content

Statistica Sinica

Volume 31, Number 1, January 2021

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