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There are 14807 results for: content related to: Non-parametric Bayesian inference on bivariate extremes

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    Maximum likelihood estimation of a multi-dimensional log-concave density

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

    Volume 72, Issue 5, November 2010, Pages: 545–607, Madeleine Cule, Richard Samworth and Michael Stewart

    Version of Record online : 12 OCT 2010, DOI: 10.1111/j.1467-9868.2010.00753.x

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    Particle Markov chain Monte Carlo methods

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

    Volume 72, Issue 3, June 2010, Pages: 269–342, Christophe Andrieu, Arnaud Doucet and Roman Holenstein

    Version of Record online : 20 MAY 2010, DOI: 10.1111/j.1467-9868.2009.00736.x

  3. Data-driven density estimation in the presence of additive noise with unknown distribution

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

    Volume 73, Issue 4, September 2011, Pages: 601–627, F. Comte and C. Lacour

    Version of Record online : 1 JUL 2011, DOI: 10.1111/j.1467-9868.2011.00775.x

  4. High dimensional variable selection via tilting

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

    Volume 74, Issue 3, June 2012, Pages: 593–622, Haeran Cho and Piotr Fryzlewicz

    Version of Record online : 15 FEB 2012, DOI: 10.1111/j.1467-9868.2011.01023.x

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    Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations

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

    Volume 71, Issue 2, April 2009, Pages: 319–392, Håvard Rue, Sara Martino and Nicolas Chopin

    Version of Record online : 6 APR 2009, DOI: 10.1111/j.1467-9868.2008.00700.x

  6. Combining information from multiple surveys by using regression for efficient small domain estimation

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

    Volume 72, Issue 1, January 2010, Pages: 27–48, Takis Merkouris

    Version of Record online : 6 JAN 2010, DOI: 10.1111/j.1467-9868.2009.00724.x

  7. Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities

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

    Volume 71, Issue 4, September 2009, Pages: 831–857, Holger Dette and Efstathios Paparoditis

    Version of Record online : 12 JUN 2009, DOI: 10.1111/j.1467-9868.2009.00709.x

  8. Residuals and goodness-of-fit tests for stationary marked Gibbs point processes

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

    Volume 75, Issue 2, March 2013, Pages: 247–276, Jean-François Coeurjolly and Frédéric Lavancier

    Version of Record online : 9 OCT 2012, DOI: 10.1111/j.1467-9868.2012.01043.x

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    Group sequential tests for delayed responses (with discussion)

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

    Volume 75, Issue 1, January 2013, Pages: 3–54, Lisa V. Hampson and Christopher Jennison

    Version of Record online : 4 DEC 2012, DOI: 10.1111/j.1467-9868.2012.01030.x

  10. Ordering and selecting components in multivariate or functional data linear prediction

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

    Volume 72, Issue 1, January 2010, Pages: 93–110, Peter Hall and You-Jun Yang

    Version of Record online : 6 JAN 2010, DOI: 10.1111/j.1467-9868.2009.00727.x

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    Stability selection

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

    Volume 72, Issue 4, September 2010, Pages: 417–473, Nicolai Meinshausen and Peter Bühlmann

    Version of Record online : 5 JUL 2010, DOI: 10.1111/j.1467-9868.2010.00740.x

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    An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

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

    Volume 73, Issue 4, September 2011, Pages: 423–498, Finn Lindgren, Håvard Rue and Johan Lindström

    Version of Record online : 4 AUG 2011, DOI: 10.1111/j.1467-9868.2011.00777.x

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    Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the AIC–BIC dilemma

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

    Volume 74, Issue 3, June 2012, Pages: 361–417, Tim van Erven, Peter Grünwald and Steven de Rooij

    Version of Record online : 12 APR 2012, DOI: 10.1111/j.1467-9868.2011.01025.x

  14. Thick pen transformation for time series

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

    Volume 73, Issue 4, September 2011, Pages: 499–529, P. Fryzlewicz and H.-S. Oh

    Version of Record online : 1 JUL 2011, DOI: 10.1111/j.1467-9868.2011.00773.x

  15. Simultaneous inference of linear models with time varying coefficients

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

    Volume 72, Issue 4, September 2010, Pages: 513–531, Zhou Zhou and Wei Biao Wu

    Version of Record online : 5 JUL 2010, DOI: 10.1111/j.1467-9868.2010.00743.x

  16. Robustness and accuracy of methods for high dimensional data analysis based on Student's t-statistic

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

    Volume 73, Issue 3, June 2011, Pages: 283–301, Aurore Delaigle, Peter Hall and Jiashun Jin

    Version of Record online : 18 JAN 2011, DOI: 10.1111/j.1467-9868.2010.00761.x

  17. Optimal predictions of powers of conditionally heteroscedastic processes

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

    Volume 75, Issue 2, March 2013, Pages: 345–367, Christian Francq and Jean-Michel Zakoïan

    Version of Record online : 12 OCT 2012, DOI: 10.1111/j.1467-9868.2012.01045.x

  18. Adaptive inference for the mean of a Gaussian process in functional data

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

    Volume 73, Issue 4, September 2011, Pages: 531–558, Florentina Bunea, Andrada E. Ivanescu and Marten H. Wegkamp

    Version of Record online : 10 MAR 2011, DOI: 10.1111/j.1467-9868.2010.00768.x

  19. Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR(p) models

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

    Volume 71, Issue 2, April 2009, Pages: 467–485, Feike C. Drost, Ramon van den Akker and Bas J. M. Werker

    Version of Record online : 22 OCT 2008, DOI: 10.1111/j.1467-9868.2008.00687.x

  20. Learning out of leaders

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

    Volume 74, Issue 3, June 2012, Pages: 475–513, Mathilde Mougeot, Dominique Picard and Karine Tribouley

    Version of Record online : 16 MAR 2012, DOI: 10.1111/j.1467-9868.2011.01024.x