Table of contents for issues of Journal of Statistical Planning and Inference

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Volume 204, Number ??, January, 2020
Volume 205, Number ??, March, 2020
Volume 206, Number ??, May, 2020
Volume 207, Number ??, July, 2020
Volume 208, Number ??, September, 2020
Volume 209, Number ??, December, 2020
Volume 210, Number ??, January, 2021
Volume 211, Number ??, March, 2021
Volume 212, Number ??, May, 2021
Volume 213, Number ??, July, 2021
Volume 214, Number ??, September, 2021
Volume 215, Number ??, December, 2021
Volume 216, Number ??, January, 2022
Volume 217, Number ??, March, 2022
Volume 218, Number ??, May, 2022
Volume 219, Number ??, July, 2022
Volume 220, Number ??, September, 2022
Volume 221, Number ??, December, 2022
Volume 222, Number ??, January, 2023
Volume 223, Number ??, March, 2023
Volume 224, Number ??, May, 2023
Volume 225, Number ??, July, 2023
Volume 226, Number ??, September, 2023
Volume 227, Number ??, December, 2023
Volume 228, Number ??, January, 2024
Volume 229, Number ??, March, 2024
Volume 230, Number ??, May, 2024
Volume 231, Number ??, July, 2024


Journal of Statistical Planning and Inference
Volume 204, Number ??, January, 2020

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
              Guochang Wang and   
                 Fode Zhang and   
                      Heng Lian   Directional regression for functional
                                  data . . . . . . . . . . . . . . . . . . 1--17
                      Anonymous   Pages 1--216 (January 2020)  . . . . . . 1--216
              Hwan-Jin Yoon and   
                  Alan H. Welsh   On the effect of ignoring correlation in
                                  the covariates when fitting linear mixed
                                  models . . . . . . . . . . . . . . . . . 18--34
                 Miles E. Lopes   Estimating a sharp convergence bound for
                                  randomized ensembles . . . . . . . . . . 35--44
             Fritjof Freise and   
              Heinz Holling and   
                 Rainer Schwabe   Optimal designs for two-level main
                                  effects models on a restricted design
                                  region . . . . . . . . . . . . . . . . . 45--54
          Fadoua Balabdaoui and   
  Gabriella de Fournas-Labrosse   Least squares estimation of a completely
                                  monotone pmf: From Analysis to
                                  Statistics . . . . . . . . . . . . . . . 55--71
                Maximilian Pilz   Consistency of the Elastic Net under a
                                  finite second moment assumption on the
                                  noise  . . . . . . . . . . . . . . . . . 72--79
                   Yuye Zou and   
               Guoliang Fan and   
                   Riquan Zhang   Quantile regression and variable
                                  selection for partially linear
                                  single-index models with missing
                                  censoring indicators . . . . . . . . . . 80--95
             Dirk Antonczyk and   
         Bernd Fitzenberger and   
                Enno Mammen and   
                     Kyusang Yu   A nonparametric approach to identify
                                  age, time, and cohort effects  . . . . . 96--115
                  Yuping Hu and   
                 Liugen Xue and   
                  Jing Zhao and   
                   Liying Zhang   Skew-normal partial functional linear
                                  model and homogeneity test . . . . . . . 116--127
             Marius Schmidt and   
                 Rainer Schwabe   Optimal designs for Poisson count data
                                  with Gamma block effects . . . . . . . . 128--140
              A. Chatterjee and   
               T. Bandyopadhyay   Regression models for group testing:
                                  Identifiability and asymptotics  . . . . 141--152
                   Meiju Yu and   
                 Dehui Wang and   
                   Kai Yang and   
                        Yan Liu   Bivariate first-order random coefficient
                                  integer-valued autoregressive processes  153--176
          Zachary D. Weller and   
            Jennifer A. Hoeting   A nonparametric spectral domain test of
                                  spatial isotropy . . . . . . . . . . . . 177--186
             Mineaki Ohishi and   
        Hirokazu Yanagihara and   
             Yasunori Fujikoshi   A fast algorithm for optimizing ridge
                                  parameters in a generalized ridge
                                  regression by minimizing a model
                                  selection criterion  . . . . . . . . . . 187--205
                Xiaoxue Han and   
               Min-Qian Liu and   
             Jian-Feng Yang and   
                   Shengli Zhao   Mixed $2$- and $ 2 r$-level fractional
                                  factorial split-plot designs with clear
                                  effects  . . . . . . . . . . . . . . . . 206--216


Journal of Statistical Planning and Inference
Volume 205, Number ??, March, 2020

                      Anonymous   Pages 1--330 (March 2020)  . . . . . . . 1--330
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                 Jiayu Peng and   
               Dennis K. J. Lin   Small screening design when the overall
                                  variance is unknown  . . . . . . . . . . 1--9
                 Erlis Ruli and   
             Nicola Sartori and   
                  Laura Ventura   Robust approximate Bayesian inference    10--22
            Roberto Fontana and   
      Francesca Romana Crucinio   Orbit-based conditional tests. A link
                                  between permutations and Markov bases    23--33
              Xiongzhi Chen and   
                Sanat K. Sarkar   On Benjamini--Hochberg procedure applied
                                  to mid $p$-values  . . . . . . . . . . . 34--45
               Hongzhi Tong and   
                       Qiang Wu   Moving quantile regression . . . . . . . 46--63
               Pingyan Chen and   
                Luliang Wen and   
                   Soo Hak Sung   Strong and weak consistency of least
                                  squares estimators in simple linear EV
                                  regression models  . . . . . . . . . . . 64--73
                      Ilmun Kim   Multinomial goodness-of-fit based on
                                  $U$-statistics: High-dimensional
                                  asymptotic and minimax optimality  . . . 74--91
            M. El Machkouri and   
                     X. Fan and   
                      L. Reding   On the Nadaraya--Watson kernel
                                  regression estimator for irregularly
                                  spaced spatial data  . . . . . . . . . . 92--114
                 Hyung Park and   
                Eva Petkova and   
            Thaddeus Tarpey and   
                  R. Todd Ogden   A single-index model with multiple-links 115--128
                    Lei Gao and   
               Hongjian Zhu and   
                    Lanju Zhang   Sequential monitoring of
                                  response-adaptive randomized clinical
                                  trials with sample size re-estimation    129--137
                 Feifei Guo and   
                   Shiqing Ling   Quasi-likelihood estimation of
                                  structure-changed threshold double
                                  autoregressive models  . . . . . . . . . 138--155
                   Hezhi Lu and   
                        Hua Jin   A new prediction interval for binomial
                                  random variable based on inferential
                                  models . . . . . . . . . . . . . . . . . 156--174
                Zsolt Szabo and   
                 Xiaoyu Liu and   
                   Liming Xiang   Semiparametric sieve maximum likelihood
                                  estimation for accelerated hazards model
                                  with interval-censored data  . . . . . . 175--192
                 Ashish Das and   
                    Rakhi Singh   Discrete choice experiments --- a
                                  unified approach . . . . . . . . . . . . 193--202
                  B. Buonaguidi   The disorder problem for purely jump Lévy
                                  processes with completely monotone jumps 203--218
             Andrey Novikov and   
       Pedro Reyes-Pérez   Optimal multistage sequential hypothesis
                                  testing  . . . . . . . . . . . . . . . . 219--230
            Russell Stocker and   
                Akim Adekpedjou   A general class of additive
                                  semiparametric models for recurrent
                                  event data . . . . . . . . . . . . . . . 231--244
            Changryong Baek and   
         Stefanos Kechagias and   
                 Vladas Pipiras   Asymptotics of bivariate local Whittle
                                  estimators with applications to fractal
                                  connectivity . . . . . . . . . . . . . . 245--268
             Anirban Mondal and   
                 Abhijit Mandal   Stratified random sampling for dependent
                                  inputs in Monte Carlo simulations from
                                  computer experiments . . . . . . . . . . 269--282
              Daniel J. Eck and   
           Charles J. Geyer and   
                 R. Dennis Cook   Combining envelope methodology and aster
                                  models for variance reduction in life
                                  history analyses . . . . . . . . . . . . 283--292
                  Wenyu Liu and   
                D. Stephen Coad   Group-sequential response-adaptive
                                  designs for censored survival outcomes   293--305
                   Lei Wang and   
                  Xuejun Ma and   
                 Jingxiao Zhang   Feature screening for
                                  ultrahigh-dimensional additive logistic
                                  models . . . . . . . . . . . . . . . . . 306--317
                   Xin Chen and   
                  Xuejun Ma and   
                      Wang Zhou   Kernel density regression  . . . . . . . 318--329


