Latest Articles

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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*	Supp	doi:10.5705/ss.202020.0145
Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares Wentian Huang* and David Ruppert	Supp	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	Supp	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	Supp	doi:10.5705/ss.202021.0018
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
Data Integration in High Dimension With Multiple Quantiles Guorong Dai*, Ursula Müller and Raymond James Carroll	Supp	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	Supp	doi:10.5705/ss.202021.0020
Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises Rui She*	Supp	doi:10.5705/ss.202020.0415
Model Selection of Generalized Estimating Equation With Divergent Model Size Shicheng Wu, Xin Gao* and Raymond James Carroll	Supp	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	Supp	doi:10.5705/ss.202020.0226
Oracle-Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates Li Cai and Suojin Wang*	Supp	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*	Supp	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*	Supp	doi:10.5705/ss.202020.0365
Locally D-Optimal Designs for Hierarchical Response Experiments Mingyao Ai, Zhiqiang Ye and Jun Yu*	Supp	doi:10.5705/ss.202020.0517
Frequentist Model Averaging for the Nonparametric Additive Model Jun Liao, Alan Wan, Shuyuan He and Guohua Zou*	Supp	doi:10.5705/ss.202020.0340
Detecting Multiple Change Points: The PULSE Criterion Wenbiao Zhao, Xuehu Zhu and Lixing Zhu*	Supp	doi:10.5705/ss.202020.0464
Compound Sequential Change-point Detection in Parallel Data Streams Yunxiao Chen and Xiaoou Li*	Supp	doi:10.5705/ss.202020.0508
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
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*	Supp	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*	Supp	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	Supp	doi:10.5705/ss.202019.0410
Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models Shinpei Imori*	Supp	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*	Supp	doi:10.5705/ss.202021.0047
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
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
High-Dimensional Asymptotic Behavior of Inference Based on Gwas Summary Statistics Jiming Jiang*, Wei Jiang, Debashis Paul, Yiliang Zhang and Hongyu Zhao	Supp	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	Supp	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*	Supp	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	Supp	doi:10.5705/ss.202020.0401
Scaled Partial Envelope Model in Multivariate Linear Regression Jing Zhang, Zhensheng Huang* and Lixing Zhu	Supp	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	Supp	doi:10.5705/ss.202021.0051
Arc-Sin Transformation for Binomial Sample Proportions in Small Area Estimation Masayo Hirose*, Malay Ghosh and Tamal Ghosh	Supp	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*	Supp	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*	Supp	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*	Supp	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	Supp	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	Supp	doi:10.5705/ss.202021.0071
A Clustered Gaussian Process Model for Computer Experiments Chih-Li Sung*, Benjamin Haaland, Youngdeok Hwang and Siyuan Lu	Supp	doi:10.5705/ss.202020.0456
Moving Sum Data Segmentation for Stochastic Processes Based on Invariance Claudia Kirch* and Philipp Klein	Supp	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	Supp	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*	Supp	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*	Supp	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	Supp	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	Supp	doi:10.5705/ss.202021.0078
Optimal Function-on-Function Regression With Interaction Between Functional Predictors Honghe Jin, Xiaoxiao Sun* and Pang Du	Supp	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	Supp	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	Supp	doi:10.5705/ss.202021.0233