Properties of k-record posteriors for the Weibull model

Estimation and inference for multi-kink expectile regression with nonignorable dropout

Asymptotic properties of Kaplan–Meier estimator and hazard estimator for censored survival time with LENQD data

Adjusted variance estimators based on minimizing mean squared error for stratified random samples

Increasing convex order of capital allocation with dependent assets under threshold model

Communication-efficient distributed statistical inference on zero-inflated Poisson models

Relaxed doubly robust estimation in causal inference

Verifiable identification condition for nonignorable nonresponse data with categorical instrumental variables

Multiply robust estimation for average treatment effect among treated

FragmGAN: generative adversarial nets for fragmentary data imputation and prediction

Robust analyzes for longitudinal clinical trials with missing and non-normal continuous outcomes

Kernel regression utilizing heterogeneous datasets

Bayesian-inspired minimum contamination designs under a double-pair conditional effect model

Compression schemes for concept classes induced by three types of discrete undirected graphical models

Autoregressive moving average model for matrix time series

Log-rank and stratified log-rank tests

The study on systemic risk of rural finance based on macro–micro big data and machine learning

Single-arm phase II three-outcome designs with handling of over-running/under-running

Applications of Burr III- Weibull quantile function in reliability analysis

Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation

A distribution-free test of independence based on a modified mean variance index

Evaluation of the Canadian government policies on controlling the COVID-19 outbreaks

How to implement the ‘one patient, one vote’ principle under the framework of estimand

Dimension reduction with expectation of conditional difference measure

MLE with datasets from populations having shared parameters

Robust variance estimation for covariate-adjusted unconditional treatment effect in randomized clinical trials with binary outcomes

On the construction of balanced repeated measurements designs with good circular properties

On some aspects of a bivariate alternative zero-inflated logarithmic series distribution

On the MLE of the Waring distribution

Regression models of Pearson correlation coefficient

Locally R-optimal designs for a class of nonlinear multiple regression models

Availability and cost-benefit evaluation for a repairable retrial system with warm standbys and priority

A novel nonparametric mixture model for the detection pattern of COVID-19 on Diamond Princess cruise

Rates of convergence of powered order statistics from general error distribution

A short note on fitting a single-index model with massive data

Application of neural network to model rainfall pattern of Ethiopia

Variable selection in finite mixture of median regression models using skew-normal distribution

Bayesian analysis for the Lomax model using noninformative priors

Bayesian penalized model for classification and selection of functional predictors using longitudinal MRI data from ADNI

Model averaging for generalized linear models in fragmentary data prediction

Posterior propriety of an objective prior for generalized hierarchical normal linear models

Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction

Empirical likelihood inference and goodness-of-fit test for logistic regression model under two-phase case-control sampling

Eight predictive powers with historical and interim data for futility and efficacy analysis

A selective review of statistical methods using calibration information from similar studies

Rejoinder on “A selective review of statistical methods using calibration information from similar studies”

A discussion of ‘A selective review on calibration information from similar studies’

Discussion of ‘A selective review of statistical methods using calibration information from similar studies’

Discussion of “A selective review of statistical methods using calibration information from similar studies” and some remarks on data integration

A discussion on “A selective review of statistical methods using calibration information from similar studies”

A discussion on “A selective review of statistical methods using calibration information from similar studies” by Qin, Liu and Li

A new result on recovery sparse signals using orthogonal matching pursuit

Optimal model averaging estimator for multinomial logit models

Asymptotic properties of a nonparametric conditional density estimator in the local linear estimation for functional data via a functional single-index model

Exponential tilted likelihood for stationary time series models

Variable screening in multivariate linear regression with high-dimensional covariates

A review of distributed statistical inference

Discussion of the paper ‘A review of distributed statistical inference’

Discussion on ‘A review of distributed statistical inference’

Discussion of: a review of distributed statistical inference

Discussion of: ‘A review of distributed statistical inference’

Discussion on the paper “A review of distributed statistical inference”

Rejoinder on ‘A review of distributed statistical inference’

Stochastic loss reserving using individual information model with over-dispersed Poisson