Journal of Statistical Planning and Inference
Volume 206, Number ??, May, 2020

                      Anonymous   Pages 1--312 (May 2020)  . . . . . . . . 1--312
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
        Felicitas J. Detmer and   
                Juan Cebral and   
                 Martin Slawski   A note on coding and standardization of
                                  categorical variables in (sparse) group
                                  lasso regression . . . . . . . . . . . . 1--11
             Sheridan Grant and   
         Michael D. Perlman and   
                   Darren Grant   Targeted testing for bias in order
                                  assignment, with an application to Texas
                                  election ballots . . . . . . . . . . . . 12--28
                Zhantao Lin and   
             Nancy Flournoy and   
         William F. Rosenberger   Random norming aids analysis of
                                  non-linear regression models with
                                  sequential informative dose selection    29--42
             Houssem Brairi and   
                  Tarek Medkour   Testing discrete-valued time series for
                                  whiteness  . . . . . . . . . . . . . . . 43--56
              A'yunin Sofro and   
              Jian Qing Shi and   
                  Chunzheng Cao   Regression analysis for multivariate
                                  process data of counts using convolved
                                  Gaussian processes . . . . . . . . . . . 57--74
             Shih-Hao Huang and   
           Mong-Na Lo Huang and   
                  Cheng-Wei Lin   Optimal designs for binary response
                                  models with multiple nonnegative
                                  variables  . . . . . . . . . . . . . . . 75--83
            Brigitte Gelein and   
              Guillaume Chauvet   Preserving the distribution function in
                                  surveys in case of imputation for zero
                                  inflated data  . . . . . . . . . . . . . 84--99
               Xue-Ru Zhang and   
               Min-Qian Liu and   
                  Yong-Dao Zhou   Orthogonal uniform composite designs . . 100--110
                   Xinyi Xu and   
                Xiangjie Li and   
                 Jingxiao Zhang   Regularization methods for
                                  high-dimensional sparse control function
                                  models . . . . . . . . . . . . . . . . . 111--126
       Irene Córdoba and   
              Concha Bielza and   
         Pedro Larrañaga   A review of Gaussian Markov models for
                                  conditional independence . . . . . . . . 127--144
                 Chi Tim Ng and   
                 Woojoo Lee and   
                    Youngjo Lee   Logical and test consistency in pairwise
                                  multiple comparisons . . . . . . . . . . 145--162
            Chenguang Zhang and   
                     Hua He and   
                    Jian Li and   
                       Wan Tang   Doubly robust kernel density estimation
                                  when group membership is missing at
                                  random . . . . . . . . . . . . . . . . . 163--178
                    Yanqing Yin   Model-free tests for series correlation
                                  in multivariate linear regression  . . . 179--195
                  Renjie Lu and   
                Philip L. H. Yu   Smooth buffered autoregressive time
                                  series models  . . . . . . . . . . . . . 196--210
          Federico A. Bugni and   
               Mehmet Caner and   
        Anders Bredahl Kock and   
               Soumendra Lahiri   Inference in partially identified models
                                  with many moment inequalities using
                                  Lasso  . . . . . . . . . . . . . . . . . 211--248
                  Jia Zhang and   
                       Xin Chen   Principal envelope model . . . . . . . . 249--262
                 Jiali Wang and   
          Arunas P. Verbyla and   
                Bomin Jiang and   
         Alexander B. Zwart and   
             Cheng Soon Ong and   
       Xavier R. R. Sirault and   
               Klara L. Verbyla   Optimal design for adaptive smoothing
                                  splines  . . . . . . . . . . . . . . . . 263--277
             Gabriel Salles and   
             Sophie Mercier and   
                 Laurent Bordes   Semiparametric estimate of the
                                  efficiency of imperfect maintenance
                                  actions for a gamma deteriorating system 278--297
Ricardo Hoyos-Argüelles and   
             Luis Nieto-Barajas   A Bayesian semiparametric Archimedean
                                  copula . . . . . . . . . . . . . . . . . 298--311


Journal of Statistical Planning and Inference
Volume 207, Number ??, July, 2020

                      Anonymous   Pages 1--344 (July 2020) . . . . . . . . 1--344
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                   Chang Li and   
                  Chongqi Zhang   $A$-optimal designs for quadratic
                                  mixture canonical polynomials with
                                  spline . . . . . . . . . . . . . . . . . 1--9
               Paul Kabaila and   
                A. H. Welsh and   
           Christeen Wijethunga   Finite sample properties of confidence
                                  intervals centered on a model averaged
                                  estimator  . . . . . . . . . . . . . . . 10--26
                     Hojin Yang   Random distributional response model
                                  based on spline method . . . . . . . . . 27--44
                 Hanmei Sun and   
                 Yihui Luan and   
                   Jiming Jiang   A new classified mixed model predictor   45--54
               Leen Alawieh and   
           Jonathan Goodman and   
                   John B. Bell   Iterative construction of Gaussian
                                  process surrogate models for Bayesian
                                  inference  . . . . . . . . . . . . . . . 55--72
               Tung-Lung Wu and   
                        Ping Li   Projected tests for high-dimensional
                                  covariance matrices  . . . . . . . . . . 73--85
              Aymen Meziani and   
              Tarek Medkour and   
                  Karim Djouani   Penalised quantile periodogram for
                                  spectral estimation  . . . . . . . . . . 86--98
                  Kaida Cai and   
                   Hua Shen and   
                      Xuewen Lu   Group variable selection in the
                                  Andersen--Gill model for recurrent event
                                  data . . . . . . . . . . . . . . . . . . 99--112
               Weiping Zhou and   
             Jian-Feng Yang and   
                   Min-Qian Liu   Optimal maximin $ L_2 $-distance Latin
                                  hypercube designs  . . . . . . . . . . . 113--122
                Haolei Weng and   
                      Yang Feng   On the estimation of correlation in a
                                  binary sequence model  . . . . . . . . . 123--137
                     Kai Xu and   
                   Fangxue Chen   Martingale-difference-divergence-based
                                  tests for goodness-of-fit in quantile
                                  models . . . . . . . . . . . . . . . . . 138--154
        Radomyra Shevchenko and   
              Meryem Slaoui and   
                    C. A. Tudor   Generalized $k$-variations and Hurst
                                  parameter estimation for the fractional
                                  wave equation via Malliavin calculus . . 155--180
            Masahide Kuwada and   
                Yoshifumi Hyodo   On a lower bound for the number of
                                  assemblies in fractional $ 2^m $
                                  factorial designs of resolution $ 2 \ell
                                  $  . . . . . . . . . . . . . . . . . . . 181--189
          Ang\`ele Delevoye and   
             Fredrik Sävje   Consistency of the Horvitz--Thompson
                                  estimator under general sampling and
                                  experimental designs . . . . . . . . . . 190--197
             Fabienne Comte and   
                  Nicolas Marie   Bandwidth selection for the
                                  Wolverton-Wagner estimator . . . . . . . 198--214
                    Ran Wei and   
               Subhashis Ghosal   Contraction properties of shrinkage
                                  priors in logistic regression  . . . . . 215--229
                Weiwei Wang and   
                  Xianyi Wu and   
              Xiaobing Zhao and   
                      Xian Zhou   Quantile regression for panel count data
                                  based on quadratic inference functions   230--245
                     Wei Li and   
                   Shu Yang and   
                    Peisong Han   Robust estimation for moment condition
                                  models with data missing not at random   246--254
               Qiuyan Zhang and   
                   Jiang Hu and   
                    Zhidong Bai   Modified Pillai's trace statistics for
                                  two high-dimensional sample covariance
                                  matrices . . . . . . . . . . . . . . . . 255--275
                  Yang Zhou and   
                   Di-Rong Chen   The optimal rate of canonical
                                  correlation analysis for stochastic
                                  processes  . . . . . . . . . . . . . . . 276--287
               Peiyun Jiang and   
                  Eiji Kurozumi   Monitoring parameter changes in models
                                  with a trend . . . . . . . . . . . . . . 288--319
                  Jie Zhang and   
                 Dehui Wang and   
                   Kai Yang and   
                       Yanju Xu   A multinomial autoregressive model for
                                  finite-range time series of counts . . . 320--343
             Sheridan Grant and   
            Michael Perlman and   
                   Darren Grant   Corrigendum to ``Targeted testing for
                                  bias in order assignment, with an
                                  application to Texas election ballots''
                                  [J. Statist. Plann. Inference (2020)
                                  12--28]  . . . . . . . . . . . . . . . . 344--344


Journal of Statistical Planning and Inference
Volume 208, Number ??, September, 2020

                      Anonymous   Pages 1--130 (September 2020)  . . . . . 1--130
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
            Philip T. Reiss and   
                        Meng Xu   Tensor product splines and functional
                                  principal components . . . . . . . . . . 1--12
                  Wenge Guo and   
                   Sanat Sarkar   Adaptive controls of FWER and FDR under
                                  block dependence . . . . . . . . . . . . 13--24
                   Wenbo Wu and   
                  Xiangrong Yin   Pseudo estimation and variable selection
                                  in regression  . . . . . . . . . . . . . 25--35
              Trisha Maitra and   
           Sourabh Bhattacharya   On classical and Bayesian asymptotics in
                                  stochastic differential equations with
                                  random effects having mixture normal
                                  distributions  . . . . . . . . . . . . . 36--57
         Christophe Abraham and   
          Paul-Marie Grollemund   Posterior concentration for a
                                  misspecified Bayesian regression model
                                  with functional covariates . . . . . . . 58--65
Frédéric Pro\"\ia   Moderate deviations in a class of stable
                                  but nearly unstable processes  . . . . . 66--81
             Mahmoud Torabi and   
                   Jiming Jiang   Estimation of mean squared prediction
                                  error of empirically spatial predictor
                                  of small area means under a linear mixed
                                  model  . . . . . . . . . . . . . . . . . 82--93
                   Xin Geng and   
       Carlos Martins-Filho and   
                       Feng Yao   Estimation of a partially linear
                                  additive model with generated covariates 94--118
               Chien-Ju Lin and   
              James M. S. Wason   Efficient analysis of time-to-event
                                  endpoints when the event involves a
                                  continuous variable crossing a threshold 119--129


