Future Papers

This publication schedule is subject to change.

 

Volume 34,  Number 4, October  2024

A Locally Adaptive Shrinkage Approach to False Selection Rate Control in High-Dimensional Classification
Bowen Gang*, Yuantao Shi and Wenguang Sun
doi:10.5705/ss.202022.0219
Semiparametric Reversed Mean Model for Recurrent Event Process with Informative Terminal Event
Wen Su*, Li Liu, Guosheng Yin, Xingqiu Zhao and Ying Zhang
doi:10.5705/ss.202021.0353
Fixed-Domain Asymptotics Under Vecchia's Approximation of Spatial Process Likelihoods
Lu Zhang, Wenpin Tang and Sudipto Banerjee*
doi:10.5705/ss.202021.0428
Functional-Input Gaussian Processes with Applications to Inverse Scattering Problems
Chih-Li Sung*, Wenjia Wang, Fioralba Cakoni, Isaac Harris and Ying Hung
doi:10.5705/ss.202022.0180
Outlier Detection via a Minimum Ridge Covariance Determinant Estimator
Chikun Li, Baisuo Jin* and Yuehua Wu
doi:10.5705/ss.202022.0142
An Adaptive Weighted Component Test for High-Dimensional Means
Yidi Qu, Lianjie Shu and Jinfeng Xu*
doi:10.5705/ss.202022.0143
A Projection-Based Diagnostic Test for Generalized Functional Regression Models
Guizhen Li, Mengying You, Ling Zhou, Hua Liang and Huazhen Lin*
doi:10.5705/ss.202022.0083
Multivariate Varying-coefficient Models via Tensor Decomposition
Fengyu Zhang, Ya Zhou, Kejun He* and Raymond K. W. Wong
doi:10.5705/ss.202022.0103
Minimax Nonparametric Multi-sample Test under Smoothing
Xin Xing*, Zuofeng Shang, Pang Du, Ping Ma, Wenxuan Zhong and Jun S. Liu
doi:10.5705/ss.202022.0141
One-Step Regularized Estimator for High-Dimensional Regression Models
Yi Wang*, Donglin Zeng, Yuanjia Wang and Xingwei Tong
doi:10.5705/ss.202022.0065
Gaussian Mixture Models with Concave Penalized Fusion
Yiwei Fan* and Guosheng Yin
doi:10.5705/ss.202022.0092
Time-Varying Correlation for Noncentered Nonstationary Time Series: Simultaneous Inference and Visualization
Ting Zhang* and Yu Shao
doi:10.5705/ss.202022.0244
Power Enhancement for Dimension Detection of Gaussian Signals
Gaspard Bernard and Thomas Verdebout*
doi:10.5705/ss.202022.0315
A Comparison of Estimators of Mean and Its Functions in Finite Populations
Anurag Dey* and Probal Chaudhuri
doi:10.5705/ss.202022.0181
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
doi:10.5705/ss.202020.0318
On P-Value Combination of Independent and Non-sparse Signals: Asymptotic Efficiency and Fisher Ensemble
Yusi Fang, Chung Chang and George C. Tseng*
doi:10.5705/ss.202022.0261
Distributed Logistic Regression for Massive Data with Rare Events
Xuetong Li, Xuening Zhu* and Hansheng Wang
doi:10.5705/ss.202022.0242
CLT for High-Dimensional R2 Statistics Under a General Independent Components Model
Weiming Li and Shizhe Hong*
doi:10.5705/ss.202022.0068
Modeling the Population Mean Outcome Trajectory in Observational Studies With Varying Time to Intervention
Hyunkeun Cho* and Seonjin Kim
doi:10.5705/ss.202022.0226
Asymptotically Optimal Multistage Tests for Non-iid Data
Yiming Xing and Georgios Fellouris*
doi:10.5705/ss.202022.0235

