Statistica Sinica

Volume 25,  Number 2, April 2015

¡@corresponding author*
General
¡@ A framework for estimation of convex functions¡@
T. Tony Cai and Mark G. Low*		 ¡@ doi:10.5705/ss.2013.279
423
¡@ Sparse quadratic discriminant analysis for high dimensional data¡@ ¡@
Quefeng Li and Jun Shao*		 Sup doi:10.5705/ss.2013.150
457
¡@ Estimation of the error autocorrelation matrix in semiparametric model for fMRI data
Xiao Guo and Chunming Zhang*		 Sup doi:10.5705/ss.2013.110
475
¡@ Universally optimal fMRI designs for comparing hemodynamic response functions
Ming-Hung Kao*		 Sup doi:10.5705/ss.2013.248
499
¡@ Semiparametric longitudinal model with irregular time autoregressive error process
Yang Bai, Jian Huang*, Rui Li and Jinhong You		 Sup doi:10.5705/ss.2013.073
507
¡@ Expectation of the limiting distribution of the LSE of a unit root process
Shi Jin* and Wenbo V. Li¡@		 Sup doi:10.5705/ss.2013.299
529
¡@ Optimal allocation to treatment groups under variance heterogeneity
Ellinor Fackle-Fornius and Hans Nyquist*		 ¡@ doi:10.5705/ss.2012.042
537
¡@ Estimation of a groupwise additive multiple-index model and its applications¡@
Tao Wang, Jun Zhang, Hua Liang and Lixing Zhu*		 Sup doi:10.5705/ss.2013.175
551
¡@ Optimal prediction in an additive functional model
Xiao Wang* and David Ruppert		 ¡@ doi:10.5705/ss.2013.074
567
¡@ Separation of covariates into nonparametric and parametric parts in high-dimensional partially linear additive models
Heng Lian*, Hua Liang and David Ruppert		 Sup doi:10.5705/ss.2013.158

591
¡@ Tail index estimation for a filtered dependent time series
Jonathan B. Hill*
Sup doi:10.5705/ss.2012.212
609
¡@ A Robbins Monro procedure for the estimation of parametric deformations on random variables
Philippe Fraysse*, Helene Lescornel and Jean-Michel Loubes		 ¡@

doi:10.5705/ss.2013.020

631
¡@ Relative fixed-width stopping rules for Markov chain Monte Carlo simulations
James M. Flegal* and Lei Gong		 ¡@ doi:10.5705/ss.2013.209
655
¡@ Clustering curves based on change point analysis: a nonparametric Bayesian approach
Sarat C. Dass, Chae Young Lim*, Tapabrata Maiti and Zhen Zhang		 ¡@ doi:10.5705/ss.2012.308
677
¡@ Varying coefficient models for data with auto-correlated error process
Zhao Chen, Runze Li* and Yan Li		 Sup doi:10.5705/ss.2012.301
709
¡@ A Bayesian approach to constructing multiple confidence intervals of selected parameters with sparse signals
Zhigen Zhao* and Sanat K. Sarkar		 Sup doi:10.5705/ss.2013.099

725
¡@ Direction estimation in single-index regressions via Hilbert-Schmidt independence criterion
Nan Zhang and Xiangrong Yin*		 Sup doi:10.5705/ss.2013.113

743
¡@ HYBRID-GARCH: A generic class of models for volatility predictions using high frequency data
Xilong Chen, Eric Ghysels* and Fangfang Wang		 Sup doi:10.5705/ss.2012.283

759
¡@ Sufficient dimension reduction for longitudinal data
Xuan Bi and Annie Qu*		 Sup doi:10.5705/ss.2013.168
787
¡@ Measurement error in lasso: impact and likelihood bias correction
Øystein Sørensen*, Arnoldo Frigessi and Magne Thoresen 		 Sup doi:10.5705/ss.2013.180
809

 

¡@