Journal of Statistical Planning and Inference
Volume 209, Number ??, December, 2020

                      Anonymous   Pages 1--292 (December 2020) . . . . . . 1--292
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                Sayan Ghosh and   
                    Ori Davidov   Graph-based estimators for paired
                                  comparison data  . . . . . . . . . . . . 1--11
             Antonio Cuevas and   
                Ricardo Fraiman   Nonparametric detection for univariate
                                  and functional data  . . . . . . . . . . 12--26
                 Jianhua Hu and   
                   Hao Ding and   
              Liangyuan Liu and   
                   Jingyan Feng   Statistical inference of locally
                                  stationary functional coefficient models 27--43
                 Wenchao Xu and   
                   Hui Ding and   
               Riquan Zhang and   
                      Hua Liang   Estimation and inference in partially
                                  functional linear regression with
                                  multiple functional covariates . . . . . 44--61
                  F. Bachoc and   
                     A. Lagnoux   Fixed-domain asymptotic properties of
                                  maximum composite likelihood estimators
                                  for Gaussian processes . . . . . . . . . 62--75
           Heiko Großmann   On the meaning of block effects in
                                  paired comparison choice experiments and
                                  a relationship with blocked $ 2^K $ main
                                  effects plans  . . . . . . . . . . . . . 76--84
                Chunrong Ai and   
               Lukang Huang and   
                    Zheng Zhang   A Mann--Whitney test of distributional
                                  effects in a multivalued treatment . . . 85--100
              Mathias Fuchs and   
              Roman Hornung and   
      Anne-Laure Boulesteix and   
                Riccardo De Bin   On the asymptotic behaviour of the
                                  variance estimator of a $U$-statistic    101--111
             Qianshun Cheng and   
               HaiYing Wang and   
                       Min Yang   Information-based optimal subdata
                                  selection for big data logistic
                                  regression . . . . . . . . . . . . . . . 112--122
              Qianqian Zhao and   
                   Shengli Zhao   Constructing minimum aberration
                                  split-plot designs via complementary
                                  sets when the whole plot factors are
                                  important  . . . . . . . . . . . . . . . 123--143
                  Shuai Hao and   
                       Min Yang   Support point of locally optimal designs
                                  for multinomial logistic regression
                                  models . . . . . . . . . . . . . . . . . 144--159
                Lucy L. Gao and   
                     Julie Zhou   Minimax $D$-optimal designs for
                                  multivariate regression models with
                                  multi-factors  . . . . . . . . . . . . . 160--173
                   Zhe Wang and   
                    Ryan Martin   Model-free posterior inference on the
                                  area under the receiver operating
                                  characteristic curve . . . . . . . . . . 174--186
             Yoshihide Kakizawa   Multivariate non-central
                                  Birnbaum--Saunders kernel density
                                  estimator for nonnegative data . . . . . 187--207
           Grisel M. Britos and   
            Silvia M. Ojeda and   
Laura A. Rodríguez Astrain and   
                Oscar H. Bustos   Asymptotic properties of BMM-estimator
                                  in bidimensional autoregressive
                                  processes  . . . . . . . . . . . . . . . 208--228
           Valentin Patilea and   
César Sánchez-Sellero   Testing for lack-of-fit in functional
                                  regression models against general
                                  alternatives . . . . . . . . . . . . . . 229--251
               Qingyang Liu and   
                   Yuping Zhang   Joint estimation of heterogeneous
                                  exponential Markov Random Fields through
                                  an approximate likelihood inference  . . 252--266
      Ulrike Graßhoff and   
              Heinz Holling and   
         Frank Röttger and   
                 Rainer Schwabe   Optimality regions for designs in
                                  multiple linear regression models with
                                  correlated random coefficients . . . . . 267--279
                    Samuel Rosa   Optimal experimental designs for
                                  treatment contrasts in heteroscedastic
                                  models with covariates . . . . . . . . . 280--291


Journal of Statistical Planning and Inference
Volume 210, Number ??, January, 2021

                      Anonymous   Pages 1--160 (January 2021)  . . . . . . 1--160
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                Quentin Clairon   A regularization method for the
                                  parameter estimation problem in ordinary
                                  differential equations via discrete
                                  optimal control theory . . . . . . . . . 1--19
                Xiaojian Xu and   
                Sanjoy K. Sinha   Robust designs for generalized linear
                                  mixed models with possible model
                                  misspecification . . . . . . . . . . . . 20--41
           Ery Arias-Castro and   
                Shiyun Chen and   
                    Andrew Ying   A scan procedure for multiple testing:
                                  Beyond threshold-type procedures . . . . 42--52
             Takeru Matsuda and   
         William E. Strawderman   Predictive density estimation under the
                                  Wasserstein loss . . . . . . . . . . . . 53--63
               Gongming Shi and   
                   Jiang Du and   
                 Zhihua Sun and   
                Zhongzhan Zhang   Checking the adequacy of functional
                                  linear quantile regression model . . . . 64--75
       André Neumann and   
               Taras Bodnar and   
              Thorsten Dickhaus   Estimating the proportion of true null
                                  hypotheses under dependency: a marginal
                                  bootstrap approach . . . . . . . . . . . 76--86
                  Xinrui He and   
                   Jay Bartroff   Asymptotically optimal sequential FDR
                                  and pFDR control with (or without) prior
                                  information on the number of signals . . 87--99
José A. Díaz-García and   
       Francisco J. Caro-Lopera   Matrix variate Birnbaum--Saunders
                                  distribution under elliptical models . . 100--113
                    Fabian Mies   Estimation of state-dependent jump
                                  activity and drift for Markovian
                                  semimartingales  . . . . . . . . . . . . 114--140
             Nadine McCloud and   
        Christopher F. Parmeter   Calculating degrees of freedom in
                                  multivariate local polynomial regression 141--160


Journal of Statistical Planning and Inference
Volume 211, Number ??, March, 2021

                      Anonymous   Pages 1--438 (March 2021)  . . . . . . . 1--438
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
 János Marcell Benke and   
                      Gyula Pap   Nearly unstable family of stochastic
                                  processes given by stochastic
                                  differential equations with time delay   1--11
                Tsubasa Ito and   
               Tatsuya Kubokawa   Corrected empirical Bayes confidence
                                  region in a multivariate Fay--Herriot
                                  model  . . . . . . . . . . . . . . . . . 12--32
   Kouakou Francois Domagni and   
              A. S. Hedayat and   
              Bikas Kumar Sinha   On the nature of saturated $
                                  2^k$-factorial designs for unbiased
                                  estimation of non-negligible parameters  33--40
               K. Nadarajah and   
             Gael M. Martin and   
                  D. S. Poskitt   Optimal bias correction of the
                                  log-periodogram estimator of the
                                  fractional parameter: a jackknife
                                  approach . . . . . . . . . . . . . . . . 41--79
                  Huiqin Li and   
                Yanqing Yin and   
                  Shurong Zheng   Central limit theorem for linear
                                  spectral statistics of general separable
                                  sample covariance matrices with
                                  applications . . . . . . . . . . . . . . 80--89
             Martial Longla and   
                 Magda Peligrad   New robust confidence intervals for the
                                  mean under dependence  . . . . . . . . . 90--106
             Andrew T. Karl and   
              Dale L. Zimmerman   A diagnostic for bias in linear mixed
                                  model estimators induced by dependence
                                  between the random effects and the
                                  corresponding model matrix . . . . . . . 107--118
                    Lili Yu and   
             Ding-Geng Chen and   
                        Jun Liu   Efficient and direct estimation of the
                                  variance-covariance matrix in EM
                                  algorithm with interpolation method  . . 119--130
              Tommaso Rigon and   
                Daniele Durante   Tractable Bayesian density regression
                                  via logit stick-breaking priors  . . . . 131--142
               Xiaobo Zhong and   
           Ying Kuen Cheung and   
                   Min Qian and   
                      Bin Cheng   Comparing adaptive interventions under a
                                  general sequential multiple assignment
                                  randomized trial design via multiple
                                  comparisons with the best  . . . . . . . 143--153
                   Yuexiao Dong   A brief review of linear sufficient
                                  dimension reduction through optimization 154--161
                     Rui Li and   
                   Wenqi Lu and   
                Zhongyi Zhu and   
                      Heng Lian   Optimal prediction of quantile
                                  functional linear regression in
                                  reproducing kernel Hilbert spaces  . . . 162--170
                 Yijun Wang and   
               Jiajia Zhang and   
                   Chao Cai and   
                  Wenbin Lu and   
                    Yincai Tang   Semiparametric estimation for
                                  proportional hazards mixture cure model
                                  allowing non-curable competing risk  . . 171--189
               Yusuke Kaino and   
                Masayuki Uchida   Parametric estimation for a parabolic
                                  linear SPDE model based on discrete
                                  observations . . . . . . . . . . . . . . 190--220
                     Kai Xu and   
                    Yeqing Zhou   Maximum-type tests for high-dimensional
                                  regression coefficients using Wilcoxon
                                  scores . . . . . . . . . . . . . . . . . 221--240
             Tucker McElroy and   
                    Anindya Roy   Testing for adequacy of seasonal
                                  adjustment in the frequency domain . . . 241--255
              Yuzo Maruyama and   
         William E. Strawderman   A Gaussian sequence approach for proving
                                  minimaxity: a Review . . . . . . . . . . 256--270
        Mamadou Lamine Diop and   
                 William Kengne   Piecewise autoregression for general
                                  integer-valued time series . . . . . . . 271--286
               Zach Branson and   
                  Stephane Shao   Ridge rerandomization: an experimental
                                  design strategy in the presence of
                                  covariate collinearity . . . . . . . . . 287--314
            Kees Tim Mulder and   
                 Irene Klugkist   Bayesian tests for circular uniformity   315--325
            Adam Kolkiewicz and   
               Gregory Rice and   
                      Yijun Xie   Projection pursuit based tests of
                                  normality with functional data . . . . . 326--339
           Mohamed Bentarzi and   
                 Mohamed Sadoun   Efficient estimation in periodic INARp
                                  model: \em Nonparametric innovation
                                  distributions case . . . . . . . . . . . 340--361
       Monika Bhattacharjee and   
                  Arup Bose and   
        Radhendushka Srivastava   A white noise test under weak conditions 362--390
                     Jin Xu and   
                  Rongji Mu and   
                      Cui Xiong   A Bayesian stochastic approximation
                                  method . . . . . . . . . . . . . . . . . 391--401
                 Mingyao Ai and   
                Yimin Huang and   
                         Jun Yu   A non-parametric solution to the
                                  multi-armed bandit problem with
                                  covariates . . . . . . . . . . . . . . . 402--413
              Faysal Satter and   
                   Yichuan Zhao   Jackknife empirical likelihood for the
                                  mean difference of two zero-inflated
                                  skewed populations . . . . . . . . . . . 414--422
                 WenWu Wang and   
                   Wei Shen and   
                    Tiejun Tong   Robust estimation of nonparametric
                                  function via addition sequence . . . . . 423--438