Data Privacy

Differentially Private Hypothesis Testing With the Subsampled and Aggregated Randomized Response Mechanism
Victor Pena* and Andres Barrientos
doi:10.5705/ss.202022.0279
On Rate Optimal Private Regression Under Local Differential Privacy
László Györfi and Martin Kroll*
doi:10.5705/ss.202022.0186
Assessing Statistical Disclosure Risk for Differentially Private, Hierarchical Count Data, With Application to the 2020 U. S. Decennial Census
Zeki Kazan* and Jerome P. Reiter
doi:10.5705/ss.202022.0187
Mechanisms for Global Differential Privacy under Bayesian Data Synthesis
Jingchen Hu*, Matthew R. Williams and Terrance D. Savitsky
doi:10.5705/ss.202022.0162
Differentially Private Regularized Stochastic Convex Optimization with Heavy-Tailed Data
Haihan Xie, Matthew Pietrosanu, Yi Liu, Wei Tu, Bei Jiang and Linglong Kong*
doi:10.5705/ss.202022.0282
One Step to Efficient Synthetic Data
Jordan Awan* and Zhanrui Cai
doi:10.5705/ss.202022.0274
Unbiased Statistical Estimation and Valid Confidence Intervals Under Differential Privacy
Christian Covington*, Xi He, James Honaker and Gautam Kamath
doi:10.5705/ss.202022.0276

 

Volume 35,  Number 1, January  2025

Slicing-free Inverse Regression in High-dimensional Sufficient Dimension Reduction
Qing Mai*, Xiaofeng Shao, Runmin Wang and Xin Zhang
doi:10.5705/ss.202022.0112
Regression Analysis of Randomized Response Event Time Data
Chi-Chung Wen* and Yi-Hau Chen
doi:10.5705/ss.202022.0320
Hypotheses Testing of Functional Principal Components
Zening Song, Lijian Yang* and Yuanyuan Zhang
doi:10.5705/ss.202022.0309
State Space Emulation and Annealed Sequential Monte Carlo for High Dimensional Optimization
Chencheng Cai* and Rong Chen
doi:10.5705/ss.202022.0120
Mean Tests For High-dimensional Time Series
Shuyi Zhang, Song Chen and Yumou Qiu
doi:10.5705/ss.202022.0147
Distributed Mean Dimension Reduction Through Semi-parametric Approaches
Zhengtian Zhu, Wangli Xu and Liping Zhu*
doi:10.5705/ss.202022.0157
Semiparametric Estimation of Non-ignorable Missingness With Refreshment Sample
Jianfei Zheng, Jing Wang, Lan Xue* and Annie Qu
doi:10.5705/ss.202022.0214
A Bernstein-type Inequality for High Dimensional Linear Processes with Applications to Robust Estimation of Time Series Regressions
Linbo Liu and Danna Zhang*
doi:10.5705/ss.202022.0249
An Adaptively Resized Parametric Bootstrap for Inference in High-dimensional Generalized Linear Models
Qian Zhao* and Emmanuel J. Cand?s
doi:10.5705/ss.202022.0296
Necessary and Sufficient Conditions for Multiple Objective Optimal Regression Designs
Lucy L. Gao*, Jane J. Ye, Shangzhi Zeng and Julie Zhou
doi:10.5705/ss.202022.0328
Empirical Priors and Posterior Concentration in a Piecewise Polynomial Sequence Model
Chang Liu, Ryan Martin and Weining Shen*
doi:10.5705/ss.202022.0335
A Construction Method for Maximin L1-Distance Latin Hypercube Designs
Ru Yuan, Yuhao Yin, Hongquan Xu and Min-Qian Liu*
doi:10.5705/ss.202022.0263
Power Boosting: Fusion of Multiple Test Statistics via Resampling
Efang Kong*, Yu Liu and Yingcun Xia
doi:10.5705/ss.202022.0348
Testing for Zero Skill in Stock Picking or Market Timing
Qingsong Shan, Lei Jiang, Liang Peng and Zhongling Qin*
doi:10.5705/ss.202022.0416
Bandwidth Selection for Large Covariance and Precision Matrices
Xuehu Zhu, Jian Guo, Xu Guo, Lixing Zhu* and Jiasen Zheng
doi:10.5705/ss.202022.0337
Linear Discriminant Analysis with Sparse and Dense Signals
Ning Wang, Shaokang Ren and Qing Mai*
doi:10.5705/ss.202022.0260
Directional Tests in Gaussian Graphical Models
Claudia Di Caterina*, Nancy Reid and Nicola Sartori
doi:10.5705/ss.202022.0394
A New Preferential Model With Homophily for Recommender Systems
Hanyang Tian, Bo Zhang*, Ruixue Jiang and Xiao Han
doi:10.5705/ss.202022.0136
Identifying the Most Appropriate Order for Categorical Responses
Tianmeng Wang and Jie Yang*
doi:10.5705/ss.202022.0322
Parametric Modal Regression with Autocorrelated Error Process
Tao Wang*
doi:10.5705/ss.202021.0405
Statistical Inference for High-Dimensional Linear Regression with Blockwise Missing Data
Fei Xue, Rong Ma and Hongzhe Li*
doi:10.5705/ss.202022.0104

