for the Normal
Linear Model with Unknown Error Variance 222--227
Miguel A. Delgado and
Juan Mora A Nonparametric Test for Serial
Independence of Regression Errors . . . 228--234
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Jens Lund and
Mats Rudemo Models for Point Processes Observed with
Noise . . . . . . . . . . . . . . . . . 235--249
Edwin Choi and
Peter Hall On the Estimation of Poles in Intensity
Functions . . . . . . . . . . . . . . . 251--263
I. S. Molchanov and
S. N. Chiu Smoothing Techniques and Estimation
Methods for Nonstationary Boolean Models
with Applications to Coverage Processes 265--283
Kanti V. Mardia and
Fred L. Bookstein and
Ian J. Moreton Statistical Assessment of Bilateral
Symmetry of Shapes . . . . . . . . . . . 285--300
J. V. Braun and
R. K. Braun and
H.-G. Müller Multiple Changepoint Fitting via
Quasilikelihood, with Application to DNA
Sequence Segmentation . . . . . . . . . 301--314
Jacqueline M. Hughes-Oliver and
William F. Rosenberger Efficient Estimation of the Prevalence
of Multiple Rare Traits . . . . . . . . 315--327
Heejung Bang and
Anastasios A. Tsiatis Estimating Medical Costs with Censored
Data . . . . . . . . . . . . . . . . . . 329--343
David Oakes and
John Ritz Regression in a Bivariate Copula Model 345--352
Jun S. Liu and
Chiara Sabatti Generalised Gibbs sampler and multigrid
Monte Carlo for Bayesian computation . . 353--369
Hemant Ishwaran and
Mahmoud Zarepour Markov Chain Monte Carlo in Approximate
Dirichlet and Beta Two-Parameter Process
Hierarchical Models . . . . . . . . . . 371--390
Ori Rosen and
Wenxin Jiang and
Martin A. Tanner Mixtures of Marginal Models . . . . . . 391--404
Marc Aerts and
Gerda Claeskens and
Jeffrey D. Hart Testing Lack of Fit in Multiple
Regression . . . . . . . . . . . . . . . 405--424
Mohsen Pourahmadi Maximum Likelihood Estimation of
Generalised Linear Models for
Multivariate Normal Covariance Matrix 425--435
Eugene Demidenko Is This the Least Squares Estimate? . . 437--452
Edwin Choi and
Peter Hall and
Brett Presnell Rendering Parametric Procedures More
Robust by Empirically Tilting the Model 453--465
Pi-Wen Tsai and
Steven G. Gilmour and
Roger Mead Projective Three-Level Main Effects
Designs Robust to Model Uncertainty . . 467--475
Stephen Walker and
Paul Damien Representations of Lévy processes without
Gaussian components . . . . . . . . . . 477--483
Jing Qin Combining Parametric and Empirical
Likelihoods . . . . . . . . . . . . . . 484--490
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Richard A. Davis and
William T. M. Dunsmuir and
Ying Wang On Autocorrelation in a Poisson
Regression Model . . . . . . . . . . . . 491--505
Michael G. Akritas and
Steven F. Arnold and
Yunling Du Nonparametric Models and Methods for
Nonlinear Analysis of Covariance . . . . 507--526
John T. Kent and
Ian L. Dryden and
Catherine R. Anderson Using Circulant Symmetry to Model
Featureless Objects . . . . . . . . . . 527--544
Peter Hall and
James Reimann and
John Rice Nonparametric Estimation of a Periodic
Function . . . . . . . . . . . . . . . . 545--557
J. P. Fine and
H. Jiang On Association in a Copula with Time
Transformations . . . . . . . . . . . . 559--571
Jun Shao and
Jürgen Kübler and
Iris Pigeot Consistency of the Bootstrap Procedure
in Individual Bioequivalence . . . . . . 573--585
Gareth M. James and
Trevor J. Hastie and
Catherine A. Sugar Principal Component Models for Sparse
Functional Data . . . . . . . . . . . . 587--602
Christophe Croux and
Gentiane Haesbroeck Principal Component Analysis Based on
Robust Estimators of the Covariance or
Correlation Matrix: Influence Functions
and Efficiencies . . . . . . . . . . . . 603--618
Uwe Malzahn and
Dankmar Böhning and
Heinz Holling Nonparametric Estimation of
Heterogeneity Variance for the
Standardised Difference Used in
Meta-Analysis . . . . . . . . . . . . . 619--632
Song Xi Chen and
Chris J. Lloyd A Nonparametric Approach to the Analysis
of Two-Stage Mark-Recapture Experiments 633--649
Joe Sexton and
Anders Rygh Swensen ECM Algorithms That Converge at the Rate
of EM . . . . . . . . . . . . . . . . . 651--662
Irene Gijbels and
Peter Hall and
M. C. Jones and
Inge Koch Tests for Monotonicity of a Regression
Mean with Guaranteed Level . . . . . . . 663--673
Xuming He and
Douglas G. Simpson and
Guangyu Wang Breakdown points of $t$-type regression
estimators . . . . . . . . . . . . . . . 675--687
Roelof Helmers Inference on Rare Errors Using
Asymptotic Expansions and Bootstrap
Calibration . . . . . . . . . . . . . . 689--694
E. R. Williams and
J. A. John Updating the average efficiency factor
in $ \alpha $-designs . . . . . . . . . 695--699
Chris J. Lloyd Maximum Likelihood Estimation of
Misclassification Rates of a Binomial
Regression . . . . . . . . . . . . . . . 700--705
Guido W. Imbens The Role of the Propensity Score in
Estimating Dose-Response Functions . . . 706--710
Yi-Hau Chen A Robust Imputation Method for Surrogate
Outcome Data . . . . . . . . . . . . . . 711--716
Maria Maddalena Barbieri and
Brunero Liseo and
Lea Petrella Bayes Factors for Fieller's Problem . . 717--723
John Haywood and
Granville Tunnicliffe Wilson An Improved State Space Representation
for Cyclical Time Series . . . . . . . . 724--726
R. J. Martin Exact Gaussian Maximum Likelihood and
Simulation for Regularly-Spaced
Observations with Gaussian Correlations 727--730
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . i--viii
Edward I. George and
Dean P. Foster Calibration and Empirical Bayes Variable
Selection . . . . . . . . . . . . . . . 731--747
Alison L. Gibbs Bounding the Convergence Time of the
Gibbs Sampler in Bayesian Image
Restoration . . . . . . . . . . . . . . 749--766
A. T. Walden A Unified View of Multitaper
Multivariate Spectral Estimation . . . . 767--788
Ruey S. Tsay and
Daniel Peña and
Alan E. Pankratz Outliers in Multivariate Time Series . . 789--804
Henghsiu Tsai and
K. S. Chan Testing for Nonlinearity with Partially
Observed Time Series . . . . . . . . . . 805--821
Annie Qu and
Bruce G. Lindsay and
Bing Li Improving Generalised Estimating
Equations Using Quadratic Inference
Functions . . . . . . . . . . . . . . . 823--836
Brajendra C. Sutradhar and
Milorad Kovacevic Analysing Ordinal Longitudinal Survey
Data: Generalised Estimating Equations
Approach . . . . . . . . . . . . . . . . 837--848
Yi Li and
Xihong Lin Covariate Measurement Errors in Frailty
Models for Clustered Survival Data . . . 849--866
T. Cai and
L. J. Wei and
M. Wilcox Semiparametric Regression Analysis for
Clustered Failure Time Data . . . . . . 867--878
Weijing Wang and
A. Adam Ding On Assessing the Association for
Bivariate Current Status Data . . . . . 879--893
Adelchi Azzalini and
Peter Hall Reducing Variability Using Bootstrap
Methods with Qualitative Constraints . . 895--906
Francisco Cribari-Neto and
Silvia L. P. Ferrari and
Gauss M. Cordeiro Improved Heteroscedasticity-Consistent
Covariance Matrix Estimators . . . . . . 907--918
Li-Xing Zhu and
Georg Neuhaus Nonparametric Monte Carlo tests for
multivariate distributions . . . . . . . 919--928
Bob Zhong and
J. N. K. Rao Empirical Likelihood Inference under
Stratified Random Sampling Using
Auxiliary Population Information . . . . 929--938
Thomas A. Severini The Likelihood Ratio Approximation to
the Conditional Distribution of the
Maximum Likelihood Estimator in the
Discrete Case . . . . . . . . . . . . . 939--945
Song Xi Chen and
Yong Song Qin Empirical Likelihood Confidence
Intervals for Local Linear Smoothers . . 946--953
In-Kwon Yeo and
Richard A. Johnson A New Family of Power Transformations to
Improve Normality or Symmetry . . . . . 954--959
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
D. M. Titterington Editorial . . . . . . . . . . . . . . . 1--1
D. R. Cox \booktitleBiometrika: The First 100
Years . . . . . . . . . . . . . . . . . 3--11
A. C. Davison \booktitleBiometrika Centenary: Theory
and General Methodology . . . . . . . . 13--52
Anthony C. Atkinson and
R. A. Bailey One Hundred Years of the Design of
Experiments on and off the Pages of
\booktitleBiometrika . . . . . . . . . . 53--97
David Oakes \booktitleBiometrika Centenary: Survival
Analysis . . . . . . . . . . . . . . . . 99--142
Peter Hall \booktitleBiometrika Centenary:
Nonparametrics . . . . . . . . . . . . . 143--165
T. M. F. Smith \booktitleBiometrika Centenary: Sample
Surveys . . . . . . . . . . . . . . . . 167--194
Howell Tong A Personal Journey through Time Series
in \booktitleBiometrika . . . . . . . . 195--218
Paul R. Rosenbaum Effects Attributable to Treatment:
Inference in Experiments and
Observational Studies with a Discrete
Pivot . . . . . . . . . . . . . . . . . 219--231
Il Do Ha and
Youngjo Lee and
Jae-Kee Song Hierarchical Likelihood Approach for
Frailty Models . . . . . . . . . . . . . 233--243
Jack Cuzick Event-Based Analysis Times for
Randomised Clinical Trials . . . . . . . 245--253
Hua Yun Chen Fitting Semiparametric Transformation
Regression Models to Data from a
Modified Case-Cohort Design . . . . . . 255--268
Sanjib Basu and
Nader Ebrahimi Bayesian Capture-Recapture Methods for
Error Detection and Estimation of
Population Size: Heterogeneity and
Dependence . . . . . . . . . . . . . . . 269--279
Ian C. Marschner On Stochastic Versions of the EM
Algorithm . . . . . . . . . . . . . . . 281--286
Samuel D. Oman and
David M. Zucker Modelling and Generating Correlated
Binary Variables . . . . . . . . . . . . 287--290
Hee-Seok Oh and
Philippe Naveau and
Geunghee Lee Polynomial Boundary Treatment for
Wavelet Regression . . . . . . . . . . . 291--298
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
John C. Liechty and
Gareth O. Roberts Markov Chain Monte Carlo Methods for
Switching Diffusion Models . . . . . . . 299--315
R. King and
S. P. Brooks On the Bayesian Analysis of Population
Size . . . . . . . . . . . . . . . . . . 317--336
Thomas J. DiCiccio and
Anna Clara Monti Approximations to the Profile Empirical
Likelihood Function for a Scalar
Parameter in the Context of
$M$-Estimation . . . . . . . . . . . . . 337--351
Christine H. Müller and
Steffen Uhlig Estimation of Variance Components with
High Breakdown Point and High Efficiency 353--366
James S. Hodges and
Daniel J. Sargent Counting Degrees of Freedom in
Hierarchical and Other
Richly-Parameterised Models . . . . . . 367--379
Zhezhen Jin and
Zhiliang Ying and
L. J. Wei A Simple Resampling Method by Perturbing
the Minimand . . . . . . . . . . . . . . 381--390
R. A. Kempton and
S. J. Ferris and
O. David Optimal Change-Over Designs When
Carry-Over Effects Are Proportional to
Direct Effects of Treatments . . . . . . 391--399
Boxin Tang Theory of $J$-Characteristics for
Fractional Factorial Designs and
Projection Justification of Minimum $
G_2$-Aberration . . . . . . . . . . . . 401--407
Uttam Bandyopadhyay and
Atanu Biswas Adaptive Designs for Normal Responses
with Prognostic Factors . . . . . . . . 409--419
A. G. DiRienzo and
S. W. Lagakos Bias Correction for Score Tests Arising
from Misspecified Proportional Hazards
Regression Models . . . . . . . . . . . 421--434
Günter Heimann and
Georg Neuhaus On the Asymptotic Distribution for
Peto's Combined Test for Carcinogenicity
Assays under Equal and Unequal Censoring 435--445
Anastasios A. Tsiatis and
Marie Davidian A Semiparametric Estimator for the
Proportional Hazards Model with
Longitudinal Covariates Measured with
Error . . . . . . . . . . . . . . . . . 447--458
Erik T. Parner and
Niels Keiding Misspecified Proportional Hazard Models
and Confirmatory Analysis of Survival
Data . . . . . . . . . . . . . . . . . . 459--468
J. T. Kent and
K. V. Mardia Shape, Procrustes Tangent Projections
and Bilateral Symmetry . . . . . . . . . 469--485
A. Brix and
R. Senoussi and
P. Couteron and
J. Chadoeuf Assessing Goodness of Fit of Spatially
Inhomogeneous Poisson Processes . . . . 487--497
N. I. Fisher and
J. S. Marron Mode Testing via the Excess Mass
Estimate . . . . . . . . . . . . . . . . 499--517
B. M. Brown and
Peter Hall and
G. A. Young The Smoothed Median and the Bootstrap 519--534
Ramani S. Pilla and
Bruce G. Lindsay Alternative EM Methods for Nonparametric
Finite Mixture Models . . . . . . . . . 535--550
Joseph G. Ibrahim and
Ming-Hui Chen and
Stuart R. Lipsitz Missing Responses in Generalised Linear
Mixed Models When the Missing Data
Mechanism is Nonignorable . . . . . . . 551--564
Angela Winnett and
Peter Sasieni A Note on Scaled Schoenfeld Residuals
for the Proportional Hazards Model . . . 565--571
T. A. Gerds and
M. Schumacher On Functional Misspecification of
Covariates in the Cox Regression Model 572--580
Yaning Yang and
Zhiliang Ying Marginal Proportional Hazards Models for
Multiple Event-Time Data . . . . . . . . 581--586
Rahul Mukerjee and
N. Reid Second-Order Probability Matching Priors
for a Parametric Function with
Application to Bayesian Tolerance Limits 587--592
E. A. Catchpole and
B. J. T. Morgan Deficiency of Parameter-Redundant Models 593--598
Abram Kagan A Note on the Logistic Link Function . . 599--601
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
G. O. Roberts and
O. Stramer On Inference for Partially Observed
Nonlinear Diffusion Models Using the
Metropolis-Hastings Algorithm . . . . . 603--621
R. L. Paige and
R. W. Butler Bayesian Inference in Neural Networks 623--641
Richard Evans and
J. Sedransk Combining Data from Experiments That May
Be Similar . . . . . . . . . . . . . . . 643--656