Journal of Statistical Planning and Inference
Volume 212, Number ??, May, 2021

                      Anonymous   Pages 1--226 (May 2021)  . . . . . . . . 1--226
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
    Juan Jesús Salamanca   A universal, canonical dispersive
                                  ordering in metric spaces  . . . . . . . 1--13
                  Yuanbo Li and   
             Ngai Hang Chan and   
               Chun Yip Yau and   
                  Rongmao Zhang   Group orthogonal greedy algorithm for
                                  change-point estimation of multivariate
                                  time series  . . . . . . . . . . . . . . 14--33
   Dhrubasish Bhattacharyya and   
             Ruhul Ali Khan and   
                   Murari Mitra   Two-sample nonparametric test for
                                  comparing mean time to failure functions
                                  in age replacement . . . . . . . . . . . 34--44
               Xiaojun Song and   
            Abderrahim Taamouti   A nonparametric measure of
                                  heteroskedasticity . . . . . . . . . . . 45--68
                    Yin Liu and   
             Guo-Liang Tian and   
                   Mingqiu Wang   A new variant of the parallel regression
                                  model with variable selection in surveys
                                  with sensitive attribute . . . . . . . . 69--83
                Rakhi Singh and   
             Joachim Kunert and   
                   John Stufken   On optimal fMRI designs for correlated
                                  errors . . . . . . . . . . . . . . . . . 84--96
         Ioannis Kalogridis and   
               Stefan Van Aelst   $M$-type penalized splines with
                                  auxiliary scale estimation . . . . . . . 97--113
       Éric Marchand and   
             Fanny Rancourt and   
         William E. Strawderman   Minimax estimation of a restricted mean
                                  for a one-parameter exponential family   114--125
             Silvia Columbu and   
           Valentina Mameli and   
               Monica Musio and   
                   Philip Dawid   The Hyvärinen scoring rule in Gaussian
                                  linear time series models  . . . . . . . 126--140
              Mingxiang Cao and   
                   Peng Sun and   
                   Junyong Park   A simultaneous test of mean vector and
                                  covariance matrix in high-dimensional
                                  settings . . . . . . . . . . . . . . . . 141--152
                    Peng Wu and   
                   Xinyi Xu and   
               Xingwei Tong and   
                 Qing Jiang and   
                          Bo Lu   Semiparametric estimation for average
                                  causal effects using propensity
                                  score-based spline . . . . . . . . . . . 153--168
               Luc Pronzato and   
                   HaiYing Wang   Sequential online subsampling for
                                  thinning experimental designs  . . . . . 169--193
              Ignacio Vidal and   
         Mário de Castro   A Bayesian analysis of the matching
                                  problem  . . . . . . . . . . . . . . . . 194--200
            Fayed Alshammri and   
                     Jiazhu Pan   Generalized principal component analysis
                                  for moderately non-stationary vector
                                  time series  . . . . . . . . . . . . . . 201--225


Journal of Statistical Planning and Inference
Volume 213, Number ??, July, 2021

                      Anonymous   Pages 1--292 (July 2021) . . . . . . . . 1--292
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
Tamás F. Móri and   
Gábor J. Székely and   
                 Maria L. Rizzo   On energy tests of normality . . . . . . 1--15
           Samprit Banerjee and   
                  Stefano Monni   An orthogonally equivariant estimator of
                                  the covariance matrix in high dimensions
                                  and for small sample sizes . . . . . . . 16--32
                Xiao-Nan Lu and   
             Miwako Mishima and   
            Nobuko Miyamoto and   
                 Masakazu Jimbo   Optimal and efficient designs for fMRI
                                  experiments via two-level circulant
                                  almost orthogonal arrays . . . . . . . . 33--49
                   Tony Cai and   
                Donggyu Kim and   
                 Xinyu Song and   
                    Yazhen Wang   Optimal sparse eigenspace and low-rank
                                  density matrix estimation for quantum
                                  systems  . . . . . . . . . . . . . . . . 50--71
                 Hengzhen Huang   Construction of component orthogonal
                                  arrays with any number of components . . 72--79
          Abdul-Nasah Soale and   
                   Yuexiao Dong   On expectile-assisted inverse regression
                                  estimation for sufficient dimension
                                  reduction  . . . . . . . . . . . . . . . 80--92
                 Kun Ho Kim and   
             Shih-Kang Chao and   
        Wolfgang K. Härdle   Simultaneous inference of the partially
                                  linear model with a multivariate unknown
                                  function . . . . . . . . . . . . . . . . 93--105
             Chiara Amorino and   
                  Arnaud Gloter   Invariant density adaptive estimation
                                  for ergodic jump-diffusion processes
                                  over anisotropic classes . . . . . . . . 106--129
               Chunyan Wang and   
                 Jinyu Yang and   
                   Min-Qian Liu   Construction of space-filling orthogonal
                                  designs  . . . . . . . . . . . . . . . . 130--141
             Jin-Ting Zhang and   
                    Bu Zhou and   
                    Jia Guo and   
                   Tianming Zhu   Two-sample Behrens--Fisher problems for
                                  high-dimensional data: a normal
                                  reference approach . . . . . . . . . . . 142--161
             Shintaro Hashimoto   Reference priors via $ \alpha
                                  $-divergence for a certain non-regular
                                  model in the presence of a nuisance
                                  parameter  . . . . . . . . . . . . . . . 162--178
            Hammou El Barmi and   
               Ganesh Malla and   
                  Hari Mukerjee   Estimation of a distribution function
                                  with increasing failure rate average . . 179--192
                   Xiuqi Li and   
               Subhashis Ghosal   Bayesian change point detection for
                                  functional data  . . . . . . . . . . . . 193--205
         Eliane C. Pinheiro and   
       Silvia L. P. Ferrari and   
       Francisco M. C. Medeiros   Higher-order approximate confidence
                                  intervals  . . . . . . . . . . . . . . . 206--221
     Melaine C. De Oliveira and   
             Luis M. Castro and   
               Dipak K. Dey and   
                Debajyoti Sinha   Bregman divergence to generalize
                                  Bayesian influence measures for data
                                  analysis . . . . . . . . . . . . . . . . 222--232
               Luc Pronzato and   
               Guillaume Sagnol   Removing inessential points in $c$-and
                                  $A$-optimal design . . . . . . . . . . . 233--252
          Suja Aboukhamseen and   
             Shahariar Huda and   
                   Mausumi Bose   Optimal crossover designs for inference
                                  on total effects . . . . . . . . . . . . 253--261
                    Ning Li and   
              Xiaoling Peng and   
             Eric Kawaguchi and   
            Marc A. Suchard and   
                        Gang Li   A scalable surrogate $ L_0 $ sparse
                                  regression method for generalized linear
                                  models with applications to large scale
                                  data . . . . . . . . . . . . . . . . . . 262--281
               R. A. Bailey and   
             Leonard H. Soicher   Uniform semi-Latin squares and their
                                  pairwise-variance aberrations  . . . . . 282--291