Network Data Analysis

Optimally Monitoring a Network of Sewage Manholes in Infectious Disease Surveillance
Leyao Zhang, Yahui Zhang, Chuanwu Xi and Peter X.-K. Song*
doi:10.5705/ss.202022.0413
Community Extraction of Network Data under Stochastic Block Models
Quan Yuan, Binghui Liu*, Danning Li and Yanyuan Ma
doi:10.5705/ss.202022.0372
Multiscale Tests for Point Processes and Longitudinal Networks
Youmeng Jiang and Min Xu*
doi:10.5705/ss.202024.0048
A Pseudo-likelihood Approach to Community Detection in Weighted Networks
Andressa Cerqueira* and Elizaveta Levina
doi:10.5705/ss.202023.0081
Scalable Community Detection in Massive Networks using Aggregated Relational Data
Timothy Jones, Owen G. Ward, Yiran Jiang, John Paisley and Tian Zheng*
doi:10.5705/ss.202022.0411
Perfect Spectral Clustering with Discrete Covariates
Jonathan Hehir, Xiaoyue Niu* and Aleksandra Slavkovic
doi:10.5705/ss.202022.0341
A Continuous-Time Stochastic Process for High-Resolution Network Data in Sports
Nicholas Grieshop, Yong Feng, Guanyu Hu and Michael Schweinberger*
doi:10.5705/ss.202023.0050

 

Volume 35,  Number 2, April  2025

Partially-Global Fréchet Regression
Danielle C. Tucker and Yichao Wu*
doi:10.5705/ss.202021.0389
Long-memory Log-linear Zero-inflated Generalized Poisson Autoregression for Covid-19 Pandemic Modeling
Xiaofei Xu*, Yijiong Zhang, Yan Liu, Yuichi Goto, Masanobu Taniguchi and Ying Chen
doi:10.5705/ss.202022.0148
Efficient Learning of Nonparametric Directed Acyclic Graph With Statistical Guarantee
Yibo Deng, Xin He and Shaogao Lv*
doi:10.5705/ss.202022.0272
Moment Deviation Subspaces of Dimension Reduction for High-Dimensional Data With Change Structure
Xuehu Zhu, Luoyao Yu, Jiaqi Huang, Junmin Liu and Lixing Zhu*
doi:10.5705/ss.202022.0384
Improved Regression Inference Using a Second Overlapping Regression Model
Liang Peng and John Einmahl*
doi:10.5705/ss.202022.0371
Statistical Inference With Anchored Bayesian Mixture of Regressions Models: An Illustrative Study of Allometric Data
Deborah Kunkel* and Mario Peruggia
doi:10.5705/ss.202021.0387
Robust Recovery of the Central Subspace for Regression Using the Influence Function of the Rényi Divergence
Ross Iaci* and T. N. Sriram
doi:10.5705/ss.202022.0351
Reinforcement Learning via Nonparametric Smoothing in a Continuous-Time Stochastic Setting with Noisy Data
Chenyang Jiang, Bowen Hu, Yazhen Wang and Shang Wu*
doi:10.5705/ss.202022.0407
The Importance of Being a Band: Finite-Sample Exact Distribution-Free Prediction Sets for Functional Data
Jacopo Diquigiovanni*, Matteo Fontana and Simone Vantini
doi:10.5705/ss.202022.0087
Enhanced Structural Break Detection in Functional Means
Shuhao Jiao*, Ngai Hang Chan and Chun Yip Yau
doi:10.5705/ss.202022.0312
A New Paradigm for Generative Adversarial Networks Based on Randomized Decision Rules
Sehwan Kim, Qifan Song and Faming Liang*
doi:10.5705/ss.202022.0404
Transfer Learning for High-Dimensional Quantile Regression via Convolution Smoothing
Yijiao Zhang and Zhongyi Zhu*
doi:10.5705/ss.202022.0396
Regularized Adaptive Huber Matrix Regression and Distributed Learning
Yue Wang, Wenqi Lu, Lei Wang, Zhongyi Zhu, Hongmei Lin* and Heng Lian
doi:10.5705/ss.202023.0022
A Data Fusion Method for Quantile Treatment Effects
Yijiao Zhang and Zhongyi Zhu*
doi:10.5705/ss.202022.0288
Identification and Estimation of Treatment Effects on Long-Term Outcomes in Clinical Trials with External Observational Data
Wenjie Hu, Xiao-Hua Zhou and Peng Wu*
doi:10.5705/ss.202023.0006
Empirical Likelihood Inference of Variance Components in Linear Mixed-Effects Models
Jingru Zhang, Wei Guo, Joanne S. Carpenter, Andrew Leroux, Kathleen R. Merikangas, Nicholas G. Martin, Ian B. Hickie, Haochang Shou and Hongzhe Li*
doi:10.5705/ss.202022.0336
Testing Hypotheses of Covariate-Adaptive Randomized Clinical Trials with Time-to-event Outcomes under the AFT Model
Hongjian Zhu, Lixin Zhang*, Jing Ning and Lu Wang
doi:10.5705/ss.202022.0011
Optimal Model Averaging for Single-Index Models With Divergent Dimensions
Jiahui Zou, Wendun Wang, Xinyu Zhang* and Guohua Zou
doi:10.5705/ss.202022.0321
Automatic Sparse PCA for High-Dimensional Data
Kazuyoshi Yata* and Makoto Aoshima
doi:10.5705/ss.202022.0319
Towards Optimal Use of Surrogate Markers to Improve Power
Xuan Wang, Layla Parast, Lu Tian and Tianxi Cai*
doi:10.5705/ss.202022.0211
The Tucker Low-Rank Classification Model for Tensor Data
Junge Li, Qing Mai* and Xin Zhang
doi:10.5705/ss.202022.0007

