Future Papers

This publication schedule is subject to change.

In Honor of Professor Tze Leung Lai

Quantification of model bias underlying the phenomenon of Einstein from Noise
Shao-Hsuan Wang, Yi-Ching Yao, Wei-Hau Chang and I-Ping Tu*
doi:10.5705/ss.202020.0334

 

Volume 31,  Number 2, April 2021

Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
David Morales-Jimenez, Iain M. Johnstone*, Matthew R. McKay and Jeha Yang
doi:10.5705/ss.202019.0052
Longitudinal clustering for heterogeneous binary data
Xiaolu Zhu, Xiwei Tang and Annie Qu*
doi:10.5705/ss.202018.0298
TESTING HETEROSCEDASTICITY FOR REGRESSION MODELS BASED ON PROJECTIONS
Falong Tan, Xuejun Jiang*, Xu Guo and Lixing Zhu
doi:10.5705/ss.202018.0322
Propensity model selection with nonignorable nonresponse and instrument variable
Lei Wang, Jun Shao and Fang Fang*
 
doi:10.5705/ss.202019.0025
Causal Proportional Hazards Estimation with a Binary Instrumental Variable
Behzad Kianian, Jung In Kim, Jason P. Fine and Limin Peng*
doi:10.5705/ss.202019.0096
On supervised reduction and its dual
Peirong Xu and Tao Wang*
doi:10.5705/ss.202017.0532
Least Favorable Direction Test for Multivariate Analysis of Variance in High Dimension
Rui Wang and Xingzhong Xu*
doi:10.5705/ss.202018.0279
OPTIMAL SUBSAMPLING ALGORITHMS FOR BIG DATA REGRESSIONS
Mingyao Ai, Jun Yu, Huiming Zhang and HaiYing Wang*
doi:10.5705/ss.202018.0439
Robust Inference in Varying-coefficient Additive Models for Longitudinal/Functional Data
Lixia Hu, Tao Huang* and Jinhong You
doi:10.5705/ss.202018.0483
Robust Estimation of the Mean and Covariance Matrix for High Dimensional Time Series
Danna Zhang*
doi:10.5705/ss.202018.0185
Sufficient Dimension Reduction for Feasible and Robust Estimation of Average Causal Effect
Trinetri Ghosh*, Yanyuan Ma and Xavier de Luna
doi:10.5705/ss.202018.0416
On the Beta Prime Prior for Scale Parameters in High-Dimensional Bayesian Regression Models
Ray Bai* and Malay Ghosh
doi:10.5705/ss.202019.0037
Minimal Second Order Saturated Designs and Their Applications to Space-Filling Designs
Boxin Tang*, Ching-Shui Cheng and Yuanzhen He
 
doi:10.5705/ss.202018.0267
Fast Nonparametric Maximum Likelihood Density Deconvolution Using Bernstein Polynomial
Zhong Guan*
doi:10.5705/ss.202018.0173
Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression
Ting Tao, Shaohua Pan and Shujun Bi*
doi:10.5705/ss.202018.0507
Varying Coefficient Panel Data Model with Interactive Fixed Effects
Sanying Feng, Gaorong Li*, Heng Peng and Tiejun Tong
doi:10.5705/ss.202018.0248
Testing One Hypothesis Multiple Times
Sara Algeri* and David A. van Dyk
doi:10.5705/ss.202018.0027
Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
Juan M. Rodriguez-Poo* and Alexandra Soberon
doi:10.5705/ss.202018.0382
A Model-averaging method for high-dimensional regression with missing responses at random
Jinhan Xie, Xiaodong Yan and Niansheng Tang*
doi:10.5705/ss.202018.0297
Subgroup Analysis in Censored Linear Regression
Xiaodong Yan, Guosheng Yin and Xingqiu Zhao*
doi:10.5705/ss.202018.0319
Omnibus Model Checks of Linear Assumptions through Distance Covariance
Kai Xu* and Daojiang He
doi:10.5705/ss.202019.0311
Efficient designs for the estimation of mixed and self carryover effects
Joachim Kunert* and Johanna Mielke
doi:10.5705/ss.202018.0137
Hypothesis Testing in Large-scale Functional Linear Regression
Kaijie Xue and Fang Yao*
doi:10.5705/ss.202018.0456

