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Statistica Sinica

Volume 28, Number 1, January 2018

corresponding author*
General
	Stability enhanced large-margin classifier selection　 Will Wei Sun*, Guang Cheng and Yufeng Liu	Supp	doi:10.5705/ss.202016.0260 1
	Using differential variability to increase the power of the homogeneity test in a two-sample problem 　　 Guanfu Liu, Yuejiao Fu*, Pengfei Li and Xiaolong Pu	Supp	doi:10.5705/ss.202016.0026 27
	Two-sample tests for high-dimension, strongly spiked eigenvalue models Makoto Aoshima* and Kazuyoshi Yata	Supp	doi:10.5705/ss.202016.0063 43
	Two-sample tests for high-dimensional linear regression with an application to detecting interactions Yin Xia, Tianxi Cai and T. Tony Cai*		doi:10.5705/ss.202016.0032 63
	Nonparametric confidence bands in Wicksell's problem Jakub Wojdyla and Zbigniew Szkutnik*	Supp	doi:10.5705/ss.202015.0471 93
	Assessing the treatment effect heterogeneity with a latent variable Yunjian Yin, Lan Liu* and Zhi Geng	Supp	doi:10.5705/ss.202016.0150 115
	Assessing the heterogeneity of treatment effects by identifying the treatment benefit rate and treatment harm rate Yunjian Yin, Xiao-Hua Zhou*, Zhi Geng and Fang Lu	Supp	doi:10.5705/ss.202015.0174 137
	A projection-based adaptive-to-model test for regressions Falong Tan, Xuehu Zhu and Lixing Zhu*		doi:10.5705/ss.202016.0333 Errata 157
	A new reduced-rank linear discriminant analysis method and its applications Yue Selena Niu, Ning Hao and Bin Dong*	Supp	doi:10.5705/ss.202015.0387 189
	A generalized measure of uncertainty in geostatistical model selection Chun-Shu Chen*, Jun Zhu and Tingjin Chu		doi:10.5705/ss.202016.0368 203
	Almost the best of three worlds: risk, consistency and optional stopping for the switch criterion in nested model selection Stéphanie Van Der Pas and Peter Grünwald*	Supp	doi:10.5705/ss.202016.0011 229
	Inference of high-dimensional linear models with time-varying coeffcients Xiaohui Chen* and Yifeng He	Supp	doi:10.5705/ss.202015.0202 256
	Constrained partial linear regression splines Mary C. Meyer*		doi:10.5705/ss.202016.0342 277
	Sure independence screening adjusted for confounding covariates with ultrahigh dimensional data Canhong Wen, Wenliang Pan, Mian Huang and Xueqin Wang*	Supp	doi:10.5705/ss.202014.0117 293
	A thresholding-based prewhitened long-run variance estimator and its dependence-oracle property Ting Zhang*	Supp	doi:10.5705/ss.202016.0468 319
	Hochberg procedure under negative dependence Jiangtao Gou and Ajit C. Tamhane*		doi:10.5705/ss.202016.0306 339
	Multiple hypothesis tests controlling generalized error rates for sequential data Jay Bartroff*	Supp	doi:10.5705/ss.202015.0267 363
	Inference of bivariate long-memory aggregate time series Henghsiu Tsai, Heiko Rachingerand Kung-Sik Chan	Supp	doi:10.5705/ss.202016.0112 399
	Modeling subject-specific nonautonomous dynamics Siyuan Zhou, Debashis Paul* and Jie Peng	Supp	doi:10.5705/ss.202016.0113 426
	Sequential model averaging for high dimensional linear regression models Wei Lan, Yingying Ma, Junlong Zhao, Hansheng Wang and Chih-Ling Tsai*	Supp	doi:10.5705/ss.202016.0122 449
	Sampling designs on fininite populations with spreading control parameters Yves Tillé, Lionel Qualité and Matthieu Wilhelm*	Supp	doi:10.5705/ss.202016.0064 471
	Singular prior distributions and ill-conditioning in Bayesian D-optimal design for several nonlinear models Timothy W. Waite*	Supp	doi:10.5705/ss.202015.0293 505
	Tobit quantile regression of left-censored longitudinal data with informative observation times Zhanfeng Wang, Jieli Ding, Liuquan Sun and Yaohua Wu*		doi:10.5705/ss.202016.0527 527