Adaptive and nonadaptive group sequential tests
Reference priors for discrete graphical models
Efficient Bayes factor estimation from the reversible jump output
Latent-model robustness in structural measurement error models
Using intraslice covariances for improved estimation of the central subspace in regression
Efficient semiparametric estimator for heteroscedastic partially linear models
Covariance matrix selection and estimation via penalised normal likelihood
Robust and efficient estimation under data grouping
Spatially adaptive smoothing splines
Efficient designs for one-sided comparisons of two or three treatments with a control in a one-way layout
Orthogonal arrays robust to nonnegligible two-factor interactions
On least-squares regression with censored data
Semiparametric efficient estimation of survival distributions in two-stage randomisation designs in clinical trials with censored data
A shrinkage estimator for spectral densities
Range of correlation matrices for dependent Bernoulli random variables
Semiparametric transformation models for the case-cohort study
On Bartlett correction of empirical likelihood in the presence of nuisance parameters
A note on time-reversibility of multivariate linear processes
A note on kernel polygons