¡@corresponding author* |
GENERAL |
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Accounting for factor variables in big data regression
Tonglin Zhang* and Baijian Yang |
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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* |
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doi:10.5705/ss.202018.0296
53 |
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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 |
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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 |
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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 |
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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 |
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Convergence rates of nonparametric penalized regression under misspecified smoothness
Noah Simon* and Ali Shojaie |
Supp |
doi:10.5705/ss.202018.0144
473 |
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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 |
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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 |