This publication schedule is subject to change.
In Honor of Professor Tze Leung Lai |
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Quantification of model bias underlying the phenomenon of Einstein from Noise
Shao-Hsuan Wang, Yi-Ching Yao, Wei-Hau Chang and I-Ping Tu* |
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doi:10.5705/ss.202020.0334
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Volume 31, Number 2, April 2021 |
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Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
David Morales-Jimenez, Iain M. Johnstone*, Matthew R. McKay and Jeha Yang |
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doi:10.5705/ss.202019.0052
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Longitudinal clustering for heterogeneous binary data
Xiaolu Zhu, Xiwei Tang and Annie Qu* |
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doi:10.5705/ss.202018.0298
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TESTING HETEROSCEDASTICITY FOR REGRESSION MODELS BASED ON PROJECTIONS
Falong Tan, Xuejun Jiang*, Xu Guo and Lixing Zhu |
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doi:10.5705/ss.202018.0322
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Propensity model selection with nonignorable nonresponse and instrument variable
Lei Wang, Jun Shao and Fang Fang* |
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doi:10.5705/ss.202019.0025
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Causal Proportional Hazards Estimation with a Binary Instrumental Variable
Behzad Kianian, Jung In Kim, Jason P. Fine and Limin Peng* |
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doi:10.5705/ss.202019.0096
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On supervised reduction and its dual
Peirong Xu and Tao Wang* |
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doi:10.5705/ss.202017.0532
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Least Favorable Direction Test for Multivariate Analysis of Variance in High Dimension
Rui Wang and Xingzhong Xu* |
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doi:10.5705/ss.202018.0279
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OPTIMAL SUBSAMPLING ALGORITHMS FOR BIG DATA REGRESSIONS
Mingyao Ai, Jun Yu, Huiming Zhang and HaiYing Wang* |
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doi:10.5705/ss.202018.0439
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Robust Inference in Varying-coefficient Additive Models for Longitudinal/Functional Data
Lixia Hu, Tao Huang* and Jinhong You |
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doi:10.5705/ss.202018.0483
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Robust Estimation of the Mean and Covariance Matrix for High Dimensional Time Series
Danna Zhang* |
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doi:10.5705/ss.202018.0185
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Sufficient Dimension Reduction for Feasible and Robust Estimation of Average Causal Effect
Trinetri Ghosh*, Yanyuan Ma and Xavier de Luna |
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doi:10.5705/ss.202018.0416
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On the Beta Prime Prior for Scale Parameters in High-Dimensional Bayesian Regression Models
Ray Bai* and Malay Ghosh |
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doi:10.5705/ss.202019.0037
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Minimal Second Order Saturated Designs and Their Applications to Space-Filling Designs
Boxin Tang*, Ching-Shui Cheng and Yuanzhen He |
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doi:10.5705/ss.202018.0267
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Fast Nonparametric Maximum Likelihood Density Deconvolution Using Bernstein Polynomial
Zhong Guan* |
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doi:10.5705/ss.202018.0173
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Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression
Ting Tao, Shaohua Pan and Shujun Bi* |
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doi:10.5705/ss.202018.0507
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Varying Coefficient Panel Data Model with Interactive Fixed Effects
Sanying Feng, Gaorong Li*, Heng Peng and Tiejun Tong |
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doi:10.5705/ss.202018.0248
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Testing One Hypothesis Multiple Times
Sara Algeri* and David A. van Dyk |
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doi:10.5705/ss.202018.0027
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Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
Juan M. Rodriguez-Poo* and Alexandra Soberon |
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doi:10.5705/ss.202018.0382
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A Model-averaging method for high-dimensional regression with missing responses at random
Jinhan Xie, Xiaodong Yan and Niansheng Tang* |
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doi:10.5705/ss.202018.0297
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Subgroup Analysis in Censored Linear Regression
Xiaodong Yan, Guosheng Yin and Xingqiu Zhao* |
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doi:10.5705/ss.202018.0319
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Omnibus Model Checks of Linear Assumptions through Distance Covariance
Kai Xu* and Daojiang He |
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doi:10.5705/ss.202019.0311
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Efficient designs for the estimation of mixed and self carryover effects
Joachim Kunert* and Johanna Mielke |
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doi:10.5705/ss.202018.0137
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Hypothesis Testing in Large-scale Functional Linear Regression
Kaijie Xue and Fang Yao* |
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doi:10.5705/ss.202018.0456
