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 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
Supp 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 in local regression guided by global constraint
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

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