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STATISTICA SINICA

Volume 24 Number 2 April 2014


General
	Variable selection in robust joint mean and covariance model for longitudinal data analysis　　　　 Xueying Zheng, Wing Kam Fung and Zhongyi Zhu	Supplement	doi:10.5705/ss.2011.251 515
	A geometric approach to density estimation with additive noise Stefan Wager		doi:10.5705/ss.2012.355 533
	Asymptotic laws for change point estimation in inverse regression　　 Sophie Frick, Thorsten Hohage and Axel Munk	Supplement	doi:10.5705/ss.2012.007 555
	Portmanteau test and simultaneous inference for serial covariances　　　 Han Xiao and Wei Biao Wu		doi:10.5705/ss.2011.212 577
	Focussed model selection in quantile regression Peter Behl, Gerda Claeskens and Holger Dette		doi:10.5705/ss.2012.097 601
	On conditionally heteroscedastic AR models with thresholds Kung-Sik Chan, Dong Li, Shiqing Ling and Howell Tong	Supplement	doi:10.5705/ss.2012.185 625
	Robust-BD estimation and inference for varying-dimensional general linear models　　　　　 Chunming Zhang, Xiao Guo, Chen Cheng and Zhengjun Zhang	Supplement	doi:10.5705/ss.2012.022 653
	Estimation and classification for finite mixture models under ranked set sampling Armin Hatefi, Mohammad Jafari Jozani and Djemel Ziou		doi:10.5705/ss.2012.178 675
	Propriety of posterior distributions arising in categorical and survival models under generalized extreme value distribution Vivekananda Roy and Dipak K. Dey	Supplement	doi:10.5705/ss.2011.011 699
	Empirical likelihood for estimating equations with nonignorably missing data Niansheng Tang, Puying Zhao and Hongtu Zhu	Supplement	doi:10.5705/ss.2012.254 723
	Generating distributions by transformation of scale M. C. Jones	Supplement	doi:10.5705/ss.2011.304 749
	Randomization inference for the trimmed mean of effects attributable to treatment Xingdong Feng, Yang Feng, Yuguo Chen and Dylan S. Small		doi:10.5705/ss.2011.227 773
	Structured Lasso for regression with matrix covariates Junlong Zhao and Chenlei Leng	Supplement	doi:10.5705/ss.2012.033 799
	Inference of long term effects and overdiagnosis in periodic cancer screening Dongfeng Wu, Karen Kafadar and Gary L. Rosner	Supplement	doi:10.5705/ss.2012.067 815
	Semiparametric latent variable transformation models for multiple mixed outcomes Huazhen Lin, Ling Zhou, Robert M. Elashoff and Yi Li		doi:10.5705/ss.2012.334 833
	Censored quantile regression with varying coefficients Guosheng Yin, Donglin Zeng, and Hui Li	Supplement	doi:10.5705/ss.2011.195 855
	Bayesian sensitivity analysis of statistical models with missing data Hongtu Zhu, Joseph G. Ibrahim and Niansheng Tang		doi:10.5705/ss.2012.126 871
	A wrapped trivariate normal distribution and Bayes inference for 3-D rotations Yu Qiu, Daniel J. Nordman and Stephen B. Vardeman	Supplement	doi:10.5705/ss.2011.235 897
	A local moment estimator of the spectrum of a large dimensional covariance matrix Weiming Li and Jianfeng Yao		doi:10.5705/ss.2012.130 919
	Simultaneous confidence bands and hypothesis testing for single-index models Gaorong Li, Heng Peng, Kai Dong and Tiejun Tong	Supplement	doi:10.5705/ss.2012.127 937
	Exact moderate and large deviations for linear processes Magda Peligrad, Hailin Sang, Yunda Zhong and Wei Biao Wu	Supplement	doi:10.5705/ss.2012.161 957
	Testing for the buffered autoregressive processes Ke Zhu, Philip L. H. Yu and Wai Keung Li	Supplement	doi:10.5705/ss.2012.311 971
	Sequential probability-based Latin hypercube designs without replacement Ying Hung		doi:10.5705/ss.2012.335 985
	Instrumental-variable calibration estimation in survey sampling Seunghwan Park and Jae Kwang Kim	Supplement	doi:10.5705/ss.2013.038 1001
	Penalized likelihood functional regression Pang Du and Xiao Wang	Supplement1 Supplement2 Supplement3 Supplement4 Supplement5	doi:10.5705/ss.2012.235 1017