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Statistica Sinica

Volume 31, Number 2, April 2021

corresponding author*
GENERAL
	Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models David Morales-Jimenez, Iain M. Johnstone*, Matthew R. McKay and Jeha Yang	Supp	doi:10.5705/ss.202019.0052 571
	Longitudinal clustering for heterogeneous binary data Xiaolu Zhu, Xiwei Tang and Annie Qu*	Supp	doi:10.5705/ss.202018.0298 603
	Testing heteroscedasticity for regression models based on projections Falong Tan, Xuejun Jiang*, Xu Guo and Lixing Zhu	Supp	doi:10.5705/ss.202018.0322 625
	Propensity model selection with nonignorable nonresponse and instrument variable Lei Wang, Jun Shao and Fang Fang*		doi:10.5705/ss.202019.0025 647
	Causal proportional hazards estimation with a binary instrumental variable Behzad Kianian, Jung In Kim, Jason P. Fine and Limin Peng*	Supp	doi:10.5705/ss.202019.0096 673
	On supervised reduction and its dual Peirong Xu and Tao Wang*	Supp	doi:10.5705/ss.202017.0532 701
	Least favorable direction test for multivariate analysis of variance in high dimension Rui Wang and Xingzhong Xu*	Supp	doi:10.5705/ss.202018.0279 723
	Optimal subsampling algorithms for big data regressions Mingyao Ai, Jun Yu, Huiming Zhang and HaiYing Wang*	Supp	doi:10.5705/ss.202018.0439 749
	Robust inference in varying-coefficient additive models for longitudinal/functional data Lixia Hu, Tao Huang* and Jinhong You	Supp	doi:10.5705/ss.202018.0483 773
	Robust estimation of the mean and covariance matrix for high dimensional time series Danna Zhang*	Supp	doi:10.5705/ss.202018.0185 797
	Sufficient dimension reduction for feasible and robust estimation of average causal effect Trinetri Ghosh*, Yanyuan Ma and Xavier de Luna	Supp	doi:10.5705/ss.202018.0416 821
	On the beta prime prior for scale parameters in high-dimensional Bayesian regression models Ray Bai and Malay Ghosh*	Supp	doi:10.5705/ss.202019.0037 843
	Minimal second order saturated designs and their applications to space-filling designs Boxin Tang*, Ching-Shui Cheng and Yuanzhen He		doi:10.5705/ss.202018.0267 867
	Fast nonparametric maximum likelihood density deconvolution using Bernstein polynomials Zhong Guan*	Supp	doi:10.5705/ss.202018.0173 891
	Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression Ting Tao, Shaohua Pan and Shujun Bi*	Supp	doi:10.5705/ss.202018.0507 909
	Varying-coefficient panel data model with interactive fixed effects Sanying Feng, Gaorong Li*, Heng Peng and Tiejun Tong	Supp	doi:10.5705/ss.202018.0248 935
	Testing one hypothesis multiple times Sara Algeri* and David A. van Dyk	Supp	doi:10.5705/ss.202018.0027 959
	Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models Juan M. Rodriguez-Poo* and Alexandra Soberon	Supp	doi:10.5705/ss.202018.0382 981
	A model-averaging method for high-dimensional regression with missing responses at random Jinhan Xie, Xiaodong Yan and Niansheng Tang*	Supp	doi:10.5705/ss.202018.0297 1005
	Subgroup analysis in censored linear regression Xiaodong Yan, Guosheng Yin and Xingqiu Zhao*	Supp	doi:10.5705/ss.202018.0319 1027
	Omnibus model checks of linear assumptions through distance covariance Kai Xu* and Daojiang He	Supp	doi:10.5705/ss.202019.0311 1055
	Efficient designs for the estimation of mixed and self carryover effects Joachim Kunert* and Johanna Mielke	Supp	doi:10.5705/ss.202018.0137 1081
	Hypothesis testing in large-scale functional linear regression Kaijie Xue and Fang Yao*	Supp	doi:10.5705/ss.202018.0456 1101