Forthcoming Issue

Forthcoming Issue Papers to appear in Volume 33, No. 1, January 2023 *The following publication schedule is subject to change.* Corresponding author*
General
1. SS-2020-0457	doi:10.5705/ss.202020.0457
On the Consistency of the Least Squares Estimator in Models Sampled At Random Times Driven By Long Memory Noise: The Renewal Case Hector Araya, Natalia Bahamonde, Lisandro Fermin, Tania Roa and Soledad Torres
2. SS-2020-0145 [Supp]	doi:10.5705/ss.202020.0145
High-Dimensional Factor Regression for Heterogeneous Subpopulations Peiyao Wang, Quefeng Li, Dinggang Shen and Yufeng Liu*
3. SS-2020-0214 [Supp]	doi:10.5705/ss.202020.0214
Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares Wentian Huang* and David Ruppert
4. SS-2019-0467 [Supp]	doi:10.5705/ss.202019.0467
Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models Xin Guan, Hua Liu, Jinhong You* and Yong Zhou
5. SS-2020-0347	doi:10.5705/ss.202020.0347
Orthogonal Minimally Aliased Response Surface Designs for Three-Level Quantitative Factors and Two-Level Categorical Factors Jose Nunez Ares, Eric Schoen and Peter Goos
6. SS-2021-0018 [Supp}	doi:10.5705/ss.202021.0018
An Online Projection Estimator for Nonparametric Regression in Reproducing Kernel Hilbert Spaces Tianyu Zhang* and Noah Simon
7. SS-2020-0327 [Supp}	doi:10.5705/ss.202020.0327
Eigenvalue Distribution of a High-Dimensional Distance Covariance Matrix With Application Weiming Li, Qinwen Wang* and Jianfeng Yao
8. SS-2020-0361 [Supp]	doi:10.5705/ss.202020.0361
Data Integration in High Dimension With Multiple Quantiles Guorong Dai*, Ursula Muller and Raymond James Carroll
9. SS-2021-0020 [Supp]	doi:10.5705/ss.202021.0020
Interval Estimation for Operating Characteristic Of Continuous Biomarkers With Controlled Sensitivity or Specificity Yijian Huang*, Isaac Parakati, Dattatraya H. Patil and Martin G. Sanda
10. SS-2020-0415 [Supp]	doi:10.5705/ss.202020.0415
Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises Rui She*
11. SS-2020-0197 [Supp]	doi:10.5705/ss.202020.0197
Model Selection of Generalized Estimating Equation With Divergent Model Size Shicheng Wu, Xin Gao* and Raymond James Carroll
12. SS-2020-0226 [Supp]	doi:10.5705/ss.202020.0226
Feature-Weighted Elastic Net: Using "Features of Features" for Better Prediction Jingyi Kenneth Tay*, Nima Aghaeepour, Trevor Hastie and Robert Tibshirani
13. SS-2021-0073 [Supp]	doi:10.5705/ss.202021.0073
Oracle-Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates Li Cai and Suojin Wang*
14. SS-2020-0303 [Supp]	doi:10.5705/ss.202020.0303
Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling Yixin Han, Ping Ma, Haojie Ren and Zhaojun Wang*
15. SS-2020-0323	doi:10.5705/ss.202020.0323
On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case Hector Araya, Natalia Bahamonde, Lisandro Javier Fermin, Tania Roa and Soledad Torres
16. SS-2020-0365 [Supp]	doi:10.5705/ss.202020.0365
Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators Alexander Aue, Holger Dette and Greg Rice*
17. SS-2020-0517 [Supp]	doi:10.5705/ss.202020.0517
Locally D-Optimal Designs for Hierarchical Response Experiments Mingyao Ai, Zhiqiang Ye and Jun Yu*
18. SS-2020-0340 [Supp]	doi:10.5705/ss.202020.0340
Frequentist Model Averaging for the Nonparametric Additive Model Jun Liao, Alan Wan, Shuyuan He and Guohua Zou*
19. SS-2020-0464 [Supp]	doi:10.5705/ss.202020.0464
Detecting Multiple Change Points: The PULSE Criterion Wenbiao Zhao, Xuehu Zhu and Lixing Zhu*
20. SS-2020-0508 [Supp]	doi:10.5705/ss.202020.0508
Compound Sequential Change-point Detection in Parallel Data Streams Yunxiao Chen and Xiaoou Li*
21. SS-2020-0405 [Supp]	doi:10.5705/ss.202020.0405
New Tests for High-Dimensional Linear Regression Based on Random Projection Changyu Liu, Xingqiu Zhao* and Jian Huang
22. SS-2020-0310	doi:10.5705/ss.202020.0310
Inferring Social Influence in Dynamic Networks Xiang Cui and Yuguo Chen*
23. SS-2021-0107	doi:10.5705/ss.202021.0107
Statistical Inference for Functional Time Series Jie Li and Lijian Yang*
24. SS-2020-0092 [Supp]	doi:10.5705/ss.202020.0092
Mixed Domain Asymptotics for Geostatistical Processes Tingjin Chu*