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Statistica Sinica

Volume 28, Number 4, October 2018

Data Missing Not at Random
	Foreword Jae-Kwang Kim and Zhiliang Ying		1651
	A mixed-effects estimating equation approach to nonignorable missing longitudinal data with refreshment samples Xuan Bi and Annie Qu	Supp	doi:10.5705/ss.202015.0317 1653
	Imputation-based adjusted score equations in generalized linear models with nonignorable missing covariate values Fang Fang, Jiwei Zhao and Jun Shao		doi:10.5705/ss.202015.0437 1677
	Sensitivity analysis for unmeasured confounding in coarse structural nested mean models Shu Yang and Judith J. Lok		doi:10.5705/ss.202016.0133 1703
	Calibration and multiple robustness when data are missing not at random Peisong Han		doi:10.5705/ss.202015.0408 1725
	Sequential identification of nonignorable missing data mechanisms Mauricio Sadinle and Jerome P. Reiter		doi:10.5705/ss.202016.0328 1741
	Generalization of Heckman selection model to nonignorable nonresponse using call-back information Baojiang Chen, Pengfei Li and Jing Qin	Supp	doi:10.5705/ss.202016.0300 1761
	Rank-based estimating equation with non-ignorable missing responses via empirical likelihood Huybrechts F. Bindele and Yichuan Zhao		doi:10.5705/ss.202016.0388 1787
	Optimal design when outcome values are not missing at random Kim May Lee, Robin Mitra and Stefanie Biedermann		doi:10.5705/ss.202016.0526 1821
	Bayesian small area models for three-way contingency tables with nonignorability Namkyo Woo, Balgobin Nandram and Dalho Kim		doi:10.5705/ss.202016.0121 1839
	Functional linear regression models for nonignorable missing scalar responses Tengfei Li, Fengchang Xie, Xiangnan Feng, Joseph G. Ibrahim, Hongtu Zhu and the Alzheimers Disease Neuroimaging Initiative	Supp	doi:10.5705/ss.202016.0350 1867
	Assessment of nonignoralbe log-linear models for an incomplete contingency table Seongyong Kim and Daeyoung Kim	Supp	doi:10.5705/ss.202015.0472 1887
	A robust calibration-assisted method for linear mixed effects model under cluster-specific nonignorable missingness Yongchan Kwon, Jae Kwang Kim, Myunghee Cho Paik and Hongsoo Kim	Supp	doi:10.5705/ss.202016.0317 1907
	Bayesian modeling and inference for nonignorably missing longitudinal binary response data with applications to HIV prevention trials Jing Wu, Joseph G. Ibrahim, Ming-Hui Chen, Elizabeth D. Schifano and Jeffrey D. Fisher	Supp	doi:10.5705/ss.202016.0319 1929
	Semiparametric estimation with data missing not at random using an instrumental variable BaoLuo Sun, Lan Liu, Wang Miao, Kathleen Wirth, James Robins and Eric J. Tchetgen Tchetgen	Supp	doi:10.5705/ss.202016.0324 1965
	A mean score method for sensitivity analysis to departures from the missing at random assumption in randomised trials Ian R. White, James Carpenter and Nicholas J. Horton	Supp	doi:10.5705/ss.202016.0308 1985
	Propensity score matching analysis for causal effects with MNAR covariates Bo Lu and Robert Ashmead		doi:10.5705/ss.202016.0320 2005
	Empirical likelihood methods for complex surveys with data missing-by- design Min Chen, Mary E. Thompson and Changbao Wu		doi:10.5705/ss.202016.0291 2027
	Identification and inference with nonignorable missing covariate data Wang Miao and Eric Tchetgen Tchetgen	Supp	doi:10.5705/ss.202016.0322 2049
	Discrete choice models for nonmonotone nonignorable missing data: identification and inference Eric J. Tchetgen Tchetgen, Linbo Wang and BaoLuo Sun	Supp	doi:10.5705/ss.202016.0325 2069
	Strategic binary choice models with partial observability Mark David Nieman		doi:10.5705/ss.202016.0294 2089
	Generalized method of moments for nonignorable missing data Li Zhang, Cunjie Lin and Yong Zhou	Supp	doi:10.5705/ss.202016.0340 2107
	Penalized pairwise pseudo likelihood for variable selection with nonignorable missing data Jiwei Zhao, Yang Yang and Yang Ning	Supp	doi:10.5705/ss.202016.0312 2125
	Estimation of area under the ROC curve under nonignorable verification bias Wenbao Yu, Jae Kwang Kim and Taesung Park		doi:10.5705/ss.202016.0315 2149
	Bayesian inference for nonresponse two-phase sampling Yue Zhang, Henian Chen and Nanhua Zhang		doi:10.5705/ss.202017.0016 2167
	Application of non-parametric empirical Bayes to treatment of non-response Eitan Greenshtein and Theodor Itskov		doi:10.5705/ss.202016.0270 2189
In Memory of Peter G. Hall
	Foreword Raymond J. Carroll, Qiwei Yao and Editors for this Special Issue		2209
	Peter Gavin Hall Terry Speed		doi:10.5705/ss.202018.0028 2215
	Peter Gavin Hall -- A brief remembrance of the man and his work Francisco J. Samaniego		doi:10.5705/ss.202017.0038 2237
	Peter Hall: My mentor, collaborator and friend Peihua Qiu		doi:10.5705/ss.202017.0022 2249
