Volume 32 Number 2, April 2022

Statistica Sinica

Volume 32, Number 2, April 2022

Corresponding author*
GENERAL
	A Functional Information Criterion for Region Selection in Functional Linear Models Yunxiang Huang and Qihua Wang*	Supp	doi:10.5705/ss.202019.0409 653
	High-Dimensional Varying Index Coefficient Quantile Regression Model Jing Lv and Jialiang Li*	Supp	doi:10.5705/ss.202020.0170 673
	Performance Assessment of High-dimensional Variable Identification Yanjia Yu, Yi Yang and Yuhong Yang*	Supp	doi:10.5705/ss.202019.0210 695
	Hypothesis Testing for Block-Structured Correlation for High-Dimensional Variables Shurong Zheng, Xuming He and Jianhua Guo*	Supp	doi:10.5705/ss.202019.0319 719
	A Method of Local Influence Analysis in Sufficient Dimension Reduction Fei Chen, Lei Shi, Lin Zhu and Lixing Zhu*	Supp	doi:10.5705/ss.202019.0388 737
	Time Series Models for Realized Covariance Matrices Based on the Matrix-F Distribution Jiayuan Zhou, Feiyu Jiang, Ke Zhu and Wai Keung Li*	Supp	doi:10.5705/ss.202019.0424 755
	General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results With Applications Abhik Ghosh, Tuhin Majumder and Ayanendranath Basu*	Supp	doi:10.5705/ss.202019.0450 787
	A Class of Multilevel Nonregular Designs for Studying Quantitative Factors Lin Wang, Hongquan Xu*		doi:10.5705/ss.202020.0223 825
	Efficient Estimation and Computation in Generalized Varying Coefficient Models With Unknown Link and Variance Functions for Large-Scale Data Huazhen Lin, Jiaxin Liu, Haoqi Li, Lixian Pan and Yi Li*	Supp	doi:10.5705/ss.202020.0063 847
	Conditional Marginal Test for High Dimensional Quantile Regression Yanlin Tang, Yinfeng Wang, Huixia Judy Wang and Qing Pan*	Supp	doi:10.5705/ss.202019.0304 869
	Extreme Quantile Estimation Based on the Tail Single-Index Model Wen Xu, Huixia Judy Wang and Deyuan Li*	Supp	doi:10.5705/ss.202020.0051 893
	Projection-Based Inference for High-dimensional Linear Models Sangyoon Yi and Xianyang Zhang*	Supp	doi:10.5705/ss.202019.0283 915
	Adjusting Systematic Bias in High Dimensional Principal Component Scores Sungkyu Jung*	Supp	doi:10.5705/ss.202019.0400 939
	An Iterative Algorithm to Learn From Positive and Unlabeled Examples Xin Liu, Qingle Zheng, Xiaotong Shen and Shaoli Wang*		doi:10.5705/ss.202020.0287 961
	Maximum Likelihood Estimation for Cox Proportional Hazards Model With a Change Hyperplane Yu Deng, Jianwen Cai and Donglin Zeng*		doi:10.5705/ss.202020.0141 983
	A Simple and Efficient Estimation of Average Treatment Effects in Models With Unmeasured Confounders Chunrong Ai, Lukang Huang and Zheng Zhang*	Supp	doi:10.5705/ss.202020.0165 1007
	Optimal Estimation of Simultaneous Signals Using Absolute Inner Product With Applications to Integrative Genomics Rong Ma, T. Tony Cai and Hongzhe Li*	Supp	doi:10.5705/ss.202019.0445 1027
	Time-Varying Mixture Copula Models With Copula Selection Bingduo Yang, Zongwu Cai, Christian Hafner and Guannan Liu*	Supp	doi:10.5705/ss.202020.0005 1049
	Seamless Phase II/III Clinical Trials With Covariate Adaptive Randomization Wei Ma, Mengxi Wang and Hongjian Zhu*	Supp	doi:10.5705/ss.202019.0354 1079
	Softplus INGARCH Model Christian H. Weis, Fukang Zhu and Aisouda Hoshiyar*	Supp	doi:10.5705/ss.202020.0353 1099
	A Proximal Dual Semismooth Newton Method for Zero-Norm Penalized Quantile Regression Estimator Dongdong Zhang, Shaohua Pan and Shujun Bi*	Supp	doi:10.5705/ss.202019.0415 1121
	A Stable and More Efficient Doubly Robust Estimator Min Zhang and Baqun Zhang*	Supp	doi:10.5705/ss.202019.0265 1143
	Gaussian Process Prediction using Design-Based Subsampling Linglin He and Ying Hung*	Supp	doi:10.5705/ss.202019.0376 1165