Journal of Statistical Planning and Inference
Volume 214, Number ??, September, 2021

                      Anonymous   Pages 1--150 (September 2021)  . . . . . 1--150
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                   Zhan Liu and   
                   Chun Yip Yau   Fitting time series models for
                                  longitudinal surveys with nonignorable
                                  missing data . . . . . . . . . . . . . . 1--12
                 Guanfu Liu and   
                    Yan Fan and   
                   Yang Liu and   
                      Yukun Liu   Semi-parametric homogeneity test and
                                  sample size calculation for a two-sample
                                  problem under an inequality constraint   13--24
Christina C. Bartenschlager and   
                Jens O. Brunner   A new user specific multiple testing
                                  method for business applications: the
                                  SiMaFlex procedure . . . . . . . . . . . 25--40
           Laura Dumitrescu and   
          Ioana Schiopu-Kratina   Asymptotic results with estimating
                                  equations for time-evolving clustered
                                  data . . . . . . . . . . . . . . . . . . 41--61
               Sanying Feng and   
                  Ping Tian and   
                  Yuping Hu and   
                     Gaorong Li   Estimation in functional single-index
                                  varying coefficient model  . . . . . . . 62--75
               R. A. Bailey and   
     Célia Fernandes and   
                    Paulo Ramos   Sparse designs for estimating variance
                                  components of nested factors with random
                                  effects  . . . . . . . . . . . . . . . . 76--88
              JingJing Zeng and   
                  Yuze Duan and   
               Desheng Wang and   
                    Bin Zou and   
                    Yue Yin and   
                         Jie Xu   Generalization performance of Lagrangian
                                  support vector machine based on Markov
                                  sampling . . . . . . . . . . . . . . . . 89--104
              Shen-Ming Lee and   
               Kim-Hung Pho and   
                  Chin-Shang Li   Validation likelihood estimation method
                                  for a zero-inflated Bernoulli regression
                                  model with missing covariates  . . . . . 105--127
         Yoshiyuki Ninomiya and   
             Satoshi Kuriki and   
        Toshihiko Shiroishi and   
                Toyoyuki Takada   A modification of MaxT procedure using
                                  spurious correlations  . . . . . . . . . 128--138
             Nancy Flournoy and   
               Caterina May and   
                 Chiara Tommasi   The effects of adaptation on maximum
                                  likelihood inference for nonlinear
                                  models with normal errors  . . . . . . . 139--150


Journal of Statistical Planning and Inference
Volume 215, Number ??, December, 2021

                      Anonymous   Pages 1--388 (December 2021) . . . . . . 1--388
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                 Niwen Zhou and   
                     Lixing Zhu   On IPW-based estimation of conditional
                                  average treatment effects  . . . . . . . 1--22
                 Florian Dussap   Anisotropic multivariate deconvolution
                                  using projection on the Laguerre basis   23--46
                Xiaoming Xu and   
              Mary C. Meyer and   
                Jean D. Opsomer   Improved variance estimation for
                                  inequality-constrained domain mean
                                  estimators using survey data . . . . . . 47--71
            Estate V. Khmaladze   Testing hypothesis on transition
                                  distributions of a Markov sequence . . . 72--84
                Guijun Yang and   
                Jingbo Yang and   
                   Xue Yang and   
                   Weizhen Wang   On optimal subset designs for phase II
                                  clinical trials with both total response
                                  and disease control  . . . . . . . . . . 85--94
             Shinjini Nandi and   
            Sanat K. Sarkar and   
                  Xiongzhi Chen   Adapting to one- and two-way classified
                                  structures of hypotheses while
                                  controlling the false discovery rate . . 95--108
                   Shibin Zhang   A test for second-order stationarity of
                                  a time series based on the maximum of
                                  Anderson--Darling statistics . . . . . . 109--126
             Nilanjana Laha and   
                  Zhen Miao and   
                 Jon A. Wellner   Bi-$ s*$-concave distributions . . . . . 127--157
              Hiroki Masuda and   
                    Yuma Uehara   Estimating diffusion with compound
                                  Poisson jumps based on self-normalized
                                  residuals  . . . . . . . . . . . . . . . 158--183
                 Wenlong Li and   
               Min-Qian Liu and   
                 Jian-Feng Yang   Column-orthogonal nearly strong
                                  orthogonal arrays  . . . . . . . . . . . 184--192
            Hsiang-Ling Hsu and   
               Mong-Na Lo Huang   $D$-optimal designs for estimation of
                                  parameters in a simplex dispersion model
                                  with proportional data . . . . . . . . . 193--207
               Dandan Jiang and   
               Zhiqiang Hou and   
                       Jiang Hu   The limits of the sample spiked
                                  eigenvalues for a high-dimensional
                                  generalized Fisher matrix and its
                                  applications . . . . . . . . . . . . . . 208--217
  Frédéric Ouimet   A precise local limit theorem for the
                                  multinomial distribution and some
                                  applications . . . . . . . . . . . . . . 218--233
                Masaki Narukawa   Efficient tapered local Whittle
                                  estimation of multivariate fractional
                                  processes  . . . . . . . . . . . . . . . 234--256
                 Arman Sabbaghi   An integrative framework for geometric
                                  and hidden projections in three-level
                                  fractional factorial designs . . . . . . 257--267
             Dang Duc Trong and   
         Nguyen Hoang Thanh and   
           Nguyen Dang Minh and   
                 Nguyen Nhu Lan   Density estimation of a mixture
                                  distribution with unknown point-mass and
                                  normal error . . . . . . . . . . . . . . 268--288
                  Yuan Gong and   
                     Zehua Chen   A sequential approach to feature
                                  selection in high-dimensional additive
                                  models . . . . . . . . . . . . . . . . . 289--298
            Solenne Gaucher and   
                     Olga Klopp   Maximum likelihood estimation of sparse
                                  networks with missing observations . . . 299--329
              Tamar Gadrich and   
                Yariv N. Marmor   Two-way ORDANOVA: Analyzing ordinal
                                  variation in a cross-balanced design . . 330--343
         Dennis Malcherczyk and   
               Kevin Leckey and   
       Christine H. Müller   $K$-sign depth: From asymptotics to
                                  efficient implementation . . . . . . . . 344--355
                 Takumi Saegusa   Nonparametric inference for distribution
                                  functions with stratified samples  . . . 356--367
           Djamila Boukehil and   
      Dominique Fourdrinier and   
             Fatiha Mezoued and   
         William E. Strawderman   Estimation of the inverse scatter matrix
                                  for a scale mixture of Wishart matrices
                                  under Efron--Morris type losses  . . . . 368--387


Journal of Statistical Planning and Inference
Volume 216, Number ??, January, 2022

                      Anonymous   Pages 1--206 (January 2022)  . . . . . . 1--206
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                 Takumi Saegusa   Semiparametric inference for merged data
                                  from multiple data sources . . . . . . . 1--14
              Baojiang Chen and   
                   Jing Qin and   
                        Ao Yuan   Variable selection in the Box--Cox power
                                  transformation model . . . . . . . . . . 15--28
                  Keying Ye and   
                  Zifei Han and   
                 Yuyan Duan and   
                     Tianyu Bai   Normalized power prior Bayesian analysis 29--50
         Gaëlle Chagny and   
         Antoine Channarond and   
             Van H\`a Hoang and   
                 Angelina Roche   Adaptive nonparametric estimation of a
                                  component density in a two-class mixture
                                  model  . . . . . . . . . . . . . . . . . 51--69
      Fabian J. E. Telschow and   
              Armin Schwartzman   Simultaneous confidence bands for
                                  functional data using the Gaussian
                                  Kinematic formula  . . . . . . . . . . . 70--94
                 Yijie Liao and   
               Ronald W. Butler   Marginal posterior distributions for
                                  regression parameters in the Cox model
                                  using Dirichlet and gamma process priors 95--108
José A. Díaz-García and   
       Francisco J. Caro-Lopera   Multimatricvariate distribution under
                                  elliptical models  . . . . . . . . . . . 109--117
            Olivier Binette and   
                Simon Guillotte   Bayesian nonparametrics for directional
                                  statistics . . . . . . . . . . . . . . . 118--134
             Xavier Milhaud and   
             Denys Pommeret and   
                Yahia Salhi and   
           Pierre Vandekerkhove   Semiparametric two-sample admixture
                                  components comparison test: the
                                  symmetric case . . . . . . . . . . . . . 135--150
         Péter Kevei and   
             Lillian Oluoch and   
   László Viharos   Limit laws for the norms of extremal
                                  samples  . . . . . . . . . . . . . . . . 151--173
                    E. Chen and   
                        Yu Tang   Uniformity of saturated orthogonal
                                  arrays . . . . . . . . . . . . . . . . . 174--181
            Steven Hoberman and   
              Anastasia Ivanova   The properties of entropy as a measure
                                  of randomness in a clinical trial  . . . 182--193
              Feipeng Zhang and   
               Jiejing Yang and   
                    Lei Liu and   
                        Yuan Yu   Generalized linear-quadratic model with
                                  a change point due to a covariate
                                  threshold  . . . . . . . . . . . . . . . 194--206


