Statistical Theory and Related Fields

2017 - 2025

Current editor(s): Zhao Wei

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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

Volume 3, issue 2, 2019

Editorial foreword, second issue, 2019 pp. 89-89

Yang Cheng and Jun Shao

Domain estimation under informative linkage pp. 90-102

Ray Chambers, Nicola Salvati, Enrico Fabrizi and Andrea Diniz da Silva

On valid descriptive inference from non-probability sample pp. 103-113

Li-Chun Zhang

Small area prediction of quantiles for zero-inflated data and an informative sample design pp. 114-128

Emily Berg and Danhyang Lee

Small area estimation with subgroup analysis pp. 129-135

Xin Wang and Zhengyuan Zhu

Multi-outcome longitudinal small area estimation – a case study pp. 136-149

Eric Slud and Yves Thibaudeau

Generalised variance functions for longitudinal survey data pp. 150-157

Guoyi Zhang, Yang Cheng and Yan Lu

Graph-based multivariate conditional autoregressive models pp. 158-169

Ye Liang

A resampling approach to estimation of the linking variance in the Fay–Herriot model pp. 170-177

Snigdhansu Chatterjee

Combining multiple imperfect data sources for small area estimation: a Bayesian model of provincial fertility rates in Cambodia pp. 178-185

Junni L. Zhang and John Bryant

Improving timeliness and accuracy of estimates from the UK labour force survey pp. 186-198

D. J. Elliott and P. Zong

An equivalence result for moment equations when data are missing at random pp. 199-207

Marian Hristache and Valentin Patilea

Nearest neighbour imputation under single index models pp. 208-212

Jun Shao and Lei Wang

Multivariate small area estimation under nonignorable nonresponse pp. 213-223

Danny Pfeffermann and Michael Sverchkov

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 pp. 224-238

Xichuan (Mark) Zhang, Jan A. van den Brakel and Siu-Ming Tam

2019 International Workshop on Big Data and Modern Statistics held at ECNU, China pp. 239-241

Wei Zhao, Ying Zhang and Shanping Wang

Volume 3, issue 1, 2019

Editorial foreword pp. 1-1

Jun Shao, Dongchu Sun and Danyu Lin

Prior-based Bayesian information criterion pp. 2-13

M. J. Bayarri, James O. Berger, Woncheol Jang, Surajit Ray, Luis R. Pericchi and Ingmar Visser

A discussion of ‘prior-based Bayesian information criterion’ pp. 14-16

Jiahua Chen and Zeny Feng

A discussion of prior-based Bayesian information criterion (PBIC) pp. 17-18

Jiming Jiang and Thuan Nguyen

A discussion of ‘prior-based Bayesian information criterion (PBIC)’ pp. 19-21

Jun Shao and Sheng Zhang

Discussion on prior-based Bayes information criterion pp. 22-23

Brunero Liseo

Discussion of ‘Prior-based Bayesian Information Criterion (PBIC)’ pp. 24-25

Sifan Liu and Dongchu Sun

Discussion of ‘Prior-based Bayesian Information Criterion (PBIC)’ pp. 26-29

Bertrand S. Clarke

Discussion of ‘Prior-based Bayesian information criterion (PBIC)’ pp. 30-31

Jan Hannig

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 pp. 32-34

Ryan A. Peterson and Joseph E. Cavanaugh

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 pp. 35-36

Ruobin Gong and Minge Xie

Rejoinder by James Berger, Woncheol Jang, Surajit Ray, Luis R. Pericchi and Ingmar Visser pp. 37-39

The Editors

Measure of rotatability of modified five-level second-order rotatable design using supplementary difference sets pp. 40-47

Haron Mutai Ng’eno

Development of a first order integrated moving average model corrupted with a Markov modulated convex combination of autoregressive moving average errors pp. 48-58

S. A. Komolafe, T. O. Obilade, Idowu Ayodeji and A. R. Babalola

Some results on quantile-based Shannon doubly truncated entropy pp. 59-70

Vikas Kumar, Gulshan Taneja and Samsher Chhoker

Shape-constrained semiparametric additive stochastic volatility models pp. 71-82

Jiangyong Yin, Peter F. Craigmile, Xinyi Xu and Steven MacEachern

The appreciation of statistical thoughts pp. 83-84

Zhao Yujie

Founding of the Big Data Statistics Branch pp. 85-88

Shanping Wang