 

Volume 31,  Number 3, July 2021

PARAMETER REDUNDANCY AND THE EXISTENCE OF MAXIMUM LIKELIHOOD ESTIMATES IN LOG-LINEAR MODELS
Serveh Sharifi Far*, Michail Papathomas and Ruth King
doi:10.5705/ss.202018.0100
Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls
David Gerard* and Matthew Stephens
doi:10.5705/ss.202018.0345
SMOOTH DENSITY SPATIAL QUANTILE REGRESSION
Halley Brantley*, Montserrat Fuentes, Joseph Guinness and Eben Thoma
doi:10.5705/ss.202019.0002
On simultaneous calibration of two-sample t-tests for high-dimension low-sample-size data
Chunming Zhang*, Shengji Jia and Yongfeng Wu
doi:10.5705/ss.202018.0467
Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension
Yinqiu He, Tiefeng Jiang, Jiyang Wen and Gongjun Xu*
doi:10.5705/ss.202019.0056
Feature Screening for Network Autoregression Model
Danyang Huang, Xuening Zhu*, Runze Li and Hansheng Wang
doi:10.5705/ss.202018.0400
Quantile Estimation of Regression Models with GARCH-X Errors
Qianqian Zhu*, Guodong Li and Zhijie Xiao
doi:10.5705/ss.202019.0003
Doubly Robust Regression Analysis for Data Fusion
Katherine Evans, BaoLuo Sun, James Robins and Eric J. Tchetgen Tchetgen*
doi:10.5705/ss.202018.0334
Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure
Anestis Touloumis*, John C. Marioni and Simon Tavare
doi:10.5705/ss.202018.0268
FUNCTIONAL ADDITIVE QUANTILE REGRESSION
YINGYING ZHANG, HENG LIAN*, GUODONG LI and ZHONGYI ZHU
doi:10.5705/ss.202018.0499
A Sequential Significance Test for Treatment by Covariate Interactions
Min Qian*, Bibhas Chakraborty, Raju Maiti and Ying Kuen Cheung
doi:10.5705/ss.202018.0451
A nonparametric test for stationarity in functional time series
Anne van Delft*, Vaidotas Characiejus and Holger Dette
doi:10.5705/ss.202018.0320
Sparse Deep Neural Networks Using L1,∞-Weight Normalization
Ming Wen, Yixi Xu*, Yunling Zheng, Zhouwang Yang and Xiao Wang
doi:10.5705/ss.202018.0468
Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis
Seonjin Kim, Hyunkeun Ryan Cho* and Colin Wu
 
doi:10.5705/ss.202019.0127
Efficient and positive semidefinite pre-averaging realized covariance estimator
Liang-Ching Lin*, Ying Chen, Guangming Pan and Vladimir Spokoiny
doi:10.5705/ss.202017.0489
Multivariate Spline Estimation and Inference for Image-on-Scalar Regression
Shan Yu, Guannan Wang, Li Wang* and Lijian Yang
doi:10.5705/ss.202019.0188
A projection-based consistent test incorporating dimension-reduction in partial linear models
Zhihua Sun, Feifei Chen, Hua Liang* and David Ruppert
doi:10.5705/ss.202019.0238
Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates
Xuan Cao and Kyoungjae Lee*
doi:10.5705/ss.202019.0202
Efficient and Robust Estimation of τ-year Risk Prediction Models Leveraging Time Varying Intermediate Outcomes
Yu Zheng, Tian Lu and Tianxi Cai*
doi:10.5705/ss.202019.0066
Penalized Interaction Estimation for Ultrahigh Dimensional Quadratic Regression
Cheng Wang*, Binyan Jiang and Liping Zhu
doi:10.5705/ss.202019.0081
Simultaneous estimation of normal means with side information
Sihai Dave Zhao*
doi:10.5705/ss.202019.0075

