Statistical Theory and Related Fields

2017 - 2025

Current editor(s): Zhao Wei

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Volume 6, issue 4, 2022

Empirical likelihood inference and goodness-of-fit test for logistic regression model under two-phase case-control sampling pp. 265-276

Zhen Sheng, Yukun Liu and Jing Qin

Eight predictive powers with historical and interim data for futility and efficacy analysis pp. 277-298

Ying-Ying Zhang, Teng-Zhong Rong and Man-Man Li

Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction pp. 299-308

Juan Yang

Posterior propriety of an objective prior for generalized hierarchical normal linear models pp. 309-326

Cong Lin, Dongchu Sun and Chengyuan Song

Bayesian penalized model for classification and selection of functional predictors using longitudinal MRI data from ADNI pp. 327-343

Asish Banik, Taps Maiti and Andrew Bender

Model averaging for generalized linear models in fragmentary data prediction pp. 344-352

Chaoxia Yuan, Yang Wu and Fang Fang

Volume 6, issue 3, 2022

A selective review of statistical methods using calibration information from similar studies pp. 175-190

Jing Qin, Yukun Liu and Pengfei Li

Discussion of “A selective review of statistical methods using calibration information from similar studies” and some remarks on data integration pp. 191-192

Jerald F. Lawless

A discussion on “A selective review of statistical methods using calibration information from similar studies” by Qin, Liu and Li pp. 193-195

Peisong Han

A discussion on “A selective review of statistical methods using calibration information from similar studies” pp. 196-198

Ling Zhou and Peter X.-K. Song

Discussion of ‘A selective review of statistical methods using calibration information from similar studies’ pp. 199-200

Jing Ning

A discussion of ‘A selective review on calibration information from similar studies’ pp. 201-203

Jiahua Chen

Rejoinder on “A selective review of statistical methods using calibration information from similar studies” pp. 204-207

Jing Qin, Yukun Liu and Pengfei Li

Asymptotic properties of a nonparametric conditional density estimator in the local linear estimation for functional data via a functional single-index model pp. 208-219

Fadila Benaissa, Abdelmalek Gagui and Abdelhak Chouaf

A new result on recovery sparse signals using orthogonal matching pursuit pp. 220-226

Xueping Chen, Jianzhong Liu and Jiandong Chen

Optimal model averaging estimator for multinomial logit models pp. 227-240

Rongjie Jiang, Liming Wang and Yang Bai

Variable screening in multivariate linear regression with high-dimensional covariates pp. 241-253

Shiferaw B. Bizuayehu, Lu Li and Jin Xu

Exponential tilted likelihood for stationary time series models pp. 254-263

Xiuzhen Zhang, Yukun Liu, Riquan Zhang and Zhiping Lu

Volume 6, issue 2, 2022

A review of distributed statistical inference pp. 89-99

Yuan Gao, Weidong Liu, Hansheng Wang, Xiaozhou Wang, Yibo Yan and Riquan Zhang

Discussion of the paper ‘A review of distributed statistical inference’ pp. 100-101

Heng Lian

Discussion on ‘A review of distributed statistical inference’ pp. 102-103

Yang Yu and Guang Cheng

Discussion of: a review of distributed statistical inference pp. 104-104

Zheng-Chu Guo

Discussion of: ‘A review of distributed statistical inference’ pp. 105-107

Shaogao Lv and Xingcai Zhou

Discussion on the paper ‘A review of distributed statistical inference’ pp. 108-110

Junlong Zhao

Rejoinder on ‘A review of distributed statistical inference’ pp. 111-113

Yuan Gao, Weidong Liu, Hansheng Wang, Xiaozhou Wang, Yibo Yan and Riquan Zhang

Stochastic loss reserving using individual information model with over-dispersed Poisson pp. 114-128

Zhigao Wang, Xianyi Wu and Chunjuan Qiu

Empirical likelihood inference in autoregressive models with time-varying variances pp. 129-138

Yu Han and Chunming Zhang

Time-dependent reliability analysis for repairable consecutive-k-out-of-n:F system pp. 139-147

Gökhan Gökdere and Hon Keung Tony Ng

Generalized fiducial methods for testing quantitative trait locus effects in genetic backcross studies pp. 148-160

Pengcheng Ren, Guanfu Liu, Xiaolong Pu and Yan Li

High-dimensional proportionality test of two covariance matrices and its application to gene expression data pp. 161-174

Long Feng, Xiaoxu Zhang and Binghui Liu

Volume 6, issue 1, 2022

The balance property in neural network modelling pp. 1-9

Mario V. Wüthrich

Interpreting uninterpretable predictors: kernel methods, Shtarkov solutions, and random forests pp. 10-28

T. M. Le and Bertrand Clarke

Posterior contraction rate of sparse latent feature models with application to proteomics pp. 29-39

Tong Li, Tianjian Zhou, Kam-Wah Tsui, Lin Wei and Yuan Ji

Research on three-step accelerated gradient algorithm in deep learning pp. 40-57

Yongqiang Lian, Yincai Tang and Shirong Zhou

Nonignorable item nonresponse in panel data pp. 58-71

Sijing Li and Jun Shao

Stochastic comparisons on total capacity of weighted k-out-of-n systems with heterogeneous components pp. 72-80