Trevor J. Sweeting Coverage Probability Bias, Objective
Bayes and the Likelihood Principle . . . 657--675
Ying Zhang and
Wei Liu and
Yihui Zhan A Nonparametric Two-Sample Test of the
Failure Function with Interval Censoring
Case 2 . . . . . . . . . . . . . . . . . 677--686
Y. Q. Chen and
N. P. Jewell On a General Class of Semiparametric
Hazards Regression Models . . . . . . . 687--702
Rebecca A. Betensky and
Daniel Rabinowitz and
Anastasios A. Tsiatis Computationally Simple Accelerated
Failure Time Regression for Interval
Censored Data . . . . . . . . . . . . . 703--711
Enrique Schisterman and
Andrea Rotnitzky Estimation of the Mean of a $K$-Sample
$U$-Statistic with Missing Outcomes and
Auxiliaries . . . . . . . . . . . . . . 713--725
Hongtu Zhu and
Sik-Yum Lee and
Bo-Cheng Wei and
Julie Zhou Case-Deletion Measures for Models with
Incomplete Data . . . . . . . . . . . . 727--737
Daniel B. Hall and
Jens T. Præstgaard Order-Restricted Score Tests for
Homogeneity in Generalised Linear and
Nonlinear Mixed Models . . . . . . . . . 739--751
Jiming Jiang and
Weihong Zhang Robust Estimation in Generalised Linear
Mixed Models . . . . . . . . . . . . . . 753--765
Yungtai Lo and
Nancy R. Mendell and
Donald B. Rubin Testing the Number of Components in a
Normal Mixture . . . . . . . . . . . . . 767--778
Louis-Paul Rivest A Directional Model for the Statistical
Analysis of Movement in Three Dimensions 779--791
Wei Biao Wu and
Michael Woodroofe and
Graciela Mentz Isotonic Regression: Another Look at the
Changepoint Problem . . . . . . . . . . 793--804
Anestis Antoniadis and
Theofanis Sapatinas Wavelet Shrinkage for Natural
Exponential Families with Quadratic
Variance Functions . . . . . . . . . . . 805--820
Prasad A. Naik and
Chih-Ling Tsai Single-Index Model Selections . . . . . 821--832
C. S. Wong and
W. K. Li On a Logistic Mixture Autoregressive
Model . . . . . . . . . . . . . . . . . 833--846
Neil A. Butler Optimal and Orthogonal Latin Hypercube
Designs for Computer Experiments . . . . 847--857
Fumiyasu Komaki A Shrinkage Predictive Distribution for
Multivariate Normal Observables . . . . 859--864
M. C. Jones and
Nils Lid Hjort and
Ian R. Harris and
Ayanendranath Basu A Comparison of Related Density-Based
Minimum Divergence Estimators . . . . . 865--873
B. Nielsen Conditional Test for Rank in Bivariate
Canonical Correlation Analysis . . . . . 874--880
Paolo Vidoni Improved Prediction Limits for
Continuous and Discrete Observations in
Generalised Linear Models . . . . . . . 881--887
Offer Lieberman Penalised Maximum Likelihood Estimation
for Fractional Gaussian Processes . . . 888--894
Aiyi Liu and
W. J. Hall Unbiased Estimation of Secondary
Parameters Following a Sequential Test 895--900
Wei Pan On the Robust Variance Estimator in
Generalised Estimating Equations . . . . 901--906
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . i--viii
J. P. Fine and
H. Jiang and
R. Chappell On Semi-Competing Risks Data . . . . . . 907--919
Biao Zhang An Information Matrix Test for Logistic
Regression Models Based on Case-Control
Data . . . . . . . . . . . . . . . . . . 921--932
Ruth M. Pfeiffer and
Mitchell H. Gail and
David Pee Inference for Covariates That Accounts
for Ascertainment and Random Genetic
Effects in Family Studies . . . . . . . 933--948
Yehuda Vardi and
Zhiliang Ying and
Cun-Hui Zhang Two-Sample Tests for Growth Curves under
Dependent Right Censoring . . . . . . . 949--960
David Edwards and
Steffen L. Lauritzen The TM Algorithm for Maximising a
Conditional Likelihood Function . . . . 961--972
Patrick J. Heagerty and
Brenda F. Kurland Misspecified Maximum Likelihood
Estimates and Generalised Linear Mixed
Models . . . . . . . . . . . . . . . . . 973--985
Youngjo Lee and
John A. Nelder Hierarchical Generalised Linear Models:
A Synthesis of Generalised Linear
Models, Random-Effect Models and
Structured Dispersions . . . . . . . . . 987--1006
R. Colombi and
A. Forcina Marginal Regression Models for the
Analysis of Positive Association of
Ordinal Response Variables . . . . . . . 1007--1019
M. N. M. van Lieshout and
I. S. Molchanov and
S. A. Zuyev Clustering Methods Based on Variational
Analysis in the Space of Measures . . . 1021--1033
Peter J. Green and
Antonietta Mira Delayed Rejection in Reversible Jump
Metropolis-Hastings . . . . . . . . . . 1035--1053
Ilaria DiMatteo and
Christopher R. Genovese and
Robert E. Kass Bayesian Curve-Fitting with Free-Knot
Splines . . . . . . . . . . . . . . . . 1055--1071
Shaun R. Seaman and
Sylvia Richardson Bayesian Analysis of Case-Control
Studies with Categorical Covariates . . 1073--1088
Brunero Liseo and
Domenico Marinucci and
Lea Petrella Bayesian Semiparametric Inference on
Long-Range Dependence . . . . . . . . . 1089--1104
Efstathios Paparoditis and
Dimitris N. Politis Tapered Block Bootstrap . . . . . . . . 1105--1119
Elaine B. Hoffman and
Pranab K. Sen and
Clarice R. Weinberg Within-Cluster Resampling . . . . . . . 1121--1134
W. K. Li and
Shiqing Ling and
H. Wong Estimation for Partially Nonstationary
Multivariate Autoregressive Models with
Conditional Heteroscedasticity . . . . . 1135--1152
François-Xavier de Rossi and
Riccardo Gatto High-Order Asymptotic Expansions for
Robust Tests . . . . . . . . . . . . . . 1153--1168
Ching-Shui Cheng and
Boxin Tang Upper Bounds on the Number of Columns in
Supersaturated Designs . . . . . . . . . 1169--1174
J. A. John Updating Formula in an Analysis of
Variance Model . . . . . . . . . . . . . 1175--1178
Xihong Lin and
Raymond J. Carroll Semiparametric Regression for Clustered
Data . . . . . . . . . . . . . . . . . . 1179--1185
Hernando C. Ombao and
Jonathan A. Raz and
Robert L. Strawderman and
Rainer Von Sachs A Simple Generalised Crossvalidation
Method of Span Selection for Periodogram
Smoothing . . . . . . . . . . . . . . . 1186--1192
Gwowen Shieh Sample Size Calculations for Logistic
and Poisson Regression Models . . . . . 1193--1199
Michael R. Kosorok Amendments and Corrections: ``Two-sample
quantile tests under general
conditions'' [\booktitleBiometrika \bf
86 (1999), no. 4, 909--921; 1741986] . . 1201--1201
Michael R. Kosorok Two-Sample Quantile Tests under General
Conditions . . . . . . . . . . . . . . . 1201--1201
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Shinto Eguchi and
John Copas A Class of Logistic-Type Discriminant
Functions . . . . . . . . . . . . . . . 1--22
J. Neuhaus and
A. J. Scott and
C. J. Wild The Analysis of Retrospective Family
Studies . . . . . . . . . . . . . . . . 23--37
Ying Zhang A Semiparametric Pseudolikelihood
Estimation Method for Panel Count Data 39--48
Stuart Barber and
Christopher Jennison Optimal Asymmetric One-Sided Group
Sequential Tests . . . . . . . . . . . . 49--60
F. Zou and
J. P. Fine and
B. S. Yandell On Empirical Likelihood for a
Semiparametric Mixture Model . . . . . . 61--75
Paul Marriott On the Local Geometry of Mixture Models 77--93
B. A. Davis and
C. R. Heathcote and
T. J. O'Neill Estimating and Interpolating a Markov
Chain from Aggregate Data . . . . . . . 95--110
Jianhua Z. Huang and
Colin O. Wu and
Lan Zhou Varying-coefficient models and basis
function approximations for the analysis
of repeated measurements . . . . . . . . 111--128
Olivier Renaud The Discrimination Power of Projection
Pursuit with Different Density
Estimators . . . . . . . . . . . . . . . 129--143
Peter Hall and
Nancy E. Heckman Estimating and Depicting the Structure
of a Distribution of Random Functions 145--158
Robert J. Boik Spectral Models for Covariance Matrices 159--182
Stuart Coles and
Francesco Pauli Models and Inference for Uncertainty in
Extremal Dependence . . . . . . . . . . 183--196
Montserrat Fuentes Spectral Methods for Nonstationary
Spatial Processes . . . . . . . . . . . 197--210
Frank G. Ball and
Tom Britton and
Philip D. O'Neill Empty Confidence Sets for Epidemics,
Branching Processes and Brownian Motion 211--224
Rahul Mukerjee and
Aloke Dey and
Kashinath Chatterjee Optimal Main Effect Plans with
Non-Orthogonal Blocking . . . . . . . . 225--229
J. Chen and
R. R. Sitter and
C. Wu Using Empirical Likelihood Methods to
Obtain Range Restricted Weights in
Regression Estimators for Surveys . . . 230--237
Anastasios A. Tsiatis and
Marie Davidian and
Brad McNeney Multiple Imputation Methods for Testing
Treatment Differences in Survival
Distributions with Missing Cause of
Failure . . . . . . . . . . . . . . . . 238--244
Henghsiu Tsai and
K. S. Chan A Note on Testing for Nonlinearity with
Partially Observed Time Series . . . . . 245--250
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Eva Cantoni and
Trevor Hastie Degrees-of-freedom tests for smoothing
splines . . . . . . . . . . . . . . . . 251--263
Cinzia Carota and
Giovanni Parmigiani Semiparametric Regression for Count Data 265--281
Torben Martinussen and
Thomas H. Scheike A Flexible Additive Multiplicative
Hazard Model . . . . . . . . . . . . . . 283--298
Karen Bandeen-Roche and
Kung-Yee Liang Modelling Multivariate Failure Time
Associations in the Presence of a
Competing Risk . . . . . . . . . . . . . 299--314
J. B. Copas and
P. Corbett Overestimation of the Receiver Operating
Characteristic Curve for Logistic
Regression . . . . . . . . . . . . . . . 315--331
Thomas A. Severini Modified Estimating Functions . . . . . 333--343
Qihua Wang and
J. N. K. Rao Empirical Likelihood-Based Inference in
Linear Errors-in-Covariables Models with
Validation Data . . . . . . . . . . . . 345--358
Peter Hall and
Nader Tajvidi Permutation Tests for Equality of
Distributions in High-Dimensional
Settings . . . . . . . . . . . . . . . . 359--374
Marc Aerts and
Gerda Claeskens and
Niel Hens and
Geert Molenberghs Local Multiple Imputation . . . . . . . 375--388
Vandna Jowaheer and
Brajendra C. Sutradhar Analysing Longitudinal Count Data with
Overdispersion . . . . . . . . . . . . . 389--399
J. G. Liao and
Stuart R. Lipsitz A Type of Restricted Maximum Likelihood
Estimator of Variance Components in
Generalised Linear Mixed Models . . . . 401--409
P. Grabarnik and
S. N. Chiu Goodness-of-fit test for complete
spatial randomness against mixtures of
regular and clustered spatial point
processes . . . . . . . . . . . . . . . 411--421
K. Ruben Gabriel Goodness of Fit of Biplots and
Correspondence Analysis . . . . . . . . 423--436
Thomas J. DiCiccio and
Anna Clara Monti Accurate Confidence Limits for Scalar
Functions of Vector $M$-Estimands . . . 437--450
Isao Shoji Nonparametric State Estimation of
Diffusion Processes . . . . . . . . . . 451--456
Marco Reale and
Granville Tunnicliffe Wilson The Sampling Properties of Conditional
Independence Graphs for Structural
Vector Autoregressions . . . . . . . . . 457--461
D. R. Cox and
Nanny Wermuth On Some Models for Multivariate Binary
Variables Parallel in Complexity with
the Multivariate Gaussian Distribution 462--469
J. K. Kim A Note on Approximate Bayesian Bootstrap
Imputation . . . . . . . . . . . . . . . 470--477
Rolf Sundberg The convergence rate of the TM algorithm
of Edwards $ & $ Lauritzen . . . . . . . 478--483
Robert B. Davies Hypothesis Testing When a Nuisance
Parameter Is Present Only under the
Alternative: Linear Model Case . . . . . 484--489
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
José M. Pérez and
James O. Berger Expected-posterior prior distributions
for model selection . . . . . . . . . . 491--511
Sally A. Wood and
Wenxin Jiang and
Martin Tanner Bayesian Mixture of Splines for
Spatially Adaptive Nonparametric
Regression . . . . . . . . . . . . . . . 513--528
Susan M. Paddock Bayesian Nonparametric Multiple
Imputation of Partially Observed Data
with Ignorable Nonresponse . . . . . . . 529--538
Nicolas Chopin A Sequential Particle Filter Method for
Static Models . . . . . . . . . . . . . 539--551
Michael J. Daniels and
Mohsen Pourahmadi Bayesian Analysis of Covariance Matrices
and Dynamic Models for Longitudinal Data 553--566
Julie A. Stoner and
Brian G. Leroux Analysis of Clustered Data: A Combined
Estimating Equations Approach . . . . . 567--578
Xuming He and
Zhong-Yi Zhu and
Wing-Kam Fung Estimation in a Semiparametric Model for
Longitudinal Data with Unspecified
Dependence Structure . . . . . . . . . . 579--590
Bo Fu and
Wai-Keung Li and
Wing-Kam Fung Testing Model Adequacy for Dynamic Panel
Data with Intercorrelation . . . . . . . 591--601
J. Durbin and
S. J. Koopman A Simple and Efficient Simulation
Smoother for State Space Time Series
Analysis . . . . . . . . . . . . . . . . 603--615
Daniel O. Scharfstein and
James M. Robins Estimation of the Failure Time
Distribution in the Presence of
Informative Censoring . . . . . . . . . 617--634
J. P. Fine Comparing Nonnested Cox Models . . . . . 635--647
Torben Martinussen and
Thomas H. Scheike Efficient Estimation in Additive Hazards
Regression with Current Status Data . . 649--658
Kani Chen and
Zhezhen Jin and
Zhiliang Ying Semiparametric Analysis of
Transformation Models with Censored Data 659--668
Chang Xuan Mao and
Bruce G. Lindsay A Poisson Model for the Coverage Problem
with a Genomic Application . . . . . . . 669--681
T. D. Downs and
K. V. Mardia Circular Regression . . . . . . . . . . 683--697
W. J. Hall and
Aiyi Liu Sequential Tests and Estimators after
Overrunning Based on Maximum-Likelihood
Ordering . . . . . . . . . . . . . . . . 699--707
Atanu Biswas and
Probal Chaudhuri An Efficient Design for Model
Discrimination and Parameter Estimation
