Statistical Theory and Related Fields, Volume 4, Issue 2 (2020)

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Statistical Theory and Related Fields, Volume 4, Issue 2 (2020)

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Review Article

Review Article
A selective overview of sparse sufficient dimension reduction
Lu Li, Xuerong Meggie Wen & Zhou Yu
Pages: 121-133
Published online: 10 Nov 2020
AbstractforA selective overview of sparse sufficient dimension reduction | Full Text | References | PDF (1 MB) | EPUB
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Short Communications

Article
Review of sparse sufficient dimension reduction: comment
Liping Zhu
Page: 134
Published online: 12 Oct 2020
CitationforReview of sparse sufficient dimension reduction: comment | Full Text | References | PDF (145.8 KB) | EPUB
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Article
Interval estimation for minimal clinically important difference and its classification error via a bootstrap scheme
Zehua Zhou, Jiwei Zhao & Melissa Kluczynski
Pages: 135-145
Published online: 19 Mar 2019
AbstractforInterval estimation for minimal clinically important difference and its classification error via a bootstrap scheme | Full Text | References | PDF (1.2 MB) | EPUB
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Article
Discussion on ‘Review of sparse sufficient dimension reduction’
Xin Zhang
Pages: 146-148
Published online: 13 Oct 2020
First Page PreviewforDiscussion on ‘Review of sparse sufficient dimension reduction’ | Full Text | References | PDF (296.5 KB) | EPUB
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Article
Comment on ‘Review of sparse sufficient dimension reduction’
Michael Declan Power & Yuexiao Dong
Pages: 149-150
Published online: 13 Oct 2020
CitationforComment on ‘Review of sparse sufficient dimension reduction’ | Full Text | References | PDF (276.9 KB) | EPUB
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Article
Rejoinder on ‘A selective overview of sparse sufficient dimension reduction’
Lu Li, Xuewong Meggie Wen & Zhou Yu
Page: 151
Published online: 06 Nov 2020
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Article
Empirical likelihood estimation in multivariate mixture models with repeated measurements
Yuejiao Fu, Yukun Liu, Hsiao-Hsuan Wang & Xiaogang Wang
Pages: 152-160
Published online: 19 Jun 2019
AbstractforEmpirical likelihood estimation in multivariate mixture models with repeated measurements | Full Text | References | PDF (858 KB) | EPUB
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Article
Discussion on ‘Review of sparse sufficient dimension reduction’
Xin Chen
Page: 161
Published online: 09 Dec 2020
CitationforDiscussion on ‘Review of sparse sufficient dimension reduction’ | Full Text | PDF (183.7 KB) | EPUB
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Articles

Article
Power-expected-posterior prior Bayes factor consistency for nested linear models with increasing dimensions
D. Fouskakis, J. K. Innocent & L. Pericchi
Pages: 162-171
Published online: 30 Jan 2020
AbstractforPower-expected-posterior prior Bayes factor consistency for nested linear models with increasing dimensions | Full Text | References | PDF (890.9 KB) | EPUB
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Article
Efficient GMM estimation with singular system of moment conditions
Zhiguo Xiao
Pages: 172-178
Published online: 23 Aug 2019
AbstractforEfficient GMM estimation with singular system of moment conditions | Full Text | References | PDF (663.6 KB) | EPUB
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Article
Forecasting semi-stationary processes and statistical arbitrage
Si Bao, Shi Chen, Wei An Zheng & Yu Zhou
Pages: 179-189
Published online: 14 Oct 2019
AbstractforForecasting semi-stationary processes and statistical arbitrage | Full Text | References | PDF (1.4 MB) | EPUB
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Article
A class of admissible estimators of multiple regression coefficient with an unknown variance
Chengyuan Song & Dongchu Sun
Pages: 190-201
Published online: 20 Aug 2019
AbstractforA class of admissible estimators of multiple regression coefficient with an unknown variance | Full Text | References | PDF (934.1 KB) | EPUB
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Article
Quantile treatment effect estimation with dimension reduction
Ying Zhang, Lei Wang, Menggang Yu & Jun Shao
Pages: 202-213
Published online: 28 Nov 2019
AbstractforQuantile treatment effect estimation with dimension reduction | Full Text | References | PDF (1 MB) | EPUB
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Article
Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model
Liming Zhang, Rongming Wang & Jiaqin Wei
Pages: 214-227
Published online: 30 Jan 2020
AbstractforOptimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model | Full Text | References | PDF (1.1 MB) | EPUB
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Abstract

Article
The abstract of doctoral dissertation ‘Some research on hypothesis testing and nonparametric variable screening problems for high dimensional data’
Yongshuai Chen & Hengjian Cui
Pages: 228-229
Published online: 31 Oct 2020
AbstractforThe abstract of doctoral dissertation ‘Some research on hypothesis testing and nonparametric variable screening problems for high dimensional data’ | Full Text | References | PDF (234.6 KB) | EPUB
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