Yiying Zhang

A new exact p-value approach for testing variance homogeneity pp. 81-86

Juan Wang, Xinmin Li and Hua Liang

An introduction to statistical learning with applications in R pp. 87-87

Fariha Sohil, Muhammad Umair Sohali and Javid Shabbir

Volume 5, issue 4, 2021

Intrinsic Bayesian estimation of linear time series models pp. 275-287

Shawn Ni and Dongchu Sun

A system for determining maximum tolerated dose in clinical trial pp. 288-302

Keying Ye, Xiaobin Yang, Ying Ji and Min Wang

Bayesian quantile semiparametric mixed-effects double regression models pp. 303-315

Duo Zhang, Liucang Wu, Keying Ye and Min Wang

Covariance estimation via fiducial inference pp. 316-331

W. Jenny Shi, Jan Hannig, Randy C. S. Lai and Thomas C. M. Lee

On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models pp. 332-345

Xuan Cao and Fang Yang

Bayesian analysis for quantile smoothing spline pp. 346-364

Zhongheng Cai and Dongchu Sun

Volume 5, issue 3, 2021

Editorial Foreword pp. 171-171

Jun Shao and Yincai Tang

Inference after covariate-adaptive randomisation: aspects of methodology and theory pp. 172-186

Jun Shao

Comment on ‘Inference after covariate-adaptive randomisation: aspects of methodology and theory’ pp. 187-189

Wei Ma, Li-Xin Zhang and Feifang Hu

Comment: Inference after covariate-adaptive randomisation: aspects of methodology and theory pp. 190-191

Bingkai Wang, Ryoko Susukida, Ramin Mojtabai, Masoumeh Amin-Esmaeili and Michael Rosenblum

Comment on ‘Inference after covariate-adaptive randomisation: aspects of methodology and theory’ pp. 192-193

Hanzhong Liu

Comment: inference after covariate-adaptive randomisation: aspects of methodology and theory pp. 194-195

Ting Ye and Yanyao Yi

Rejoinder on ‘Inference after covariate-adaptive randomization: aspects of methodology and theory’ pp. 196-199

Jun Shao

An integrated epidemic modelling framework for the real-time forecast of COVID-19 outbreaks in current epicentres pp. 200-220

Jiawei Xu and Yincai Tang

β-divergence loss for the kernel density estimation with bias reduced pp. 221-231

Hamza Dhaker, El Hadji Deme and Youssou Ciss

New extreme value theory for maxima of maxima pp. 232-252

Wenzhi Cao and Zhengjun Zhang

Personalized treatment selection via the covariate-specific treatment effect curve for longitudinal data pp. 253-264

Yanghui Liu, Riquan Zhang, Shujie Ma and Xiuzhen Zhang

A three-parameter logistic regression model pp. 265-274

Xiaoli Yu, Shaoting Li and Jiahua Chen

Volume 5, issue 2, 2021

Modified non-sequential third order rotatable designs constructed using Pairwise Balanced Design pp. 83-87

Haron Mutai Ng’eno

D-optimal population designs in linear mixed effects models for multiple longitudinal data pp. 88-94

Hongyan Jiang and Rongxian Yue

Selecting baseline designs using a minimum aberration criterion when some two-factor interactions are important pp. 95-101

Anqi Chen, Cheng-Yu Sun and Boxin Tang

Covariate balancing based on kernel density estimates for controlled experiments pp. 102-113

Yiou Li, Lulu Kang and Xiao Huang

Combinatorial testing: using blocking to assign test cases for validating complex software systems pp. 114-121

Ryan Lekivetz and Joseph Morgan

Robust sequential design for piecewise-stationary multi-armed bandit problem in the presence of outliers pp. 122-133

Yaping Wang, Zhicheng Peng, Riquan Zhang and Qian Xiao

A prediction-oriented optimal design for visualisation recommender systems pp. 134-148

Yingyan Zeng, Xinwei Deng, Xiaoyu Chen and Ran Jin

Target toxicity design for phase I dose-finding pp. 149-161

Wenchuan Guo and Bob Zhong

Sample size and power analysis for stepped wedge cluster randomised trials with binary outcomes pp. 162-169

Jijia Wang, Jing Cao, Song Zhang and Chul Ahn

Volume 5, issue 1, 2021

On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures pp. 1-25

Zhengjun Zhang

Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” pp. 26-30

Wen Xu and Huixia Judy Wang

Application of autoregressive tail-index model to China's stock market pp. 31-34

Jingyu Ji and Deyuan Li

Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ pp. 35-36

Ting Zhang

Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang pp. 37-37

Yongcheng Qi

Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ pp. 38-40

Tiandong Wang and Jun Yan

Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang pp. 41-44

R. L. Smith

Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” pp. 45-48

Zhengjun Zhang

Nonlinear prediction via Hermite transformation pp. 49-54

Tucker McElroy and Srinjoy Das

Efficient estimation of smoothing spline with exact shape constraints pp. 55-69

Vincent Chan, Kam-Wah Tsui, Yanran Wei, Zhiyang Zhang and Xinwei Deng

Bayesian variable selection via a benchmark in normal linear models pp. 70-81

Jun Shao, Kam-Wah Tsui and Sheng Zhang