in Linear Models . . . . . . . . . . . . 709--718
Harshinder Singh and
Vladimir Hnizdo and
Eugene Demchuk Probabilistic Model for Two Dependent
Circular Variables . . . . . . . . . . . 719--723
Francesco Bartolucci and
Julian Besag A Recursive Algorithm for Markov Random
Fields . . . . . . . . . . . . . . . . . 724--730
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . i--viii
James P. Hobert and
Galin L. Jones and
Brett Presnell and
Jeffrey S. Rosenthal On the Applicability of Regenerative
Simulation in Markov Chain Monte Carlo 731--743
Brian S. Caffo and
James G. Booth and
A. C. Davison Empirical Supremum Rejection Sampling 745--754
Julie L. Yee and
Wesley O. Johnson and
Francisco J. Samaniego Asymptotic Approximations to Posterior
Distributions via Conditional Moment
Equations . . . . . . . . . . . . . . . 755--767
Jeremy Oakley and
Anthony O'Hagan Bayesian Inference for the Uncertainty
Distribution of Computer Model Outputs 769--784
R. King and
S. P. Brooks Bayesian Model Discrimination for
Multiple Strata Capture-Recapture Data 785--806
Luca Tardella A New Bayesian Method for Nonparametric
Capture-Recapture Models in Presence of
Heterogeneity . . . . . . . . . . . . . 807--817
David J. Nott and
William T. M. Dunsmuir Estimation of Nonstationary Spatial
Covariance Structure . . . . . . . . . . 819--829
D. R. Cox and
Peter Hall Estimation in a Simple Random Effects
Model with Nonnormal Distributions . . . 831--840
Annie Qu and
Peter X.-K. Song Testing Ignorable Missingness in
Estimating Equation Approaches for
Longitudinal Data . . . . . . . . . . . 841--850
Thomas P. Hettmansperger and
Ronald H. Randles A Practical Affine Equivariant
Multivariate Median . . . . . . . . . . 851--860
Graciela Boente and
Ana M. Pires and
Isabel M. Rodrigues Influence Functions and Outlier
Detection under the Common Principal
Components Model: A Robust Approach . . 861--875
R. N. Edmondson Generalised Incomplete Trojan Designs 877--891
Fred J. Hickernell and
Min-Qian Liu Uniform Designs Limit Aliasing . . . . . 893--904
Paul J. Rathouz and
Glen A. Satten and
Raymond J. Carroll Semiparametric Inference in Matched
Case-Control Studies with Missing
Covariate Data . . . . . . . . . . . . . 905--916
Y. Q. Chen and
C. A. Rohde and
M.-C.-C. Wang Additive Hazards Models with Latent
Treatment Effectiveness Lag Time . . . . 917--931
A. C. Davison and
Suojin Wang Saddlepoint Approximations as Smoothers 933--938
Anthony C. Atkinson and
Marco Riani Forward search added-variable $t$-tests
and the effect of masked outliers on
model selection . . . . . . . . . . . . 939--946
P. V. Larsen and
P. Blæsild and
M. K. Sòrensen Improved Likelihood Ratio Tests on the
von Mises--Fisher Distribution . . . . . 947--951
Thomas A. Severini and
Rahul Mukerjee and
Malay Ghosh On an Exact Probability Matching
Property of Right-Invariant Priors . . . 952--957
F. Zou and
J. P. Fine A Note on a Partial Empirical Likelihood 958--961
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Tze Leung Lai and
Mei-Chiung Shih Nonparametric Estimation in Nonlinear
Mixed Effects Models . . . . . . . . . . 1--13
Per Kragh Andersen and
John P. Klein and
Susanne Rosthòj Generalised Linear Models for Correlated
Pseudo-Observations, with Applications
to Multi-State Models . . . . . . . . . 15--27
You-Gan Wang and
Vincent Carey Working Correlation Structure
Misspecification, Estimation and
Covariate Design: Implications for
Generalised Estimating Equations
Performance . . . . . . . . . . . . . . 29--41
Naisyin Wang Marginal Nonparametric Kernel Regression
Accounting for Within-Subject
Correlation . . . . . . . . . . . . . . 43--52
M. G. Kenward and
G. Molenberghs and
H. Thijs Pattern-mixture models with proper time
dependence . . . . . . . . . . . . . . . 53--71
Matteo Bottai Confidence Regions When the Fisher
Information Is Zero . . . . . . . . . . 73--84
Sock-Cheng Lewin-Koh and
Yasuo Amemiya Heteroscedastic Factor Analysis . . . . 85--97
Christopher C. Holmes and
Niall M. Adams Likelihood Inference in
Nearest-Neighbour Classification Models 99--112
Xiangrong Yin and
R. Dennis Cook Estimating Central Subspaces via Inverse
Third Moments . . . . . . . . . . . . . 113--125
Richard A. Levine and
George Casella Implementing Matching Priors for
Frequentist Inference . . . . . . . . . 127--137
Martin Schlather and
Jonathan A. Tawn A Dependence Measure for Multivariate
and Spatial Extreme Values: Properties
and Inference . . . . . . . . . . . . . 139--156
Renjun Ma and
Daniel Krewski and
Richard T. Burnett Random Effects Cox Models: A Poisson
Modelling Approach . . . . . . . . . . . 157--169
R. Balasubramanian and
S. W. Lagakos Estimation of a Failure Time
Distribution Based on Imperfect
Diagnostic Tests . . . . . . . . . . . . 171--182
Nicholas P. Jewell and
Mark van der Laan and
Tanya Henneman Nonparametric Estimation from Current
Status Data with Competing Risks . . . . 183--197
Jianguo Sun and
Hong-Bin Fang A Nonparametric Test for Panel Count
Data . . . . . . . . . . . . . . . . . . 199--208
K. S. Chan and
A. B. Kristoffersen and
N. Chr. Stenseth Bürmann Expansion and Test for Additivity 209--222
Mary C. Meyer A Test for Linear versus Convex
Regression Function Using
Shape-Restricted Regression . . . . . . 223--232
Neil A. Butler Some Theory for Constructing Minimum
Aberration Fractional Factorial Designs 233--238
Jianxin Pan and
Gilbert Mackenzie On modelling Mean-Covariance Structures
in Longitudinal Studies . . . . . . . . 239--244
Truc T. Nguyen and
John T. Chen and
Arjun K. Gupta and
Khoan T. Dinh A Proof of the Conjecture on Positive
Skewness of Generalised Inverse Gaussian
Distributions . . . . . . . . . . . . . 245--250
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Roland Fried and
Vanessa Didelez Decomposability and Selection of
Graphical Models for Multivariate Time
Series . . . . . . . . . . . . . . . . . 251--267
Yunling Du and
Michael G. Akritas and
Ingrid Van Keilegom Nonparametric Analysis of Covariance for
Censored Data . . . . . . . . . . . . . 269--287
Paul L. Speckman and
Dongchu Sun Fully Bayesian Spline Smoothing and
Intrinsic Autoregressive Priors . . . . 289--302
Peter D. Hoff Bayesian Methods for Partial Stochastic
Orderings . . . . . . . . . . . . . . . 303--317
Nicole A. Lazar Bayesian Empirical Likelihood . . . . . 319--326
D. A. S. Fraser Likelihood for Component Parameters . . 327--339
Zhezhen Jin and
D. Y. Lin and
L. J. Wei and
Zhiliang Ying Rank-based inference for the accelerated
failure time model . . . . . . . . . . . 341--353
Robin Henderson and
Silvia Shimakura A Serially Correlated Gamma Frailty
Model for Longitudinal Count Data . . . 355--366
Anastasios A. Tsiatis and
Cyrus Mehta On the Inefficiency of the Adaptive
Design for Monitoring Clinical Trials 367--378
Y. Lin and
Y. Jeon Discriminant Analysis through a
Semiparametric Model . . . . . . . . . . 379--392
Stephen M. S. Lee and
G. Alastair Young Prepivoting by Weighted Bootstrap
Iteration . . . . . . . . . . . . . . . 393--410
James R. Schott Weighted Chi-Squared Tests for Partial
Common Principal Component Subspaces . . 411--421
Werner G. Müller and
Andrej Pázman Measures for Designs in Experiments with
Correlated Errors . . . . . . . . . . . 423--434
R. King and
S. P. Brooks Closed-form likelihoods for
Arnason-Schwarz models . . . . . . . . . 435--444
George R. Terrell The Wilson-Hilferty transformation is
locally saddlepoint . . . . . . . . . . 445--453
Bahjat F. Qaqish A Family of Multivariate Binary
Distributions for Simulating Correlated
Binary Variables with Specified Marginal
Means and Correlations . . . . . . . . . 455--463
Damaraju Raghavarao and
Walter T. Federer Sufficient Conditions for Balanced
Incomplete Block Designs to Be Minimal
Fractional Combinatorial Treatment
Designs . . . . . . . . . . . . . . . . 465--470
Joshua M. Tebbs and
William H. Swallow Estimating Ordered Binomial Proportions
with the Use of Group Testing . . . . . 471--477
David Oakes and
Antai Wang Copula Model Generated by Dabrowska's
Association Measure . . . . . . . . . . 478--481
Stephen Walker On Sufficient Conditions for Bayesian
Consistency . . . . . . . . . . . . . . 482--488
Bo Henry Lindqvist and
Gunnar Taraldsen and
Magnar Lillegård and
Steinar Engen A Counterexample to a Claim about
Stochastic Simulations . . . . . . . . . 489--490
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
James M. Robins and
Richard Scheines and
Peter Spirtes and
Larry Wasserman Uniform Consistency in Causal Inference 491--515
John J. Hanfelt Conditioning to Reduce the Sensitivity
of General Estimating Functions to
Nuisance Parameters . . . . . . . . . . 517--531
N. Sartori Modified Profile Likelihoods in Models
with Stratum Nuisance Parameters . . . . 533--549
Enno Mammen and
Jens Perch Nielsen Generalised Structured Models . . . . . 551--566
Paul Marriott On the Geometry of Measurement Error
Models . . . . . . . . . . . . . . . . . 567--576
John O'Quigley Khmaladze-type graphical evaluation of
the proportional hazards assumption . . 577--584
Jing Qin and
Biao Zhang Using Logistic Regression Procedures for
Estimating Receiver Operating
Characteristic Curves . . . . . . . . . 585--596
W. J. Hall and
Benjamin Yakir Inference about a Secondary Process
following a Sequential Trial . . . . . . 597--611
P. G. Blackwell Bayesian Inference for Markov Processes
with Diffusion and Discrete Components 613--627
Debajyoti Sinha and
Joseph G. Ibrahim and
Ming-Hui Chen A Bayesian Justification of Cox's
Partial Likelihood . . . . . . . . . . . 629--641
Carlo Gaetan and
Jian-Feng Yao A Multiple-Imputation Metropolis Version
of the EM Algorithm . . . . . . . . . . 643--654
T. D. Downs Spherical Regression . . . . . . . . . . 655--668
Michael H. Albert and
Huiling Le and
Christopher G. Small Assessing Landmark Influence on Shape
Variation . . . . . . . . . . . . . . . 669--678
Robert J. Boik Principal Component Models for
Correlation Matrices . . . . . . . . . . 679--701
Wai-Cheung Ip and
Heung Wong and
Yuan Li and
Hongzhi An Testing and Estimation of Thresholds
Based on Wavelets in Heteroscedastic
Threshold Autoregressive Models . . . . 703--716
Yuhyun Park and
L. J. Wei Estimating Subject-Specific Survival
Functions under the Accelerated Failure
Time Model . . . . . . . . . . . . . . . 717--723
Nader Ebrahimi and
Daniel Molefe and
Zhiliang Ying Identifiability and Censored Data . . . 724--727
Lyle Broemeling and
Ana Broemeling Studies in the history of probability
and statistics. XLVIII. The Bayesian
contributions of Ernest Lhoste . . . . . 728--731
Sin-Ho Jung and
Zhiliang Ying Rank-based regression with repeated
measurements data . . . . . . . . . . . 732--740
Anny Hui Xiang and
Bryan Langholz Robust Variance Estimation for Rate
Ratio Parameter Estimates from
Individually Matched Case-Control Data 741--746
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Gong Tang and
Roderick J. A. Little and
Trivellore E. Raghunathan Analysis of Multivariate Missing Data
with Nonignorable Nonresponse . . . . . 747--764
Zengri Wang and
Thomas A. Louis Matching Conditional and Marginal Shapes
in Binary Random Intercept Models Using
a Bridge Distribution Function . . . . . 765--775
Richard A. Davis and
William T. M. Dunsmuir and
Sarah B. Streett Observation-driven models for Poisson
counts . . . . . . . . . . . . . . . . . 777--790
Ilenia Epifani and
Antonio Lijoi and
Igor Prünster Exponential Functionals and Means of
Neutral-to-the-Right Priors . . . . . . 791--808
Frederick Wong and
Christopher K. Carter and
Robert Kohn Efficient Estimation of Covariance
Selection Models . . . . . . . . . . . . 809--830
Wei Biao Wu and
Mohsen Pourahmadi Nonparametric Estimation of Large
Covariance Matrices of Longitudinal Data 831--844
Molin Wang and
John J. Hanfelt Adjusted Profile Estimating Function . . 845--858
Tze Leung Lai and
Mei-Chiung Shih A Hybrid Estimator in Nonlinear and
Generalised Linear Mixed Effects Models 859--879
Francesco Bravo Second-order power comparisons for a
class of nonparametric likelihood-based
tests . . . . . . . . . . . . . . . . . 881--890
Neil A. Butler Minimum Aberration Construction Results
for Nonregular Two-Level Fractional
Factorial Designs . . . . . . . . . . . 891--898
Peter D. Sasieni and
Angela Winnett Martingale Difference Residuals as a
Diagnostic Tool for the Cox Model . . . 899--912
Jean-Yves Dauxois and
Syed N. U. A. Kirmani Testing the Proportional Odds Model
under Random Censoring . . . . . . . . . 913--922
Yi Cheng and
Fusheng Su and
Donald A. Berry Choosing Sample Size for a Clinical
Trial Using Decision Analysis . . . . . 923--936
Changbao Wu Optimal Calibration Estimators in Survey
Sampling . . . . . . . . . . . . . . . . 937--951
Hengjian Cui and
Xuming He and
Kai W. Ng Asymptotic Distributions of Principal
Components Based on Robust Dispersions 953--966
Liang Peng and
Qiwei Yao Least Absolute Deviations Estimation for
ARCH and GARCH Models . . . . . . . . . 967--975
David Clayton Conditional Likelihood Inference under
Complex Ascertainment Using Data
Augmentation . . . . . . . . . . . . . . 976--981
D. R. Cox Conditional and Marginal Association for
Binary Random Variables . . . . . . . . 982--984
Richard Samworth A Note on Methods of Restoring
Consistency to the Bootstrap . . . . . . 985--990
Neal O. Jeffries A note on: ``Testing the number of
components in a normal mixture''
[Biometrika \bf 88 (2001), no. 3,
767--778; MR1859408] by Y. Lo, N. R.
