Vol 33 Special Issue, April 2023

Statistica Sinica

Volume 33, Online Special Issue, May 2023

Corresponding author*
HIGH-DIMENSIONAL STATISTICS
	Heavy-Tailed Distribution for Combining Dependent p-Values With Asymptotic Robustness Yusi Fang, Chung Chang, Yongseok Park and George C. Tseng*	Supp	doi:10.5705/ss.202022.0046 1115
	Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions Canyi Chen, Yuwen Gu, Hui Zou and Liping Zhu*	Supp	doi:10.5705/ss.202022.0095 1143
	Feature Screening via Distance Correlation for Ultrahigh Dimensional Data With Responses Missing at Random Linli Xia and Niansheng Tang*	Supp	doi:10.5705/ss.202020.0421 1169
	Cointegration Rank Estimation for High-Dimensional Time Series With Breaks Ngai Hang Chan and Rongmao Zhang*		doi:10.5705/ss.202021.0117 1193
	Penalized Jackknife Empirical Likelihood in High Dimensions Zhouping Li, Jinfeng Xu, Na Zhao and Wang Zhou*	Supp	doi:10.5705/ss.202019.0410 1219
	Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models Shinpei Imori*	Supp	doi:10.5705/ss.202020.0425 1233
	An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions Jing Zeng, Xin Zhang and Qing Mai*	Supp	doi:10.5705/ss.202021.0047 1249
	Regularized Estimation in High-Dimensional Vector Auto-Regressive Models Using Spatio-Temporal Information Zhenzhong Wang, Abolfazl Safikhani, Zhengyuan Zhu and David S. Matteson*	Supp	doi:10.5705/ss.202020.0056 1271
	Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates Huijuan Ma, Qi Zheng, Zhumin Zhang, Huichuan Lai and Limin Peng*	Supp	doi:10.5705/ss.202021.0006 1295
	Hybrid Hard-Soft Screening for High-dimensional Latent Class Analysis Wei Dong, Xingxiang Li, Chen Xu and Niansheng Tang*	Supp	doi:10.5705/ss.202021.0061 1319
	An Efficient Greedy Search Algorithm for High-Dimensional Linear Discriminant Analysis Hannan Yang, Danyu Lin and Quefeng Li*	Supp	doi:10.5705/ss.202021.0028 1343
	Mendelian Randomization Test of Causal Effect Using High-Dimensional Summary Data Lu Deng, William Wheeler and Kai Yu*	Supp	doi:10.5705/ss.202021.0164 1365
	High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions Long Feng, Binghui Liu and Yanyuan Ma*	Supp	doi:10.5705/ss.202021.0134 1389
	Ensemble Subset Regression (ENSURE): Efficient High-dimensional Prediction Rong Zhu, Hua Liang and David Ruppert*		doi:10.5705/ss.202021.0187 1411
	Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error Xiang Lyu, Jian Kang and Lexin Li*	Supp	doi:10.5705/ss.202021.0151 1435
	Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA Junwen Yao and Miles Lopes*	Supp	doi:10.5705/ss.202021.0158 1461
	Score Tests With Incomplete Covariates and High-Dimensional Auxiliary Variables Kin Yau Wong and Jiahui Feng*	Supp	doi:10.5705/ss.202021.0253 1483
	Marginal Bayesian Posterior Inference Using Recurrent Neural Networks With Application to Sequential Models Thayer Fisher, Alex Luedtke, Marco Carone and Noah Simon*		doi:10.5705/ss.202020.0348 1507
	Integrative Analysis for High-Dimensional Stratified Models Jian Huang, Yuling Jiao, Wei Wang, Xiaodong Yan and Liping Zhu*	Supp	doi:10.5705/ss.202021.0276 1533
	High-Dimensional Asymptotic Behavior of Inference Based on GWSA Summary Statistics Jiming Jiang, Wei Jiang, Debashis Paul, Yiliang Zhang and Hongyu Zhao*	Supp	doi:10.5705/ss.202021.0060 1555
	Robust Shape Matrix Estimation for High-Dimensional Compositional Data with Application to Microbial Inter-Taxa Analysis Danning Li, Arun Srinivasan, Lingzhou Xue and Xiang Zhan*	Supp	doi:10.5705/ss.202021.0147 1577
	Collective Anomaly Detection in High-Dimensional VAR Models Hyeyoung Maeng, Idris A. Eckley and Paul Fearnhead*	Supp	doi:10.5705/ss.202021.0181 1603
	A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models Nilanjana Chakraborty, Kshitij Khare and George Michailidis*	Supp	doi:10.5705/ss.202021.0206 1629
	Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes Daren Wang, Yi Yu and Rebecca Willett*	Supp	doi:10.5705/ss.202021.0221 1653
	Adaptive Tests for Bandedness of High-dimensional Covariance Matrices Xiaoyi Wang, Gongjun Xu and Shurong Zheng*	Supp	doi:10.5705/ss.202020.0514 1673
	Greedy Variable Selection for High-Dimensional Cox Models Chien-Tong Lin, Yu-Jen Cheng and Ching-Kang Ing*	Supp	doi:10.5705/ss.202021.0265 1697
	A Unified Framework for Change Point Detection in High-Dimensional Linear Models Yue Bai and Abolfazl Safikhani*	Supp	doi:10.5705/ss.202021.0309 1721
	A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications Dandan Jiang*	Supp	doi:10.5705/ss.202021.0346 1749
	Uncertainty Quantification in Dynamic Image Reconstruction with Applications to Cryo-EM Tze Leung Lai, Shao-Hsuan Wang, Szu-Chi Chung, Wei-hau Chang and I-Ping Tu*	Supp	doi:10.5705/ss.202021.0419 1771