Statistica Sinica

Volume 31,  Number 1, January 2021 

¡@corresponding author*
GENERAL
  Accounting for factor variables in big data regression
Tonglin Zhang* and Baijian Yang
  doi:10.5705/ss.202018.0309
1
¡@ Level set and drift estimation from a reflected Brownian motion with drift
Alejandro Cholaquidis*, Ricardo Fraiman, Ernesto Mordecki and Cecilia Papalardo
Supp doi:10.5705/ss.202018.0211
29
¡@ Nonparametric random effects functional regression model using Gaussian process priors
Zhanfeng Wang, Hao Ding, Zimu Chen and Jian Qing Shi*
  doi:10.5705/ss.202018.0296
53
  Envelope quantile regression
Shanshan Ding*, Zhihua Su, Guangyu Zhu and Lan Wang
Supp doi:10.5705/ss.202018.0060
79
¡@ Partial functional partially linear single-index models
Qingguo Tang, Linglong Kong, David Ruppert and Rohana J. Karunamuni*
Supp doi:10.5705/ss.202018.0316
107
¡@ Determining the signal dimension in second order source separation
Joni Virta* and Klaus Nordhausen
Supp doi:10.5705/ss.202018.0347
135
¡@ Efficient experimental plans for second-order event-related functional magnetic resonance imaging
Yuan-Lung Lin and Frederick Kin Hing Phoa*
Supp doi:10.5705/ss.202017.0503
157
¡@ Estimating large precision matrices via modified Cholesky decomposition
Kyoungjae Lee* and Jaeyong Lee
Supp doi:10.5705/ss.202018.0476
173
¡@ Sequential interaction group selection by the principle of correlation search for high-dimensional interaction models
Shan Luo and Zehua Chen*
Supp doi:10.5705/ss.202018.0253
197
  On cumulative slicing estimation for high dimensional data
Cheng Wang, Zhou Yu and Liping Zhu*
Supp doi:10.5705/ss.202018.0381
223
¡@ Confidence intervals for high-dimensional Cox models
Yi Yu, Jelena Bradic and Richard J. Samworth*
Supp doi:10.5705/ss.202018.0247
243
¡@ New HSIC-based tests for independence between two stationary multivariate time series
Guochang Wang, Wai Keung Li and Ke Zhu*
Supp doi:10.5705/ss.202018.0159
269
¡@ Envelopes for elliptical multivariate linear regression
Liliana Forzani and Zhihua Su*
Supp doi:10.5705/ss.202017.0424
301
¡@ Structured correlation detection with application to colocalization analysis in dual-channel fluorescence microscopic imaging
Shulei Wang*, Jianqing Fan, Ginger Pocock, Ellen T. Arena, Kevin W. Eliceiri and Ming Yuan
Supp doi:10.5705/ss.202018.0230
333
  A threshold varying-coefficient autoregressive model for analyzing the influence of media reports of suicide on the actual suicides
Huazhen Lin, Jiakun Jiang, Binhuan Wang* and Paul S. F. Yip
  doi:10.5705/ss.202018.0375
361
¡@ Penalized linear regression with high-dimensional pairwise screening
Siliang Gong*, Kai Zhang and Yufeng Liu
Supp doi:10.5705/ss.202018.0170
391
¡@ Copula-based partial correlation screening: A joint and robust approach
Xiaochao Xia* and Jialiang Li
Supp doi:10.5705/ss.202018.0219
421
¡@ Sufficient and necessary conditions for the identifiability of the Q-matrix
Yuqi Gu and Gongjun Xu*
Supp doi:10.5705/ss.202018.0410
449
  Convergence rates of nonparametric penalized regression under misspecified smoothness
Noah Simon* and Ali Shojaie
Supp doi:10.5705/ss.202018.0144
473
  A self-normalized approach to sequential change-point detection for time series
Ngai Hang Chan*, Wai Leong Ng and Chun Yip Yau
Supp doi:10.5705/ss.202018.0269
491
  Optimal stopping and worker selection in crowdsourcing: An adaptive sequential probability ratio test framework
Xiaoou Li*, Yunxiao Chen, Xi Chen, Jingchen Liu and Zhiliang Ying
Supp doi:10.5705/ss.202018.0300
519
¡@ Non-parametric estimation of conditional tail expectation for long-horizon returns
Hwai-Chung Ho, Hung-Yin Chen and Henghsiu Tsai*
Supp doi:10.5705/ss.202018.0304
547

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