 

Volume 31,  Number 4, October 2021

 
Semiparametric Inference of Causal Effect with Nonignorable Missing Confounders
Zhaohan Sun and Lan Liu*
doi:10.5705/ss.202018.0466
DESIGN BASED INCOMPLETE U-STATISTICS
Xiangshun Kong and Wei Zheng*
doi:10.5705/ss.202019.0098
A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting
Yuan Tian and Brian J. Reich*
doi:10.5705/ss.202018.0420
OPTIMAL DESIGNS FOR SERIES ESTIMATION IN NONPARAMETRIC REGRESSION WITH CORRELATED DATA
Kirsten Schorning, Maria Konstantinou and Holger Dette*
doi:10.5705/ss.202018.0497
Construction of Uniform Designs and Complex-Structured Uniform Designs via Partitionable t-Designss
Hengzhen Huang, Huangsheng Yu, Min-Qian Liu and Dianhua Wu*
 
doi:10.5705/ss.202019.0173
A kernel regression model for panel count data with time-varying coefficients
Yang Wang and Zhangsheng Yu*
doi:10.5705/ss.202019.0220
Network Influence Analysis
Tao Zou, Ronghua Luo, Wei Lan* and Chih-Ling Tsai
doi:10.5705/ss.202019.0242
On Sure Screening with Multiple Responses
Hui Zou*, Di He and Yong Zhou
 
doi:10.5705/ss.202018.0462
A Unified Theory for Robust Bayesian Prediction Under a General Class of Regret Loss Functions
Nader Nematollahi*, Mohammad Jafari Jozani and Razieh Jafaraghaie
doi:10.5705/ss.202018.0063
Exchangeable Markov multi-state survival processes
Walter Dempsey*
doi:10.5705/ss.202018.0403
New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss
Hamid Karamikabir and Mahmoud Afshari*
doi:10.5705/ss.202019.0339
A robust and nonparametric two-sample test in high dimensions
Tao Qiu, Wangli Xu and Liping Zhu*
doi:10.5705/ss.202019.0170
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*
doi:10.5705/ss.202016.0177
Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models
Abbas Khalili* and David A. Stephens
doi:10.5705/ss.202019.0190
Nonparametric density estimation for intentionally corrupted functional data
Aurore Delaigle and Alexander Meister*
doi:10.5705/ss.202018.0484
Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
Zemin Zheng, Jiarui Zhang*, Yang Li and Yaohua Wu
doi:10.5705/ss.202018.0379
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*
doi:10.5705/ss.202019.0150
REMI: REGRESSION WITH MARGINAL INFORMATION AND ITS APPLICATION IN GENOME-WIDE ASSOCIATION STUDIES
Jian Huang, Yuling Jiao*, Jin Liu** and Can Yang
doi:10.5705/ss.202019.0182
Matrix Completion under Low-Rank Missing Mechanism
Xiaojun Mao, Raymond K. W. Wong and Song Xi Chen*
doi:10.5705/ss.202019.0196
Directed Networks with a Differentially Private Bi-degree Sequence
Ting Yan*
doi:10.5705/ss.202019.0215
Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior
Chang Liu, Yue Yang, Howard Bondell* and Ryan Martin
doi:10.5705/ss.202019.0133

 