 

Volume 35,  Number 3, July  2025

A Kernel Independence Test Using Projection-Based Measure in High-Dimension
Yuexin Chen and Wangli Xu*
doi:10.5705/ss.202022.0366
Unification of Rare and Weak Multiple Testing Models using Moderate Deviations Analysis and Log-Chisquared P-values
Alon Kipnis*
doi:10.5705/ss.202023.0128
Inference for Change Points in High Dimensional Mean Shift Models
Abhishek Kaul* and George Michailidis
doi:10.5705/ss.202022.0323
Cross Projection Test for High-Dimension Mean Vectors
Guanpeng Wang and Hengjian Cui*
doi:10.5705/ss.202022.0388
Optimal Designs for Functional Principal and Empirical Component Scores
Ming-Hung Kao* and Ping-Han Huang
doi:10.5705/ss.202023.0051
A Homogeneous Likelihood Ratio Measure for Hidden Jump-sets in Generalized Spatial Regression
Pei-Sheng Lin*, Jun Zhu and Katherine J. Curtis
doi:10.5705/ss.202022.0221
Small Area Estimation using EBLUPs under the Nested Error Regression Model
Ziyang Lyu* and A.H. Welsh
doi:10.5705/ss.202023.0045
An Extreme-value Test for Structural Breaks in Spatial Trends
Chenyu Han, Ngai Hang Chan* and Chun Yip Yau
doi:10.5705/ss.202022.0029
Rank Based Tests for High Dimensional White Noise
Dachuan Chen, Fengyi Song and Long Feng*
doi:10.5705/ss.202022.0382
Empirical Likelihood Using External Summary Information
Lyu Ni, Jun Shao, Jinyi Wang and Lei Wang*
doi:10.5705/ss.202023.0056
High-Dimensional Behaviour of Some Two-Sample Tests Based on Ball Divergence
Bilol Banerjee and Anil K. Ghosh*
doi:10.5705/ss.202023.0069
Mode-Based Classifier: A Robust and Flexible Discriminant Analysis for High-Dimensional Data
Wei Xiong, Wolfgang Karl Härdle, Jianrong Wang, Keming Yu and Maozai Tian*
doi:10.5705/ss.202023.0014
Statistical Inference for Heavy-tailed and Partially Nonstationary Vector ARMA Models
Feifei Guo and Shiqing Ling*
doi:10.5705/ss.202022.0121
Statistical Inference for Mean Functions of Complex 3D Objects
Yueying Wang, Guannan Wang, Brandon Klinedinst, Auriel Willette and Lily Wang*
doi:10.5705/ss.202023.0071
Constrained D-optimal Design for Paid Research Study
Yifei Huang, Liping Tong and Jie Yang*
doi:10.5705/ss.202022.0414
Asymptotic Analysis of Mis-Classified Linear Mixed Models
Haiqiang Ma and Jiming Jiang*
doi:10.5705/ss.202023.0082
On Block Cholesky Decomposition for Sparse Inverse Covariance Estimation
Xiaoning Kang, Jiayi Lian and Xinwei Deng*
doi:10.5705/ss.202023.0065
Multivariate Calibrations with Auxiliary Information
Pei Feng Tong, Song Xi Chen* and Cheng Yong Tang
doi:10.5705/ss.202023.0151
Asymptotic Behaviour of the Modified Likelihood Root
Yanbo Tang* and Nancy Reid
doi:10.5705/ss.202022.0016
An Unbiased Predictor for Skewed Response Variable with Measurement Error in Covariate
Sepideh Mosaferi*, Malay Ghosh and Shonosuke Sugasawa
doi:10.5705/ss.202023.0098
Leverage Classifier: Another Look at Support Vector Machine
Yixin Han, Jun Yu, Nan Zhang, Cheng Meng, Ping Ma*, Wenxuan Zhong and Changliang Zou
doi:10.5705/ss.202023.0124