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Volume 31, Number 3, July 2021 |
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PARAMETER REDUNDANCY AND THE EXISTENCE OF MAXIMUM LIKELIHOOD ESTIMATES IN LOG-LINEAR MODELS
Serveh Sharifi Far*, Michail Papathomas and Ruth King |
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doi:10.5705/ss.202018.0100
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Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls
David Gerard* and Matthew Stephens |
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doi:10.5705/ss.202018.0345
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SMOOTH DENSITY SPATIAL QUANTILE REGRESSION
Halley Brantley*, Montserrat Fuentes, Joseph Guinness and Eben Thoma |
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doi:10.5705/ss.202019.0002
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On simultaneous calibration of two-sample t-tests for high-dimension low-sample-size data
Chunming Zhang*, Shengji Jia and Yongfeng Wu |
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doi:10.5705/ss.202018.0467
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Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension
Yinqiu He, Tiefeng Jiang, Jiyang Wen and Gongjun Xu* |
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doi:10.5705/ss.202019.0056
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Feature Screening for Network Autoregression Model
Danyang Huang, Xuening Zhu*, Runze Li and Hansheng Wang |
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doi:10.5705/ss.202018.0400
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Quantile Estimation of Regression Models with GARCH-X Errors
Qianqian Zhu*, Guodong Li and Zhijie Xiao |
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doi:10.5705/ss.202019.0003
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Doubly Robust Regression Analysis for Data Fusion
Katherine Evans, BaoLuo Sun, James Robins and Eric J. Tchetgen Tchetgen* |
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doi:10.5705/ss.202018.0334
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Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure
Anestis Touloumis*, John C. Marioni and Simon Tavare |
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doi:10.5705/ss.202018.0268
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FUNCTIONAL ADDITIVE QUANTILE REGRESSION
YINGYING ZHANG, HENG LIAN*, GUODONG LI and ZHONGYI ZHU |
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doi:10.5705/ss.202018.0499
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A Sequential Significance Test for Treatment by Covariate Interactions
Min Qian*, Bibhas Chakraborty, Raju Maiti and Ying Kuen Cheung |
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doi:10.5705/ss.202018.0451
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A nonparametric test for stationarity in functional time series
Anne van Delft*, Vaidotas Characiejus and Holger Dette |
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doi:10.5705/ss.202018.0320
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Sparse Deep Neural Networks Using L1,∞-Weight Normalization
Ming Wen, Yixi Xu*, Yunling Zheng, Zhouwang Yang and Xiao Wang |
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doi:10.5705/ss.202018.0468
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Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis
Seonjin Kim, Hyunkeun Ryan Cho* and Colin Wu |
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doi:10.5705/ss.202019.0127
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Efficient and positive semidefinite pre-averaging realized covariance estimator
Liang-Ching Lin*, Ying Chen, Guangming Pan and Vladimir Spokoiny |
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doi:10.5705/ss.202017.0489
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Multivariate Spline Estimation and Inference for Image-on-Scalar Regression
Shan Yu, Guannan Wang, Li Wang* and Lijian Yang |
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doi:10.5705/ss.202019.0188
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A projection-based consistent test incorporating dimension-reduction in partial linear models
Zhihua Sun, Feifei Chen, Hua Liang* and David Ruppert |
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doi:10.5705/ss.202019.0238
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Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates
Xuan Cao and Kyoungjae Lee* |
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doi:10.5705/ss.202019.0202
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Efficient and Robust Estimation of τ-year Risk Prediction Models Leveraging Time Varying Intermediate Outcomes
Yu Zheng, Tian Lu and Tianxi Cai* |
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doi:10.5705/ss.202019.0066
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Penalized Interaction Estimation for Ultrahigh Dimensional Quadratic Regression
Cheng Wang*, Binyan Jiang and Liping Zhu |
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doi:10.5705/ss.202019.0081
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Simultaneous estimation of normal means with side information
Sihai Dave Zhao* |
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doi:10.5705/ss.202019.0075
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Volume 31, Number 4, October 2021 |
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Semiparametric Inference of Causal Effect with
Nonignorable Missing Confounders
Zhaohan Sun and
Lan Liu* |
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doi:10.5705/ss.202018.0466
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DESIGN BASED INCOMPLETE U-STATISTICS
Xiangshun Kong and Wei Zheng* |
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doi:10.5705/ss.202019.0098
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A Bayesian semi-parametric mixture model for bivariate
