Part 1

Report of the Editors—2013 G. O. Roberts and I. Van Keilegom 1Conditional transformation models T. Hothorn, T. Kneib and P. Bühlmann 3A separable model for dynamic networks P. N. Krivitsky and M. S. Handcock 29Outlier robust small area estimation R. Chambers, H. Chandra, N. Salvati and N. Tzavidis 47Distribution-free prediction bands for non-parametric regression J. Lei and L. Wasserman 71Non-parametric identifi cation and estimation of the number of components in multivariate mixtures H. Kasahara and K. Shimotsu 97Effi cient estimation of non-linear fi nite population parameters by using non-parametrics C. Goga and A. Ruiz-Gazen 113Model selection principles in misspecifi ed models J. Lv and J. S. Liu 141Improved estimation in cumulative link models I. Kosmidis 169Semiparametric inference for data with a continuous outcome from a two-phase probability- dependent

sampling scheme H. Zhou, W. Xu, D. Zeng and J. Cai 197Confi dence intervals for low dimensional parameters in high dimensional linear models C.-H. Zhang and S. S. Zhang 217Covariate balancing propensity score K. Imai and M. Ratkovic 243Optimal designs for dose fi nding studies with an active control H. Dette, C. Kiss, N. Benda and F. Bretz 265Selective inference on multiple families of hypotheses Y. Benjamini and M. Bogomolov 297

Part 2

Association pattern discovery via theme dictionary models K. Deng, Z. Geng and J. S. Liu 319Two-sample test of high dimensional means under dependence T. T. Cai, W. Liu and Y. Xia 349The joint graphical lasso for inverse covariance estimation across multiple classes P. Danaher, P. Wang and D. M. Witten 373Preadjusted non-parametric estimation of a conditional distribution function N. Veraverbeke, I. Gijbels and M. Omelka 399Space–time modelling of extreme events R. Huser and A. C. Davison 439Regularized matrix regression H. Zhou and L. Li 463

Part 3

The deviance information criterion: 12 years on (with comments) D. J. Spiegelhalter, N. G. Best, B. P. Carlin and A. van der Linde 485Multiscale change point inference (with discussion) K. Frick, A. Munk and H. Sieling 495Structured functional additive regression in reproducing kernel Hilbert spaces H. Zhu, F. Yao and H. H. Zhang 581Linear manifold modelling of multivariate functional data J.-M. Chiou and H.-G. Müller 605High dimensional thresholded regression and shrinkage effect Z. Zheng, Y. Fan and J. Lv 627Non-parametric and adaptive modelling of dynamic periodicity and trend with heteroscedastic and

dependent errors Y.-C. Chen, M.-Y. Cheng and H.-T. Wu 651

Part 4

Estimates and standard errors for ratios of normalizing constants from multiple Markov chains via regeneration H. Doss and A. Tan 683

Contents of volume 76, 2014

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The Bayesian bridge N. G. Polson, J. G. Scott and J. Windle 713Quick and easy one-step parameter estimation in differential equations P. Hall and Y. Ma 735Model selection for estimating treatment effects C. A. Rolling and Y. Yang 749Generalized α-investing: defi nitions, optimality results and application to public databases E. Aharoni and S. Rosset 771A scalable bootstrap for massive data A. Kleiner, A. Talwalkar, P. Sarkar and M. I. Jordan 795On semiparametric inference of geostatistical models via local Karhunen–Loève expansion T. Chu, H. Wang and J. Zhu 817

Part 5

Relevant statistics for Bayesian model choice J.-M. Marin, N. S. Pillai, C. P. Robert and J. Rousseau 833A non-parametric entropy-based approach to detect changes in climate extremes P. Naveau, A. Guillou and T. Rietsch 861On estimation effi ciency of the central mean subspace Y. Ma and L. Zhu 885Multiple-change-point detection for auto-regressive conditional heteroscedastic processes P. Fryzlewicz and S. Subba Rao 903Transformations and invariance in the sensitivity analysis of computer experiments E. Borgonovo, S. Tarantola, E. Plischke and M. D. Morris 925Split sample methods for constructing confi dence intervals for binomial and Poisson parameters G. Decrouez and P. Hall 949Index of authors 977

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