Volume 33 Number 1, January 2023

Statistica Sinica

Volume 33, Number 1, January 2023

Corresponding author*
GENERAL
	On the Consistency of the Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Renewal Case Héctor Araya, Natalia Bahamonde, Lisandro Fermín, Tania Roa and Soledad Torres*		doi:10.5705/ss.202020.0457 1
	High-Dimensional Factor Regression for Heterogeneous Subpopulations Peiyao Wang, Quefeng Li, Dinggang Shen and Yufeng Liu*	Supp	doi:10.5705/ss.202020.0145 27
	Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares Wentian Huang and David Ruppert*	Supp	doi:10.5705/ss.202020.0214 55
	Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models Xin Guan, Hua Liu, Jinhong You and Yong Zhou*	Supp	doi:10.5705/ss.202019.0467 85
	Orthogonal Minimally Aliased Response Surface Designs for Three-Level Quantitative Factors and Two-Level Categorical Factors José Núñez Ares, Eric D. Schoen and Peter Goos*		doi:10.5705/ss.202020.0347 107
	An Online Projection Estimator for Nonparametric Regression in Reproducing Kernel Hilbert Spaces Tianyu Zhang and Noah Simon*	Supp	doi:10.5705/ss.202021.0018 127
	Eigenvalue Distribution of a High-Dimensional Distance Covariance Matrix With Application Weiming Li, Qinwen Wang and Jianfeng Yao*	Supp	doi:10.5705/ss.202020.0327 149
	Data Integration in High Dimension With Multiple Quantiles Guorong Dai, Ursula U. Müller and Raymond J. Carroll*	Supp	doi:10.5705/ss.202020.0361 169
	Interval Estimation for Operating Characteristic of Continuous Biomarkers With Controlled Sensitivity or Specificity Yijian Huang, Isaac Parakati, Dattatraya H. Patil and Martin G. Sanda*	Supp	doi:10.5705/ss.202021.0020 193
	Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises Rui She*	Supp	doi:10.5705/ss.202020.0415 215
	Model Selection of Generalized Estimating Equation With Divergent Model Size Shicheng Wu, Xin Gao and Raymond J. Carroll*	Supp	doi:10.5705/ss.202020.0197 237
	Feature-Weighted Elastic Net: Using “Features of Features” for “Better Prediction” J. Kenneth Tay, Nima Aghaeepour, Trevor Hastie and Robert Tibshirani*	Supp	doi:10.5705/ss.202020.0226 259
	Oracale-Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates Li Cai and Suojin Wang*	Supp	doi:10.5705/ss.202021.0073 281
	Model Checking in Large-Scale Data Set via Structure-Adaptive-Sampling Yixin Han, Ping Ma, Haojie Ren and Zhaojun Wang*	Supp	doi:10.5705/ss.202020.0303 303
	On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case Héctor Araya, Natalia Bahamonde, Lisandro Fermín, Tania Roa and Soledad Torres*		doi:10.5705/ss.202020.0323 331
	Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators Alexander Aue, Holger Dette and Greg Rice*	Supp	doi:10.5705/ss.202020.0365 353
	Locally D-Optimal Designs for Hierarchical Response Experiments Mingyao Ai, Zhiqiang Ye and Jun Yu*	Supp	doi:10.5705/ss.202020.0517 381
	Frequentist Model Averaging for the Nonparametric Additive Model Jun Liao, Alan T.K. Wan, Shuyuan He and Guohua Zou*	Supp	doi:10.5705/ss.202020.0340 401
	Detecting Multiple Change Points: The PULSE Criterion Wenbiao Zhao, Xuehu Zhu and Lixing Zhu*	Supp	doi:10.5705/ss.202020.0464 431
	Compound Sequential Change-Point Detection in Parallel Data Streams Yunxiao Chen and Xiaoou Li*	Supp	doi:10.5705/ss.202020.0508 453
	New Tests for High-Dimensional Linear Regression Based on Random Projection Changyu Liu, Xingqiu Zhao and Jian Huang*	Supp	doi:10.5705/ss.202020.0405 475
	Inferring Social Influence in Dynamic Networks Xiang Cui and Yuguo Chen*		doi:10.5705/ss.202020.0310 499
	Statistical Inference for Functional Time Series Jie Li and Lijian Yang*		doi:10.5705/ss.202021.0107 519
	Mixed Domain Asymptotics for Geostatistical Processes Tingjin Chu*	Supp	doi:10.5705/ss.202020.0092 551