Mendell, and D. B. Rubin . . . . . . . . 991--994
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
John C. Liechty and
Merrill W. Liechty and
Peter Müller Bayesian Correlation Estimation . . . . 1--14
Shaun R. Seaman and
Sylvia Richardson Equivalence of Prospective and
Retrospective Models in the Bayesian
Analysis of Case-Control Studies . . . . 15--25
Sadanori Konishi and
Tomohiro Ando and
Seiya Imoto Bayesian Information Criteria and
Smoothing Parameter Selection in Radial
Basis Function Networks . . . . . . . . 27--43
Ming-Hui Chen and
Dipak K. Dey and
Joseph G. Ibrahim Bayesian Criterion Based Model
Assessment for Categorical Data . . . . 45--63
David Firth and
Renée X. De Menezes Quasi-variances . . . . . . . . . . . . 65--80
M. A. Goldwasser and
L. Tian and
L. J. Wei Statistical Inference for
Infinite-Dimensional Parameters via
Asymptotically Pivotal Estimating
Functions . . . . . . . . . . . . . . . 81--94
Malay Ghosh and
Tapabrata Maiti Small-area estimation based on natural
exponential family quadratic variance
function models and survey weights . . . 95--112
K. S. Chan and
H. Tong Testing for Multimodality with Dependent
Data . . . . . . . . . . . . . . . . . . 113--123
Frank Critchley and
Paul Marriott Data-informed influence analysis . . . . 125--140
Michel Grzebyk and
Pascal Wild and
Dominique Chouani\`ere On Identification of Multi-Factor Models
with Correlated Residuals . . . . . . . 141--151
Paul R. Rosenbaum Design Sensitivity in Observational
Studies . . . . . . . . . . . . . . . . 153--164
Holger Dette and
Robert Kwiecien A Comparison of Sequential and
Non-Sequential Designs for
Discrimination between Nested Regression
Models . . . . . . . . . . . . . . . . . 165--176
Xihong Lin and
Naisyin Wang and
Alan H. Welsh and
Raymond J. Carroll Equivalent Kernels of Smoothing Splines
in Nonparametric Regression for
Clustered/Longitudinal Data . . . . . . 177--193
Jianqing Fan and
Wenyang Zhang Generalised Likelihood Ratio Tests for
Spectral Density . . . . . . . . . . . . 195--209
Nidhan Choudhuri and
Subhashis Ghosal and
Anindya Roy Contiguity of the Whittle Measure for a
Gaussian Time Series . . . . . . . . . . 211--218
Alice S. Whittemore Estimating Genetic Association
Parameters from Family Data . . . . . . 219--225
Marco Di Marzio and
Charles C. Taylor Boosting Kernel Density Estimates: A
Bias Reduction Technique? . . . . . . . 226--233
Yuchung J. Wang Compatibility among Marginal Densities 234--239
Jaechoul Lee and
Robert Lund Revisiting Simple Linear Regression with
Autocorrelated Errors . . . . . . . . . 240--245
Toshiaki Watanabe and
Yasuhiro Omori A Multi-Move Sampler for Estimating
Non-Gaussian Time Series Models:
Comments on Shephard & Pitt (1997)
[``Likelihood analysis of non-Gaussian
measurement time series'' [Biometrika
\bf 84 (1997), no. 3, 653--667;
MR1603940]] . . . . . . . . . . . . . . 246--248
Anonymous Amendments and Corrections: ``Is the
Simes Improved Bonferroni Procedure
Conservative?'' . . . . . . . . . . . . 249--250
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Zonghui Hu and
Naisyin Wang and
Raymond J. Carroll Profile-Kernel versus Backfitting in the
Partially Linear Models for
Longitudinal/Clustered Data . . . . . . 251--262
Ronald E. Gangnon and
Michael R. Kosorok Sample-size formula for clustered
survival data using weighted log-rank
statistics . . . . . . . . . . . . . . . 263--275
T. Cai and
S. Cheng Semiparametric Regression Analysis for
Doubly Censored Data . . . . . . . . . . 277--290
Douglas E. Schaubel and
Jianwen Cai Regression Methods for Gap Time Hazard
Functions of Sequentially Ordered
Multivariate Failure Time Data . . . . . 291--303
Lan Kong and
Jianwen Cai and
Pranab K. Sen Weighted Estimating Equations for
Semiparametric Transformation Models
with Censored Data from a Case-Cohort
Design . . . . . . . . . . . . . . . . . 305--319
Eunsik Park and
Yongdai Kim Analysis of Longitudinal Data in
Case-Control Studies . . . . . . . . . . 321--330
Wenbin Lu and
Zhiliang Ying On Semiparametric Transformation Cure
Models . . . . . . . . . . . . . . . . . 331--343
Frank G. Ball and
Tom Britton and
Owen D. Lyne Stochastic Multitype Epidemics in a
Community of Households: Estimation of
Threshold Parameter $ R_\ast $ and
Secure Vaccination Coverage . . . . . . 345--362
Niels G. Becker and
Tom Britton Estimating Vaccine Efficacy from Small
Outbreaks . . . . . . . . . . . . . . . 363--382
Mathias Drton and
Thomas S. Richardson Multimodality of the Likelihood in the
Bivariate Seemingly Unrelated
Regressions Model . . . . . . . . . . . 383--392
Jeanne Kowalski and
Jonathan Powell Nonparametric Inference for Stochastic
Linear Hypotheses: Application to
High-Dimensional Data . . . . . . . . . 393--408
Heng-Hui Lue Principal Hessian Directions for
Regression with Measurement Error . . . 409--423
Michael Goldstein and
Simon C. Shaw Bayes Linear Kinematics and Bayes Linear
Bayes Graphical Models . . . . . . . . . 425--446
Annie Qu and
Peter X.-K. Song Assessing Robustness of Generalised
Estimating Equations and Quadratic
Inference Functions . . . . . . . . . . 447--459
V. Roshan Joseph Efficient Robbins-Monro procedure for
binary data . . . . . . . . . . . . . . 461--470
Cheng-Der Fuh and
Inchi Hu Efficient Importance Sampling for Events
of Moderate Deviations with Applications 471--490
Tae Yoon Kim and
Donghoh Kim and
Byeong U. Park and
Douglas G. Simpson Nonparametric Detection of Correlated
Errors . . . . . . . . . . . . . . . . . 491--496
C. Semadeni and
A. C. Davison and
D. V. Hinkley Posterior Probability Intervals in
Bayesian Wavelet Estimation . . . . . . 497--505
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Tze Leung Lai and
Mei-Chiung Shih Power, Sample Size and Adaptation
Considerations in the Design of Group
Sequential Clinical Trials . . . . . . . 507--528
Nicholas P. Jewell and
Mark Van Der Laan Case-Control Current Status Data . . . . 529--541
Radu V. Craiu and
Thierry Duchesne Inference Based on the EM Algorithm for
the Competing Risks Model with Masked
Causes of Failure . . . . . . . . . . . 543--558
Jae Kwang Kim and
Wayne Fuller Fractional Hot Deck Imputation . . . . . 559--578
Hongtu Zhu and
Heping Zhang A Diagnostic Procedure Based on Local
Influence . . . . . . . . . . . . . . . 579--589
Mathias Drton and
Michael D. Perlman Model Selection for Gaussian
Concentration Graphs . . . . . . . . . . 591--602
Thomas A. Severini A Modified Likelihood Ratio Statistic
for Some Nonregular Models . . . . . . . 603--612
Sofia C. Olhede and
Emma J. McCoy and
David A. Stephens Large-Sample Properties of the
Periodogram Estimator of Seasonally
Persistent Processes . . . . . . . . . . 613--628
Ming Dai and
Wensheng Guo Multivariate Spectral Analysis Using
Cholesky Decomposition . . . . . . . . . 629--643
Suhasini Subba Rao On Multiple Regression Models with
Nonstationary Correlated Errors . . . . 645--659
Yingcun Xia and
Wenyang Zhang and
Howell Tong Efficient Estimation for
Semivarying-Coefficient Models . . . . . 661--681
J. P. Fine and
J. Yan and
M. R. Kosorok Temporal Process Regression . . . . . . 683--703
J. C. Gower The Geometry of Biplot Scaling . . . . . 705--714
Ajit C. Tamhane and
Brent R. Logan A Superiority-Equivalence Approach to
One-Sided Tests on Multiple Endpoints in
Clinical Trials . . . . . . . . . . . . 715--727
D. R. Cox and
N. Reid A Note on Pseudolikelihood Constructed
from Marginal Densities . . . . . . . . 729--737
Henk Kelderman Measurement Exchangeability and Normal
One-Factor Models . . . . . . . . . . . 738--742
Peter Hall and
Rob J. Hyndman and
Yanan Fan Nonparametric Confidence Intervals for
Receiver Operating Characteristic Curves 743--750
R. Reeves and
A. N. Pettitt Efficient Recursions for General
Factorisable Models . . . . . . . . . . 751--757
Anthony Y. C. Kuk Permutation Invariance of Alternating
Logistic Regression for Multivariate
Binary Data . . . . . . . . . . . . . . 758--761
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
James Robins and
Andrea Rotnitzky Estimation of Treatment Effects in
Randomised Trials with Non-Compliance
and a Dichotomous Outcome Using
Structural Mean Models . . . . . . . . . 763--783
David Siegmund Model Selection in Irregular Problems:
Applications to Mapping Quantitative
Trait Loci . . . . . . . . . . . . . . . 785--800
Guosheng Yin and
Jianwen Cai Additive Hazards Model with Multivariate
Failure Time Data . . . . . . . . . . . 801--818
Jianqing Fan and
Tsz Ho Yim A Crossvalidation Method for Estimating
Conditional Densities . . . . . . . . . 819--834
Anastasios A. Tsiatis and
Yanyuan Ma Locally Efficient Semiparametric
Estimators for Functional Measurement
Error Models . . . . . . . . . . . . . . 835--848
Zhong Guan A Semiparametric Changepoint Model . . . 849--862
Donald A. Pierce and
Albrecht M. Kellerer Adjusting for Covariate Errors with
Nonparametric Assessment of the True
Covariate Distribution . . . . . . . . . 863--876
Martín H. Félix-Medina and
Steven K. Thompson Adaptive Cluster Double Sampling . . . . 877--891
Jean-Claude Deville and
Yves Tillé Efficient Balanced Sampling: The Cube
Method . . . . . . . . . . . . . . . . . 893--912
Yves Tillé and
Anne-Catherine Favre Coordination, Combination and Extension
of Balanced Samples . . . . . . . . . . 913--927
Masayuki Henmi and
Shinto Eguchi A Paradox concerning Nuisance Parameters
and Projected Estimating Functions . . . 929--941
L. Tian and
J. Liu and
Y. Zhao and
L. J. Wei Statistical Inference Based on
Non-Smooth Estimating Functions . . . . 943--954
Sofia C. Olhede and
Andrew T. Walden `Analytic' wavelet thresholding . . . . 955--973
M. C. Jones and
P. V. Larsen Multivariate Distributions with Support
above the Diagonal . . . . . . . . . . . 975--986
Paul H. Garthwaite and
John R. Crawford The distribution of the difference
between two $t$-variates . . . . . . . . 987--994
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Song Yang and
Ross Prentice Semiparametric Analysis of Short-Term
and Long-Term Hazard Ratios with
Two-Sample Survival Data . . . . . . . . 1--17
Y. Q. Chen and
S. Cheng Semiparametric Regression Analysis of
Mean Residual Life with Censored
Survival Data . . . . . . . . . . . . . 19--29
Susanne M. Schennach Bayesian Exponentially Tilted Empirical
Likelihood . . . . . . . . . . . . . . . 31--46
Trevor J. Sweeting On the Implementation of Local
Probability Matching Priors for Interest
Parameters . . . . . . . . . . . . . . . 47--57
Kani Chen and
Zhezhen Jin Local Polynomial Regression Analysis of
Clustered Data . . . . . . . . . . . . . 59--74
Damla \cSentürk and
Hans-Georg Müller Covariate-Adjusted Regression . . . . . 75--89
Ciprian Crainiceanu and
David Ruppert and
Gerda Claeskens and
M. P. Wand Exact Likelihood Ratio Tests for
Penalised Splines . . . . . . . . . . . 91--103
Peter Hall and
J. D. Opsomer Theory for Penalised Spline Regression 105--118
Eric D. Kolaczyk and
Robert D. Nowak Multiscale Generalised Linear Models for
Nonparametric Function Estimation . . . 119--133
Peter Hall and
Peihua Qiu Discrete-Transform Approach to
Deconvolution Problems . . . . . . . . . 135--148
B. M. Brown and
You-Gan Wang Standard Errors and Covariance Matrices
for Smoothed Rank Estimators . . . . . . 149--158
Christopher A. Carolan and
Joshua M. Tebbs Nonparametric Tests for and against
Likelihood Ratio Ordering in the
Two-Sample Problem . . . . . . . . . . . 159--171
M. Fátima Salgueiro and
Peter W. F. Smith and
John W. McDonald Power of Edge Exclusion Tests in
Graphical Gaussian Models . . . . . . . 173--182
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
Wolfgang Bischoff and
Frank Miller Adaptive Two-Stage Test Procedures to
Find the Best Treatment in Clinical
Trials . . . . . . . . . . . . . . . . . 197--212
Alec Stephenson and
Jonathan Tawn Exploiting Occurrence Times in
Likelihood Inference for Componentwise
Maxima . . . . . . . . . . . . . . . . . 213--227
Wen-Han Hwang and
Richard Huggins An Examination of the Effect of
Heterogeneity on the Estimation of
Population Size Using Capture-Recapture
Data . . . . . . . . . . . . . . . . . . 229--233
Yvonne H. S. Ho and
Stephen M. S. Lee Calibrated Interpolated Confidence
Intervals for Population Quantiles . . . 234--241
Liqiang Ni and
R. Dennis Cook and
Chih-Ling Tsai A Note on Shrinkage Sliced Inverse
Regression . . . . . . . . . . . . . . . 242--247
J. T. Kent and
K. V. Mardia Amendments and corrections: ``Shape,
Procrustes tangent projections and
bilateral symmetry''
[\booktitleBiometrika \bf 88 (2001), no.