extreme value analysis with application to precipitation
forecasting
Yuan Tian and Brian J. Reich* |
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doi:10.5705/ss.202018.0420
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OPTIMAL DESIGNS FOR SERIES ESTIMATION IN NONPARAMETRIC REGRESSION WITH CORRELATED DATA
Kirsten Schorning, Maria Konstantinou and Holger Dette* |
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doi:10.5705/ss.202018.0497
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Construction of Uniform Designs and Complex-Structured Uniform Designs via Partitionable t-Designss
Hengzhen Huang, Huangsheng Yu, Min-Qian Liu and Dianhua Wu* |
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doi:10.5705/ss.202019.0173
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A kernel regression model for panel count data with time-varying coefficients
Yang Wang and Zhangsheng Yu* |
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doi:10.5705/ss.202019.0220
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Network Influence Analysis
Tao Zou, Ronghua Luo, Wei Lan* and Chih-Ling Tsai |
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doi:10.5705/ss.202019.0242
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On Sure Screening with Multiple Responses
Hui Zou*, Di He and Yong Zhou |
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doi:10.5705/ss.202018.0462
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A Unified Theory for Robust Bayesian Prediction Under a General Class of Regret Loss Functions
Nader Nematollahi*, Mohammad Jafari Jozani and Razieh Jafaraghaie |
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doi:10.5705/ss.202018.0063
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Exchangeable Markov multi-state survival processes
Walter Dempsey* |
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doi:10.5705/ss.202018.0403
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New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss
Hamid Karamikabir and Mahmoud Afshari* |
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doi:10.5705/ss.202019.0339
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A robust and nonparametric two-sample test in high dimensions
Tao Qiu, Wangli Xu and Liping Zhu* |
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doi:10.5705/ss.202019.0170
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Randomized Response Sampling with Applications to Tracking Drugs for Better Life
Shu-Ching Su, Veronica I. Salinas, Monique Zamora, Stephen A. Sedory and Sarjinder Singh* |
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doi:10.5705/ss.202016.0177
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Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models
Abbas Khalili* and David A. Stephens |
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doi:10.5705/ss.202019.0190
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Nonparametric density estimation for intentionally corrupted functional data
Aurore Delaigle and Alexander Meister* |
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doi:10.5705/ss.202018.0484
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Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
Zemin Zheng, Jiarui Zhang*, Yang Li and Yaohua Wu |
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doi:10.5705/ss.202018.0379
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Total-effect Test Is Superfluous for Establishing Mediation in the Classic Mediation Model
Yingkai Jiang, Xinshu Zhao, Lixing Zhu, Jun S. Liu and Ke Deng* |
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doi:10.5705/ss.202019.0150
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REMI: REGRESSION WITH MARGINAL INFORMATION AND ITS APPLICATION IN GENOME-WIDE ASSOCIATION STUDIES
Jian Huang, Yuling Jiao*, Jin Liu** and Can Yang |
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doi:10.5705/ss.202019.0182
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Matrix Completion under Low-Rank Missing Mechanism
Xiaojun Mao, Raymond K. W. Wong and Song Xi Chen* |
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doi:10.5705/ss.202019.0196
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Directed Networks with a Differentially Private Bi-degree Sequence
Ting Yan* |
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doi:10.5705/ss.202019.0215
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Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior
Chang Liu, Yue Yang, Howard Bondell* and Ryan Martin |
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doi:10.5705/ss.202019.0133
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Volume 32, Number 1, January 2022 |
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Consistent Fixed-Effects Selection in Ultra-high dimensional Linear Mixed Models with Error-Covariate Endogeneity
Abhik Ghosh* and Magne Thoresen |
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doi:10.5705/ss.202019.0421
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Optimal Model Averaging Based on Generalized Method of Moments
Xinyu Zhang* |
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doi:10.5705/ss.202019.0230
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Efficient kernel-based variable selection with sparsistency
Xin He, Junhui Wang* and Shaogao Lv |
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doi:10.5705/ss.202019.0401
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Community Detection in Sparse Networks Using the Symmetrized Laplacian Inverse Matrix (SLIM)
Bingyi Jing*, Ting Li, Ningchen Ying and Xianshi Yu |
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doi:10.5705/ss.202020.0094
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Regularized projection score estimation of treatment effects in high-dimensional quantile regression
Chao Cheng, Xingdong Feng, Jian Huang and Xu Liu* |