Journal of Statistical Planning and Inference
Volume 217, Number ??, March, 2022

                      Anonymous   Pages 1--278 (March 2022)  . . . . . . . 1--278
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                   Boris Ryabko   Asymptotically most powerful tests for
                                  random number generators . . . . . . . . 1--7
              Eun Ryung Lee and   
                 Jinwoo Cho and   
                   Seyoung Park   Penalized kernel quantile regression for
                                  varying coefficient models . . . . . . . 8--23
               Andrei N. Frolov   On large deviations for combinatorial
                                  sums . . . . . . . . . . . . . . . . . . 24--32
            Yasuyuki Hamura and   
               Tatsuya Kubokawa   Bayesian predictive density estimation
                                  for a chi-squared model using
                                  information from a normal observation
                                  with unknown mean and variance . . . . . 33--51
                 Ziyang Lyu and   
                    A. H. Welsh   Increasing cluster size asymptotics for
                                  nested error regression models . . . . . 52--68
                  Xialu Liu and   
                     Ting Zhang   Estimating change-point latent factor
                                  models for high-dimensional time series  69--91
                     Yingcai Su   On the admissibility of spherical
                                  spatial covariance functions in higher
                                  dimensions . . . . . . . . . . . . . . . 92--105
                Junhan Fang and   
                    Grace Y. Yi   Regularized matrix-variate logistic
                                  regression with response subject to
                                  misclassification  . . . . . . . . . . . 106--121
          Noriah Al-Kandari and   
                Hammou El Barmi   Restricted estimation of the cumulative
                                  incidence functions of two competing
                                  risks  . . . . . . . . . . . . . . . . . 122--140
            Justin M. Leach and   
            Inmaculada Aban and   
                 Nengjun Yi and   
The Alzheimer\'s Disease Neuroimaging Initiative   Incorporating spatial structure into
                                  inclusion probabilities for Bayesian
                                  variable selection in generalized linear
                                  models with the spike-and-slab elastic
                                  net  . . . . . . . . . . . . . . . . . . 141--152
                    Maryna Prus   Equivalence theorems for multiple-design
                                  problems with application in mixed
                                  models . . . . . . . . . . . . . . . . . 153--164
               Michael L. Stein   A note on the smoothness of densities    165--170
                 Chris J. Lloyd   Exact confidence limits compatible with
                                  the result of a sequential trial . . . . 171--176
          Guillaume Chauvet and   
                   Camelia Goga   Asymptotic efficiency of the calibration
                                  estimator in a high-dimensional data
                                  setting  . . . . . . . . . . . . . . . . 177--187
               Fanrong Zhao and   
                    Nan Lin and   
                 Wenjuan Hu and   
                   Baoxue Zhang   A faster U-statistic for testing
                                  independence in the functional linear
                                  models . . . . . . . . . . . . . . . . . 188--203
                   Yang Bai and   
              Rongjie Jiang and   
                   Mengli Zhang   Optimal model averaging estimator for
                                  expectile regressions  . . . . . . . . . 204--223
      Stefan Böhringer and   
                Dietmar Lohmann   Exact model comparisons in the
                                  plausibility framework . . . . . . . . . 224--240
              Tetsuya Kawai and   
                Masayuki Uchida   Adaptive testing method for ergodic
                                  diffusion processes based on high
                                  frequency data . . . . . . . . . . . . . 241--278


Journal of Statistical Planning and Inference
Volume 218, Number ??, May, 2022

                      Anonymous   Pages 1--164 (May 2022)  . . . . . . . . 1--164
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                  Jing Wang and   
                  Rong-Xian Yue   $D$-optimal augmented designs and the
                                  existence of tight orthogonal arrays
                                  with high strength . . . . . . . . . . . 1--8
           Ali Al-Sharadqah and   
                    Phuc Nguyen   Statistical analysis of concentric
                                  objects estimation problem under the
                                  heteroscedastic Berman model . . . . . . 9--24
                    Mo Zhou and   
                  Yaolan Ma and   
                  Rongmao Zhang   Portmanteau-type test for unit root with
                                  heavy-tailed noise . . . . . . . . . . . 25--42
              Per Johansson and   
       Mårten Schultzberg   Rerandomization: a complement or
                                  substitute for stratification in
                                  randomized experiments?  . . . . . . . . 43--58
                Xiaodi Wang and   
               Xueping Chen and   
               Dennis K. J. Lin   Sliced symmetrical Latin hypercube
                                  designs  . . . . . . . . . . . . . . . . 59--72
             Hung-Ping Tung and   
                 I-Chen Lee and   
             Sheng-Tsaing Tseng   Analytical approach for designing
                                  accelerated degradation tests under an
                                  exponential dispersion model . . . . . . 73--84
                 Wenchao Xu and   
                Hongmei Lin and   
               Riquan Zhang and   
                      Hua Liang   Two-sample functional linear models with
                                  functional responses . . . . . . . . . . 85--105
     Indrabati Bhattacharya and   
                    Ryan Martin   Gibbs posterior inference on
                                  multivariate quantiles . . . . . . . . . 106--121
            Sander Scholtus and   
             Natalie Shlomo and   
                    Ton de Waal   Correcting for linkage errors in
                                  contingency tables --- a cautionary tale 122--137
            Antony M. Overstall   Properties of Fisher information gain
                                  for Bayesian design of experiments . . . 138--146
                   Shin-Fu Tsai   Generating optimal order-of-addition
                                  designs with flexible run sizes  . . . . 147--163


Journal of Statistical Planning and Inference
Volume 219, Number ??, July, 2022

                      Anonymous   Pages 1--332 (July 2022) . . . . . . . . 1--332
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
     Indrabati Bhattacharya and   
               Subhashis Ghosal   Bayesian nonparametric tests for
                                  multivariate locations . . . . . . . . . 1--12
                  Yifan Sun and   
                     Qihua Wang   An adaptive group LASSO approach for
                                  domain selection in functional
                                  generalized linear models  . . . . . . . 13--32
                 Wenlong Li and   
               Min-Qian Liu and   
                     Boxin Tang   A systematic construction of compromise
                                  designs under baseline parameterization  33--42
Alexandre Galvão Patriota and   
Jônatas de Oliveira Alves   A monotone frequentist measure of
                                  evidence for testing variance components
                                  in linear mixed models . . . . . . . . . 43--62
              Adam Kapelner and   
            Abba M. Krieger and   
              Michael Sklar and   
                   David Azriel   Optimal rerandomization designs via a
                                  criterion that provides insurance
                                  against failed experiments . . . . . . . 63--84
                   Si-Yu Yi and   
              Yong-Dao Zhou and   
                      Wei Zheng   Optimal designs for mean-covariance
                                  models with missing observations . . . . 85--97
                Mingao Yuan and   
                  Yang Feng and   
                  Zuofeng Shang   A likelihood-ratio type test for
                                  stochastic block models with bounded
                                  degrees  . . . . . . . . . . . . . . . . 98--119
                    Bing Su and   
                     Fukang Zhu   Temporal aggregation and systematic
                                  sampling for INGARCH processes . . . . . 120--133
              Paavo Sattler and   
             Arne C. Bathke and   
                   Markus Pauly   Testing hypotheses about covariance
                                  matrices in general MANOVA designs . . . 134--146
                   Pei Geng and   
                   Hira L. Koul   Weighted empirical minimum distance
                                  estimators in linear errors-in-variables
                                  regression models  . . . . . . . . . . . 147--174
                    Shu Liu and   
                Jinhong You and   
                       Lixia Hu   Unified statistical inference for a
                                  nonlinear dynamic
                                  functional/longitudinal data model . . . 175--188
          Maddalena Cavicchioli   Goodness-of-fit tests for Markov
                                  Switching VAR models using spectral
                                  analysis . . . . . . . . . . . . . . . . 189--203
               Chunyan Wang and   
                  Robert W. Mee   Saturated and supersaturated
                                  order-of-addition designs  . . . . . . . 204--215
                    Rui She and   
                 Zichuan Mi and   
                   Shiqing Ling   Whittle parameter estimation for vector
                                  ARMA models with heavy-tailed noises . . 216--230
            Annop Angkunsit and   
          Jiraphan Suntornchost   Adjusted maximum likelihood method for
                                  multivariate Fay-Herriot model . . . . . 231--249
       Vicky Fasen-Hartmann and   
                  Celeste Mayer   A note on estimation of $ \alpha
                                  $-stable CARMA processes sampled at low
                                  frequencies  . . . . . . . . . . . . . . 250--265
                Seonghyun Jeong   Posterior contraction in group sparse
                                  logit models for categorical responses   266--278
          Sayantan Banerjee and   
                   Weining Shen   Graph signal denoising using
                                  $t$-shrinkage priors . . . . . . . . . . 279--305
                  Rui Zhang and   
                 Dehui Wang and   
                        Cong Li   Flexible binomial AR(1) processes using
                                  copulas  . . . . . . . . . . . . . . . . 306--332