2, 469--485 [MR1844846]] . . . . . . . . 249--249
K. V. Mardia and
F. L. Bookstein and
I. J. Moreton Amendments and Corrections:
``Statistical assessment of bilateral
symmetry of shapes''
[\booktitleBiometrika \bf 87 (2000), no.
2, 285--300; MR1782479] . . . . . . . . 249--250
Jing Qin and
Biao Zhang Amendments and Corrections: ``Using
logistic regression procedures for
estimating receiver operating
characteristic curves''
[\booktitleBiometrika \bf 90 (2003), no.
3, 585--596; MR2006837] . . . . . . . . 250--250
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Jing Qin and
Biao Zhang Marginal Likelihood, Conditional
Likelihood and Empirical Likelihood:
Connections and Applications . . . . . . 251--270
Yong Zhou and
Hua Liang Empirical-Likelihood-Based
Semiparametric Inference for the
Treatment Effect in the Two-Sample
Problem with Censoring . . . . . . . . . 271--282
Youyi Shu and
John P. Klein Additive Hazards Markov Regression
Models Illustrated with Bone Marrow
Transplant Data . . . . . . . . . . . . 283--301
Jianwen Cai and
Jianqing Fan and
Runze Li and
Haibo Zhou Variable Selection for Multivariate
Failure Time Data . . . . . . . . . . . 303--316
Aliye Atay-Kayis and
Hél\`ene Massam A Monte Carlo method for computing the
marginal likelihood in nondecomposable
Gaussian graphical models . . . . . . . 317--335
Elena Stanghellini and
Nanny Wermuth On the Identification of Path Analysis
Models with One Hidden Variable . . . . 337--350
Florin Vaida and
Suzette Blanchard Conditional Akaike Information for
Mixed-Effects Models . . . . . . . . . . 351--370
Xiangrong Yin and
R. Dennis Cook Direction Estimation in Single-Index
Regressions . . . . . . . . . . . . . . 371--384
Hongquan Xu Some Nonregular Designs from the
Nordstrom-Robinson Code and Their
Statistical Properties . . . . . . . . . 385--397
Nilanjan Chatterjee and
Raymond J. Carroll Semiparametric Maximum Likelihood
Estimation Exploiting Gene-Environment
Independence in Case-Control Studies . . 399--418
Sam Behseta and
Robert E. Kass and
Garrick L. Wallstrom Hierarchical Models for Assessing
Variability among Functions . . . . . . 419--434
E. Benhin and
J. N. K. Rao and
A. J. Scott Mean Estimating Equation Approach to
Analysing Cluster-Correlated Data with
Nonignorable Cluster Sizes . . . . . . . 435--450
Bo Henry Lindqvist and
Gunnar Taraldsen Monte Carlo Conditioning on a Sufficient
Statistic . . . . . . . . . . . . . . . 451--464
A. Kume and
Andrew T. A. Wood Saddlepoint Approximations for the
Bingham and Fisher-Bingham Normalising
Constants . . . . . . . . . . . . . . . 465--476
Ngai Hang Chan and
Liang Peng Weighted Least Absolute Deviations
Estimation for an AR(1) Process with
ARCH(1) Errors . . . . . . . . . . . . . 477--484
Neil A. Butler Generalised Minimum Aberration
Construction Results for Symmetrical
Orthogonal Arrays . . . . . . . . . . . 485--491
Mai Zhou Empirical Likelihood Analysis of the
Rank Estimator for the Censored
Accelerated Failure Time Model . . . . . 492--498
Kai-Tai Fang and
Rahul Mukerjee Expected Lengths of Confidence Intervals
Based on Empirical Discrepancy
Statistics . . . . . . . . . . . . . . . 499--503
Albert W. Marshall and
Ingram Olkin Amendments and Corrections: ``A new
method for adding a parameter to a
family of distributions with application
to the exponential and Weibull
families'' [\booktitleBiometrika \bf 84
(1997), no. 3, 641--652; MR1603936] . . 505--505
Shaun R. Seaman and
Sylvia Richardson Amendments and Corrections:
``Equivalence of prospective and
retrospective models in the Bayesian
analysis of case-control studies''
[\booktitleBiometrika \bf 91 (2004), no.
1, 15--25; MR2050457] . . . . . . . . . 505--505
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Christian Ritz and
Ib M. Skovgaard Likelihood Ratio Tests in Curved
Exponential Families with Nuisance
Parameters Present Only under the
Alternative . . . . . . . . . . . . . . 507--517
Cristiano Varin and
Paolo Vidoni A Note on Composite Likelihood Inference
and Model Selection . . . . . . . . . . 519--528
J. F. Lawless and
Marc Fredette Frequentist Prediction Intervals and
Predictive Distributions . . . . . . . . 529--542
Francesca Dominici and
Leslie Cope and
Daniel Q. Naiman and
Scott L. Zeger Smooth Quantile Ratio Estimation . . . . 543--557
Andrew S. Allen and
Glen A. Satten and
Anastasios A. Tsiatis Locally-Efficient Robust Estimation of
Haplotype-Disease Association in
Family-Based Studies . . . . . . . . . . 559--571
K. F. Lam and
Hongqi Xue A Semiparametric Regression Cure Model
with Current Status Data . . . . . . . . 573--586
Yi-Kuan Tseng and
Fushing Hsieh and
Jane-Ling Wang Joint Modelling of Accelerated Failure
Time and Longitudinal Data . . . . . . . 587--603
Brent A. Johnson and
Anastasios A. Tsiatis Semiparametric Inference in
Observational Duration-Response Studies,
with Duration Possibly Right-Censored 605--618
Tianxi Cai and
Lu Tian and
L. J. Wei Semiparametric Box: Cox Power
Transformation Models for Censored
Survival Observations . . . . . . . . . 619--632
Yi Cheng and
Yu Shen Bayesian Adaptive Designs for Clinical
Trials . . . . . . . . . . . . . . . . . 633--646
Robert L. Strawderman The Accelerated Gap Times Model . . . . 647--666
Peter Hall and
Amnon Neeman and
Reza Pakyari and
Ryan Elmore Nonparametric Inference in Multivariate
Mixtures . . . . . . . . . . . . . . . . 667--678
Inna Chervoneva and
Boris Iglewicz Orthogonal Bases Approach for Comparing
Nonnormal Continuous Distributions . . . 679--690
Guodong Li and
Wai Keung Li Diagnostic Checking for Time Series
Models with Conditional
Heteroscedasticity Estimated by the
Least Absolute Deviation Approach . . . 691--701
Shyamal D. Peddada and
David B. Dunson and
Xiaofeng Tan Estimation of Order-Restricted Means
from Correlated Data . . . . . . . . . . 703--715
Il Do Ha and
Youngjo Lee Comparison of Hierarchical Likelihood
versus Orthodox Best Linear Unbiased
Predictor Approaches for Frailty Models 717--723
Howard D. Bondell Minimum Distance Estimation for the
Logistic Regression Model . . . . . . . 724--731
Leonard A. Stefanski and
Steven J. Novick and
Viswanath Devanarayan Estimating a Nonlinear Function of a
Normal Mean . . . . . . . . . . . . . . 732--736
Masanobu Taniguchi and
Junichi Hirukawa The Stein: James Estimator for Short-
and Long-Memory Gaussian Processes . . . 737--746
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
David J. Nott and
Robert Kohn Adaptive Sampling for Bayesian Variable
Selection . . . . . . . . . . . . . . . 747--763
Stephen G. Walker and
Antonio Lijoi and
Igor Prünster Data Tracking and the Understanding of
Bayesian Consistency . . . . . . . . . . 765--778
Beatrix Jones and
Mike West Covariance Decomposition in Undirected
Gaussian Graphical Models . . . . . . . 779--786
Cinzia Carota Symmetric Diagnostics for the Analysis
of the Residuals in Regression Models 787--799
Daniel Gervini and
Theo Gasser Nonparametric Maximum Likelihood
Estimation of the Structural Mean of a
Sample of Curves . . . . . . . . . . . . 801--820
Tiejun Tong and
Yuedong Wang Estimating Residual Variance in
Nonparametric Regression Using Least
Squares . . . . . . . . . . . . . . . . 821--830
F. J. Breidt and
G. Claeskens and
J. D. Opsomer Model-Assisted Estimation for Complex
Surveys Using Penalised Splines . . . . 831--846
Nicholas P. Jewell and
Mark Van Der Laan and
Xiudong Lei Bivariate Current Status Data with
Univariate Monitoring Times . . . . . . 847--862
Ying Kuen Cheung Coherence Principles in Dose-Finding
Studies . . . . . . . . . . . . . . . . 863--873
Guozhi Gao and
Anastasios A. Tsiatis Semiparametric Estimators for the
Regression Coefficients in the Linear
Transformation Competing Risks Model
with Missing Cause of Failure . . . . . 875--891
Nicolai Meinshausen and
Peter Bühlmann Lower Bounds for the Number of False
Null Hypotheses for Multiple Testing of
Associations under General Dependence
Structures . . . . . . . . . . . . . . . 893--907
Julian Besag and
Debashis Mondal First-Order Intrinsic Autoregressions
and the De Wijs Process . . . . . . . . 909--920
Hao Zhang and
Dale L. Zimmerman Towards Reconciling Two Asymptotic
Frameworks in Spatial Statistics . . . . 921--936
Yuhong Yang Can the Strengths of AIC and BIC Be
Shared? A Conflict between Model
Indentification and Regression
Estimation . . . . . . . . . . . . . . . 937--950
James R. Schott Testing for Complete Independence in
High Dimensions . . . . . . . . . . . . 951--956
Hajime Uno and
Lu Tian and
L. J. Wei The Optimal Confidence Region for a
Random Parameter . . . . . . . . . . . . 957--964
Mithat Gönen and
Glenn Heller Concordance Probability and
Discriminatory Power in Proportional
Hazards Regression . . . . . . . . . . . 965--970
Michael Parzen and
Stuart R. Lipsitz and
Garrett M. Fitzmaurice A Note on Reducing the Bias of the
Approximate Bayesian Bootstrap
Imputation Variance Estimator . . . . . 971--974
Gauri Sankar Datta An Alternative Derivation of the
Distributions of the Maximum Likelihood
Estimators of the Parameters in an
Inverse Gaussian Distribution . . . . . 975--977
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Christopher Jennison and
Bruce W. Turnbull Adaptive and Nonadaptive Group
Sequential Tests . . . . . . . . . . . . 1--21
Guido Consonni and
Valentina Leucari Reference Priors for Discrete Graphical
Models . . . . . . . . . . . . . . . . . 23--40
Francesco Bartolucci and
Luisa Scaccia and
Antonietta Mira Efficient Bayes Factor Estimation from
the Reversible Jump Output . . . . . . . 41--52
Xianzheng Huang and
Leonard A. Stefanski and
Marie Davidian Latent-Model Robustness in Structural
Measurement Error Models . . . . . . . . 53--64
R. Dennis Cook and
Liqiang Ni Using Intraslice Covariances for
Improved Estimation of the Central
Subspace in Regression . . . . . . . . . 65--74
Yanyuan Ma and
Jeng-Min Chiou and
Naisyin Wang Efficient Semiparametric Estimator for
Heteroscedastic Partially Linear Models 75--84
Jianhua Z. Huang and
Naiping Liu and
Mohsen Pourahmadi and
Linxu Liu Covariance Matrix Selection and
Estimation via Penalised Normal
Likelihood . . . . . . . . . . . . . . . 85--98
Nan Lin and
Xuming He Robust and Efficient Estimation under
Data Grouping . . . . . . . . . . . . . 99--112
Alexandre Pintore and
Paul Speckman and
Chris C. Holmes Spatially Adaptive Smoothing Splines . . 113--125
Steven M. Bortnick and
Angela M. Dean and
Thomas J. Santner Efficient Designs for One-Sided
Comparisons of Two or Three Treatments
with a Control in a One-Way Layout . . . 127--135
Boxin Tang Orthogonal Arrays Robust to
Nonnegligible Two-Factor Interactions 137--146
Zhezhen Jin and
D. Y. Lin and
Zhiliang Ying On Least-Squares Regression with
Censored Data . . . . . . . . . . . . . 147--161
Abdus S. Wahed and
Anastasios A. Tsiatis Semiparametric Efficient Estimation of
Survival Distributions in Two-Stage
Randomisation Designs in Clinical Trials
with Censored Data . . . . . . . . . . . 163--177
Carsten H. Botts and
Michael J. Daniels A Shrinkage Estimator for Spectral
Densities . . . . . . . . . . . . . . . 179--195
N. Rao Chaganty and
Harry Joe Range of Correlation Matrices for
Dependent Bernoulli Random Variables . . 197--206
Wenbin Lu and
Anastasios A. Tsiatis Semiparametric Transformation Models for
the Case-Cohort Study . . . . . . . . . 207--214
Song Xi Chen and
Hengjian Cui On Bartlett Correction of Empirical
Likelihood in the Presence of Nuisance
Parameters . . . . . . . . . . . . . . . 215--220
Kung-Sik Chan and
Lop-Hing Ho and
Howell Tong A Note on Time-Reversibility of
Multivariate Linear Processes . . . . . 221--227
Chien-Tai Lin and
Jyh-Shyang Wu and
Chia-Hung Yen A Note on Kernel Polygons . . . . . . . 228--234
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Peter J. Green and
Kanti V. Mardia Bayesian Alignment Using Hierarchical
Models, with Applications in Protein
Bioinformatics . . . . . . . . . . . . . 235--254
Ray Chambers and
Nikos Tzavidis $M$-quantile models for small area
estimation . . . . . . . . . . . . . . . 255--268
Lorenzo Fattorini Applying the Horvitz-Thompson criterion
in complex designs: a computer-intensive
perspective for estimating inclusion
probabilities . . . . . . . . . . . . . 269--278
David M. Steinberg and
Dennis K. J. Lin A Construction Method for Orthogonal
Latin Hypercube Designs . . . . . . . . 279--288
Neil A. Butler Optimal Blocking of Two-Level Factorial
Designs . . . . . . . . . . . . . . . . 289--302
Y. Q. Chen and
S. Cheng Linear Life Expectancy Regression with
Censored Data . . . . . . . . . . . . . 303--313
Kam-Chuen Yuen and
Jian Shi and
Lixing Zhu A $k$-sample test with interval censored
data . . . . . . . . . . . . . . . . . . 315--328
Lu Tian and
Tianxi Cai On the Accelerated Failure Time Model
for Current Status and Interval Censored