Empirical likelihood inference in autoregressive models with time-varying variances

Time-dependent reliability analysis for repairable consecutive-k-out-of-n:F system

Generalized fiducial methods for testing quantitative trait locus effects in genetic backcross studies

High-dimensional proportionality test of two covariance matrices and its application to gene expression data

Research on three-step accelerated gradient algorithm in deep learning

Nonignorable item nonresponse in panel data

The balance property in neural network modelling

Stochastic comparisons on total capacity of weighted k-out-of-n systems with heterogeneous components

A new exact p-value approach for testing variance homogeneity

Posterior contraction rate of sparse latent feature models with application to proteomics

Interpreting uninterpretable predictors: kernel methods, Shtarkov solutions, and random forests

An introduction to statistical learning with applications in R

Intrinsic Bayesian estimation of linear time series models

A system for determining maximum tolerated dose in clinical trial

Bayesian quantile semiparametric mixed-effects double regression models

Covariance estimation via fiducial inference

Bayesian analysis for quantile smoothing spline

On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models

Editorial Foreword

Inference after covariate-adaptive randomisation: aspects of methodology and theory

Rejoinder on ‘Inference after covariate-adaptive randomization: aspects of methodology and theory

Comment: inference after covariate-adaptive randomisation: aspects of methodology and theory

Comment on ‘Inference after covariate-adaptive randomisation: aspects of methodology and theory’

Comment: Inference after covariate-adaptive randomisation: aspects of methodology and theory

Comment on ‘Inference after covariate-adaptive randomisation: aspects of methodology and theory’

A three-parameter logistic regression model

Personalized treatment selection via the covariatespecific treatment effect curve for longitudinal data

New extreme value theory for maxima of maxima

beta-divergence loss for the kernel density estimation with bias reduced

An integrated epidemic modelling framework for the real-time forecast of COVID-19 outbreaks in current epicentres

Sample size and power analysis for stepped wedge cluster randomised trials with binary outcomes

Target toxicity design for phase I dose-finding

A prediction-oriented optimal design for visualisation recommender systems

Robust sequential design for piecewise-stationary multi-armed bandit problem in the presence of outliers

Combinatorial testing: using blocking to assign test cases for validating complex software systems

Covariate balancing based on kernel density estimates for controlled experiments

Selecting baseline designs using a minimum aberration criterion when some two-factor interactions are important

D-optimal population designs in linear mixed effects models for multiple longitudinal data

Modified non-sequential third order rotatable designs constructed using Pairwise Balanced Design

On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures

Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”

Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang

Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’

Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang

Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’

Application of autoregressive tail-index model to Chinas stock market

Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”

Bayesian variable selection via a benchmark in normal linear models

Efficient estimation of smoothing spline with exact shape constraints

Nonlinear prediction via Hermite transformation

A selective overview of sparse sufficient dimension reduction

Discussion on ‘Review of sparse sufficient dimension reduction’

Rejoinder on ‘A selective overview of sparse sufficient dimension reduction’

Comment on ‘Review of sparse sufficient dimension reduction’

Discussion on ‘Review of sparse sufficient dimension reduction’

Review of sparse sufficient dimension reduction: comment

Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model

Quantile treatment effect estimation with dimension reduction

A class of admissible estimators of multiple regression coefficient with an unknown variance

Forecasting semi-stationary processes and statistical arbitrage

Efficient GMM estimation with singular system of moment conditions

Power-expected-posterior prior Bayes factor consistency for nested linear models with increasing dimensions

Empirical likelihood estimation in multivariate mixture models with repeated measurements

Interval estimation for minimal clinically important difference and its classification error via a bootstrap scheme

The abstract of doctoral dissertation ‘Some research on hypothesis testing and nonparametric variable screening problems for high dimensional data’

Optimal reinsurance designs based on risk measures: a review

Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’

Discussion of “optimal reinsurance designs based on risk measures: a review” by Jun Cai and Yichun Chi

A hybrid model of optimal reinsurance: a discussion of ‘Optimal reinsurance designs based on risk measures: a review’ by Jun Cai and Yichun Chi