 

Volume 35,  Number 4, October  2025

Subsampling Based Community Detection for Large Networks
Sayan Chakrabarty, Srijan Sengupta and Yuguo Chen*
doi:10.5705/ss.202022.0108
Modeling and Predicting Spatio-Temporal Dynamics of PM$_{2.5}$ Concentrations Through Time-Evolving Covariance Models
Ghulam A. Qadir* and Ying Sun
doi:10.5705/ss.202022.0064
Efficient Estimation and Inference for the Signed β-Model in Directed Signed Networks
Haoran Zhang and Junhui Wang*
doi:10.5705/ss.202022.0236
High-dimensional Subgroup Regression Analysis
Fei Jiang*, Tian Lu, Jian Kang and Lexin Li
doi:10.5705/ss.202023.0075
On the Estimation of High-Dimensional Integrated Covariance Matrix Based on High-Frequency Data With Multiple Transactions
Moming Wang, Jianhua Hu, Ningning Xia* and Yong Zhou
doi:10.5705/ss.202022.0259
Poisson Kernel-Based Tests for Uniformity on the d-Dimensional Sphere
Yuxin Ding, Marianthi Markatou* and Giovanni Saraceno
doi:10.5705/ss.202022.0347
Sparse and Debiased Adaptive Huber Regression in Distributed Data: Aggregated and Communication-Efficient Approaches
Wei Ma, Junzhuo Gao, Lei Wang* and Heng Lian
doi:10.5705/ss.202022.0375
High-Dimensional Scale Invariant Discriminant Analysis
Ming Li*, Cheng Wang, Yanqing Yin and Shurong Zheng
doi:10.5705/ss.202022.0380
Sufficient Variable Screening for Ultrahigh-Dimensional Right Censored Data via Independence Measures
Baoying Yang*, Qingcong Yuan and Xiangrong Yin
doi:10.5705/ss.202021.0250
Maximum Conditional Alpha Test for Conditional Multi-Factor Models
Jun Zhang, Wei Lan, Xinyan Fan* and Wen Chen
doi:10.5705/ss.202022.0137
A New Class of Orthogonal Designs With Good Low Dimensional Space-Filling Properties
Chunyan Wang, Dennis K. J. Lin and Min-Qian Liu*
doi:10.5705/ss.202023.0046
Test of Partial Separability for Multivariate Functional Data
Fangzhi Luo, Wei Zhang and Decai Liang*
doi:10.5705/ss.202022.0370
Inferring Hub Nodes on Differential Gaussian Graphical Models
Xin Zhou, Kean Ming Tan and Junwei Lu*
doi:10.5705/ss.202023.0298
Mean Dimension Reduction And Testing For Nonparametric Tensor Response Regression
Chung Eun Lee*, Xin Zhang and Lexin Li
doi:10.5705/ss.202022.0075
Combining P-values Using Heavy Tailed Distributions and Their Asymptotic Results with Applications to Genomic Data
Junsik Kim and Junyong Park*
doi:10.5705/ss.202023.0117
Goodness of Fit Checking for Stukel Generalized Logistic Regression Models
Yu Xia, Xinmin Li, Feifei Chen and Hua Liang*
doi:10.5705/ss.202023.0231
Decoupling Systemic Risk into Endopathic and Exopathic Competing Risks Through Autoregressive Conditional Accelerated Fréchet Model
Jingyu Ji, Deyuan Li* and Zhengjun Zhang
doi:10.5705/ss.202022.0248
Linear Hypothesis Testing for High Dimensional Tobit Models
Tate Jacobson* and Hui Zou
doi:10.5705/ss.202023.0118
NAPA: Neighborhood-Assisted and Posterior-Adjusted Two-sample Inference
Li Ma, Yin Xia* and Lexin Li
doi:10.5705/ss.202022.0314
Generalized Functional Feature Regression Models
Qingzhi Zhong, Wei Liu, Li Liu, Hua Liang and Huazhen Lin*
doi:10.5705/ss.202022.0379
Optimal Subsampling for Multinomial Logistic Models With Big Data
Zhiqiang Ye, Jun Yu and Mingyao Ai*
doi:10.5705/ss.202022.0277