Data . . . . . . . . . . . . . . . . . . 329--342
Adin-Cristian Andrei and
Susan Murray Estimating the Quality-of-Life-Adjusted
Gap Time Distribution of Successive
Events Subject to Censoring . . . . . . 343--355
Ming-Yen Cheng and
Peter Hall and
Dongsheng Tu Confidence Bands for Hazard Rates under
Random Censorship . . . . . . . . . . . 357--366
L. Peng and
J. P. Fine Nonparametric Estimation with
Left-Truncated Semicompeting Risks Data 367--383
A. J. Lee and
A. J. Scott and
C. J. Wild Fitting Binary Regression Models with
Case-Augmented Samples . . . . . . . . . 385--397
Yasumasa Matsuda A Test Statistic for Graphical Modelling
of Multivariate Time Series . . . . . . 399--409
Peter Hall and
Ming Li Using the Periodogram to Estimate Period
in Nonparametric Regression . . . . . . 411--424
Donald A. Pierce and
Ruggero Bellio Effects of the Reference Set on
Frequentist Inferences . . . . . . . . . 425--438
Peter Hall and
Natalie Neumeyer Estimating a Bivariate Density When
There Are Extra Data on One or Both
Components . . . . . . . . . . . . . . . 439--450
J. Mòller and
A. N. Pettitt and
R. Reeves and
K. K. Berthelsen An efficient Markov chain Monte Carlo
method for distributions with
intractable normalising constants . . . 451--458
You-Gan Wang and
Min Zhu Rank-Based Regression for Analysis of
Repeated Measures . . . . . . . . . . . 459--464
Anestis Antoniadis and
Piotr Fryzlewicz Parametric Modelling of Thresholds
across Scales in Wavelet Regression . . 465--471
Pedro Delicado Local Likelihood Density Estimation
Based on Smooth Truncation . . . . . . . 472--480
Nader Ebrahimi Models for Recurring Events with
Marginal Proportional Hazards . . . . . 481--485
Richard Huggins Understanding Nonparametric Estimation
for Clustered Data . . . . . . . . . . . 486--489
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Yoav Benjamini and
Abba M. Krieger and
Daniel Yekutieli Adaptive Linear Step-up Procedures That
Control the False Discovery Rate . . . . 491--507
Christopher R. Genovese and
Kathryn Roeder and
Larry Wasserman False discovery control with $p$-value
weighting . . . . . . . . . . . . . . . 509--524
David Cavallini and
Fabio Corradi Forensic Identification of Relatives of
Individuals Included in a Database of
DNA Profiles . . . . . . . . . . . . . . 525--536
Michael Pitt and
David Chan and
Robert Kohn Efficient Bayesian Inference for
Gaussian Copula Regression Models . . . 537--554
Yoonkyung Lee and
Yuwon Kim and
Sangjun Lee and
Ja-Yong Koo Structured Multicategory Support Vector
Machines with Analysis of Variance
Decomposition . . . . . . . . . . . . . 555--571
Paul R. Rosenbaum Differential Effects and Generic Biases
in Observational Studies . . . . . . . . 573--586
Brent A. Coull and
E. Andres Houseman and
Rebecca A. Betensky A Computationally Tractable Multivariate
Random Effects Model for Clustered
Binary Data . . . . . . . . . . . . . . 587--599
Manabu Kuroki and
Zhihong Cai On Recovering a Population Covariance
Matrix in the Presence of Selection Bias 601--611
R. A. Bailey and
J. Kunert On Optimal Crossover Designs When
Carryover Effects Are Proportional to
Direct Effects . . . . . . . . . . . . . 613--625
Donglin Zeng and
D. Y. Lin Efficient Estimation of Semiparametric
Transformation Models for Counting
Processes . . . . . . . . . . . . . . . 627--640
Tze Leung Lai and
Wenzhi Li Confidence Intervals in Group Sequential
Trials with Random Group Sizes and
Applications to Survival Analysis . . . 641--654
Lajmi Lakhal Chaieb and
Louis-Paul Rivest and
Belkacem Abdous Estimating Survival under a Dependent
Truncation . . . . . . . . . . . . . . . 655--669
J. F. Lawless and
Denise Babineau Models for Interval Censoring and
Simulation-Based Inference for Lifetime
Distributions . . . . . . . . . . . . . 671--686
Piotr Fryzlewicz and
Theofanis Sapatinas and
Suhasini Subba Rao A Haar-Fisz technique for locally
stationary volatility estimation . . . . 687--704
Xue Wang and
Andrew T. A. Wood Empirical Bayes Block Shrinkage of
Wavelet Coefficients via the Noncentral
$ \chi^2 $ Distribution . . . . . . . . 705--722
Kai-Tai Fang and
Rahul Mukerjee Empirical-Type Likelihoods Allowing
Posterior Credible Sets with Frequentist
Validity: Higher-Order Asymptotics . . . 723--733
Malka Gorfine and
David M. Zucker and
Li Hsu Prospective Survival Analysis with a
General Semiparametric Shared Frailty
Model: A Pseudo Full Likelihood Approach 735--741
Einar Andreas Ròdland Simes' Procedure Is `Valid on Average' 742--746
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Bin Nan and
Menggang Yu and
John D. Kalbfleisch Censored Linear Regression for
Case-Cohort Studies . . . . . . . . . . 747--762
Chiung-Yu Huang and
Mei-Cheng Wang and
Ying Zhang Analysing Panel Count Data with
Informative Observation Times . . . . . 763--775
Ying Zhang Nonparametric $k$-sample tests with
panel count data . . . . . . . . . . . . 777--790
Ming-Hui Chen and
Joseph G. Ibrahim and
Qi-Man Shao Posterior Propriety and Computation for
the Cox Regression Model with
Applications to Missing Covariates . . . 791--807
Petros Dellaportas and
Nial Friel and
Gareth O. Roberts Bayesian Model Selection for Partially
Observed Diffusion Models . . . . . . . 809--825
Sylvia Frühwirth-Schnatter and
Helga Wagner Auxiliary Mixture Sampling for
Parameter-Driven Models of Time Series
of Counts with Applications to State
Space Modelling . . . . . . . . . . . . 827--841
Shu-Chuan Chen and
Bruce G. Lindsay Building Mixture Trees from Binary
Sequence Data . . . . . . . . . . . . . 843--860
Xinlei Wang and
Johan Lim and
S. Lynne Stokes Forming Post-Strata via Bayesian Treed
Capture-Recapture Models . . . . . . . . 861--876
Sinae Kim and
Mahlet G. Tadesse and
Marina Vannucci Variable Selection in Clustering via
Dirichlet Process Mixture Models . . . . 877--893
Yijian Huang and
Kristin Berry Semiparametric Estimation of Marginal
Mark Distribution . . . . . . . . . . . 895--910
E. Andrés Houseman and
Brent A. Coull and
Louise M. Ryan A Functional-Based Distribution
Diagnostic for a Linear Model with
Correlated Outcomes . . . . . . . . . . 911--926
Huajun Ye and
Jianxin Pan Modelling of Covariance Structures in
Generalised Estimating Equations for
Longitudinal Data . . . . . . . . . . . 927--941
Danny Pfeffermann and
Fernando Antonio Da Silva Moura and
Pedro Luis Do Nascimento Silva Multi-Level Modelling under Informative
Sampling . . . . . . . . . . . . . . . . 943--959
Sungyoung Auh and
Allan R. Sampson Isotonic Logistic Discrimination . . . . 961--972
Steven E. Stern Simple and accurate one-sided inference
based on a class of $M$-estimators . . . 973--987
Peter Guttorp and
Tilmann Gneiting Studies in the history of probability
and statistics. XLIX. On the Matérn
correlation family . . . . . . . . . . . 989--995
Sokbae Lee Identification of a Competing Risks
Model with Unknown Transformations of
Latent Failure Times . . . . . . . . . . 996--1002
Eric J. Tchetgen and
Brent A. Coull A Diagnostic Test for the Mixing
Distribution in a Generalised Linear
Mixed Model . . . . . . . . . . . . . . 1003--1010
Bahjat F. Qaqish and
Anastasia Ivanova Multivariate Logistic Models . . . . . . 1011--1017
Mu Zhu Discriminant Analysis with Common
Principal Components . . . . . . . . . . 1018--1024
Anonymous Amendments and Corrections:
``Nonparametric Maximum Likelihood
Estimation of the Structural Mean of a
Sample of Curves'' . . . . . . . . . . . 1025--1025
D. Gervini and
T. Gasser Amendments and corrections:
``Nonparametric maximum likelihood
estimation of the structural mean of a
sample of curves'' [\booktitleBiometrika
\bf 92 (2005), no. 4, 801--820;
MR2234187] . . . . . . . . . . . . . . . 1025--1025
David M. Steinberg and
Dennis K. J. Lin Amendments and Corrections: ``A
Construction Method for Orthogonal Latin
Hypercube Designs'' . . . . . . . . . . 1025--1025
Peter Hall and
Ming Li Amendments and Corrections: ``Using the
Periodogram to Estimate Period in
Nonparametric Regression'' . . . . . . . 1026--1026
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
J. E. Taylor and
K. J. Worsley and
F. Gosselin Maxima of Discretely Sampled Random
Fields, with an Application to `Bubbles' 1--18
Ming Yuan and
Yi Lin Model Selection and Estimation in the
Gaussian Graphical Model . . . . . . . . 19--35
Manabu Kuroki Graphical Identifiability Criteria for
Causal Effects in Studies with an
Unobserved Treatment/Response Variable 37--47
Elizabeth A. Thompson and
Charles J. Geyer Fuzzy $p$-values in latent variable
problems . . . . . . . . . . . . . . . . 49--60
Ramon Oller and
Guadalupe Gómez and
M. Luz Calle Interval Censoring: Identifiability and
the Constant-Sum Property . . . . . . . 61--70
Bodhisattva Sen and
Moulinath Banerjee A Pseudolikelihood Method for Analyzing
Interval Censored Data . . . . . . . . . 71--86
Jaap H. Abbring and
Gerard J. Van Den Berg The Unobserved Heterogeneity
Distribution in Duration Analysis . . . 87--99
Noelle I. Samia and
Kung-Sik Chan and
Nils Chr. Stenseth A Generalized Threshold Mixed Model for
Analyzing Nonnormal Nonlinear Time
Series, with Application to Plague in
Kazakhstan . . . . . . . . . . . . . . . 101--118
Yanyuan Ma and
Jeffrey D. Hart Constrained Local Likelihood Estimators
for Semiparametric Skew-Normal
Distributions . . . . . . . . . . . . . 119--134
M. J. Bayarri and
Gonzalo Garc\'ìa-Donato Extending Conventional Priors for
Testing General Hypotheses in Linear
Models . . . . . . . . . . . . . . . . . 135--152
Stephen L. Rathbun and
Saul Shiffman and
Chad J. Gwaltney Modelling the Effects of Partially
Observed Covariates on Poisson Process
Intensity . . . . . . . . . . . . . . . 153--165
Richard E. Chandler and
Steven Bate Inference for Clustered Data Using the
Independence Loglikelihood . . . . . . . 167--183
Hua Liang and
Suojin Wang and
Raymond J. Carroll Partially Linear Models with Missing
Response Variables and Error-Prone
Covariates . . . . . . . . . . . . . . . 185--198
Sanjay Chaudhuri and
Mathias Drton and
Thomas S. Richardson Estimation of a Covariance Matrix with
Zeros . . . . . . . . . . . . . . . . . 199--216
Efang Kong and
Yingcun Xia Variable Selection for the Single-Index
Model . . . . . . . . . . . . . . . . . 217--229
Jae Keun Yoo and
R. Dennis Cook Optimal Sufficient Dimension Reduction
for the Conditional Mean in Multivariate
Regression . . . . . . . . . . . . . . . 231--242
I. B. J. Goudie and
P. E. Jupp and
J. Ashbridge Plant-Capture Estimation of the Size of
a Homogeneous Population . . . . . . . . 243--248
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Gerda Claeskens and
Raymond J. Carroll An Asymptotic Theory for Model Selection
Inference in General Semiparametric
Problems . . . . . . . . . . . . . . . . 249--265
Denis Larocque and
Jaakko Nevalainen and
Hannu Oja A Weighted Multivariate Sign Test for
Cluster-Correlated Data . . . . . . . . 267--283
Yongwu Shao and
R. Dennis Cook and
Sanford Weisberg Marginal Tests with Sliced Average
Variance Estimation . . . . . . . . . . 285--296
Lu Tian and
Tianxi Cai and
Els Goetghebeur and
L. J. Wei Model Evaluation Based on the Sampling
Distribution of Estimated Absolute
Prediction Error . . . . . . . . . . . . 297--311
Kenneth Falconer and
Carmen Fernández Inference on Fractal Processes Using
Multiresolution Approximation . . . . . 313--334
Ori Rosen and
David S. Stoffer Automatic Estimation of Multivariate
Spectra via Smoothing Splines . . . . . 335--345
K. Mukherjee and
R. H. Shumway and
K. L. Verosub On the Alignment of Multiple Time Series
Fragments . . . . . . . . . . . . . . . 347--358
Jiancheng Jiang and
Haibo Zhou Additive Hazard Regression with
Auxiliary Covariates . . . . . . . . . . 359--369
David V. Glidden Pairwise Dependence Diagnostics for
Clustered Failure-Time Data . . . . . . 371--385
Y. Q. Chen and
J. Yang and
S. Cheng and
J. B. Jackson Estimating a Treatment Effect with
Repeated Measurements Accounting for
Varying Effectiveness Duration . . . . . 387--402
Yuanjia Wang and
Lorraine N. Clark and
Karen Marder and
Daniel Rabinowitzn Nonparametric Estimation of Age-at-Onset
Distributions from Censored Kin-Cohort
Data . . . . . . . . . . . . . . . . . . 403--414
Charles J. Geyer and
Stuart Wagenius and
Ruth G. Shaw Aster Models for Life History Analysis 415--426
Jeremy E. Oakley and
Anthony O'Hagan Uncertainty in Prior Elicitations: A
Nonparametric Approach . . . . . . . . . 427--441
Tomohiro Ando Bayesian Predictive Information
Criterion for the Evaluation of
Hierarchical Bayesian and Empirical
Bayes Models . . . . . . . . . . . . . . 443--458
R. A. Bailey and
E. R. Williams Optimal Nested Row-Column Designs with
Specified Components . . . . . . . . . . 459--468
Soumendra N. Lahiri and
Tapabrata Maiti and
Myron Katzoff and
Van Parsons Resampling-Based Empirical Prediction:
