Volume 34 Number 4, October 2024

Statistica Sinica

Volume 34, Number 4, October 2024

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corresponding author*
General
	A Locally Adaptive Shrinkage Approach to False Selection Rate Control in High-Dimensional Classification Bowen Gang, Yuantao Shi and Wenguang Sun*	Supp	doi:10.5705/ss.202022.0219 1821
	Semiparametric Reversed Mean Model for Recurrent Event Process With Informative Terminal Event Wen Su, Li Liu, Guosheng Yin, Xingqiu Zhao and Ying Zhang*	Supp	doi:10.5705/ss.202021.0353 1843
	Fixed-Domain Asymptotics Under Vecchia's Approximation of Spatial Process Likelihoods Lu Zhang, Wenpin Tang and Sudipto Banerjee*		doi:10.5705/ss.202021.0428 1863
	Functional-Input Gaussian Processes With Applications to Inverse Scattering Problems Chih-Li Sung, Wenjia Wang, Fioralba Cakoni, Isaac Harris and Ying Hung*	Supp	doi:10.5705/ss.202022.0180 1883
	Locally Sparse Estimator of Generalized Varying Coefficient Model for Asynchronous Longitudinal Data Rou Zhong, Chunming Zhang and Jingxiao Zhang*	Supp	doi:10.5705/ss.202022.0196 1903
	Outlier Detection via a Minimum Ridge Covariance Determinant Estimator Chikun Li, Baisuo Jin and Yuehua Wu*	Supp	doi:10.5705/ss.202022.0142 1923
	An Adaptive Weighted Component Test for High-Dimensional Means Yidi Qu, Lianjie Shu and Jinfeng Xu*	Supp	doi:10.5705/ss.202022.0143 1951
	A Projection-Based Diagnostic Test for Generalized Functional Regression Models Guizhen Li, Mengying You, Ling Zhou, Hua Liang and Huazhen Lin*	Supp	doi:10.5705/ss.202022.0083 1973
	Homogeneity Tests for High-dimensional Mean Vectors and Covariance Matrices Wenwen Guo, Xinyuan Song and Hengjian Cui*	Supp	doi:10.5705/ss.202022.0048 1997
	Multivariate Varying-Coefficient Models via Tensor Decomposition Fengyu Zhang, Ya Zhou, Kejun He and Raymond K. W. Wong*	Supp	doi:10.5705/ss.202022.0103 2015
	A Simple Method for Estimating Gaussian Graphical Models Yiyi Yin, Yang Song and Hui Zou*		doi:10.5705/ss.202021.0273 2043
	Minimax Nonparametric Multi-Sample Test Under Smoothing Xin Xing, Zuofeng Shang, Pang Du, Ping Ma, Wenxuan Zhong and Jun S. Liu*	Supp	doi:10.5705/ss.202022.0141 2065
	One-Step Regularized Estimator for High-Dimensional Regression Models Yi Wang, Donglin Zeng, Yuanjia Wang and Xingwei Tong*	Supp	doi:10.5705/ss.202022.0065 2089
	Gaussian Mixture Models With Concave Penalized Fusion Yiwei Fan and Guosheng Yin*	Supp	doi:10.5705/ss.202022.0092 2115
	Time-Varying Correlation for Noncentered Nonstationary Time Series: Simultaneous Inference and Visualization Ting Zhang and Yu Shao*	Supp	doi:10.5705/ss.202022.0244 2141
	Power Enhancement for Dimension Detection of Gaussian Signals Gaspard Bernard and Thomas Verdebout*	Supp	doi:10.5705/ss.202022.0315 2161
	A More Efficient Isomorphism Check for Two-Level Nonregular Designs Chunyan Wang and Robert W. Mee*		doi:10.5705/ss.202022.0200 2183
	A Comparison of Estimators of Mean and Its Functions in Finite Populations Anurag Dey and Probal Chaudhuri*	Supp	doi:10.5705/ss.202022.0181 2199
	Hypothesis Test on a Mixture Forward-Incubation-Time Epidemic Model With Application to COVID-19 Outbreak Chunlin Wang, Pengfei Li, Yukun Liu, Xiao-Hua Zhou and Jing Qin*	Supp	doi:10.5705/ss.202020.0318 2219
	On p-Value Combination of Independent and Non-Sparse Signals: Asymptotic Efficiency and Fisher Ensemble Yusi Fang, Chung Chang* and George C. Tseng*	Supp	doi:10.5705/ss.202022.0261 2237
	CLT for High-Dimensional R² Statistics Under a General Independent Components Model Weiming Li and Shizhe Hong*	Supp	doi:10.5705/ss.202022.0068 2265
	Distributed Logistic Regression for Massive Data With Rare Events Xuetong Li, Xuening Zhu and Hansheng Wang*	Supp	doi:10.5705/ss.202022.0242 2277
	Modeling the Population Mean Outcome Trajectory in Observational Studies With Varying Time to Intervention Hyunkeun Cho and Seonjin Kim*	Supp	doi:10.5705/ss.202022.0226 2301
	Asymptotically Optimal Multistage Tests for Non-I.I.D. Data Data Yiming Xing and Georgios Fellouris*	Supp	doi:10.5705/ss.202022.0235 2325