Statistica Sinica

Volume 31,  Number 3, July 2021 

Corresponding author*
GENERAL
  Parameter redundancy and the existence of maximum likelihood estimates in log-linear models
Serveh Sharifi Far*, Michail Papathomas and Ruth King
Supp doi:10.5705/ss.202018.0110
1125
  Unifying and generalizing methods for removing unwanted variation based on negative controls
David Gerard* and Matthew Stephens
Supp doi:10.5705/ss.202018.0345
1145
  Smooth density spatial quantile regression
Halley Brantley*, Montserrat Fuentes, Joseph Guiness and Eben Thoma
Supp doi:10.5705/ss.202019.0002
1167
  On simultaneous calibration of two-sample t-tests for high-dimension low-sample-size data
Chunming Zhang*, Shengji Jia and Yongfeng Wu
Supp doi:10.5705/ss.202018.0467
1189
  Likelihood ratio test in multivariate linear regression: From low to high dimension
Yinqiu He, Tiefeng Jiang, Jiyang Wen and Gongjun Xu*
Supp doi:10.5705/ss.202019.0056
1215
  Feature screening for network autoregression model
Danyang Huang, Xuening Zhu*, Runze Li and Hansheng Wang
Supp doi:10.5705/ss.202018.0400
1239
  Quantile estimation of regression models with GARCH-X errors
Qianqian Zhu*, Guodong Li and Zhijie Xiao
Supp doi:10.5705/ss.202019.0003
1261
  Doubly robust regression analysis for data fusion
Katherine Evans, BaoLuo Sun, James Robins and Eric J. Tchetgen Tchetgen*
Supp doi:10.5705/ss.202018.0334
1285
  Hypothesis testing for the covariance matrix in high-dimensional transposable data with kronecker product dependence structure
Anestis Touloumis*, John C. Marioni and Simon Tavarè
Supp doi:10.5705/ss.202018.0268
1309
  Functional additive quantile regression
Yingying Zhang, Heng Lian*, Guodong Li and Zhongyi Zhu
Supp doi:10.5705/ss.202018.0499
1331
  A sequential significance test for treatment by covariate interactions
Min Qian*, Bibhas Chakraborty, Raju Maiti and Ying Kuen Cheung
Supp doi:10.5705/ss.202018.0451
1353
  A nonparametric test for stationarity in functional time series
Anne van Delft*, Vaidotas Characiejus and Holger Dette
Supp doi:10.5705/ss.202018.0320
1375
  Sparse deep neural networks using L1,∞-weight normalization
Ming Wen, Yixi Xu*, Yunling Zheng, Zhouwang Yang and Xiao Wang
Supp doi:10.5705/ss.202018.0468
1397
  Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis
Seonjin Kim, Hyunkeun Ryan Cho* and Colin Wu
doi:10.5705/ss.202019.0127
1415
  Efficient and positive semidefinite pre-averaging realized covariance estimator
Liang-Ching Lin*, Ying Chen, Guangming Pan and Vladimir Spokoiny
Supp doi:10.5705/ss.202017.0489
1441
  Multivariate spline estimation and inference for image-on-scalar regression
Shan Yu, Guannan Wang, Li Wang* and Lijian Yang
Supp doi:10.5705/ss.202019.0188
1463
  A projection-based consistent test incorporating dimension-reduction in partially linear models
Zhihua Sun, Feifei Chen, Hua Liang* and David Ruppert
Supp doi:10.5705/ss.202019.0238
1489
  Joint Bayesian variable and DAG selection consistency for high-dimensional regression models with network-structured covariates
Xuan Cao and Kyoungjae Lee*
Supp doi:10.5705/ss.202019.0202
1509
  Efficient and robust estimation of τ-year risk prediction models leveraging time varying intermediate outcomes
Yu Zheng, Tian Lu and Tianxi Cai*
Supp doi:10.5705/ss.202019.0066
1531
  Penalized interaction estimation for ultrahigh dimensional quadratic regression
Cheng Wang, Binyan Jiang and Liping Zhu*
Supp doi:10.5705/ss.202019.0081
1549
  Simultaneous estimation of normal means with side information
Sihai Dave Zhao*
Supp doi:10.5705/ss.202019.0075
1571
  Design based incomplete U-statistics
Xiangshun Kong and Wei Zheng*
Supp doi:10.5705/ss.202019.0098
1593
  A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting
Yuan Tian and Brian J. Reich*
Supp doi:10.5705/ss.202018.0420
1619
  Optimal designs for series estimation in nonparametric regression with correlated data
Kirsten Schorning, Maria Konstantinou and Holger Dette*
Supp doi:10.5705/ss.202018.0497
1643