Discussion on the paper ‘Optimal reinsurance design based on risk measures: a review’ by Yichun Chi and Jun Cai

A discussion of ‘optimal reinsurance designs based on risk measures: a review’

The abstract of doctoral dissertation ‘nonlinear wavelet density estimation and hazard rate estimation with data missing at random’

Meta-analysis of independent datasets using constrained generalised method of moments

Semiparametric estimation for accelerated failure time mixture cure model allowing non-curable competing risk

Statistical arbitrage under the efficient market hypothesis

Power analysis, sample size calculation for testing the largest binomial probability

Topic model for graph mining based on hierarchical Dirichlet process

Convergence rate of principal component analysis with local-linear smoother for functional data under a unified weighing scheme

Group screening for ultra-high-dimensional feature under linear model

Model-based small area estimation with no samples within the areas, by benchmarking to marginal cross-sectional and time-series estimates

2019 International Workshop on Big Data and Modern Statistics held at ECNU, China

Using state space models as a statistical impact measurement of survey redesigns: a case study of the labour force survey of the Australian Bureau of Statistics

Multivariate small area estimation under nonignorable nonresponse*

Nearest neighbour imputation under single index models

An equivalence result for moment equations when data are missing at random

Improving timeliness and accuracy of estimates from the UK labour force survey

Combining multiple imperfect data sources for small area estimation: a Bayesian model of provincial fertility rates in Cambodia

A resampling approach to estimation of the linking variance in the Fay–Herriot model

Graph-based multivariate conditional autoregressive models

Generalised variance functions for longitudinal survey data

Multi-outcome longitudinal small area estimation – a case study

Small area estimation with subgroup analysis

Small area prediction of quantiles for zero-inflated data and an informative sample design

On valid descriptive inference from non-probability sample

Domain estimation under informative linkage

Editorial foreword, second issue, 2019

Editorial foreword

Shape-constrained semiparametric additive stochastic volatility models

Some results on quantile-based Shannon doubly truncated entropy

Development of a first order integrated moving average model corrupted with a Markov modulated convex combination of autoregressive moving average errors

Measure of rotatability of modified five-level second-order rotatable design using supplementary difference sets

Founding of the Big Data Statistics Branch

Discussion on Prior-based Bayesian Information Criterion (PBIC) by M. J. Bayarri, James O. Berger, Woncheol Jang, Surajit Ray, Luis R. Pericchi, and Ingmar Visser

Rejoinder by James Berger, Woncheol Jang, Surajit Ray, Luis R. Pericchi and Ingmar Visser

Discussion of prior-based Bayesian information criterion (PBIC) by M.J. Bayarria, James O. Berger, Woncheol Jang, Surajit Ray, Luis R. Pericchi, and Ingmar Visser

Discussion of ‘Prior-based Bayesian information criterion (PBIC)’

Discussion of ‘Prior-based Bayesian Information Criterion (PBIC)’

Discussion of ‘Prior-based Bayesian Information Criterion (PBIC)’

Discussion on prior-based Bayes information criterion

A discussion of ‘prior-based Bayesian information criterion (PBIC)’

A discussion of prior-based Bayesian information criterion (PBIC)

A discussion of ‘prior-based Bayesian information criterion’

Prior-based Bayesian information criterion

The appreciation of statistical thoughts

Editorial foreword, second issue, 2018

How I became a statistician — thank you speech at birthday dinner

Interview with Professor Danny Pfeffermann

Summaries of three keynote lectures at the SAE – 2018

The effects of additive outliers in INAR(1) process and robust estimation

Pseudo likelihood and dimension reduction for data with nonignorable nonresponse

Dynamic stress–strength reliability estimation of system with survival signature

Efficient Robbins–Monro procedure for multivariate binary data

Combining estimators of a common parameter across samples

Some results of classification problem by Bayesian method and application in credit operation

Rejoinder: statistical inference for non-ignorable missing-data problems: a selective review

Statistical methods without estimating the missingness mechanism: a discussion of ‘statistical inference for nonignorable missing data problems: a selective review’ by Niansheng Tang and Yuanyuan Ju