 

Volume 36,  Number 1, January  2026

A Linear Errors-in-Variables Model with Unknown Heteroscedastic Measurement Errors
Linh H. Nghiem* and Cornelis J. Potgieter
doi:10.5705/ss.202022.0331
Volatility Analysis with High-frequency and Low-frequency Historical Data, and Options-Implied Information
Huiling Yuan, Kexin Lu* and Guodong Li
doi:10.5705/ss.202023.0020
Invariance Principle and CLT for the Spiked Eigenvalues of Large-dimensional Fisher Matrices and Applications
Dandan Jiang, Zhiqiang Hou, Zhidong Bai and Runze Li*
doi:10.5705/ss.202022.0377
Heteroscedastic Survival Data Analysis with Accelerated Failure Time Model
Lili Yu* and Zhezhen Jin
doi:10.5705/ss.202023.0229
Blind Source Separation over Space: An Eigenanalysis Approach
Bo Zhang*, Sixing Hao and Qiwei Yao
doi:10.5705/ss.202023.0157
Estimation of A Distribution with A Bias and Its Applications to Competing Risks
Hammou El Barmi* and Zhiliang Ying
doi:10.5705/ss.202023.0176
Statistical Inference for Multivariate Functional Panel Data
Shuang Sun and Lijian Yang*
doi:10.5705/ss.202023.0146
Minimum Aberration Factorial Designs Under A Mixed Parametrization
Guanzhou Chen* and Boxin Tang
doi:10.5705/ss.202023.0165
Testing Exogeneity in the Functional Linear Regression Model
Manuela Dorn, Melanie Birke* and Carsten Jentsch
doi:10.5705/ss.202022.0154
Robust and Efficient Case-Control Studies With Contaminated Case Pools: A Unified M-Estimation Framework
Guorong Dai* and Jinbo Chen
doi:10.5705/ss.202023.0373
Improved Model-assisted Estimation via Probability Thresholding
Xianpeng Zong, Geoffrey K. F. Tso and Guohua Zou*
doi:10.5705/ss.202022.0295
ZIKQ: An Innovative Centile Chart Method for Utilizing Natural History Data in Rare Disease Clinical Development
Tianying Wang*, Wenfei Zhang and Ying Wei
doi:10.5705/ss.202023.0107
A Community Hawkes Model for Continuous-time Networks with Interaction Heterogeneity
Haosheng Shi and Wenlin Dai*
doi:10.5705/ss.202022.0353
Simultaneous Inference for Mean Curves of Functional and Longitudinal Data: A Unified Theory
Zhipeng Lou* and Weibiao Wu
doi:10.5705/ss.202022.0358
A Regularized Low Tubal-Rank Model for High-dimensional Time Series Data
Samrat Roy* and George Michailidis
doi:10.5705/ss.202023.0009
Optimal Conditional Quantile Prediction via Model Averaging of Partially Linear Additive Models
Jing Lv and Shujie Ma*
doi:10.5705/ss.202023.0092
Versatile Parametric Classes of Covariance Functions that Interlace Anisotropies and Hole Effects
Alfredo Alegria* and Xavier Emery
doi:10.5705/ss.202023.0184
Robust Tests for Changing Volatility
Jilin Wu*, Ruike Wu and Zhijie Xiao
doi:10.5705/ss.202023.0207
Skewed Pivot-Blend Modeling with Applications to Semicontinuous Outcomes
Yiyuan She*, Xiaoqiang Wu, Lizhu Tao and Debajyoti Sinha
doi:10.5705/ss.202022.0412
Penalized Regression with Multiple Loss Functions and Variable Selection by Voting
Guorong Dai*, Ursula U. Müller and Raymond J. Carroll
doi:10.5705/ss.202022.0391
Adjusting for Non-confounding Covariates in Case-control Association Studies
Siliang Zhang, Jinbo Chen, Zhiliang Ying and Hong Zhang*
doi:10.5705/ss.202023.0249