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doi:10.5705/ss.202019.0247
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A New Principle for Tuning-Free Huber Regression
Lili Wang, Chao Zheng, Wen Zhou* and Wen-Xin Zhou |
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doi:10.5705/ss.202019.0045
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Spectral distribution of the sample covariance of high-dimensional time series with unit roots
Alexei Onatski* and Chen Wang |
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doi:10.5705/ss.202019.0046
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Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
Tingyou Zhou, Yuexiao Dong and Liping Zhu* |
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doi:10.5705/ss.202019.0095
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Quantile Martingale Difference Divergence for Dimension Reduction
Chung Eun Lee* and Haileab Hilafu |
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doi:10.5705/ss.202020.0006
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A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data
Efang Kong, Lengyang Wang, Yingcun Xia* and Jin Liu |
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doi:10.5705/ss.202019.0425
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Consistent Screening Procedures in High-dimensional Binary Classification
Hangjin Jiang, Xingqiu Zhao, Ronald C.W. Ma and Xiaodan Fan* |
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doi:10.5705/ss.202020.0088
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Bayesian Estimation of Gaussian Conditional Random Fields
Lingrui Gan, Naveen Narisetty* and Feng Liang |
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doi:10.5705/ss.202020.0118
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On Stratified Density Ratio Models
Moming Li and Guoqing Diao* |
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doi:10.5705/ss.202019.0412
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Correction: Derivative principal components for representing the time dynamics of longitudinal and functional data
Xiongtao Dai*, Hans-Georg Muller and Wenwen Tao |
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doi:10.5705/ss.202020.0203
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Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection
Huiming Zhang and Jinzhu Jia* |
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doi:10.5705/ss.202019.0315
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Some first results on the consistency of spatial regression with partial differential equation regularization
Eleonora Arnone, Alois Kneip, Fabio Nobile and Laura M. Sangalli* |
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doi:10.5705/ss.202019.0346
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Relationship between orthogonal and baseline parameterizations and its applications to design constructions
Cheng-Yu Sun and Boxin Tang* |
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doi:10.5705/ss.202020.0032
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A UNIFIED FRAMEWORK FOR MINIMUM ABERRATION
Ming-Chung Chang* |
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doi:10.5705/ss.202019.0416
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Sufficient cause interactions for categorical and ordinal outcomes
Jaffer Zaidi* and Tyler VanderWeele |
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doi:10.5705/ss.202019.0207
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FULL-SEMIPARAMETRIC-LIKELIHOOD-BASED INFERENCE FOR NON-IGNORABLE MISSING DATA
Yukun Liu*, Pengfei Li and Jing Qin |
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doi:10.5705/ss.202019.0243
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Hypothesis Testing for Network Data with Power Enhancement
Yin Xia and Lexin Li* |
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doi:10.5705/ss.202019.0361
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Volume 32, Number 2, April 2022 |
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A Sequential Probability Ratio Test for Sparse Gaussian Mixtures
Wenhua Jiang* and Cun-Hui Zhang |
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doi:10.5705/ss.202019.0218
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CLT For U-statistics With Growing Dimension
Cyrus DiCiccio and Joseph Romano* |
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doi:10.5705/ss.202020.0048
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Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health
Anru Zhang* and Kehui Chen |
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doi:10.5705/ss.202019.0219
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A new nonparametric extension of ANOVA via projection mean variance measure
Jicai Liu, Yuefeng Si, Wenchao Xu and Riquan Zhang* |
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doi:10.5705/ss.202020.0236
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Graph-based two-sample tests for data with repeated observations
Jingru Zhang and Hao Chen* |
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doi:10.5705/ss.202019.0116
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Power Analysis of Projection-Pursuit Independence Tests
Kai Xu and Liping Zhu* |
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doi:10.5705/ss.202019.0457
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Sample Empirical Likelihood and the Design-based Oracle Variable Selection Theory
Puying Zhao, David Haziza and Changbao Wu* |
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doi:10.5705/ss.202019.0058
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Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
Lianqiang Qu, Meiling Hao* and Liuquan Sun |
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doi:10.5705/ss.202020.0115
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An Approximate Bayesian Approach to Model-assisted Survey Estimation with Many Auxiliary Variables