Volume 32,  Number 1, January 2022

 
Consistent Fixed-Effects Selection in Ultra-high dimensional Linear Mixed Models with Error-Covariate Endogeneity
Abhik Ghosh* and Magne Thoresen
doi:10.5705/ss.202019.0421
Optimal Model Averaging Based on Generalized Method of Moments
Xinyu Zhang*
doi:10.5705/ss.202019.0230
Efficient kernel-based variable selection with sparsistency
Xin He, Junhui Wang* and Shaogao Lv
doi:10.5705/ss.202019.0401
Community Detection in Sparse Networks Using the Symmetrized Laplacian Inverse Matrix (SLIM)
Bingyi Jing*, Ting Li, Ningchen Ying and Xianshi Yu
doi:10.5705/ss.202020.0094
Regularized projection score estimation of treatment effects in high-dimensional quantile regression
Chao Cheng, Xingdong Feng, Jian Huang and Xu Liu*
doi:10.5705/ss.202019.0247
A New Principle for Tuning-Free Huber Regression
Lili Wang, Chao Zheng, Wen Zhou* and Wen-Xin Zhou
doi:10.5705/ss.202019.0045
Spectral distribution of the sample covariance of high-dimensional time series with unit roots
Alexei Onatski* and Chen Wang
doi:10.5705/ss.202019.0046
Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
Tingyou Zhou, Yuexiao Dong and Liping Zhu*
doi:10.5705/ss.202019.0095
Quantile Martingale Difference Divergence for Dimension Reduction
Chung Eun Lee* and Haileab Hilafu
doi:10.5705/ss.202020.0006
A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data
Efang Kong, Lengyang Wang, Yingcun Xia* and Jin Liu
doi:10.5705/ss.202019.0425
Consistent Screening Procedures in High-dimensional Binary Classification
Hangjin Jiang, Xingqiu Zhao, Ronald C.W. Ma and Xiaodan Fan*
doi:10.5705/ss.202020.0088
Bayesian Estimation of Gaussian Conditional Random Fields
Lingrui Gan, Naveen Narisetty* and Feng Liang
doi:10.5705/ss.202020.0118
On Stratified Density Ratio Models
Moming Li and Guoqing Diao*
doi:10.5705/ss.202019.0412
Correction: Derivative principal components for representing the time dynamics of longitudinal and functional data
Xiongtao Dai*, Hans-Georg Muller and Wenwen Tao
doi:10.5705/ss.202020.0203
Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection
Huiming Zhang and Jinzhu Jia*
doi:10.5705/ss.202019.0315
Some first results on the consistency of spatial regression with partial differential equation regularization
Eleonora Arnone, Alois Kneip, Fabio Nobile and Laura M. Sangalli*
doi:10.5705/ss.202019.0346
Relationship between orthogonal and baseline parameterizations and its applications to design constructions
Cheng-Yu Sun and Boxin Tang*
doi:10.5705/ss.202020.0032
A UNIFIED FRAMEWORK FOR MINIMUM ABERRATION
Ming-Chung Chang*
doi:10.5705/ss.202019.0416
Sufficient cause interactions for categorical and ordinal outcomes
Jaffer Zaidi* and Tyler VanderWeele
doi:10.5705/ss.202019.0207
FULL-SEMIPARAMETRIC-LIKELIHOOD-BASED INFERENCE FOR NON-IGNORABLE MISSING DATA
Yukun Liu*, Pengfei Li and Jing Qin
doi:10.5705/ss.202019.0243
Hypothesis Testing for Network Data with Power Enhancement
Yin Xia and Lexin Li*
doi:10.5705/ss.202019.0361

 