 

Volume 36,  Number 2, April  2026

Variable Screening via Conditional Martingale Difference Divergence
Lei Fang*, Qingcong Yuan, Xiangrong Yin and Chenglong Ye
doi:10.5705/ss.202022.0346
Simultaneous Change Point Detection and Identification for High Dimensional Linear Models
Bin Liu, Xinsheng Zhang and Yufeng Liu*
doi:10.5705/ss.202023.0212
A Functional Coefficients Network Autoregressive Model
Hang Yin, Abolfazl Safikhani and George Michailidis*
doi:10.5705/ss.202022.0402
Statistical Inference for High Dimensional Regression with Proxy Data
Sai Li, T. Tony Cai and Hongzhe Li*
doi:10.5705/ss.202023.0088
Semiparametric Cure Regression Models with Informative Case K Interval-Censored Failure Time Data
Yichen Lou, Jianguo Sun and Peijie Wang*
doi:10.5705/ss.202022.0343
Regulation-Incorporated Gene Expression Network-Based Heterogeneity Analysis
Rong Li, Qingzhao Zhang and Shuangge Ma*
doi:10.5705/ss.202023.0109
Semiparametric Inference for Longitudinal Data with Informative Observation Times and Terminal Event
Shirong Deng, Kin-yat Liu, Wen Su and Xingqiu Zhao*
doi:10.5705/ss.202022.0324
An Empirical Bayes Regression for Multi-tissue Gene Expression Prediction
Fei Xue and Hongzhe Li*
doi:10.5705/ss.202023.0201
Component-based Regression for Hybrid Data
Xiaohu Jiang, Xiuli Du*, Yenan Ren, Jinguan Lin and The Alzheimer's Disease Neuroimaging Initiative
doi:10.5705/ss.202023.0186
Copula-based Analysis for Count Time Series
Mingze Zhang, Huixia Judy Wang* and James Livsey
doi:10.5705/ss.202022.0406
Functional Adaptive Double-Sparsity Estimator for Functional Linear Regression Model with Multiple Functional Covariates
Cheng Cao*, Jiguo Cao, Hailiang Wang, Kwok-Leung Tsui and Xinyue Li
doi:10.5705/ss.202023.0091
Improve Efficiency of Doubly Robust Estimator when Propensity Score is Misspecified
Liangbo Lyu and Molei Liu*
doi:10.5705/ss.202023.0029
Receiver Operating Characteristic Curve for Complex Survey Data
Tamy H. M. Tsujimoto and Jianwen Cai*
doi:10.5705/ss.202022.0290
Estimation and Variable Selection under the Function-on-scalar Linear Model with Covariate Measurement Error
Yifan Sun and Grace Y. Yi*
doi:10.5705/ss.202023.0100
Bias, Consistency, and Alternative Perspectives of the Infinitesimal Jackknife
Wei Peng, Lucas Mentch* and Len Stefanski
doi:10.5705/ss.202022.0131
Confidence Surfaces for the Mean of Locally Stationary Functional Time Series
Holger Dette and Weichi Wu*
doi:10.5705/ss.202023.0150
Simultaneous Inference for the Distribution of Functional Principal Component Scores
Leheng Cai and Qirui Hu*
doi:10.5705/ss.202023.0246
Longitudinal Modeling of Rank-based Global Outcome
Maomao Ding, Jing Ning, Xuming He, Anne-Marie Wills and Ruosha Li*
doi:10.5705/ss.202023.0049
Intrinsic Correlation Analysis for Wasserstein Functional Data
Hang Zhou, Zhenhua Lin and Fang Yao*
doi:10.5705/ss.202023.0147
How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood?
Wolfgang Karl Härdle and Chengxiu Ling*
doi:10.5705/ss.202023.0019
A Warped Self-normalized Two-sample Test for Time Series with Staggered Observation Periods
Weiliang Wang and Ting Zhang*
doi:10.5705/ss.202023.0379