Shonosuke Sugasawa* and Jae Kwang Kim |
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doi:10.5705/ss.202019.0239
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Dimension reduction via adaptive slicing
Tao Wang* |
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doi:10.5705/ss.202019.0102
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Bayesian Inference on Multivariate Medians and Quantiles
Indrabati Bhattacharya* and Subhashis Ghosal |
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doi:10.5705/ss.202020.0108
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A Functional Information Criterion for Region Selection in Functional Linear Models
Yunxiang Huang and Qihua Wang* |
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doi:10.5705/ss.202019.0409
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High-dimensional Varying Index Coefficient Quantile Regression Model
Jing Lv and Jialiang Li* |
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doi:10.5705/ss.202020.0170
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Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
Shurong Zheng*, Xuming He and Jianhua Guo |
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doi:10.5705/ss.202019.0319
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Performance Assessment of High-dimensional Variable Identification
Yanjia Yu*, Yi Yang and Yuhong Yang |
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doi:10.5705/ss.202019.0210
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A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION
Fei Chen, Lei Shi, Lin Zhu and Lixing Zhu* |
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doi:10.5705/ss.202019.0388
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Time series models for realized covariance matrices based on the matrix-F distribution
Jiayuan Zhou, Feiyu Jiang*, Ke Zhu and Wai Keung Li |
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doi:10.5705/ss.202019.0424
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A CLASS OF MULTILEVEL NONREGULAR DESIGNS FOR STUDYING QUANTITATIVE FACTORS
Lin Wang* and Hongquan Xu |
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doi:10.5705/ss.202020.0223
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Efficient estimation and computation in generalized varying coefficient models with unknown link and variance functions for large-scale data
Huazhen Lin*, Jiaxin Liu, Haoqi Li, Lixian Pan and Yi Li |
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doi:10.5705/ss.202020.0063
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CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
Yanlin Tang, Yinfeng Wang*, Huixia Judy Wang and Qing Pan |
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doi:10.5705/ss.202019.0304
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General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
Abhik Ghosh, Tuhin Majumder and Ayanendranath Basu* |
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doi:10.5705/ss.202019.0450
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Volume 32, Number 3, October 2022 |
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Extreme Quantile Estimation Based on the Tail Single-index Model
Wen Xu, Huixia Judy Wang and Deyuan Li* |
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doi:10.5705/ss.202020.0051
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Adjusting systematic bias in high dimensional principal component scores
Sungkyu Jung* |
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doi:10.5705/ss.202019.0400
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Maximum Likelihood Estimation for Cox Proportional Hazards Model with a Change Hyperplane
Yu Deng, Jianwen Cai and Donglin Zeng* |
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doi:10.5705/ss.202020.0141
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Projection-based Inference for High-dimensional Linear Models
Sangyoon Yi* and Xianyang Zhang |
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doi:10.5705/ss.202019.0283
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An iterative algorithm to learn from positive and unlabeled examples
Xin Liu, Qingle Zheng, Xiaotong Shen and Shaoli Wang* |
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doi:10.5705/ss.202020.0287
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A Simple and Efficient Estimation of Average Treatment Effects in Models with Unmeasured Confounders
Chunrong Ai, Lukang Huang and Zheng Zhang* |
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doi:10.5705/ss.202020.0165
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Estimation of Simultaneous Signals Using Absolute Inner Product with Applications to Integrative Genomics
Rong Ma, T. Tony Cai and Hongzhe Li* |
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doi:10.5705/ss.202019.0445
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On Semiparametric Instrumental Variable Estimation of Average Treatment Effects through Data Fusion
BaoLuo Sun* and Wang Miao |
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doi:10.5705/ss.202020.0081
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SEAMLESS PHASE II/III CLINICAL TRIALS WITH COVARIATE ADAPTIVE RANDOMIZATION
Wei Ma, Mengxi Wang and Hongjian Zhu* |
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doi:10.5705/ss.202019.0354
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Time-Varying Mixture Copula Models with Copula Selection
Bingduo Yang, Zongwu Cai, Christian Hafner and Guannan Liu* |
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doi:10.5705/ss.202020.0005
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Softplus INGARCH Model
Christian H. Weiß, Fukang Zhu* and Aisouda Hoshiyar |
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doi:10.5705/ss.202020.0353
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