Statistica Sinica

Volume 30,  Number 3, July 2020 

¡@corresponding author*
General
  Generalized regression estimators with high-dimensional covariates
Tram Ta, Jun Shao, Quefeng Li and Lei Wang*
  doi:10.5705/ss.202017.0384
1135
¡@ Kernel balancing: A flexible non-parametric weighting procedure for estimating causal effects
Chad Hazlett
Supp doi:10.5705/ss.202017.0555
1155
¡@ Estimation of sparse functional additive models with adaptive group Lasso
Peijun Sang, Liangliang Wang and Jiguo Cao*
  doi:10.5705/ss.202017.0491
1191
  The Lq-norm learning for ultrahigh-dimensional survival data: An integrative framework
H. G. Hong*, X. Chen, J. Kang and Y. Li
Supp doi:10.5705/ss.202017.0537
1213
¡@ A classical invariance approach to the normal mixture problem
Monia Ranalli*, Bruce G. Lindsay and David R. Hunter
Supp doi:10.5705/ss.202016.0483
1235
¡@ Regularization parameter selection in indirect regression by residual based bootstrap
Nicolai Bissantz, Justin Chown* and Holger Dette
Supp doi:10.5705/ss.202018.0160
1255
¡@ Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data
Ming-Yueh Huang* and Kwun Chuen Gary Chan
  doi:10.5705/ss.202017.0550
1285
¡@ Testing first-order spherical symmetry of spatial point processes
Tonglin Zhang* and Jorge Mateu
Supp doi:10.5705/ss.202018.0214
1313
¡@ A bootstrap Lasso + partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
Hanzhong Liu, Xin Xu and Jingyi Jessica Li*
Supp doi:10.5705/ss.202018.0131
1333
  Extremal linear quantile regression with Weibull-type tails
Fengyang He*, Huixia Judy Wang and Tiejun Tong
Supp doi:10.5705/ss.202018.0073
1357
¡@ Inference for generalized partial functional linear regression
Ting Li and Zhongyi Zhu*
Supp doi:10.5705/ss.202018.0155
1379
¡@ Optimal Gaussian approximation for multiple time series
Sayar Karmakar* and Wei Biao Wu
Supp doi:10.5705/ss.202017.0303
1399
¡@ Network imputation for spatial autoregression model with incomplete data
Zhimeng Sun and Hansheng Wang*
Supp doi:10.5705/ss.202017.0366
1419
¡@ Grouped network vector autoregression
Xuening Zhu and Rui Pan*
Supp doi:10.5705/ss.202017.0533
1437
  Error-correction factor models for high-dimensional cointegrated time series
Yundong Tu*, Qiwei Yao and Rongmao Zhang
Supp doi:10.5705/ss.202017.0250
1463
¡@ Ranking-based variable selection for high-dimensional data
Rafal Baranowski, Yining Chen and Piotr Fryzlewicz*
Supp doi:10.5705/ss.202017.0139
1485
¡@ Identification and inference for marginal average treatment effect on the treated with an instrumental variable
Lan Liu*, Wang Miao, Baoluo Sun, James Robins and Eric Tchetgen Tchetgen
  doi:10.5705/ss.202017.0196
1517
¡@ Order-of-addition modeling
Robert W. Mee
Supp doi:10.5705/ss.202018.0120
1543
  Evolutionary state-space model and its application to time-frequency analysis of local field potentials
Xu Gao, Weining Shen*, Babak Shahbaba, Norbert J. Fortin and Hernando Ombao
Supp doi:10.5705/ss.202017.0420
1561
  New parsimonious multivariate spatial model: Spatial envelope
Hossein Moradi Rekabdarkolaee*, Qin Wang, Zahra Naji and Montserrat Fuente
Supp doi:10.5705/ss.202017.0455
1583
  Time-varying hazards model for incorporating irregularly measured high-dimensional biomarkers
Xiang Li, Quefeng Li*, Donglin Zeng, Karen Marder, Jane Paulsen and Yuanjia Wang
Supp doi:10.5705/ss.202017.0375
1605
¡@ Testing constancy of conditional variance in high dimension
Lu Deng, Changliang Zou, Zhaojun Wang* and Xin Chen
Supp doi:10.5705/ss.202016.0492
1633
¡@ A fully flexible changepoint test for regression models with stationary errors
Michael W. Robbins
Supp doi:10.5705/ss.202018.0275
1657

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