Journal of Statistical Planning and Inference
Volume 220, Number ??, September, 2022

                      Anonymous   Pages 1--82 (September 2022) . . . . . . 1--82
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
Jesús López-Fidalgo and   
               Douglas P. Wiens   Robust active learning with binary
                                  responses  . . . . . . . . . . . . . . . 1--14
                Cecilia Dao and   
               Jiming Jiang and   
              Debashis Paul and   
                    Hongyu Zhao   Variance estimation and confidence
                                  intervals from genome-wide association
                                  studies through high-dimensional
                                  misspecified mixed model analysis  . . . 15--23
             Yuanyuan Jiang and   
                   Xingzhong Xu   Testing the skewness of skew-normal
                                  distribution by Bayes factors  . . . . . 24--48
                Yinfen Tang and   
                    Ye Peng and   
                  Zhiyuan Zhang   Trading information, price discreteness,
                                  and volatility estimation  . . . . . . . 49--70
                Linda M. Haines   Approximate $I$-optimal designs for
                                  polynomial models over the unit ball . . 71--81


Journal of Statistical Planning and Inference
Volume 221, Number ??, December, 2022

                      Anonymous   Pages 1--326 (December 2022) . . . . . . 1--326
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
              Xavier Dupuis and   
         Patrick J. C. Tardivel   Proximal operator for the sorted $
                                  \ell_1 $ norm: Application to testing
                                  procedures based on SLOPE  . . . . . . . 1--8
          Subhadra Dasgupta and   
         Siuli Mukhopadhyay and   
                 Jonathan Keith   Optimal designs for some bivariate
                                  cokriging models . . . . . . . . . . . . 9--28
                Jack Noonan and   
            Anatoly Zhigljavsky   Random and quasi-random designs in group
                                  testing  . . . . . . . . . . . . . . . . 29--54
                 Thiago Rezende   A new filtering inference procedure for
                                  a GED state-space volatility model . . . 55--68
              Xiaogang Wang and   
              Xiaoying Zhou and   
                    Bing Li and   
              Feipeng Zhang and   
                      Xian Zhou   A bent line Tobit regression model with
                                  application to household financial
                                  assets . . . . . . . . . . . . . . . . . 69--80
                  N. P. Uto and   
                   R. A. Bailey   Constructions for regular-graph
                                  semi-Latin rectangles with block size
                                  two  . . . . . . . . . . . . . . . . . . 81--89
            Marta Bonsaglio and   
             Sandra Fortini and   
              Steffen Ventz and   
                 Lorenzo Trippa   Approximating the operating
                                  characteristics of Bayesian Uncertainty
                                  directed trial Designs . . . . . . . . . 90--99
                   Rong Zhu and   
                Xinyu Zhang and   
             Alan T. K. Wan and   
                     Guohua Zou   Frequentist model averaging under
                                  inequality constraints . . . . . . . . . 100--113
              Claudia Kirch and   
               Christina Stoehr   Asymptotic delay times of sequential
                                  tests based on $U$-statistics for early
                                  and late change points . . . . . . . . . 114--135
            Ir\`ene Gijbels and   
               Vojtech Kika and   
                   Marek Omelka   Choice of smoothing parameter in
                                  multivariate copula-based tail
                                  coefficients . . . . . . . . . . . . . . 136--153
              Ruoyang Zhang and   
                  Yisha Yao and   
                    Malay Ghosh   Contraction of a quasi-Bayesian model
                                  with shrinkage priors in precision
                                  matrix estimation  . . . . . . . . . . . 154--171
                     Jie Hu and   
                  Wei Liang and   
              Hongsheng Dai and   
                    Yanchun Bao   Efficient empirical likelihood inference
                                  for recovery rate of COVID19 under
                                  double-censoring . . . . . . . . . . . . 172--187
                Honghe Zhao and   
                       Shu Yang   Outcome-adjusted balance measure for
                                  generalized propensity score model
                                  selection  . . . . . . . . . . . . . . . 188--200
              Guanzhou Chen and   
                     Boxin Tang   Using nonregular designs to generate
                                  space-filling designs  . . . . . . . . . 201--211
         Dimitrios Bagkavos and   
            Dimitrios Ioannides   Local polynomial smoothing based on the
                                  Kaplan--Meier estimate . . . . . . . . . 212--229
    Felipe J. Medina-Aguayo and   
      J. Andrés Christen   Penalised $t$-walk MCMC  . . . . . . . . 230--247
                   Zhiqiang Tan   Analysis of odds, probability, and
                                  hazard ratios: From 2 by 2 tables to
                                  two-sample survival data . . . . . . . . 248--265
              John Tyssedal and   
             Yngvild Hole Hamre   Preserving projection properties when
                                  regular two-level designs are blocked    266--280
Céline Lévy-Leduc and   
              Pascal Bondon and   
         Valdério Reisen   A spectral approach to estimate the
                                  autocovariance function  . . . . . . . . 281--298
                Yu-Xuan Lin and   
                Yi-Han Tang and   
              Jia-Hua Zhang and   
                   Kai-Tai Fang   Detecting non-isomorphic orthogonal
                                  design . . . . . . . . . . . . . . . . . 299--312
              Tommaso Lando and   
                  Idir Arab and   
         Paulo Eduardo Oliveira   Properties of increasing odds rate
                                  distributions with a statistical
                                  application  . . . . . . . . . . . . . . 313--325


Journal of Statistical Planning and Inference
Volume 222, Number ??, January, 2023

                      Anonymous   Pages 1--272 (January 2023)  . . . . . . 1--272
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
          Solomon W. Harrar and   
                        Yue Cui   Nonparametric methods for clustered data
                                  in pre-post intervention design  . . . . 1--21
             Jin-young Choi and   
                 Myoung-jae Lee   Overlap weight and propensity score
                                  residual for heterogeneous effects: a
                                  review with extensions . . . . . . . . . 22--37
                  Jan Beran and   
        Jeremy Näscher and   
      Franziska Farquharson and   
             Max Kustermann and   
        Hans-Joachim Kabitz and   
          Stephan Walterspacher   On seasonal functional modeling under
                                  strong dependence, with applications to
                                  mechanically ventilated breathing
                                  activity . . . . . . . . . . . . . . . . 38--65
    Andrea C. Garcia-Angulo and   
                Gerda Claeskens   Optimal finite sample post-selection
                                  confidence distributions in generalized
                                  linear models  . . . . . . . . . . . . . 66--77
              Yuzo Maruyama and   
         William E. Strawderman   A review of Brown 1971 (in)admissibility
                                  results under scale mixtures of Gaussian
                                  priors . . . . . . . . . . . . . . . . . 78--93
                  Yong Chen and   
                    Ying Li and   
                        Li Tian   Moment estimator for an AR(1) model
                                  driven by a long memory Gaussian noise   94--107
         Sayantani Karmakar and   
              Cini Varghese and   
         Md. Ashraful Haque and   
                Seema Jaggi and   
                 Mohd Harun and   
                 Eldho Varghese   A note on the construction of incomplete
                                  row-column designs: an algorithmic
                                  approach . . . . . . . . . . . . . . . . 108--121
               Qingxun Kong and   
                 Zhiming Li and   
                   Tao Chen and   
                       Ge Zhang   Results on constructing sn-m regular
                                  designs with general minimum lower-order
                                  confounding  . . . . . . . . . . . . . . 122--131
Kouakou Kouamé Florent and   
Yodé Armel Fabrice Evrard   A sup-norm oracle inequality for a
                                  partially linear regression model  . . . 132--148
                Xiangyu Liu and   
                  Jing Ning and   
                  Xuming He and   
          Barbara C. Tilley and   
                      Ruosha Li   Semiparametric regression modeling of
                                  the global percentile outcome  . . . . . 149--159
             Michael Kohler and   
              Sophie Langer and   
                    Ulrich Reif   Estimation of a regression function on a
                                  manifold by fully connected deep neural
                                  networks . . . . . . . . . . . . . . . . 160--181
                Ryota Yuasa and   
               Tatsuya Kubokawa   Generalized Bayes estimators with closed
                                  forms for the normal mean and covariance
                                  matrices . . . . . . . . . . . . . . . . 182--194
           Jami J. Mulgrave and   
               Subhashis Ghosal   Bayesian analysis of nonparanormal
                                  graphical models using rank-likelihood   195--208
                Yishan Zhou and   
                  Qian Xiao and   
                    Fasheng Sun   Construction of uniform projection
                                  designs via level permutation and
                                  expansion  . . . . . . . . . . . . . . . 209--225
           Mahmoud Zarepour and   
                    Reza Habibi   A Quasi-Bayesian change point detection
                                  with exchangeable weights  . . . . . . . 226--240
              Andrea Arf\`e and   
                 Pietro Muliere   A general Bayesian bootstrap for
                                  censored data based on the beta-Stacy
                                  process  . . . . . . . . . . . . . . . . 241--251
                Peter Dukes and   
                 Meixin Liu and   
                     Julie Zhou   Graph decomposition methods for variance
                                  balanced block designs with correlated
                                  errors . . . . . . . . . . . . . . . . . 252--260
                Yuehan Yang and   
                      Siwei Xia   An integrated precision matrix
                                  estimation for multivariate regression
                                  problems . . . . . . . . . . . . . . . . 261--272


