Statistical Theory and Related Fields

2017 - 2026

Current editor(s): Zhao Wei

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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

Volume 4, issue 2, 2020

A selective overview of sparse sufficient dimension reduction pp. 121-133

Lu Li, Xuerong Meggie Wen and Zhou Yu

Review of sparse sufficient dimension reduction: comment pp. 134-134

Liping Zhu

Interval estimation for minimal clinically important difference and its classification error via a bootstrap scheme pp. 135-145

Zehua Zhou, Jiwei Zhao and Melissa Kluczynski

Discussion on ‘Review of sparse sufficient dimension reduction’ pp. 146-148

Xin Zhang

Comment on ‘Review of sparse sufficient dimension reduction’ pp. 149-150

Michael Declan Power and Yuexiao Dong

Rejoinder on ‘A selective overview of sparse sufficient dimension reduction’ pp. 151-151

Lu Li, Xuewong Meggie Wen and Zhou Yu

Empirical likelihood estimation in multivariate mixture models with repeated measurements pp. 152-160

Yuejiao Fu, Yukun Liu, Hsiao-Hsuan Wang and Xiaogang Wang

Discussion on ‘Review of sparse sufficient dimension reduction’ pp. 161-161

Xin Chen

Power-expected-posterior prior Bayes factor consistency for nested linear models with increasing dimensions pp. 162-171

D. Fouskakis, J. K. Innocent and L. Pericchi

Efficient GMM estimation with singular system of moment conditions pp. 172-178

Zhiguo Xiao

Forecasting semi-stationary processes and statistical arbitrage pp. 179-189

Si Bao, Shi Chen, Wei An Zheng and Yu Zhou

A class of admissible estimators of multiple regression coefficient with an unknown variance pp. 190-201

Chengyuan Song and Dongchu Sun

Quantile treatment effect estimation with dimension reduction pp. 202-213

Ying Zhang, Lei Wang, Menggang Yu and Jun Shao

Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model pp. 214-227

Liming Zhang, Rongming Wang and Jiaqin Wei

The abstract of doctoral dissertation ‘Some research on hypothesis testing and nonparametric variable screening problems for high dimensional data’ pp. 228-229

Yongshuai Chen and Hengjian Cui

Volume 4, issue 1, 2020

Optimal reinsurance designs based on risk measures: a review pp. 1-13

Jun Cai and Yichun Chi

A discussion of ‘optimal reinsurance designs based on risk measures: a review’ pp. 14-15

Tim J. Boonen

Discussion on the paper ‘Optimal reinsurance design based on risk measures: a review’ by Yichun Chi and Jun Cai pp. 16-19

Chengguo Weng

A hybrid model of optimal reinsurance: a discussion of ‘Optimal reinsurance designs based on risk measures: a review’ by Jun Cai and Yichun Chi pp. 20-22

Sheng Chao Zhuang

Discussion of “optimal reinsurance designs based on risk measures: a review” by Jun Cai and Yichun Chi pp. 23-25

Ambrose Lo

Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ pp. 26-27

Jun Cai and Yichun Chi

Model-based small area estimation with no samples within the areas, by benchmarking to marginal cross-sectional and time-series estimates pp. 28-42

Danny Pfeffermann, Michael Sverchkov, Richard Tiller and Lizhi Liu

Group screening for ultra-high-dimensional feature under linear model pp. 43-54

Yong Niu, Riquan Zhang, Jicai Liu and Huapeng Li

Convergence rate of principal component analysis with local-linear smoother for functional data under a unified weighing scheme pp. 55-65

Xingyu Yan, Xiaolong Pu, Yingchun Zhou and Xiaolei Xun

Topic model for graph mining based on hierarchical Dirichlet process pp. 66-77

Haibin Zhang, Shang Huating and Xianyi Wu

Power analysis, sample size calculation for testing the largest binomial probability pp. 78-83

Thuan Nguyen and Jiming Jiang

Statistical arbitrage under the efficient market hypothesis pp. 84-96

Si Bao, Shi Chen, Xi Wang, Wei An Zheng and Yu Zhou

Semiparametric estimation for accelerated failure time mixture cure model allowing non-curable competing risk pp. 97-108

Yijun Wang, Jiajia Zhang and Yincai Tang

Meta-analysis of independent datasets using constrained generalised method of moments pp. 109-116

Menghao Xu and Jun Shao

The abstract of doctoral dissertation ‘nonlinear wavelet density estimation and hazard rate estimation with data missing at random’ pp. 117-119

Yuye Zou, Guoliang Fan and Riquan Zhang