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

Report of the Editors—2004
pp. 1-2(2)

T-optimum designs for discrimination between two multiresponse dynamic models
pp. 3-18(16)
Authors: Dariusz Uciski; Barbara Bogacka

On difference-based variance estimation in nonparametric regression when the covariate is high dimensional
pp. 19-41(23)
Authors: Axel Munk; Nicolai Bissantz; Thorsten Wagner; Gudrun Freitag

Smooth backfitting in practice
pp. 43-61(19)
Authors: Jens Perch Nielsen; Stefan Sperlich

Bivariate location–scale models for regression analysis, with applications to lifetime data
pp. 63-78(16)
Authors: Wenqing He; Jerald F. Lawless

A jackknife variance estimator for unequal probability sampling
pp. 79-89(11)
Authors: Yves G. Berger; Chris J. Skinner

Sparsity and smoothness via the fused lasso
pp. 91-108(18)
Authors: Robert Tibshirani; Michael Saunders; Saharon Rosset; Ji Zhu; Keith Knight

An invitation to quantum tomography
pp. 109-134(26)
Authors: L. M. Artiles; R. D. Gill; M. I. Gut¸

Analysis of longitudinal data unbalanced over time
pp. 135-155(21)
Authors: Wenzheng Huang; Garrett M. Fitzmaurice

Improved unbiased estimators in adaptive cluster sampling
pp. 157-166(10)
Authors: Arthur L. Dryver; Steven K. Thompson

Asymptotic bias in the linear mixed effects model under non-ignorable missing data mechanisms
pp. 167-182(16)
Authors: Chandan Saha; Michael P. Jones

Risk-reducing shrinkage estimation for generalized linear models
pp. 183-196(14)
Author: Dan J. Spitzner

Acknowledgement of priority: Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach
pp. 197-197(1)
Authors: John D. Storey; Jonathan E. Taylor; David Siegmund