Forthcoming Issue

Forthcoming Issue Papers to appear in Volume 34, No. 4, October 2024 The following publication schedule is subject to change. Corresponding author*
General
1. SS-2022-0219 [Supp]	doi:10.5705/ss.202022.0219
A Locally Adaptive Shrinkage Approach to False Selection Rate Control in High-Dimensional Classification Bowen Gang*, Yuantao Shi and Wenguang Sun
2. SS-2021-0353 [Supp]	doi:10.5705/ss.202021.0353
Semiparametric Reversed Mean Model for Recurrent Event Process With Informative Terminal Event Wen Su*, Li Liu, Guosheng Yin, Xingqiu Zhao and Ying Zhang
3. SS-2021-0428	doi:10.5705/ss.202021.0428
Fixed-Domain Asymptotics Under Vecchia's Approximation of Spatial Process Likelihoods Lu Zhang, Wenpin Tang and Sudipto Banerjee*
4. SS-2022-0180 [Supp]	doi:10.5705/ss.202022.0180
Functional-Input Gaussian Processes With Applications to Inverse Scattering Problems Chih-Li Sung*, Wenjia Wang, Fioralba Cakoni, Isaac Harris and Ying Hung
5. SS-2022-0196 [Supp]	doi:10.5705/ss.202022.0196
Locally Sparse Estimator of Generalized Varying Coefficient Model for Asynchronous Longitudinal Data Rou Zhong, Chunming Zhang and Jingxiao Zhang*
6. SS-2022-0142 [Supp}	doi:10.5705/ss.202022.0142
Outlier Detection via a Minimum Ridge Covariance Determinant Estimator Chikun Li, Baisuo Jin* and Yuehua Wu
7. SS-2022-0143 [Supp}	doi:10.5705/ss.202022.0143
An Adaptive Weighted Component Test for High-Dimensional Means Yidi Qu, Lianjie Shu and Jinfeng Xu*
8. SS-2022-0083 [Supp]	doi:10.5705/ss.202022.0083
A Projection-Based Diagnostic Test for Generalized Functional Regression Models Guizhen Li, Mengying You, Ling Zhou, Hua Liang and Huazhen Lin*
9. SS-2022-0048 [Supp]	doi:10.5705/ss.202022.0048
Homogeneity Tests for High-dimensional Mean Vectors and Covariance Matrices Wenwen Guo, Xinyuan Song* and Hengjian Cui
10. SS-2022-0103 [Supp]	doi:10.5705/ss.202022.0103
Multivariate Varying-Coefficient Models via Tensor Decomposition Fengyu Zhang, Ya Zhou, Kejun He* and Raymond K. W. Wong
11. SS-2021-0273	doi:10.5705/ss.202021.0273
A Simple Method for Estimating Gaussian Graphical Models Yiyi Yin, Yang Song and Hui Zou*
12.SS-2022-0141 [Supp]	doi:10.5705/ss.202022.0141
Minimax Nonparametric Multi-Sample Test Under Smoothing Xin Xing*, Zuofeng Shang, Pang Du, Ping Ma, Wenxuan Zhong and Jun S. Liu
13. SS-2022-0065 [Supp]	doi:10.5705/ss.202022.0065
One-Step Regularized Estimator for High-Dimensional Regression Models Yi Wang*, Donglin Zeng, Yuanjia Wang and Xingwei Tong
14. SS-2022-0092 [Supp]	doi:10.5705/ss.202022.0092
Gaussian Mixture Models With Concave Penalized Fusion Yiwei Fan* and Guosheng Yin
15. SS-2022-0244 [Supp]	doi:10.5705/ss.202022.0244
Time-Varying Correlation for Noncentered Nonstationary Time Series: Simultaneous Inference and Visualization Ting Zhang* and Yu Shao
16. SS-2022-0315 [Supp]	doi:10.5705/ss.202022.0315
Power Enhancement for Dimension Detection of Gaussian Signals Gaspard Bernard and Thomas Verdebout*
17. SS-2022-0200	doi:10.5705/ss.202022.0200
A More Efficient Isomorphism Check for Two-Level Nonregular Designs Chunyan Wang* and Robert W. Mee
18. SS-2022-0181 [Supp]	doi:10.5705/ss.202022.0181
A Comparison of Estimators of Mean and Its Functions in Finite Populations Anurag Dey* and Probal Chaudhuri
19. SS-2020-0318 [Supp]	doi:10.5705/ss.202020.0318
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
20. SS-2022-0261 [Supp]	doi:10.5705/ss.202022.0261
On p-Value Combination of Independent and Non-Sparse Signals: Asymptotic Efficiency and Fisher Ensemble Yusi Fang, Chung Chang and George C. Tseng*
21. SS-2022-0068 [Supp]	doi:10.5705/ss.202022.0068
CLT for High-Dimensional R² Statistics Under a General Independent Components Model Weiming Li and Shizhe Hong*
22. SS-2022-0242 [Supp]	doi:10.5705/ss.202022.0242
Distributed Logistic Regression for Massive Data With Rare Events Xuetong Li, Xuening Zhu* and Hansheng Wang
23. SS-2022-0226 [Supp]	doi:10.5705/ss.202022.0226
Modeling the Population Mean Outcome Trajectory in Observational Studies With Varying Time to Intervention Hyunkeun Cho* and Seonjin Kim
24. SS-2022-0235 [Supp]	doi:10.5705/ss.202022.0235
Asymptotically Optimal Multistage Tests for Non-I.I.D. Data Yiming Xing and Georgios Fellouris*