Statistica Sinica

Volume 31,  Number 2, April 2021 

@corresponding author*
GENERAL
  Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
David Morales-Jimenez, Iain M. Johnstone*, Matthew R. McKay and Jeha Yang
Supp doi:10.5705/ss.202019.0052
571
@ Longitudinal clustering for heterogeneous binary data
Xiaolu Zhu, Xiwei Tang and Annie Qu*
Supp doi:10.5705/ss.202018.0298
603
@ Testing heteroscedasticity for regression models based on projections
Falong Tan, Xuejun Jiang*, Xu Guo and Lixing Zhu
Supp doi:10.5705/ss.202018.0322
625
  Propensity model selection with nonignorable nonresponse and instrument variable
Lei Wang, Jun Shao and Fang Fang*
  doi:10.5705/ss.202019.0025
647
@ Causal proportional hazards estimation with a binary instrumental variable
Behzad Kianian, Jung In Kim, Jason P. Fine and Limin Peng*
Supp doi:10.5705/ss.202019.0096
673
@ On supervised reduction and its dual
Peirong Xu and Tao Wang*
Supp doi:10.5705/ss.202017.0532
701
@ Least favorable direction test for multivariate analysis of variance in high dimension
Rui Wang and Xingzhong Xu*
Supp doi:10.5705/ss.202018.0279
723
@ Optimal subsampling algorithms for big data regressions
Mingyao Ai, Jun Yu, Huiming Zhang and HaiYing Wang*
Supp doi:10.5705/ss.202018.0439
749
@ Robust inference in varying-coefficient additive models for longitudinal/functional data
Lixia Hu, Tao Huang* and Jinhong You
Supp doi:10.5705/ss.202018.0483
773
  Robust estimation of the mean and covariance matrix for high dimensional time series
Danna Zhang*
Supp doi:10.5705/ss.202018.0185
797
@ Sufficient dimension reduction for feasible and robust estimation of average causal effect
Trinetri Ghosh*, Yanyuan Ma and Xavier de Luna
Supp doi:10.5705/ss.202018.0416
821
@ On the beta prime prior for scale parameters in high-dimensional Bayesian regression models
Ray Bai* and Malay Ghosh
Supp doi:10.5705/ss.202019.0037
843
@ Minimal second order saturated designs and their applications to space-filling designs
Boxin Tang*, Ching-Shui Cheng and Yuanzhen He
  doi:10.5705/ss.202018.0267
867
@ Fast nonparametric maximum likelihood density deconvolution using Bernstein polynomials
Zhong Guan*
Supp doi:10.5705/ss.202018.0173
891
  Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression
Ting Tao, Shaohua Pan and Shujun Bi*
Supp doi:10.5705/ss.202018.0507
909
@ Varying-coefficient panel data model with interactive fixed effects
Sanying Feng, Gaorong Li*, Heng Peng and Tiejun Tong
Supp doi:10.5705/ss.202018.0248
935
@ Testing one hypothesis multiple times
Sara Algeri* and David A. van Dyk
Supp doi:10.5705/ss.202018.0027
959
@ Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
Juan M. Rodriguez-Poo* and Alexandra Soberon
Supp doi:10.5705/ss.202018.0382
981
  A model-averaging method for high-dimensional regression with missing responses at random
Jinhan Xie, Xiaodong Yan and Niansheng Tang*
Supp doi:10.5705/ss.202018.0297
1005
  Subgroup analysis in censored linear regression
Xiaodong Yan, Guosheng Yin and Xingqiu Zhao*
Supp doi:10.5705/ss.202018.0319
1027
  Omnibus model checks of linear assumptions through distance covariance
Kai Xu* and Daojiang He
Supp doi:10.5705/ss.202019.0311
1055
@ Efficient designs for the estimation of mixed and self carryover effects
Joachim Kunert* and Johanna Mielke
Supp doi:10.5705/ss.202018.0137
1081
  Hypothesis testing in large-scale functional linear regression
Kaijie Xue and Fang Yao*
Supp doi:10.5705/ss.202018.0456
1101

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