Volume 21 Preview and Manuscript Processing Statistics, in Brief
Richard A. Levine
1-
Gaussian Variational Approximate Inference for Generalized Linear Mixed Models
J. T. Ormerod & M. P. Wand
2-17
Selection of Working Correlation Structure in Generalized Estimating Equations via Empirical Likelihood
Jien Chen & Nicole A. Lazar
18-41
Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations
Jiguo Cao, Jianhua Z. Huang & Hulin Wu
42-56
Optimal Matching of an Optimally Chosen Subset in Observational Studies
Paul R. Rosenbaum
57-71
LASSO Isotone for High-Dimensional Additive Isotonic Regression
Zhou Fang & Nicolai Meinshausen
72-91
A Lasso-Type Approach for Estimation and Variable Selection in Single Index Models
Peng Zeng, Tianhong He & Yu Zhu
92-109
A Sparse Structured Shrinkage Estimator for Nonparametric Varying-Coefficient Model With an Application in Genomics
Z. John Daye, Jichun Xie & Hongzhe Li
110-133
Visualizing Marked Spatial and Origin-Destination Point Patterns With Dynamically Linked Windows
Danilo Lopes & Renato Assunção
134-154
Simulation of Gaussian Random Fields With One Derivative
Michael L. Stein
155-173
Efficient Bayesian Inference for Generalized Bradley–Terry Models
François Caron & Arnaud Doucet
174-196
An Efficient Markov Chain Monte Carlo Method for Mixture Models by Neighborhood Pruning
Youyi Fong, Jon Wakefield & Kenneth Rice
197-216
ℓ1-Penalized Likelihood Smoothing and Segmentation of Volatility Processes Allowing for Abrupt Changes
David Neto, Sylvain Sardy & Paul Tseng
217-233
Simulation-Based Optimal Design Using a Response Variance Criterion
Antti Solonen, Heikki Haario & Marko Laine
234-252
Bayesian Case Influence Measures for Statistical Models With Missing Data
Hongtu Zhu, Joseph G. Ibrahim, Hyunsoon Cho & Niansheng Tang
253-271