Statistica Sinica

Volume 28,  Number 1, January 2018 

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General
@ Stability enhanced large-margin classifier selection@
Will Wei Sun, Guang Cheng and Yufeng Liu
Sup doi:10.5705/ss.202016.0260
1
@ 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
Sup doi:10.5705/ss.202016.0026
27
@ Two-sample tests for high-dimension, strongly spiked eigenvalue models
Makoto Aoshima and Kazuyoshi Yata
Sup doi:10.5705/ss.202016.0063
43
@ Two-sample tests for high-dimensional linear regression with an application to detecting interactions
Yin Xia, Tianxi Cai and T. Tony Cai
  doi:10.5705/ss.202016.0032
63
@ Nonparametric confidence bands in Wicksell's problem
Jakub Wojdyla and Zbigniew Szkutnik
Sup

doi:10.5705/ss.202015.0471
93

@ Assessing the treatment effect heterogeneity with a latent variable
Yunjian Yin, Lan Liu and Zhi Geng
Sup doi:10.5705/ss.202016.0150
115
@ 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
Sup

doi:10.5705/ss.202015.0174
137

@ A projection-based adaptive-to-model test for regressions
Falong Tan, Xuehu Zhu and Lixing Zhu
 

doi:10.5705/ss.202016.0333
157

@ A new reduced-rank linear discriminant analysis method and its applications
Yue Selena Niu, Ning Hao and Bin Dong
Sup doi:10.5705/ss.202015.0387
189
@ A generalized measure of uncertainty in geostatistical model selection
Chun-Shu Chen, Jun Zhu and Tingjin Chu
  doi:10.5705/ss.202016.0368
203
@ 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
Sup doi:10.5705/ss.202016.0011

229
@ Inference of high-dimensional linear models with time-varying coeffcients
Xiaohui Chen and Yifeng He
Sup doi:10.5705/ss.202015.0202
256
@ Constrained partial linear regression splines
Mary C. Meyer
  doi:10.5705/ss.202016.0342
277
@ Sure independence screening adjusted for confounding covariates with ultrahigh dimensional data
Canhong Wen, Wenliang Pan, Mian Huang and Xueqin Wang
Sup

doi:10.5705/ss.202014.0117

293

@ A thresholding-based prewhitened long-run variance estimator and its dependence-oracle property
Ting Zhang
Sup doi:10.5705/ss.202016.0468
319
@ Hochberg procedure under negative dependence
Jiangtao Gou and Ajit C. Tamhane
  doi:10.5705/ss.202016.0306
339
@ Multiple hypothesis tests controlling generalized error rates for sequential data
Jay Bartroff
Sup doi:10.5705/ss.202015.0267
363
@ Inference of bivariate long-memory aggregate time series
Henghsiu Tsai, Heiko Rachinger and Kung-Sik Chan
Sup doi:10.5705/ss.202016.0112
399
@ Modeling subject-specific nonautonomous dynamics
Siyuan Zhou, Debashis Paul and Jie Peng
Sup doi:10.5705/ss.202016.0113
426
@ Sequential model averaging for high dimensional linear regression models
Wei Lan, Yingying Ma, Junlong Zhao, Hansheng Wang and Chih-Ling Tsai
Sup doi:10.5705/ss.202016.0122
449
  Sampling designs on fininite populations with spreading control parameters
Yves Tillé, Lionel Qualité and Matthieu Wilhelm
Sup doi:10.5705/ss.202016.0064
471
  Singular prior distributions and ill-conditioning in Bayesian D-optimal design for several nonlinear models
Timothy W. Waite
Sup doi:10.5705/ss.202015.0293
505
  Tobit quantile regression of left-censored longitudinal data with informative observation times
Zhanfeng Wang, Jieli Ding, Liuquan Sun and Yaohua Wu
  doi:10.5705/ss.202016.0527
527

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