Latest Articles

This publication schedule is subject to change.

"Sliced Inverse Regression after 30 Years" in honor of Prof. Ker-Chau Li

A Bayesian Approach to Envelope Quantile Regression
Minji Lee*, Saptarshi Chakraborty and Zhihua Su
doi:10.5705/ss.202020.0109
Efficient Estimation for Dimension Reduction with Censored Survival Data
Ge Zhao*, Yanyuan Ma and Wenbin Lu
doi:10.5705/ss.202020.0404
A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction
Jiaying Weng* and Xiangrong Yin
doi:10.5705/ss.202020.0312
Likelihood-Based Dimension Folding on Tensor Data
Ning Wang, Xin Zhang* and Bing Li
doi:10.5705/ss.202020.0040
Sparse Sliced Inverse Regression via Cholesky Matrix Penalization
Linh H. Nghiem*, Francis Hui, Samuel Müller and Alan Welsh
doi:10.5705/ss.202020.0406

 

Volume 32,  Number 4, October  2022

Double Happiness: Enhancing the Coupled Gains of L-lag Coupling via Control Variates
Radu V. Craiu* and Xiao-Li Meng
doi:10.5705/ss.202020.0461
Estimation for Extreme Conditional Quantiles of Functional Quantile Regression
Hanbing Zhu, Riquan Zhang*, Yehua Li and Weixin Yao
doi:10.5705/ss.202020.0487
Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial Weight
Hsin-Chieh Wong* and Wen-Jen Tsay
doi:10.5705/ss.202020.0264
Estimation for Functional Single Index Models with Unknown Link Functions
Yunxiang Huang and Qihua Wang*
doi:10.5705/ss.202021.0025
Nonparametric Bayesian Two-Level Clustering for Subject-Level Single-Cell Expression Data
Qiuyu Wu and Xiangyu Luo*
doi:10.5705/ss.202020.0337
Hypothesis Testing in High-Dimensional Linear Regression: A Normal Reference Scale-Invariant Test
Tianming Zhu, Liang Zhang and Jin-Ting Zhang*
doi:10.5705/ss.202020.0362
Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail
Fei Xue and Annie Qu*
doi:10.5705/ss.202020.0495
A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters
Fernando de Souza Bastos, Wagner Barreto-Souza* and Marc G. Genton
doi:10.5705/ss.202021.0068
Sparse Functional Principal Component Analysis in High Dimensions
Xiaoyu Hu and Fang Yao*
doi:10.5705/ss.202020.0445
Inference for Structural Breaks in Spatial Models
Ngai Hang Chan*, Rongmao Zhang and Chun Yip Yau
doi:10.5705/ss.202020.0342
Semiparametric Dose Finding Methods for Partially Ordered Drug Combinations
Matthieu Clertant*, Nolan A. Wages and John O'Quigley
doi:10.5705/ss.202020.0248
Poisson Regression With Error Corrupted High Dimensional Features
Fei Jiang* and Yanyuan Ma
doi:10.5705/ss.202020.0251
Spectral Properties of Rescaled Sample Correlation Matrix
Yanqing Yin, Changcheng Li, Guoliang Tian and Shurong Zheng*
doi:10.5705/ss.202020.0262
A Maximin Φp-Efficient Design for Multivariate Generalized Linear Models
Yiou Li, Lulu Kang and Xinwei Deng*
doi:10.5705/ss.202020.0278
Modeling Nonstationary and Asymmetric Multivariate Spatial Covariances via Deformations
Quan Vu*, Andrew Zammit-Mangion and Noel Cressie
doi:10.5705/ss.202020.0156
Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data
Jie He and Jian Kang*
doi:10.5705/ss.202020.0427
Spatiotemporal Autoregressive Partially Linear Varying Coefficient Models
Shan Yu, Yueying Wang, Lily Wang* and Lei Gao
doi:10.5705/ss.202020.0383
Variational Inference for Latent Space Models for Dynamic Networks
Yan Liu and Yuguo Chen*
doi:10.5705/ss.202020.0506
Automated Estimation of Heavy-Tailed Vector Error Correction Models
Feifei Guo, Shiqing Ling* and Zichuan Mi
doi:10.5705/ss.202020.0177
Partially Linear Additive Functional Regression
Xiaohui Liu, Wenqi Lu, Heng Lian*, Yuzi Liu and Zhongyi Zhu
doi:10.5705/ss.202020.0418
That Prasad-Rao is Robust: Estimation of Mean Squared Prediction Error of Observed Best Predictor under Potential Model Misspecification
Xiaohui Liu, Haiqiang Ma and Jiming Jiang*
doi:10.5705/ss.202020.0325
Test for Conditional Variance of Integer-Valued Time Series
Yuichi Goto* and Kou Fujimori
doi:10.5705/ss.202020.0357
Robust Inference for Partially Observed Functional Response Data
Yeonjoo Park, Xiaohui Chen and Douglas Simpson*
doi:10.5705/ss.202020.0358

 

Volume 33,  Number 1, January  2023

Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares
Wentian Huang* and David Ruppert
doi:10.5705/ss.202020.0214
Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models
Xin Guan, Hua Liu, Jinhong You* and Yong Zhou
doi:10.5705/ss.202019.0467
Orthogonal Minimally Aliased Response Surface Designs for Three-Level Quantitative Factors and Two-Level Categorical Factors
José Núñez Ares, Eric Schoen and Peter Goos
doi:10.5705/ss.202020.0347
An Online Projection Estimator for Nonparametric Regression in Reproducing Kernel Hilbert Spaces
Tianyu Zhang* and Noah Simon
doi:10.5705/ss.202021.0018
Data Integration in High Dimension With Multiple Quantiles
Guorong Dai*, Ursula Müller and Raymond James Carroll
doi:10.5705/ss.202020.0361
Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises
Rui She*
doi:10.5705/ss.202020.0415
Model Selection of Generalized Estimating Equation With Divergent Model Size
Shicheng Wu, Xin Gao* and Raymond James Carroll
doi:10.5705/ss.202020.0197
Locally D-Optimal Designs for Hierarchical Response Experiments
Mingyao Ai, Zhiqiang Ye and Jun Yu*
doi:10.5705/ss.202020.0517
Frequentist Model Averaging for the Nonparametric Additive Model
Jun Liao, Alan Wan, Shuyuan He and Guohua Zou*
doi:10.5705/ss.202020.0340