Biometrika

Adaptive and nonadaptive group sequential tests
pp. 1-21(21)
Authors: Jennison, Christopher; Turnbull, Bruce W.

Reference priors for discrete graphical models
pp. 23-40(18)
Authors: Consonni, Guido; Leucari, Valentina

Efficient Bayes factor estimation from the reversible jump output
pp. 41-52(12)
Authors: Bartolucci, Francesco; Scaccia, Luisa; Mira, Antonietta

Latent-model robustness in structural measurement error models
pp. 53-64(12)
Authors: Huang, Xianzheng; Stefanski, Leonard A.; Davidian, Marie

Using intraslice covariances for improved estimation of the central subspace in regression
pp. 65-74(10)
Authors: Cook, R. Dennis; Ni, Liqiang

Efficient semiparametric estimator for heteroscedastic partially linear models
pp. 75-84(10)
Authors: Ma, Yanyuan; Chiou, Jeng-Min; Wang, Naisyin

Covariance matrix selection and estimation via penalised normal likelihood
pp. 85-98(14)
Authors: Huang, Jianhua Z.; Liu, Naiping; Pourahmadi, Mohsen; Liu, Linxu

Robust and efficient estimation under data grouping
pp. 99-112(14)
Authors: Lin, Nan; He, Xuming

Spatially adaptive smoothing splines
pp. 113-125(13)
Authors: Pintore, Alexandre; Speckman, Paul; Holmes, Chris C.

Efficient designs for one-sided comparisons of two or three treatments with a control in a one-way layout
pp. 127-135(9)
Authors: Bortnick, Steven M.; Dean, Angela M.; Santner, Thomas J.

Orthogonal arrays robust to nonnegligible two-factor interactions
pp. 137-146(10)
Author: Tang, Boxin

On least-squares regression with censored data
pp. 147-161(15)
Authors: Jin, Zhezhen; Lin, D. Y.; Ying, Zhiliang

Semiparametric efficient estimation of survival distributions in two-stage randomisation designs in clinical trials with censored data
pp. 163-177(15)
Authors: Wahed, Abdus S.; Tsiatis, Anastasios A.

A shrinkage estimator for spectral densities
pp. 179-195(17)
Authors: Botts, Carsten H.; Daniels, Michael J.

Range of correlation matrices for dependent Bernoulli random variables
pp. 197-206(10)
Authors: Chaganty, N. Rao; Joe, Harry

Semiparametric transformation models for the case-cohort study
pp. 207-214(8)
Authors: Lu, Wenbin; Tsiatis, Anastasios A.

On Bartlett correction of empirical likelihood in the presence of nuisance parameters
pp. 215-220(6)
Authors: Chen, Song Xi; Cui, Hengjian

A note on time-reversibility of multivariate linear processes
pp. 221-227(7)
Authors: Chan, Kung-Sik; Ho, Lop-Hing; Tong, Howell

A note on kernel polygons
pp. 228-234(7)
Authors: Lin, Chien-Tai; Wu, Jyh-Shyang; Yen, Chia-Hung