An Application to Small Area Estimation 469--485
Howard D. Bondell Testing Goodness-of-Fit in Logistic
Case-Control Studies . . . . . . . . . . 487--495
Wei Lin and
K. B. Kulasekera Identifiability of Single-Index Models
and Additive-Index Models . . . . . . . 496--501
Jerome P. Reiter Small-Sample Degrees of Freedom for
Multi-Component Significance Tests with
Multiple Imputation for Missing Data . . 502--508
Masao Ueki and
Kaoru Fueda Adjusting Estimative Prediction Limits 509--511
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Alfred Kume and
Ian L. Dryden and
Huiling Le Shape-Space Smoothing Splines for Planar
Landmark Data . . . . . . . . . . . . . 513--528
Thomas A. Severini Integrated Likelihood Functions for
Non-Bayesian Inference . . . . . . . . . 529--542
Ehab F. Abd-Elfattah and
Ronald W. Butler The weighted log-rank class of
permutation tests: $P$-values and
confidence intervals using saddlepoint
methods . . . . . . . . . . . . . . . . 543--551
Hansheng Wang and
Runze Li and
Chih-Ling Tsai Tuning Parameter Selectors for the
Smoothly Clipped Absolute Deviation
Method . . . . . . . . . . . . . . . . . 553--568
R. Dennis Cook and
Bing Li and
Francesca Chiaromonte Dimension Reduction in Regression
without Matrix Inversion . . . . . . . . 569--584
Luke A. Prendergast Implications of Influence Function
Analysis for Sliced Inverse Regression
and Sliced Average Variance Estimation 585--601
Lexin Li Sparse Sufficient Dimension Reduction 603--613
Lexin Li and
R. Dennis Cook and
Chih-Ling Tsai Partial Inverse Regression . . . . . . . 615--625
Matthew P. S. Gander and
David A. Stephens Simulation and Inference for Stochastic
Volatility Models Driven by Lévy
Processes . . . . . . . . . . . . . . . 627--646
Carlos M. Carvalho and
Hél\`ene Massam and
Mike West Simulation of Hyper-Inverse Wishart
Distributions in Graphical Models . . . 647--659
Nial Friel and
Håvard Rue Recursive Computing and Simulation-Free
Inference for General Factorizable
Models . . . . . . . . . . . . . . . . . 661--672
Yi Cheng and
Donald A. Berry Optimal Adaptive Randomized Designs for
Clinical Trials . . . . . . . . . . . . 673--689
Hao Helen Zhang and
Wenbin Lu Adaptive Lasso for Cox's proportional
hazards model . . . . . . . . . . . . . 691--703
Minggen Lu and
Ying Zhang and
Jian Huang Estimation of the Mean Function with
Panel Count Data Using Monotone
Polynomial Splines . . . . . . . . . . . 705--718
Limin Peng and
Yijian Huang Survival Analysis with Temporal
Covariate Effects . . . . . . . . . . . 719--733
L. Peng and
J. P. Fine Nonparametric quantile inference with
competing--risks data . . . . . . . . . 735--744
Francesco Bartolucci and
Fulvia Pennoni On the Approximation of the Quadratic
Exponential Distribution in a Latent
Variable Context . . . . . . . . . . . . 745--754
D. R. Cox On a generalization of a result of W. G.
Cochran . . . . . . . . . . . . . . . . 755--759
Jeongyoun Ahn and
J. S. Marron and
Keith M. Muller and
Yueh-Yun Chi The High-Dimension, Low-Sample-Size
Geometric Representation Holds under
Mild Conditions . . . . . . . . . . . . 760--766
Anonymous Amendments and Corrections:
``Nonparametric Inference in
Multivariate Mixtures'' . . . . . . . . 767--767
Peter Hall and
Amnon Neeman and
Reza Pakyari and
Ryan Elmore Amendments and Corrections:
``Nonparametric inference in
multivariate mixtures'' Biometrika
(2005), \bf 92, pp. 667--678 [MR2202653] 767--767
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Antonio Lijoi and
Ramsés H. Mena and
Igor Prünster Bayesian Nonparametric Estimation of the
Probability of Discovering New Species 769--786
Ajay Jasra and
David A. Stephens and
Christopher C. Holmes Population-Based Reversible Jump Markov
Chain Monte Carlo . . . . . . . . . . . 787--807
Jason A. Duan and
Michele Guindani and
Alan E. Gelfand Generalized Spatial Dirichlet Process
Models . . . . . . . . . . . . . . . . . 809--825
Borus Jungbacker and
Siem Jan Koopman Monte Carlo Estimation for Nonlinear
Non-Gaussian State Space Models . . . . 827--839
Stijn Vansteelandt and
Andrea Rotnitzky and
James Robins Estimation of Regression Models for the
Mean of Repeated Outcomes Under
Nonignorable Nonmonotone Nonresponse . . 841--860
Torben Martinussen and
Thomas H. Scheike Aalen Additive Hazards Change-Point
Model . . . . . . . . . . . . . . . . . 861--872
Enno Mammen and
Jens Perch Nielsen A General Approach to the Predictability
Issue in Survival Analysis with
Applications . . . . . . . . . . . . . . 873--892
Hee-Seok Oh and
Douglas W. Nychka and
Thomas C. M. Lee The Role of Pseudo Data for Robust
Smoothing with Application to Wavelet
Regression . . . . . . . . . . . . . . . 893--904
Sung-Cheol Yun and
Youngjo Lee and
Michael G. Kenward Using Hierarchical Likelihood for
Missing Data Problems . . . . . . . . . 905--919
Liugen Xue and
Lixing Zhu Empirical Likelihood Semiparametric
Regression Analysis for Longitudinal
Data . . . . . . . . . . . . . . . . . . 921--937
Anthony Y. C. Kuk A Hybrid Pairwise Likelihood Method . . 939--952
Yves G. Berger A Jackknife Variance Estimator for
Unistage Stratified Samples with Unequal
Probabilities . . . . . . . . . . . . . 953--964
Yifan Huang and
Jason C. Hsu Hochberg's Step-Up Method: Cutting
Corners Off Holm's Step-Down Method . . 965--975
M. C. Jones and
D. A. Henderson Kernel-Type Density Estimation on the
Unit Interval . . . . . . . . . . . . . 977--984
Masayuki Henmi and
Ryo Yoshida and
Shinto Eguchi Importance Sampling Via the Estimated
Sampler . . . . . . . . . . . . . . . . 985--991
Richard A. Lockhart and
Federico J. O'Reilly and
Michael A. Stephens Use of the Gibbs Sampler to Obtain
Conditional Tests, with Applications . . 992--998
Stephen E. Fienberg and
Sung-Ho Kim Positive Association Among Three Binary
Variables and Cross-Product Ratios . . . 999--1005
Mohsen Pourahmadi Cholesky Decompositions and Estimation
of A Covariance Matrix: Orthogonality of
Variance--Correlation Parameters . . . . 1006--1013
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
D. A. S. Fraser and
Judith Rousseau Studentization and Deriving Accurate
$P$-Values . . . . . . . . . . . . . . . 1--16
Nanny Wermuth and
D. R. Cox Distortion of Effects Caused by Indirect
Confounding . . . . . . . . . . . . . . 17--33
Alan E. Hubbard and
Mark J. Van Der Laan Population Intervention Models in Causal
Inference . . . . . . . . . . . . . . . 35--47
Tyler J. Vanderweele and
James M. Robins Empirical and Counterfactual Conditions
for Sufficient Cause Interactions . . . 49--61
Dimitris Rizopoulos and
Geert Verbeke and
Geert Molenberghs Shared Parameter Models under Random
Effects Misspecification . . . . . . . . 63--74
Tianxi Cai and
Lu Tian and
Scott D. Solomon and
L. J. Wei Predicting future responses based on
possibly mis-specified working models 75--92
Sungduk Kim and
Ming-Hui Chen and
Dipak K. Dey Flexible generalized $t$-link models for
binary response data . . . . . . . . . . 93--106
Kani Chen and
Zhiliang Ying and
Hong Zhang and
Lincheng Zhao Analysis of Least Absolute Deviation . . 107--122
Zhangsheng Yu and
Xihong Lin Nonparametric Regression Using Local
Kernel Estimating Equations for
Correlated Failure Time Data . . . . . . 123--137
In Hong Chang and
Rahul Mukerjee Bayesian and Frequentist Confidence
Intervals Arising from Empirical-Type
Likelihoods . . . . . . . . . . . . . . 139--147
Junhui Wang and
Xiaotong Shen and
Yufeng Liu Probability Estimation for Large-Margin
Classifiers . . . . . . . . . . . . . . 149--167
Omiros Papaspiliopoulos and
Gareth O. Roberts Retrospective Markov chain Monte Carlo
methods for Dirichlet process
hierarchical models . . . . . . . . . . 169--186
Jan F. Bjòrnstad and
Elinor Ytterstad Two-Stage Sampling from a Prediction
Point of View When the Cluster Sizes Are
Unknown . . . . . . . . . . . . . . . . 187--204
Thomas H. Scheike and
Mei-Jie Zhang and
Thomas A. Gerds Predicting Cumulative Incidence
Probability by Direct Binomial
Regression . . . . . . . . . . . . . . . 205--220
Karen Bandeen-Roche and
Jing Ning Nonparametric Estimation of Bivariate
Failure Time Associations in the
Presence of a Competing Risk . . . . . . 221--232
Yu Cheng and
Jason P. Fine Nonparametric Estimation of
Cause-Specific Cross Hazard Ratio with
Bivariate Competing Risks Data . . . . . 233--240
Hui Zou A Note on Path-Based Variable Selection
in the Penalized Proportional Hazards
Model . . . . . . . . . . . . . . . . . 241--247
Paul R. Rosenbaum Testing Hypotheses in Order . . . . . . 248--252
Martin Posch and
Gernot Wassmer and
Werner Brannath A note on repeated $p$-values for group
sequential designs . . . . . . . . . . . 253--256
Shiqing Ling and
Dong Li Asymptotic inference for a nonstationary
double AR(1) model . . . . . . . . . . . 257--263
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Nicolai Meinshausen Hierarchical Testing of Variable
Importance . . . . . . . . . . . . . . . 265--278
Ajit C. Tamhane and
Lingyun Liu On Weighted Hochberg Procedures . . . . 279--294
Arthur Cohen and
H. B. Sackrowitz and
Minya Xu and
Steven Buyske A Family of Bayes Multiple Testing
Procedures . . . . . . . . . . . . . . . 295--305
David B. Dunson and
Ju-Hyun Park Kernel Stick-Breaking Processes . . . . 307--323
Thaís C. O. Fonseca and
Marco A. R. Ferreira and
Helio S. Migon Objective Bayesian analysis for the
Student-$t$ regression model . . . . . . 325--333
Cécile Hardouin and
Jian-Feng Yao Multi-Parameter Automodels and Their
Applications . . . . . . . . . . . . . . 335--349
Rasmus Waagepetersen Estimating Functions for Inhomogeneous
Spatial Point Processes with Incomplete
Covariate Data . . . . . . . . . . . . . 351--363
Jiazhu Pan and
Qiwei Yao Modelling Multiple Time Series via
Common Factors . . . . . . . . . . . . . 365--379
Michael H. Neumann and
Efstathios Paparoditis Simultaneous Confidence Bands in
Spectral Density Estimation . . . . . . 381--397
Guodong Li and
Wai Keung Li Least Absolute Deviation Estimation for
Fractionally Integrated Autoregressive
Moving Average Time Series Models with
Conditional Heteroscedasticity . . . . . 399--414
Yingxing Li and
David Ruppert On the Asymptotics of Penalized Splines 415--436
Raymond J. Carroll and
Yuedong Wang Nonparametric Variance Estimation in the
Analysis of Microarray Data: A
Measurement Error Approach . . . . . . . 437--449
W. Stute and
W. L. Xu and
L. X. Zhu Model Diagnosis for Parametric
Regression in High-Dimensional Spaces 451--467
Peng Zeng Determining the Dimension of the Central
Subspace and Central Mean Subspace . . . 469--479
Ben B. Hansen The Prognostic Analogue of the
Propensity Score . . . . . . . . . . . . 481--488
Hongtu Zhu and
Joseph G. Ibrahim and
Niansheng Tang and
Heping Zhang Diagnostic Measures for Empirical
Likelihood of General Estimating
Equations . . . . . . . . . . . . . . . 489--507
John S. Preisser and
Bahjat F. Qaqish and
Jamie Perin A Note on Deletion Diagnostics for
Estimating Equations . . . . . . . . . . 509--513
N. Ganesh and
P. Lahiri A New Class of Average Moment Matching
Priors . . . . . . . . . . . . . . . . . 514--520
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Desislava Nedyalkova and
Yves Tillé Optimal Sampling and Estimation
Strategies under the Linear Model . . . 521--537
Jean-François Beaumont A New Approach to Weighting and
Inference in Sample Surveys . . . . . . 539--553
Ted Chang and
Phillip S. Kott Using Calibration Weighting to Adjust
for Nonresponse under a Plausible Model 555--571
Malay Ghosh and
Tapabrata Maiti and
Ananya Roy Influence Functions and Robust Bayes and
Empirical Bayes Small Area Estimation 573--585
Daniel Gervini Robust Functional Estimation Using the
Median and Spherical Principal
Components . . . . . . . . . . . . . . . 587--600
Lan Zhou and
Jianhua Z. Huang and
Raymond J. Carroll Joint Modelling of Paired Sparse
Functional Data Using Principal
Components . . . . . . . . . . . . . . . 601--619
Dennis D. Cox and
Jong Soo Lee Pointwise Testing with Functional Data
Using the Westfall-Young Randomization
Method . . . . . . . . . . . . . . . . . 621--634
Ciprian M. Crainiceanu and
Francesca Dominici and
Giovanni Parmigiani Adjustment Uncertainty in Effect
Estimation . . . . . . . . . . . . . . . 635--651
Damla \cSentürk and
Hans-Georg Müller Generalized Varying Coefficient Models
for Longitudinal Data . . . . . . . . . 653--666
Hua Liang and
Sally W. Thurston and
David Ruppert and
Tatiyana Apanasovich and
Russ Hauser Additive Partial Linear Models with
Measurement Errors . . . . . . . . . . . 667--678
Xiaomin Lu and
Anastasios A. Tsiatis Improving the Efficiency of the Log-Rank
Test Using Auxiliary Covariates . . . . 679--694
Wentao Feng and
Abdus S. Wahed Supremum Weighted Log-Rank Test and
Sample Size for Comparing Two-Stage
Adaptive Treatment Strategies . . . . . 695--707
Peter H. Westfall The Benjamini-Hochberg method with
infinitely many contrasts in linear
models . . . . . . . . . . . . . . . . . 709--719
Qihua Wang and
Pengjie Dai Semiparametric Model-Based Inference in
the Presence of Missing Responses . . . 721--734
Yuchung J. Wang and
Edward H. Ip Conditionally Specified Continuous
Distributions . . . . . . . . . . . . . 735--746
Thomas J. Diciccio and
G. Alastair Young Conditional Properties of Unconditional
Parametric Bootstrap Procedures for
Inference in Exponential Families . . . 747--758
Jiahua Chen and
Zehua Chen Extended Bayesian Information Criteria
for Model Selection with Large Model
Spaces . . . . . . . . . . . . . . . . . 759--771
Hua Liang and
Hulin Wu and
Guohua Zou A Note on Conditional AIC for Linear
Mixed-Effects Models . . . . . . . . . . 773--778
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Ian L. Dryden and
Alfred Kume and
Huiling Le and
Andrew T. A. Wood A Multi-Dimensional Scaling Approach to