Semiparametric propensity weighting for nonignorable nonresponse: a discussion of ‘Statistical inference for nonignorable missing data problems: a selective review’ by Niansheng Tang and Yuanyuan Ju

A discussion of ‘statistical inference for nonignorable missing data problems: a selective review’ by Niansheng Tang and Yuanyuan Ju

Some issues on longitudinal data with nonignorable dropout, a discussion of “Statistical Inference for Nonignorable Missing-Data Problems: A Selective Review” by Niansheng Tang and Yuanyuan Ju

Variable screening with missing covariates: a discussion of ‘statistical inference for nonignorable missing data problems: a selective review’ by Niansheng Tang and Yuanyuan Ju

Statistical inference for nonignorable missing-data problems: a selective review

Editorial foreword

Testing hypotheses under covariate-adaptive randomisation and additive models

Impact of sufficient dimension reduction in nonparametric estimation of causal effect

Deep advantage learning for optimal dynamic treatment regime

A generalisation of the exponential distribution and its applications on modelling skewed data

Step-stress accelerated degradation test planning based on Wiener process with correlation

Statistical analysis of dependent competing risks model in constant stress accelerated life testing with progressive censoring based on copula function

Objective Bayesian hypothesis testing and estimation for the intraclass model

Objective Bayesian analysis for the accelerated degradation model using Wiener process with measurement errors

Response to discussion of ‘Nutritional epidemiology methods and related statistical challenges and opportunities’

Discussion of the paper by R. L. Prentice and Y. Huang: Optimal designs and efficient inference for biomarker studies

Much room for optimism on measuring diet, preventing cancer and cardiovascular disease, and correcting for measurement error – discussion of the paper by R. L. Prentice and Y. Huang

On the formation and use of calibration equations in nutritional epidemiology – Discussion of the Paper by R. L. Prentice and Y. Huang

Nutritional epidemiology methods and related statistical challenges and opportunities

Second Issue, 2017

Multi-category diagnostic accuracy based on logistic regression

Optimal AK composite estimators in current population survey

Factor analysis of correlation matrices when the number of random variables exceeds the sample size

Sequential profile Lasso for ultra-high-dimensional partially linear models

Statistical estimation in partially nonlinear models with random effects

Statistical inference for zero-and-one-inflated poisson models

The influence of misspecified covariance on false discovery control when using posterior probabilities

Semiparametric Bayesian analysis of high-dimensional censored outcome data

Bayesian functional enrichment analysis for the Reactome database

Personalised medicine with multiple treatments: a PhD thesis abstract

Treatment recommendation and parameter estimation under single-index contrast function

Robust dynamic risk prediction with longitudinal studies

On finite mixture models

Sample size calculations in clinical research, third edition, by Shein-Chung Chow, Jun Shao, Hansheng Wang, and Yuliya Lokhnygina

Bayesian analysis of series system with dependent causes of failure

Power analysis for stratified cluster randomisation trials with cluster size being the stratifying factor

Portfolio optimisation using constrained hierarchical bayes models1

An extended sparse max-linear moving model with application to high-frequency financial data

Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing

Semiparametric fractional imputation using empirical likelihood in survey sampling

An adaptive lack of fit test for big data

Cholesky-based model averaging for covariance matrix estimation

Personalised treatment assignment maximising expected benefit with smooth hinge loss

Achieving the oracle property of OEM with nonconvex penalties

On finite mixture models

Funnel testing in webpage optimisation: representation, design and analysis

Editorial

Spatial-sign-based high-dimensional white noises test

Reliability estimation of s-out-of-k system with Kumaraswamy distribution based on partially constant stress accelerated life tests

Statistical inference of reliability for a K-out-of-N: G system with switching failure under Poisson shocks

A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques

Partially fixed bayesian additive regression trees

D-optimal saturated designs for main effects and interactions in 2^k-factorial experiments

Variable selection and subgroup analysis for high-dimensional censored data

A selective review of statistical methods using calibration information from similar studies