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	Supp	doi:10.5705/ss.202020.0109
Efficient Estimation for Dimension Reduction with Censored Survival Data Ge Zhao*, Yanyuan Ma and Wenbin Lu	Supp	doi:10.5705/ss.202020.0404
A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction Jiaying Weng* and Xiangrong Yin	Supp	doi:10.5705/ss.202020.0312
Likelihood-Based Dimension Folding on Tensor Data Ning Wang, Xin Zhang* and Bing Li	Supp	doi:10.5705/ss.202020.0040
Sparse Sliced Inverse Regression via Cholesky Matrix Penalization Linh H. Nghiem*, Francis Hui, Samuel Müller and Alan Welsh	Supp	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	Supp	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	Supp	doi:10.5705/ss.202020.0264
Estimation for Functional Single Index Models with Unknown Link Functions Yunxiang Huang and Qihua Wang*	Supp	doi:10.5705/ss.202021.0025
Nonparametric Bayesian Two-Level Clustering for Subject-Level Single-Cell Expression Data Qiuyu Wu and Xiangyu Luo*	Supp	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*	Supp	doi:10.5705/ss.202020.0362
Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail Fei Xue and Annie Qu*	Supp	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	Supp	doi:10.5705/ss.202021.0068
Sparse Functional Principal Component Analysis in High Dimensions Xiaoyu Hu and Fang Yao*	Supp	doi:10.5705/ss.202020.0445
Inference for Structural Breaks in Spatial Models Ngai Hang Chan*, Rongmao Zhang and Chun Yip Yau	Supp	doi:10.5705/ss.202020.0342
Semiparametric Dose Finding Methods for Partially Ordered Drug Combinations Matthieu Clertant*, Nolan A. Wages and John O'Quigley	Supp	doi:10.5705/ss.202020.0248
Poisson Regression With Error Corrupted High Dimensional Features Fei Jiang* and Yanyuan Ma	Supp	doi:10.5705/ss.202020.0251
Spectral Properties of Rescaled Sample Correlation Matrix Yanqing Yin, Changcheng Li, Guoliang Tian and Shurong Zheng*	Supp	doi:10.5705/ss.202020.0262
A Maximin Φ_p-Efficient Design for Multivariate Generalized Linear Models Yiou Li, Lulu Kang and Xinwei Deng*	Supp	doi:10.5705/ss.202020.0278
Modeling Nonstationary and Asymmetric Multivariate Spatial Covariances via Deformations Quan Vu*, Andrew Zammit-Mangion and Noel Cressie	Supp	doi:10.5705/ss.202020.0156
Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data Jie He and Jian Kang*	Supp	doi:10.5705/ss.202020.0427
Spatiotemporal Autoregressive Partially Linear Varying Coefficient Models Shan Yu, Yueying Wang, Lily Wang* and Lei Gao	Supp	doi:10.5705/ss.202020.0383
Variational Inference for Latent Space Models for Dynamic Networks Yan Liu and Yuguo Chen*	Supp	doi:10.5705/ss.202020.0506
Automated Estimation of Heavy-Tailed Vector Error Correction Models Feifei Guo, Shiqing Ling* and Zichuan Mi	Supp	doi:10.5705/ss.202020.0177
Partially Linear Additive Functional Regression Xiaohui Liu, Wenqi Lu, Heng Lian*, Yuzi Liu and Zhongyi Zhu	Supp	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*	Supp	doi:10.5705/ss.202020.0325
Test for Conditional Variance of Integer-Valued Time Series Yuichi Goto* and Kou Fujimori	Supp	doi:10.5705/ss.202020.0357
Robust Inference for Partially Observed Functional Response Data Yeonjoo Park, Xiaohui Chen and Douglas Simpson*	Supp	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	Supp	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	Supp	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	Supp	doi:10.5705/ss.202021.0018
Data Integration in High Dimension With Multiple Quantiles Guorong Dai*, Ursula Müller and Raymond James Carroll	Supp	doi:10.5705/ss.202020.0361
Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises Rui She*	Supp	doi:10.5705/ss.202020.0415
Model Selection of Generalized Estimating Equation With Divergent Model Size Shicheng Wu, Xin Gao* and Raymond James Carroll	Supp	doi:10.5705/ss.202020.0197
Locally D-Optimal Designs for Hierarchical Response Experiments Mingyao Ai, Zhiqiang Ye and Jun Yu*	Supp	doi:10.5705/ss.202020.0517
Frequentist Model Averaging for the Nonparametric Additive Model Jun Liao, Alan Wan, Shuyuan He and Guohua Zou*	Supp	doi:10.5705/ss.202020.0340