Shape Analysis . . . . . . . . . . . . . 779--798
R. Dennis Cook and
Liliana Forzani Covariance Reducing Models: An
Alternative to Spectral Modelling of
Covariance Matrices . . . . . . . . . . 799--812
Bo Li and
Marc G. Genton and
Michael Sherman Testing the Covariance Structure of
Multivariate Random Fields . . . . . . . 813--829
Yongtao Guan A Goodness-of-Fit Test for Inhomogeneous
Spatial Poisson Processes . . . . . . . 831--845
Pei-Sheng Lin Estimating Equations for Spatially
Correlated Data in Multi-Dimensional
Space . . . . . . . . . . . . . . . . . 847--858
David B. Dunson and
Shyamal D. Peddada Bayesian Nonparametric Inference on
Stochastic Ordering . . . . . . . . . . 859--874
Rong Tang and
Hans-Georg Müller Pairwise Curve Synchronization for
Functional Data . . . . . . . . . . . . 875--889
Annie Qu and
J. Jack Lee and
Bruce G. Lindsay Model Diagnostic Tests for Selecting
Informative Correlation Structure in
Correlated Data . . . . . . . . . . . . 891--905
Zhongyi Zhu and
Wing K. Fung and
Xuming He On the Asymptotics of Marginal
Regression Splines with Longitudinal
Data . . . . . . . . . . . . . . . . . . 907--917
Lynn M. R. Ybarra and
Sharon L. Lohr Small Area Estimation When Auxiliary
Information Is Measured with Error . . . 919--931
Jerome P. Reiter Multiple Imputation When Records Used
for Imputation Are Not Used or
Disseminated for Analysis . . . . . . . 933--946
Yi Li and
Ross L. Prentice and
Xihong Lin Semiparametric Maximum Likelihood
Estimation in Normal Transformation
Models for Bivariate Survival Data . . . 947--960
Faming Liang and
Jian Zhang Estimating the False Discovery Rate
Using the Stochastic Approximation
Algorithm . . . . . . . . . . . . . . . 961--977
D. Kuang and
B. Nielsen and
J. P. Nielsen Identification of the Age-Period-Cohort
Model and the Extended Chain-Ladder
Model . . . . . . . . . . . . . . . . . 979--986
D. Kuang and
B. Nielsen and
J. P. Nielsen Forecasting with the Age-Period-Cohort
Model and the Extended Chain-Ladder
Model . . . . . . . . . . . . . . . . . 987--991
B. L. De Stavola and
D. R. Cox On the Consequences of
Overstratification . . . . . . . . . . . 992--996
David Oakes On Consistency of Kendall's Tau under
Censoring . . . . . . . . . . . . . . . 997--1001
D. R. Cox On an Internal Method for Deriving a
Summary Measure . . . . . . . . . . . . 1002--1005
Jan Beyersmann and
Martin Schumacher A Note on Nonparametric Quantile
Inference for Competing Risks and More
Complex Multistate Models . . . . . . . 1006--1008
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Philippe Naveau and
Armelle Guillou and
Daniel Cooley and
Jean Diebolt Modelling pairwise dependence of maxima
in space . . . . . . . . . . . . . . . . 1--17
Jing Cheng and
Dylan S. Small and
Zhiqiang Tan and
Thomas R. Ten Have Efficient nonparametric estimation of
causal effects in randomized trials with
noncompliance . . . . . . . . . . . . . 19--36
Ofer Harel and
Joseph L. Schafer Partial and latent ignorability in
missing-data problems . . . . . . . . . 37--50
Derek Bingham and
Randy R. Sitter and
Boxin Tang Orthogonal and nearly orthogonal designs
for computer experiments . . . . . . . . 51--65
Bradley Jones and
Peter Goos $D$-optimal design of split-split-plot
experiments . . . . . . . . . . . . . . 67--82
Ching-Shui Cheng and
Pi-Wen Tsai Optimal two-level regular fractional
factorial block and split-plot designs 83--93
V. Roshan Joseph and
Mingyao Ai and
C. F. Jeff Wu Bayesian-inspired minimum aberration
two- and four-level designs . . . . . . 95--106
Xiaofeng Shao Confidence intervals for spectral mean
and ratio statistics . . . . . . . . . . 107--117
Daniel J. Nordman Tapered empirical likelihood for time
series data in time and frequency
domains . . . . . . . . . . . . . . . . 119--132
Yingcun Xia Model checking in regression via
dimension reduction . . . . . . . . . . 133--148
Abel Rodríguez and
David B. Dunson and
Alan E. Gelfand Bayesian nonparametric functional data
analysis through density estimation . . 149--162
Lan Wang Wilcoxon-type generalized Bayesian
information criterion . . . . . . . . . 163--173
Peter Hall and
Andrew P. Robinson Reducing variability of crossvalidation
for smoothing-parameter choice . . . . . 175--186
Richard K. Crump and
V. Joseph Hotz and
Guido W. Imbens and
Oscar A. Mitnik Dealing with limited overlap in
estimation of average treatment effects 187--199
Elena Kulinskaya and
Alex Lewin On fuzzy familywise error rate and false
discovery rate procedures for discrete
distributions . . . . . . . . . . . . . 201--211
Yongtao Guan Fast block variance estimation
procedures for inhomogeneous spatial
point processes . . . . . . . . . . . . 213--220
Rui Song and
Haibo Zhou and
Michael R. Kosorok A note on semiparametric efficient
inference for two-stage
outcome-dependent sampling with a
continuous outcome . . . . . . . . . . . 221--228
Z. Tan A note on profile likelihood for
exponential tilt mixture models . . . . 229--236
J.-H. Jeong and
J. P. Fine A note on cause-specific residual life 237--242
C. Devon Lin and
Rahul Mukerjee and
Boxin Tang Construction of orthogonal and nearly
orthogonal Latin hypercubes . . . . . . 243--247
H. He A note on time-ordered classification
[MR0368317] . . . . . . . . . . . . . . 248--248
David B. Dunson Nonparametric Bayes local partition
models for random effects . . . . . . . 249--262
Luping Zhao and
Timothy E. Hanson and
Bradley P. Carlin Mixtures of Polya trees for flexible
spatial frailty survival modelling . . . 263--276
Donglin Zeng and
Qingxia Chen and
Joseph G. Ibrahim Gamma frailty transformation models for
multivariate survival times . . . . . . 277--291
Hui Li and
Guosheng Yin Generalized method of moments estimation
for linear regression with clustered
failure time data . . . . . . . . . . . 293--306
S. Wang and
B. Nan and
N. Zhou and
J. Zhu Hierarchically penalized Cox regression
with grouped variables . . . . . . . . . 307--322
Gareth M. James and
Peter Radchenko A generalized Dantzig selector with
shrinkage tuning . . . . . . . . . . . . 323--337
Jian Huang and
Shuange Ma and
Huiliang Xie and
Cun-Hui Zhang A group bridge approach for variable
selection . . . . . . . . . . . . . . . 339--355
Damla \cSentürk and
Hans-Georg Müller Covariate-adjusted generalized linear
models . . . . . . . . . . . . . . . . . 357--370
Holly Janes and
Margaret S. Pepe Adjusting for covariate effects on
classification accuracy using the
covariate-adjusted receiver operating
characteristic curve . . . . . . . . . . 371--382
Raymond J. Carroll and
Arnab Maity and
Enno Mammen and
Kyusang Yu Nonparametric additive regression for
repeatedly measured data . . . . . . . . 383--398
Richard M. Bittman and
Joseph P. Romano and
Carlos Vallarino and
Michael Wolf Optimal testing of multiple hypotheses
with common effect direction . . . . . . 399--410
P. Li and
J. Chen and
P. Marriott Non-finite Fisher information and
homogeneity: an EM approach . . . . . . 411--426
Stephen M. S. Lee and
P. Y. Lai Double block bootstrap confidence
intervals for dependent data . . . . . . 427--443
X. Joan Hu and
Stephen W. Lagakos and
Richard A. Lockhart Marginal analysis of panel counts
through estimating functions . . . . . . 445--456
Sharon L. Lohr and
J. N. K. Rao Jackknife estimation of mean squared
error of small area predictors in
nonlinear mixed models . . . . . . . . . 457--468
Yao-Ban Chan and
Peter Hall Scale adjustments for classifiers in
high-dimensional, low sample size
settings . . . . . . . . . . . . . . . . 469--478
A. C. Davison and
D. Mastropietro Saddlepoint approximation for mixture
models . . . . . . . . . . . . . . . . . 479--486
Gang Li and
Dibyen Majumdar Some results on $D$-optimal designs for
nonlinear models with applications . . . 487--493
Daniel Peña Dimension reduction in time series and
the dynamic factor model . . . . . . . . 494--496
C. M. Carvalho and
J. G. Scott Objective Bayesian model selection in
Gaussian graphical models . . . . . . . 497--512
S. Wu and
X. Shen and
C. J. Geyer Adaptive regularization using the entire
solution surface . . . . . . . . . . . . 513--527
Gerda Claeskens and
Tatyana Krivobokova and
Jean D. Opsomer Asymptotic properties of penalized
spline estimators . . . . . . . . . . . 529--544
Debajyoti Sinha and
M. Brent Mchenry and
Stuart R. Lipsitz and
Malay Ghosh Empirical Bayes estimation for additive
hazards regression models . . . . . . . 545--558
V. Chernozhukov and
I. Fernández-Val and
A. Galichon Improving point and interval estimators
of monotone functions by rearrangement 559--575
Lynn M. Johnson and
Robert L. Strawderman Induced smoothing for the semiparametric
accelerated failure time model:
asymptotics and extensions to clustered
data . . . . . . . . . . . . . . . . . . 577--590
Yi-Hau Chen Weighted Breslow-type and maximum
likelihood estimation in semiparametric
transformation models . . . . . . . . . 591--600
Wei Yann Tsai Pseudo-partial likelihood for
proportional hazards models with
biased-sampling data . . . . . . . . . . 601--615
Xiaodong Luo and
Wei Yann Tsai and
Qiang Xu Pseudo-partial likelihood estimators for
the Cox regression model with missing
covariates . . . . . . . . . . . . . . . 617--633
S. C. Kou and
P. McCullagh Approximating the $ \alpha $-permanent 635--644
N. Beerenwinkel and
S. Sullivant Markov models for accumulating mutations 645--661
S. Conti and
J. P. Gosling and
J. E. Oakley and
A. O'Hagan Gaussian process emulation of dynamic
computer codes . . . . . . . . . . . . . 663--676
P. Druilhet and
W. Tinsson Optimal repeated measurement designs for
a model with partial interactions . . . 677--690
C. Goga and
J.-C. Deville and
A. Ruiz-Gazen Use of functionals in linearization and
composite estimation with application to
two-sample survey data . . . . . . . . . 691--709
Song Xi Chen and
Liang Peng and
Ying-Li Qin Effects of data dimension on empirical
likelihood . . . . . . . . . . . . . . . 711--722
Weihua Cao and
Anastasios A. Tsiatis and
Marie Davidian Improving efficiency and robustness of
the doubly robust estimator for a
population mean with incomplete data . . 723--734
Richard A. Davis and
Rongning Wu A negative binomial model for time
series of counts . . . . . . . . . . . . 735--749
C. S. Wong and
W. S. Chan and
P. L. Kam A Student $t$-mixture autoregressive
model with applications to heavy-tailed
financial data . . . . . . . . . . . . . 751--760
M. C. Jones and
Arthur Pewsey Sinh-arcsinh distributions . . . . . . . 761--780
Yunwei Cui and
Robert Lund A new look at time series of counts . . 781--792
Ioannis Kosmidis and
David Firth Bias reduction in exponential family
nonlinear models . . . . . . . . . . . . 793--804
R. M. Fewster and
P. E. Jupp Inference on population size in binomial
detectability models . . . . . . . . . . 805--820
Hao Wang and
Mike West Bayesian analysis of matrix normal
graphical models . . . . . . . . . . . . 821--834
Chris Hans Bayesian lasso regression . . . . . . . 835--845
Jan Hannig and
Thomas C. M. Lee Generalized fiducial inference for
wavelet regression . . . . . . . . . . . 847--860
M. Mandel and
R. Fluss Nonparametric estimation of the
probability of illness in the
illness-death model under
cross-sectional sampling . . . . . . . . 861--872
Xiaodong Luo and
Wei Yann Tsai Nonparametric estimation for
right-censored length-biased data: a
pseudo-partial likelihood approach . . . 873--886
S. Kang and
J. Cai Marginal hazards model for case-cohort
studies with multiple disease outcomes 887--901
Tze Leung Lai and
Mei-Chiung Shih and
Zheng Su Tests and confidence intervals for
secondary endpoints in sequential
clinical trials . . . . . . . . . . . . 903--915
Jae Kwang Kim and
J. N. K. Rao A unified approach to linearization
variance estimation from survey data
after imputation for item nonresponse 917--932
Wayne A. Fuller Some design properties of a rejective
sampling procedure . . . . . . . . . . . 933--944
Peter Z. G. Qian and
C. F. Jeff Wu Sliced space-filling designs . . . . . . 945--956
Peter Z. G. Qian Nested Latin hypercube designs . . . . . 957--970
Fasheng Sun and
Min-Qian Liu and
Dennis K. J. Lin Construction of orthogonal Latin
hypercube designs . . . . . . . . . . . 971--974
Kanti V. Mardia and
John T. Kent and
Gareth Hughes and
Charles C. Taylor Maximum likelihood estimation using
composite likelihoods for closed
exponential families . . . . . . . . . . 975--982
Mark A. Beaumont and
Jean-Marie Cornuet and
Jean-Michel Marin and
Christian P. Robert Adaptive approximate Bayesian
computation . . . . . . . . . . . . . . 983--990
Ying Huang and
Margaret Sullivan Pepe Semiparametric methods for evaluating
risk prediction markers in case-control
studies . . . . . . . . . . . . . . . . 991--997
E. E. M. Moodie A note on the variance of doubly-robust
$G$-estimators . . . . . . . . . . . . . 998--1004
Masao Ueki A note on automatic variable selection
using smooth-threshold estimating
equations . . . . . . . . . . . . . . . 1005--1011
Wenge Guo A note on adaptive Bonferroni and Holm
procedures under dependence . . . . . . 1012--1018
Soumik Pal A note on a conjectured sharpness
principle for probabilistic forecasting
with calibration . . . . . . . . . . . . 1019--1023
Jian Huang and
Shuangge Ma and
Huiliang Xie and
Cun-Hui Zhang Amendments and corrections: ``A group
bridge approach for variable selection''
[MR2507147] . . . . . . . . . . . . . . 1024--1024
Hui Li and
Guosheng Yin Amendments and corrections:
``Generalized method of moments
estimation for linear regression with
clustered failure time data''
[MR2507144] . . . . . . . . . . . . . . 1024--1024
Soumik Pal Amendments and Corrections: 'On a
conjectured sharpness principle for
probabilistic forecasting with
calibration' [errata to MR2767288] . . . 1013--1013
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