Corresponding author* |
GENERAL |
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Parameter redundancy and the existence of maximum likelihood estimates in log-linear models
Serveh Sharifi Far*, Michail Papathomas and Ruth King |
Supp |
doi:10.5705/ss.202018.0110
1125 |
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Unifying and generalizing methods for removing unwanted variation based on negative controls
David Gerard* and Matthew Stephens |
Supp |
doi:10.5705/ss.202018.0345
1145 |
|
Smooth density spatial quantile regression
Halley Brantley*, Montserrat Fuentes, Joseph Guiness and Eben Thoma |
Supp |
doi:10.5705/ss.202019.0002
1167 |
|
On simultaneous calibration of two-sample t-tests for high-dimension low-sample-size data
Chunming Zhang*, Shengji Jia and Yongfeng Wu |
Supp |
doi:10.5705/ss.202018.0467
1189 |
|
Likelihood ratio test in multivariate linear regression: From low to high dimension
Yinqiu He, Tiefeng Jiang, Jiyang Wen and Gongjun Xu* |
Supp |
doi:10.5705/ss.202019.0056
1215 |
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Feature screening for network autoregression model
Danyang Huang, Xuening Zhu*, Runze Li and Hansheng Wang |
Supp |
doi:10.5705/ss.202018.0400
1239 |
|
Quantile estimation of regression models with GARCH-X errors
Qianqian Zhu*, Guodong Li and Zhijie Xiao |
Supp |
doi:10.5705/ss.202019.0003
1261 |
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Doubly robust regression analysis for data fusion
Katherine Evans, BaoLuo Sun, James Robins and Eric J. Tchetgen Tchetgen* |
Supp |
doi:10.5705/ss.202018.0334
1285 |
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Hypothesis testing for the covariance matrix in high-dimensional transposable data with kronecker product dependence structure
Anestis Touloumis*, John C. Marioni and Simon Tavarè |
Supp |
doi:10.5705/ss.202018.0268
1309 |
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Functional additive quantile regression
Yingying Zhang, Heng Lian*, Guodong Li and Zhongyi Zhu |
Supp |
doi:10.5705/ss.202018.0499
1331 |
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A sequential significance test for treatment by covariate interactions
Min Qian*, Bibhas Chakraborty, Raju Maiti and Ying Kuen Cheung |
Supp |
doi:10.5705/ss.202018.0451
1353 |
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A nonparametric test for stationarity in functional time series
Anne van Delft*, Vaidotas Characiejus and Holger Dette |
Supp |
doi:10.5705/ss.202018.0320
1375 |
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Sparse deep neural networks using L1,∞-weight normalization
Ming Wen, Yixi Xu*, Yunling Zheng, Zhouwang Yang and Xiao Wang |
Supp |
doi:10.5705/ss.202018.0468
1397 |
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Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis
Seonjin Kim, Hyunkeun Ryan Cho* and Colin Wu |
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doi:10.5705/ss.202019.0127
1415 |
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Efficient and positive semidefinite pre-averaging realized covariance estimator
Liang-Ching Lin*, Ying Chen, Guangming Pan and Vladimir Spokoiny |
Supp |
doi:10.5705/ss.202017.0489
1441 |
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Multivariate spline estimation and inference for image-on-scalar regression
Shan Yu, Guannan Wang, Li Wang* and Lijian Yang |
Supp |
doi:10.5705/ss.202019.0188
1463 |
|
A projection-based consistent test incorporating dimension-reduction in partially linear models
Zhihua Sun, Feifei Chen, Hua Liang* and David Ruppert |
Supp |
doi:10.5705/ss.202019.0238
1489 |
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Joint Bayesian variable and DAG selection consistency for high-dimensional regression models with network-structured covariates
Xuan Cao and Kyoungjae Lee* |
Supp |
doi:10.5705/ss.202019.0202
1509 |
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Efficient and robust estimation of τ-year risk prediction models leveraging time varying intermediate outcomes
Yu Zheng, Tian Lu and Tianxi Cai* |
Supp |
doi:10.5705/ss.202019.0066
1531 |
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Penalized interaction estimation for ultrahigh dimensional quadratic regression
Cheng Wang, Binyan Jiang and Liping Zhu* |
Supp |
doi:10.5705/ss.202019.0081
1549 |
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Simultaneous estimation of normal means with side information
Sihai Dave Zhao* |
Supp |
doi:10.5705/ss.202019.0075
1571 |
|
Design based incomplete U-statistics
Xiangshun Kong and Wei Zheng* |
Supp |
doi:10.5705/ss.202019.0098
1593 |
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A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting
Yuan Tian and Brian J. Reich* |
Supp |
doi:10.5705/ss.202018.0420
1619 |
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Optimal designs for series estimation in nonparametric regression with correlated data
Kirsten Schorning, Maria Konstantinou and Holger Dette* |
Supp |
doi:10.5705/ss.202018.0497
1643 |