Forthcoming Issue

The following papers are expected to appear in
Volume 29, Number 1, January 2019

General

1. SS-2015-0316
doi:10.5705/ss.202015.0316
Scalable SUM-shrinkage schemes for distributed monitoring large-scale data streams
Kun Liu, Ruizhi Zhang and Yajun Mei
2. SS-2016-0231[Supp]
doi:10.5705/ss.202016.0231
Smoothed rank regression for the accelerated failure time competing risks model with missing cause of failure
Zhiping Qiu, Alan Wan, Yong Zhou and Peter B. Gilbert
3. SS-2015-0369 [Supp]
doi:10.5705/ss.202015.0369
Additive mean residual life model with latent variables under right censoring
Haijin He, Deng Pan, Xinyuan Song and Liuquan Sun
4. SS-2016-0067 [Supp]
doi:10.5705/ss.202016.0067
Invariance properties and statistical inference for circular data
Gianluca Mastrantonio, Giovanna Jona Lasinio, Antonello Maruotti and Gianfranco Calise
5. SS-2016-0349 [Supp]
doi:10.5705/ss.202016.0349
Lack of fit test for infinite variation jumps at high frequencies
Xinbing Kong
6. SS-2016-0117 [Supp]
doi:10.5705/ss.202016.0117
Multiclass sparse discriminant analysis
Qing Mai, Yi Yang and Hui Zou
7. SS-2015-0337 [Supp]
doi:10.5705/ss.202015.0337
Nonparametric model checks of single-index assumptions
Samuel Maistre and Valentin Patilea
8. SS-2016-0069 [Supp]
doi:10.5705/ss.202016.0069
Nearly unstable processes: a prediction perspective
Ngai Hang Chan, Ching-Kang Ing and Rongmao Zhang
9. SS-2016-0224 [Supp]
doi:10.5705/ss.202016.0224
Hyper Markov laws for correlation matrices
Jeremy Gaskins
10. SS-2015-0365 [Supp]
doi:10.5705/ss.202015.0365
On the efficiency of online approach to nonparametric smoothing of big data
Efang Kong and Yingcun Xia
11. SS-2016-0336 [Supp]
doi:10.5705/ss.202016.0336
Maximum penalized likelihood estimation for the endpoint and exponent of a distribution
Fang Wang, Liang Peng, Yongcheng Qi and Meiping Xu
12. SS-2016-0397 [Supp]
doi:10.5705/ss.202016.0397
Network inference from grouped observations using Hub models
Yunpeng Zhao and Charles Weko
13. SS-2016-0135 [Supp]
doi:10.5705/ss.202016.0135
Copula-based quantile regression for longitudinal data
Huixia Judy Wang, Xingdong Feng and Chen Dong
14. SS-2016-0330
doi:10.5705/ss.202016.0330
Sequential monitoring of covariate-adaptive randomized clinical trials
Feifang Hu and Hongjian Zhu
15. SS-2017-0020 [Supp]
doi:10.5705/ss.202017.0020
Optimal designs for nonlinear models with random block effects
Xin Wang, Min Yang and Wei Zheng
16. SS-2017-0023 [Supp]
doi:10.5705/ss.202017.0023
Matrix graph hypothesis testing and application in brain connectivity alternation detection
Yin Xia and Lexin Li
17. SS-2015-0204 [Supp]
doi:10.5705/ss.202015.0204
Convex mixtures imputation and applications
Jianhui Ning, Michelle Liou and Philip E. Cheng
18. SS-2015-0415 [Supp]
doi:10.5705/ss.202015.0415
Convex surrogate minimization in classification
Cui Xiong, Jun Shao and Lei Wang
19. SS-2015-0410
doi:10.5705/ss.202015.0410
Comparison of extended empirical likelihood methods: size and shape of test based confidence regions
Mi-Ok Kim and Mai Zhou
20. SS-2015-0413 [Supp]
doi:10.5705/ss.202015.0413
Regularization after retention in ultrahigh dimensional linear regression models
Haolei Weng, Yang Feng and Xingye Qiao
21. SS-2016-0396 [Supp]
doi:10.5705/ss.202016.0396
Fully efficient joint fractional imputation for incomplete bivariate ordinal responses
Xichen She and Changbao Wu
22. SS-2017-0225 [Supp]
doi:10.5705/ss.202017.0225
Classification and regression trees and forests for incomplete data from sample surveys
Wei-Yin Loh, John Eltinge, Moon Jung Cho and Yuanzhi Li
23. SS-2016-0415 [Supp]
doi:10.5705/ss.202016.0415
Constrained estimation of causal invertible VARMA
Anindya Roy, Tucker S. McElroy and Peter Linton
24. SS-2017-0076 [Supp]
doi:10.5705/ss.202017.0076
Graph estimation for matrix-variate Gaussian data
Xi Chen and Weidong Liu
25. SS-2017-0033 [Supp]
doi:10.5705/ss.202017.0033
Simultaneous confidence bands for mean and variance functions based on deterministic design
Li Cai, Rong Liu, Suojin Wang and Lijian Yang