	Peter Hall on extremes: Research, teaching and supervision Alan Welsh		doi:10.5705/ss.202017.0095 2261
	Wavelet methods for erratic regression means in the presence of measurement error Peter Hall, Spiridon Penev and Jason Tran	Supp	doi:10.5705/ss.202016.0393 2289
	Semi-parametric prediction intervals in small areas when auxiliary data are measured with error Gauri Datta, Aurore Delaigle, Peter Gavin Hall and Lily Wang	Supp	doi:10.5705/ss.202016.0416 2309
	Clustering in general measurement error models Ya Su, Jill Reedy and Raymond J. Carroll	Supp	doi:10.5705/ss.202017.0093 2337
	Estimation of errors-in-variables partially linear additive models Eun Ryung Lee, Kyunghee Han and Byeong U. Park	Supp	doi:10.5705/ss.202017.0101 2353
	Peter Hall's contribution to empirical likelihood Jinyuan Chang, Jianjun Guo and Cheng Yong Tang		doi:10.5705/ss.202017.0059 2375
	Hybrid combinations of parametric and empirical likelihoods Nils Lid Hjort, Ian W. McKeague and Ingrid Van Keilegom	Supp	doi:10.5705/ss.202017.0291 2389
	Empirical likelihood ratio tests for coefficients in high dimensional heteroscedastic linear models Honglang Wang, Ping-Shou Zhong and Yuehua Cui	Supp	doi:10.5705/ss.202017.0041 2409
	An outlyingness matrix for multivariate functional data classification Wenlin Dai and Marc G. Genton	Supp	doi:10.5705/ss.202016.0537 2435
	Adaptive functional linear regression via functional principal component analysis and block thresholding T. Tony Cai, Linjun Zhang and Harrison H. Zhou	Supp	doi:10.5705/ss.202017.0099 2455
	Functional principal component analysis for derivatives of multivariate curves Maria Grith, Heiko Wagner,Wolfgang K. Hardle and Alois Kneip	Supp	doi:10.5705/ss.202017.0199 2469
	Singular additive models for function to function regression Byeong U. Park, Chun-Jui Chen, Wenwen Tao and Hans-Georg Muller	Supp	doi:10.5705/ss.202016.0556 2497
	Methodology and convergence rates for functional time series regression Tung Pham and Victor M. Panaretos	Supp	doi:10.5705/ss.202016.0536 2521
	Edgeworth correction for the largest eigenvalue in a spiked PCA model Jeha Yang and Iain M. Johnstone	Supp	doi:10.5705/ss.202017.0296 2541
	Calibrated percentile double bootstrap for robust linear regression inference Daniel McCarthy, Kai Zhang Lawrence D. Brown, Richard Berk, Andreas Buja, Edward I. George and Linda Zhao		doi:10.5705/ss.202016.0546 2565
	Edgeworth expansions for a class of spectral density estimators and their applications to interval estimation Arindam Chatterjee and Soumendra N. Lahiri	Supp	doi:10.5705/ss.202017.0121 2591
	A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions Joel L. Horowitz and Anand Krishnamurthy	Supp	doi:10.5705/ss.202017.0013 2609
	Partial consistency with sparse incidental parameters Jianqing Fan, Runlong Tang and Xiaofeng Shi	Supp	doi:10.5705/ss.202017.0027 2633
	Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices Danning Li, Lingzhou Xue and Hui Zou	Supp	doi:10.5705/ss.202017.0060 2657
	High-dimensional two-sample covariance matrix testing via super-diagonals Jing He and Song Xi Chen		doi:10.5705/ss.202017.0213 2671
	Estimating a discrete log-concave distribution in higher dimensions Hanna Jankowski and Yan Hua Tian	Supp	doi:10.5705/ss.202017.0344 2697
	Asymptotic behavior of cox's partial likelihood and its application to variable selection Runze Li, Jian-Jian Ren, Guangren Yang and Ye Yu	Supp	doi:10.5705/ss.202016.0401 2713
	Data sharpening guided by global constraint in local regression W. John Braun, X. Joan Hu and Xiuli Kang	Supp	doi:10.5705/ss.202017.0056 2733
	Bias reduction for nonparametric and semiparametric regression models Ming-Yen Cheng, Tao Huang, Peng Liu and Heng Peng	Supp	doi:10.5705/ss.202017.0058 2749
	Nonlinear regression estimation using subset-based kernel principal components Yuan Ke, Degui Li and Qiwei Yao		doi:10.5705/ss.202016.0369 2771
	Optimal model averaging of varying coefficient models Cong Li, Qi Li, Jeffrey S. Racine and Daiqiang Zhang	Supp	doi:10.5705/ss.202017.0034 2795
	Empirical Fourier methods for interval censored data Peter G. Hall, John Braun and Thierry Duchesne	Supp	doi:10.5705/ss.202017.0057 2811
	On p-values Laurie Davies		doi:10.5705/ss.202016.0507 2823
	Kernel-based adaptive randomization toward balance in continuous and discrete covariates Fei Jiang, Yanyuan Ma and Guosheng Yin	Supp	doi:10.5705/ss.202016.0538 2841
	Tests for tar models vs. Star models--A separate family of hypotheses approach Zhaoxing Gao, Shiqing Ling and Howell Tong	Supp	doi:10.5705/ss.202016.0497 2857
	Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal Piotr Fryzlewicz	Supp	doi:10.5705/ss.202017.0029 2885
	RFMS method for credit scoring based on bank card transaction data Danyang Huang, Jing Zhou and Hansheng Wang		doi:10.5705/ss.202017.0143 2903