Latest Articles

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Volume 37, Number 1, January 2027
Functional Varying-Coefficient Model Under Heteroskedasticity with Application to DTI Data Pratim Guha Niyogi*, Ping-Shou Zhong and Xiaohong Joe Zhou	Supp	doi:10.5705/ss.202023.0366
Tail Gini Functional Under Asymptotic Independence Zhaowen Wang, Liujun Chen and Deyuan Li*	Supp	doi:10.5705/ss.202023.0426
Semi-nonparametric Varying Coefficients Models for Imaging Genetics Ting Li, Yang Yu, Xiao Wang, J.S. Marron and Hongtu Zhu*	Supp	doi:10.5705/ss.202024.0118
An Ising Similarity Regression Model for Modeling Multivariate Binary Data Zhi Yang Tho*, Francis K. C. Hui and Tao Zou	Supp	doi:10.5705/ss.202024.0021
Dimension Reduction for Extreme Regression via Contour Projection Liujun Chen and Jing Zeng*	Supp	doi:10.5705/ss.202024.0159
Sequential Change Point Detection in High-dimensional Vector Auto-regressive Models Yuhan Tian and Abolfazl Safikhani*	Supp	doi:10.5705/ss.202024.0182
Grouped Heterogeneous Gaussian Graphical Models for High-Dimensional Clustered Data Xin Zeng, Shuangge Ma and Qingzhao Zhang	Supp	doi:10.5705/ss.202024.0258
Empirical Risk Minimization for Losses without Variance Guanhua Fang*, Ping Li and Gennady Samorodnitsky	Supp	doi:10.5705/ss.202023.0329
Concentration Inequalities for High-Dimensional Linear Processes with Dependent Innovations Eduardo Fonseca Mendes* and Fellipe Lopes Lima Leite	Supp	doi:10.5705/ss.202023.0364
On the Optimality of Functional Sliced Inverse Regression Rui Chen, Songtao Tian, Dongming Huang, Qian Lin and Jun S. Liu*	Supp	doi:10.5705/ss.202023.0396
Functional Linear Operator Quantile Regression for Sparse Longitudinal Data Xingcai Zhou, Tingyu Lai and Linglong Kong*	Supp	doi:10.5705/ss.202023.0415
Residual-based Alternative Partial Least Squares for Generalized Functional Linear Models Yue Wang*, Xiao Wang, Joseph G. Ibrahim and Hongtu Zhu	Supp	doi:10.5705/ss.202023.0418
Distinguishing Forms of Asymptotic Dependence in Heavy Tailed Data Tiandong Wang* and Sidney I. Resnick	Supp	doi:10.5705/ss.202024.0196
Auxiliary Learning and its Statistical Understanding Hanchao Yan, Feifei Wang*, Chuanxin Xia and Hansheng Wang	Supp	doi:10.5705/ss.202024.0310
Fast Cost-Constrained High Dimensional Regression Hyeong Jin Hyun and Xiao Wang*	Supp	doi:10.5705/ss.202024.0331
Distributed Inference for Tail Risks Liujun Chen, Deyuan Li and Chen Zhou*	Supp	doi:10.5705/ss.202024.0222
Asymmetric Estimation for Varying-Coefficient Additive Model with Functional Response in Reproducing Kernel Hilbert Space Yi Liu, Wei Tu, Yanchun Bao, Bei Jiang and Linglong Kong*	Supp	doi:10.5705/ss.202022.0206
Grouped Orthogonal Arrays And Their Construction Methods Guanzhou Chen, Yuanzhen He, Devon Lin and Fasheng Sun*	Supp	doi:10.5705/ss.202024.0029
Maximizing Area Under the Receiver Operating Characteristic Curve for Biomarker Combination Yuxuan Chen* and Yijian Huang	Supp	doi:10.5705/ss.202024.0195