 

Volume 36,  Number 3, July  2026

Information-based Optimal Subdata Selection for Clusterwise Linear Regression
Yanxi Liu, John Stufken and Min Yang*
doi:10.5705/ss.202023.0302
Joint Mean-angle Model for Spatial Binary Data
Cheng Peng, Renwen Luo, Yang Han and Jianxin Pan*
doi:10.5705/ss.202023.0237
Nonparametric Comparisons of Multiple Distributions under Uniform Stochastic Ordering
Chuan-Fa Tang* and Dewei Wang
doi:10.5705/ss.202023.0034
KOO Approach for Scalable Variable Selection Problem in Large-dimensional Regression
Zhidong Bai, Kwok Pui Choi, Yasunori Fujikoshi and Jiang Hu*
doi:10.5705/ss.202023.0153
Functional Two-Sample Test Based on Projection
Yang Bai*, Caihong Qin and Huichen Zhu
doi:10.5705/ss.202023.0272
Detect Complete Dependence via Trace Correlation in the Presence of Matrix-Valued Random Objects
Delin Zhao and Liping Zhu*
doi:10.5705/ss.202023.0154
Optimal Priors for the Discounting Parameter of the Normalized Power Prior
Yueqi Shen*, Luiz M. Carvalho, Matthew A. Psioda and Joseph G. Ibrahim
doi:10.5705/ss.202023.0208
Resampling Method for Generalized One-per-Stratum Sampling Designs
Zhonglei Wang and Zhengyuan Zhu*
doi:10.5705/ss.202024.0001
Large-Scale Multiple Testing for Matrix-Valued Data under Cross Dependency
Shiyu Zhang, Xu Han and Sanat K. Sarkar*
doi:10.5705/ss.202021.0406
Dynamic Statistical Learning in Massive Datastreams
Jingshen Wang, Lilun Du*, Changliang Zou and Zhenke Wu
doi:10.5705/ss.202023.0195
Frequent-voting Independence Screening for Data of Different Types or Different Dimensions
Haeun Moon* and Kehui Chen
doi:10.5705/ss.202023.0070
Integrative Quantile Regression Analysis of Heterogeneous Multisource Data with Privacy Preserving
Senlin Yuan, Xuerong Chen*, Yu Wu and Jianguo Sun
doi:10.5705/ss.202022.0292
A Mixture Generalized Estimating Equations Approach for Complex Spatially-Dependent Data
Huichen Zhu*, Fangzheng Lin, Huixia Judy Wang and Zhongyi Zhu
doi:10.5705/ss.202022.0401
Simultaneous Variable Selection and Estimation of Survival Model with Informative Censoring
Zili Liu, Hong Wang, Chunjie Wang and Xinyuan Song*
doi:10.5705/ss.202023.0227
Robust Inverse Regression for Multivariate Elliptical Functional Data
Eftychia Solea, Eliana Christou and Jun Song*
doi:10.5705/ss.202023.0341
Model Averaging Estimation for Partially Linear Functional Score Models
Shishi Liu, Chunming Zhang, Hao Zhang, Rou Zhong and Jingxiao Zhang*
doi:10.5705/ss.202023.0067
Testing for the Equality of Distributions in High Dimension
Xu Li, Gongming Shi and Baoxue Zhang*
doi:10.5705/ss.202023.0299
Nearly Optimal Two-step Poisson Sampling and Empirical Likelihood Weighting Estimation for M-estimation with Big Data
Yan Fan, Yang Liu, Yukun Liu* and Jing Qin
doi:10.5705/ss.202023.0274
Intrinsic Minimum Average Variance Estimation for Dimension Reduction with Symmetric Positive Definite Matrices and Beyond
Baiyu Chen, Shuang Dai and Zhou Yu*
doi:10.5705/ss.202023.0268

 

Volume 36,  Number 4, October  2026

Bayesian Statistics by Arithmetic Operations of Conjugate Distributions
Hang Qian*
doi:10.5705/ss.202024.0052
Testing for High-Dimensional White Noise
Long Feng, Binghui Liu* and Yanyuan Ma
doi:10.5705/ss.202023.0300
Identifiability and Estimation of Causal Effects with Non-Gaussianity and Auxiliary Covariates
Kang Shuai, Shanshan Luo, Yue Zhang, Feng Xie and Yangbo He*
doi:10.5705/ss.202023.0315