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

Dimension reduction for the conditional kth moment in regression
pp. 159-175(17)
Authors: Yin X.; Cook R.D.

A new ranked set sample estimator of variance
pp. 177-188(12)
Authors: MacEachern S.N.; Öztürk Ö.; Wolfe D.A.; Stark G.V.

Posterior probability intervals for wavelet thresholding
pp. 189-205(17)
Authors: Barber S.; Nason G.P.; Silverman B.W.

On the robustness of weighted methods for fitting models to case–control data
pp. 207-219(13)
Authors: Scott A.; Wild C.

Publication bias and meta-analysis for 2×2 tables: an average Markov chain Monte Carlo EM algorithm
pp. 221-236(16)
Authors: Shi J.Q.; Copas J.

Regression model selection—a residual likelihood approach
pp. 237-252(16)
Authors: Shi P.; Tsai C-L.

Econometric analysis of realized volatility and its use in estimating stochastic volatility models
pp. 253-280(28)
Authors: Barndorff-Nielsen O.E.; Shephard N.

Powerful goodness-of-fit tests based on the likelihood ratio
pp. 281-294(14)
Author: Zhang J.

A probabilistic nearest neighbour method for statistical pattern recognition
pp. 295-306(12)
Authors: Holmes C.C.; Adams N.M.

Spline smoothing over difficult regions
pp. 307-319(13)
Author: Ramsay T.