Rank-Based Inference for the Accelerated Failure Time Model with Partially Interval-Censored Data Taehwa Choi, Sangbum Choi and Dipankar Bandyopadhyay*	Supp	doi:10.5705/ss.202024.0003
Spatial-Sign Based Maxsum Test for High Dimensional Location Parameters Jixuan Liu, Long Feng*, Ping Zhao and Zhaojun Wang	Supp	doi:10.5705/ss.202024.0051
Characterizing and Comparing Order-of-Addition Orthogonal Arrays Shin-Fu Tsai*	Supp	doi:10.5705/ss.202024.0191
Joint Mean and Correlation Regression Models for Multivariate Data Zhi Yang Tho*, Francis K. C. Hui and Tao Zou	Supp	doi:10.5705/ss.202024.0109
Simultaneous Jump Detection for Multiple Sequences via Screening and Multiple Testing Shengji Jia and Chunming Zhang*	Supp	doi:10.5705/ss.202023.0216
Volume 37, Number 2, April 2027
Multiple Testing of One-Sided Hypotheses under Unknown Dependence Seonghun Cho, Youngrae Kim, Johan Lim, Hyungwon Choi, DoHwan Park and Woncheol Jang*	Supp	doi:10.5705/ss.202024.0022
Asymptotic Normality of Robust Risk Minimizers Stanislav Minsker*	Supp	doi:10.5705/ss.202024.0268
Efficient AFT Model Estimation with Auxiliary Aggregate Information Huijuan Ma, Manli Cheng, Yukun Liu*, Donglin Zeng and Yong Zhou	Supp	doi:10.5705/ss.202024.0105
General Sliced Factorial Designs for Online Experiments with Multiple Platforms Zijian Han, Dongying Wang, Fasheng Sun and Peter Chien*	Supp	doi:10.5705/ss.202024.0224
Identification and Efficient Estimation in Regression Analysis with Response Missing Not At Random Qinglong Tian, Donglin Zeng and Jiwei Zhao*	Supp	doi:10.5705/ss.202024.0204
Semiparametric Inference for Functional Survival Models Hongyi Zhou*, Wenqing Su, Qixian Zhong and Ying Yang	Supp	doi:10.5705/ss.202024.0180
Tail Risk Equivalent Level Transition And Its Application for Estimating Extreme Lp-Quantiles Qingzhao Zhong and Yanxi Hou*	Supp	doi:10.5705/ss.202024.0418
Center-Outward Ranks and Signs for Testing Conditional Quantile Independence Kai Xu, Huijun Shi and Daojiang He*	Supp	doi:10.5705/ss.202024.0266
Sufficient Dimension Reduction for the Conditional Quantiles of Functional Data Eliana Christou, Eftychia Solea, Shanshan Wang and Jun Song*	Supp	doi:10.5705/ss.202024.0211
Testing High-dimensional White Noise Based On Modified Portmanteau Tests Zeren Zhou and Min Chen*	Supp	doi:10.5705/ss.202024.0037
Generalized Tensor Regression with Internal Variation Regularization Yang Bai*, Ting Li and Yang Sui	Supp	doi:10.5705/ss.202024.0281
Statistical Inference for Functional Data over Multi Dimensional Domain Qirui Hu and Lijian Yang*	Supp	doi:10.5705/ss.202024.0344
Construction of Maximin Distance Latin Hypercube Designs via Good Lattice Point Sets Xueru Zhang, Dennis K.J. Lin and Wei Zheng*	Supp	doi:10.5705/ss.202024.0145
Robust Score Tests for Censored Outcomes and Incomplete Covariates Leveraging High-Dimensional Auxiliary Variables Jiahui Feng and Kin Yau Wong*	Supp	doi:10.5705/ss.202024.0391
Catoni-type Confidence Sequences under Infinite Variance Guanhua Fang*, Sujay Bhatt, Ping Li and Gennady Samorodnitsky	Supp	doi:10.5705/ss.202024.0249