Forthcoming Issue

Forthcoming Issue The following papers are expected to appear in Volume 28, Number 1, January 2018 General
1. SS-2016-0260	doi:10.5705/ss.202016.0260
Stability Enhanced Large-Margin Classifier Selection Will Wei Sun, Guang Cheng and Yufeng Liu
2. SS-2016-0026	doi:10.5705/ss.202016.0026
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
3. SS-2016-0063	doi:10.5705/ss.202016.0063
Two-sample tests for high-dimension, strongly spiked eigenvalue models Makoto Aoshima and Kazuyoshi Yata
4. SS-2016-0032	doi:10.5705/ss.202016.0032
Two-Sample Tests for High-Dimensional Linear Regression with an Application to Detecting Interactions Yin Xia, Tianxi Cai and T. Tony Cai
5. SS-2015-0471	doi:10.5705/ss.202015.0471
Nonparametric confidence bands in Wicksell's problem Jakub Wojdyla and Zbigniew Szkutnik
6. SS-2016-0150	doi:10.5705/ss.202016.0150
Assessing The Treatment Effect Heterogeity with a Latent Variable Yunjian Yin, Lan Liu and Zhi Geng
7. SS-2015-0174	doi:10.5705/ss.202015.0174
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
8. SS-2016-0333	doi:10.5705/ss.202016.0333
A projection-based adaptive-to-model test for regressions Falong Tan, Xuehu Zhu and Lixing Zhu
9. SS-2015-0387	doi:10.5705/ss.202015.0387
A New Reduced-Rank Linear Discriminant Analysis Method and Its Applications Yue Selena Niu, Ning Hao and Bin Dong
10. SS-2016-0368	doi:10.5705/ss.202016.0368
A Generalized Measure of Uncertainty in Geostatistical Model Selection Chun-Shu Chen, Jun Zhu and Tingjin Chu
11. SS-2016-0011	doi:10.5705/ss.202016.0011
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
12. SS-2015-0202	doi:10.5705/ss.202015.0202
Inference of high-dimensional linear models with time-varying coefficients Xiaohui Chen and Yifeng He
13. SS-2016-0342	doi:10.5705/ss.202016.0342
Constrained Partial Linear Regression Splines Mary C. Meyer
14. SS-2014-0117	doi:10.5705/ss.202014.0117
Sure Independence Screening Adjusted for Confounding Covariates with Ultrahigh-dimensional Data Canhong Wen, Wenliang Pan, Mian Huang and Xueqin Wang
15. SS-2016-0468	doi:10.5705/ss.202016.0468
A Thresholding-Based Prewhitened Long-Run Variance Estimator and Its Dependence-Oracle Property Ting Zhang
16. SS-2016-0306	doi:10.5705/ss.202016.0306
Hochberg procedure under negative dependence Jiangtao Gou and Ajit C. Tamhane
17. SS-2015-0267	doi:10.5705/ss.202015.0267
Multiple Hypothesis Tests Controlling Generalized Error Rates for Sequential Data Jay Bartroff
18. SS-2016-0112	doi:10.5705/ss.202016.0112
Inference of Bivariate Long-memory Aggregate Time Series Henghsiu Tsai, Heiko Rachinger and Kung-Sik Chan
19. SS-2016-0113	doi:10.5705/ss.202016.0113
Modeling subject-specific nonautonomous dynamics Siyuan Zhou, Debashis Paul and Jie Peng
20. SS-2016-0122	doi:10.5705/ss.202016.0122
Sequential Model Averaging for High Dimensional Linear Regression Models Wei Lan, Yingying Ma, Junlong Zhao, Hansheng Wang and Chih-Ling Tsai
21. SS-2016-0064	doi:10.5705/ss.202016.0064
Sampling Designs on Finite Populations with Spreading Control Parameters Yves Tillé, Lionel Qualité and Matthieu Wilhelm
22. SS-2015-0293	doi:10.5705/ss.202015.0293
Singular prior distributions in Bayesian D-optimal design for nonlinear models Timothy Waite
23. SS-2016-0527	doi:10.5705/ss.202016.0527
Tobit quantile regression of left-censored longitudinal data with informative observation times Zhanfeng Wang, Jieli Ding, Liuquan Sun and Yaohua Wu