Latest Articles

This publication schedule is subject to change.

 

Volume 33,  Number 1, January  2023

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

High-dimensional Statistics

Robust Feature Screening via Distance Correlation for Ultrahigh Dimensional Data With Responses Missing at Random
Linli Xia and Niansheng Tang*
doi:10.5705/ss.202020.0421
Cointegration Rank Estimation for High-Dimensional Time Series With Breaks
Ngai Hang Chan* and Rongmao Zhang
doi:10.5705/ss.202021.0117
Penalized Jackknife Empirical Likelihood in High Dimensions
Zhouping Li*, Jinfeng Xu, Na Zhao and Wang Zhou
doi:10.5705/ss.202019.0410
Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models
Shinpei Imori*
doi:10.5705/ss.202020.0425
An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions
Jing Zeng, Xin Zhang and Qing Mai*
doi:10.5705/ss.202021.0047
An Efficient Greedy Search Algorithm for High-Dimensional Linear Discriminant Analysis
Hannan Yang, Danyu Lin and Quefeng Li*
doi:10.5705/ss.202021.0028
Mendelian Randomization Test of Causal Effect Using High-Dimensional Summary Data
Lu Deng, William Wheeler and Kai Yu*
doi:10.5705/ss.202021.0164
High-Dimensional Asymptotic Behavior of Inference Based on Gwas Summary Statistics
Jiming Jiang*, Wei Jiang, Debashis Paul, Yiliang Zhang and Hongyu Zhao
doi:10.5705/ss.202021.0060

 

Volume 33,  Number 2, April  2023

Nonparametric Maximum Likelihood Estimation Under a Likelihood Ratio Order
Ted Westling*, Kevin J. Downes and Dylan Small
doi:10.5705/ss.202020.0207
On Construction of Nonregular Two-Level Factorial Designs With Maximum Generalized Resolutions
Chenlu Shi and Boxin Tang*
doi:10.5705/ss.202021.0024
Robust Recommendation via Social Network Enhanced Matrix Completion
Jingxuan Wang, Haipeng Shen and Fei Jiang*
doi:10.5705/ss.202020.0243
Penalized Regression for Multiple Types of Many Features With Missing Data
Kin Yau Wong*, Donglin Zeng and Danyu Lin
doi:10.5705/ss.202020.0401
Scaled Partial Envelope Model in Multivariate Linear Regression
Jing Zhang, Zhensheng Huang* and Lixing Zhu
doi:10.5705/ss.202020.0352
Sieve Estimation of a Class of Partially Linear Transformation Models With Interval-Censored Competing Risks Data
Xuewen Lu*, Yan Wang, Dipankar Bandyopadhyay and Giorgos Bakoyannis
doi:10.5705/ss.202021.0051
Arc-Sin Transformation for Binomial Sample Proportions in Small Area Estimation
Masayo Hirose*, Malay Ghosh and Tamal Ghosh
doi:10.5705/ss.202020.0446
Heterogeneity Analysis via Integrating Multi-Sources High-Dimensional Data With Applications to Cancer Studies
Tingyan Zhong, Qingzhao Zhang, Jian Huang, Mengyun Wu and Shuangge Ma*
doi:10.5705/ss.202021.0002
Weak Signal Identification and Inference in Penalized Likelihood Models for Categorical Responses
Yuexia Zhang, Peibei Shi, Zhongyi Zhu, Linbo Wang and Annie Qu*
doi:10.5705/ss.202020.0449
Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form
Feiyu Jiang, Dong Li, Wai Keung Li and Ke Zhu*
doi:10.5705/ss.202021.0029
Modeling Spiky Functional Data With Derivatives of Smooth Functions in Function-on-Function Regression
Ruiyan Luo* and Xin Qi
doi:10.5705/ss.202020.0294
Trade-off Between Validity and Efficiency of Merging P-Values Under Arbitrary Dependence
Yuyu Chen*, Peng Liu, Ken Seng Tan and Ruodu Wang
doi:10.5705/ss.202021.0071
A Clustered Gaussian Process Model for Computer Experiments
Chih-Li Sung*, Benjamin Haaland, Youngdeok Hwang and Siyuan Lu
doi:10.5705/ss.202020.0456
Moving Sum Data Segmentation for Stochastic Processes Based on Invariance
Claudia Kirch* and Philipp Klein
doi:10.5705/ss.202021.0048
Unified Tests for Nonparametric Functions in RKHS With Kernel Selection and Regularization
Tao He, Ping-Shou Zhong*, Yuehua Cui and Vidyadhar Mandrekar
doi:10.5705/ss.202020.0339
The Identifiability of Copula Models for Dependent Competing Risks Data With Exponentially Distributed Margins
Antai Wang*
doi:10.5705/ss.202020.0520
Regression Analysis of Panel Count Data With Both Time-Dependent Covariates and Time-Varying Effects
Yuanyuan Guo, Dayu Sun and Jianguo Sun*
doi:10.5705/ss.202021.0036
Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression
Wenqi Lu, Zhongyi Zhu and Heng Lian*
doi:10.5705/ss.202021.0140
Semiparametric Estimation of Probabilistic Index Models: Efficiency and Bias
Karel Vermeulen, Jan De Neve*, Gustavo Amorim, Olivier Thas and Stijn Vansteelandt
doi:10.5705/ss.202021.0070
A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series
Ting Zhang*, Weiliang Wang and Yu Shao
doi:10.5705/ss.202021.0078
Optimal Function-on-Function Regression With Interaction Between Functional Predictors
Honghe Jin, Xiaoxiao Sun* and Pang Du
doi:10.5705/ss.202020.0480
Parametric Bootstrap Inference for Stratified Models With High-Dimensional Nuisance Specifications
Ruggero Bellio*, Ioannis Kosmidis, Alessandra Salvan and Nicola Sartori
doi:10.5705/ss.202021.0027
Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models
Shuoyang Wang, Honglang Wang, Yichuan Zhao, Guanqun Cao* and Yingru Li
doi:10.5705/ss.202021.0233