Volume 32,  Number 2, April 2022

 
A Sequential Probability Ratio Test for Sparse Gaussian Mixtures
Wenhua Jiang* and Cun-Hui Zhang
doi:10.5705/ss.202019.0218
CLT For U-statistics With Growing Dimension
Cyrus DiCiccio and Joseph Romano*
doi:10.5705/ss.202020.0048
Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health
Anru Zhang* and Kehui Chen
doi:10.5705/ss.202019.0219
A new nonparametric extension of ANOVA via projection mean variance measure
Jicai Liu, Yuefeng Si, Wenchao Xu and Riquan Zhang*
doi:10.5705/ss.202020.0236
Graph-based two-sample tests for data with repeated observations
Jingru Zhang and Hao Chen*
doi:10.5705/ss.202019.0116
Power Analysis of Projection-Pursuit Independence Tests
Kai Xu and Liping Zhu*
doi:10.5705/ss.202019.0457
Sample Empirical Likelihood and the Design-based Oracle Variable Selection Theory
Puying Zhao, David Haziza and Changbao Wu*
doi:10.5705/ss.202019.0058
Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
Lianqiang Qu, Meiling Hao* and Liuquan Sun
doi:10.5705/ss.202020.0115
An Approximate Bayesian Approach to Model-assisted Survey Estimation with Many Auxiliary Variables
Shonosuke Sugasawa* and Jae Kwang Kim
doi:10.5705/ss.202019.0239
Dimension reduction via adaptive slicing
Tao Wang*
doi:10.5705/ss.202019.0102
Bayesian Inference on Multivariate Medians and Quantiles
Indrabati Bhattacharya* and Subhashis Ghosal
doi:10.5705/ss.202020.0108
A Functional Information Criterion for Region Selection in Functional Linear Models
Yunxiang Huang and Qihua Wang*
doi:10.5705/ss.202019.0409
High-dimensional Varying Index Coefficient Quantile Regression Model
Jing Lv and Jialiang Li*
doi:10.5705/ss.202020.0170
Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
Shurong Zheng*, Xuming He and Jianhua Guo
doi:10.5705/ss.202019.0319
Performance Assessment of High-dimensional Variable Identification
Yanjia Yu*, Yi Yang and Yuhong Yang
doi:10.5705/ss.202019.0210
A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION
Fei Chen, Lei Shi, Lin Zhu and Lixing Zhu*
doi:10.5705/ss.202019.0388
Time series models for realized covariance matrices based on the matrix-F distribution
Jiayuan Zhou, Feiyu Jiang*, Ke Zhu and Wai Keung Li
doi:10.5705/ss.202019.0424
A CLASS OF MULTILEVEL NONREGULAR DESIGNS FOR STUDYING QUANTITATIVE FACTORS
Lin Wang* and Hongquan Xu
doi:10.5705/ss.202020.0223
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
doi:10.5705/ss.202020.0063
CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
Yanlin Tang, Yinfeng Wang*, Huixia Judy Wang and Qing Pan
doi:10.5705/ss.202019.0304
General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
Abhik Ghosh, Tuhin Majumder and Ayanendranath Basu*
doi:10.5705/ss.202019.0450

 

Volume 32,  Number 3, October 2022

 
Extreme Quantile Estimation Based on the Tail Single-index Model
Wen Xu, Huixia Judy Wang and Deyuan Li*
doi:10.5705/ss.202020.0051
Adjusting systematic bias in high dimensional principal component scores
Sungkyu Jung*
doi:10.5705/ss.202019.0400
Maximum Likelihood Estimation for Cox Proportional Hazards Model with a Change Hyperplane
Yu Deng, Jianwen Cai and Donglin Zeng*
doi:10.5705/ss.202020.0141
Projection-based Inference for High-dimensional Linear Models
Sangyoon Yi* and Xianyang Zhang
doi:10.5705/ss.202019.0283
An iterative algorithm to learn from positive and unlabeled examples
Xin Liu, Qingle Zheng, Xiaotong Shen and Shaoli Wang*
doi:10.5705/ss.202020.0287
A Simple and Efficient Estimation of Average Treatment Effects in Models with Unmeasured Confounders
Chunrong Ai, Lukang Huang and Zheng Zhang*
doi:10.5705/ss.202020.0165
Estimation of Simultaneous Signals Using Absolute Inner Product with Applications to Integrative Genomics
Rong Ma, T. Tony Cai and Hongzhe Li*
doi:10.5705/ss.202019.0445
On Semiparametric Instrumental Variable Estimation of Average Treatment Effects through Data Fusion
BaoLuo Sun* and Wang Miao
doi:10.5705/ss.202020.0081
SEAMLESS PHASE II/III CLINICAL TRIALS WITH COVARIATE ADAPTIVE RANDOMIZATION
Wei Ma, Mengxi Wang and Hongjian Zhu*
doi:10.5705/ss.202019.0354
Time-Varying Mixture Copula Models with Copula Selection
Bingduo Yang, Zongwu Cai, Christian Hafner and Guannan Liu*
doi:10.5705/ss.202020.0005
Softplus INGARCH Model
Christian H. Weiß, Fukang Zhu* and Aisouda Hoshiyar
doi:10.5705/ss.202020.0353