Journal of Statistical Planning and Inference
Volume 223, Number ??, March, 2023

                      Anonymous   Pages 1--74 (March 2023) . . . . . . . . 1--74
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
             Patrizia Berti and   
           Emanuela Dreassi and   
            Fabrizio Leisen and   
              Luca Pratelli and   
                    Pietro Rigo   New perspectives on knockoffs
                                  construction . . . . . . . . . . . . . . 1--14
          Grzegorz Rempa\la and   
              Jacek Weso\lowski   Poisson limit theorems for the
                                  Cressie--Read statistics . . . . . . . . 15--32
                Thomas Mroz and   
Juan Fernández Sánchez and   
            Sebastian Fuchs and   
            Wolfgang Trutschnig   On distributions with fixed marginals
                                  maximizing the joint or the prior
                                  default probability, estimation, and
                                  related results  . . . . . . . . . . . . 33--52
             Boris Garbuzov and   
                      Zhou Zhou   Convergence rate of plugin estimates for
                                  functional parameters with applications
                                  to locally-stationary time-series  . . . 53--62
                      Adam Lane   Efficiency of observed information
                                  adaptive designs in linear models  . . . 63--74


Journal of Statistical Planning and Inference
Volume 224, Number ??, May, 2023

                      Anonymous   Pages 1--126 (May 2023)  . . . . . . . . 1--126
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                    Tao Sun and   
                   Shengli Zhao   General minimum lower-order confounding
                                  split-plot designs with important
                                  whole-plot factors . . . . . . . . . . . 1--8
            Takayuki Yamada and   
                 Tetsuto Himeno   High-dimensional asymptotic expansion of
                                  the null distribution for L2 norm based
                                  MANOVA testing statistic under general
                                  distribution . . . . . . . . . . . . . . 9--26
                Daojiang He and   
              Jinjiao Cheng and   
                         Kai Xu   High-dimensional variable screening
                                  through kernel-based conditional mean
                                  dependence . . . . . . . . . . . . . . . 27--41
                Zhiping Qiu and   
                       Dixin Wu   Generalized accelerated failure time
                                  model with censored data from
                                  case-cohort studies  . . . . . . . . . . 42--53
              Claudio Macci and   
                 Mauro Piccioni   An inverse Sanov theorem for exponential
                                  families . . . . . . . . . . . . . . . . 54--68
             Xiangshun Kong and   
                  Wei Zheng and   
                     Mingyao Ai   Representative points for distribution
                                  recovering . . . . . . . . . . . . . . . 69--83
                   Xin Chen and   
                  Mary C. Meyer   Penalized unimodal spline density
                                  estimation with application to
                                  $M$-estimation . . . . . . . . . . . . . 84--97
                Rahul Singh and   
                   Neeraj Misra   $U$-statistic based on overlapping
                                  sample spacings  . . . . . . . . . . . . 98--108
                Benjamin Walter   Analysis of convolutional neural network
                                  image classifiers in a hierarchical
                                  max-pooling model with additional local
                                  pooling  . . . . . . . . . . . . . . . . 109--126


Journal of Statistical Planning and Inference
Volume 225, Number ??, July, 2023

                      Anonymous   Pages 1--282 (July 2023) . . . . . . . . 1--282
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
             Ngoc Khue Tran and   
                 Hoang-Long Ngo   LAMN property for jump diffusion
                                  processes with discrete observations on
                                  a fixed time interval  . . . . . . . . . 1--28
               Juan Kalemkerian   Modelling and parameter estimation for
                                  discretely observed fractional iterated
                                  Ornstein--Uhlenbeck processes  . . . . . 29--51
                 R. Fontana and   
                    P. Semeraro   Exchangeable Bernoulli distributions:
                                  High dimensional simulation, estimation,
                                  and testing  . . . . . . . . . . . . . . 52--70
Helen da Silva Costa Benaduce and   
                 Guilherme Pumi   SYMARFIMA: a dynamical model for
                                  conditionally symmetric time series with
                                  long range dependence mean structure . . 71--88
                         Ba Chu   Local linear regression with
                                  nonparametrically generated covariates
                                  for weakly dependent data  . . . . . . . 89--109
      Alejandro Cholaquidis and   
            Ricardo Fraiman and   
                Leonardo Moreno   Universally consistent estimation of the
                                  reach  . . . . . . . . . . . . . . . . . 110--120
       Raphaël Jauslin and   
              Yves Tillé   An efficient approach for statistical
                                  matching of survey data through
                                  calibration, optimal transport and
                                  balanced sampling  . . . . . . . . . . . 121--131
                 Weiming Li and   
                   Xiaoge Xiong   A test for the identity of a
                                  high-dimensional correlation matrix
                                  based on the $ \ell_4$-norm  . . . . . . 132--145
               Julyan Arbel and   
     Stéphane Girard and   
            Hien Duy Nguyen and   
       Antoine Usseglio-Carleve   Multivariate expectile-based
                                  distribution: Properties, Bayesian
                                  inference, and applications  . . . . . . 146--170
                     Yu Luo and   
           Daniel J. Graham and   
                  Emma J. McCoy   Semiparametric Bayesian doubly robust
                                  causal estimation  . . . . . . . . . . . 171--187
                Yaqiong Yao and   
                 Jiahui Zou and   
                   HaiYing Wang   Model constraints independent optimal
                                  subsampling probabilities for softmax
                                  regression . . . . . . . . . . . . . . . 188--201
         Danilo H. Matsuoka and   
              Hudson S. Torrent   Nonparametric estimation of a smooth
                                  trend in the presence of a periodic
                                  sequence . . . . . . . . . . . . . . . . 202--218
             Ayon Mukherjee and   
            D. Stephen Coad and   
                  Sayantee Jana   Covariate-adjusted response-adaptive
                                  designs for censored survival responses  219--242
                 Yuyang Liu and   
                       Shan Luo   Feature selection in
                                  ultrahigh-dimensional additive models
                                  with heterogeneous frequency component
                                  functions  . . . . . . . . . . . . . . . 243--265
             Fritjof Freise and   
              Heinz Holling and   
                 Rainer Schwabe   Optimal design for estimating the mean
                                  ability over time in repeated item
                                  response testing . . . . . . . . . . . . 266--282


Journal of Statistical Planning and Inference
Volume 226, Number ??, September, 2023

                      Anonymous   Pages 1--100 (September 2023)  . . . . . 1--100
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
               Bao-Hua Wang and   
                 Han-Ying Liang   Empirical likelihood in single-index
                                  quantile regression with high
                                  dimensional and missing observations . . 1--19
                   Minsoo Jeong   A numerical method to obtain exact
                                  confidence intervals for
                                  likelihood-based parameter estimators    20--29
                Liangwei Qi and   
                     Ze Liu and   
                   Yongdao Zhou   Deterministic construction methods for
                                  uniform designs  . . . . . . . . . . . . 30--38
               Shuaiyu Chen and   
                     Yan Li and   
                Xiaolong Pu and   
                 Dongdong Xiang   A stable sequential multiple test for
                                  Koopman--Darmois family  . . . . . . . . 39--62
               Yuexiao Dong and   
          Abdul-Nasah Soale and   
               Michael D. Power   A selective review of sufficient
                                  dimension reduction for multivariate
                                  response regression  . . . . . . . . . . 63--70
        Maximilian Wechsung and   
              Frank Konietschke   Simultaneous inference for partial areas
                                  under receiver operating curves --- with
                                  a view towards efficiency  . . . . . . . 71--85
              Bingyao Huang and   
                 Yanyan Liu and   
                    Liuhua Peng   Weighted bootstrap for two-sample
                                  $U$-statistics . . . . . . . . . . . . . 86--99


Journal of Statistical Planning and Inference
Volume 227, Number ??, December, 2023

                      Anonymous   Pages 1--162 (December 2023) . . . . . . 1--162
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                Abouzar Bazyari   On the ruin probabilities for a general
                                  perturbed renewal risk process . . . . . 1--17
                   Glenn Heller   A modified net reclassification
                                  improvement statistic  . . . . . . . . . 18--33
                Subir Ghosh and   
                 Luyao Peng and   
              Hans-Peter Piepho   An algorithm for searching optimal
                                  variance component estimators in linear
                                  mixed models . . . . . . . . . . . . . . 34--56
               Yunlong Wang and   
                       Lilun Du   Change-detection-assisted multiple
                                  testing for spatiotemporal data  . . . . 57--74
       Tsz-Kit Jeffrey Kwan and   
                  Feng Chen and   
         William T. M. Dunsmuir   Alternative asymptotic inference theory
                                  for a nonstationary Hawkes process . . . 75--90
                 Tong Zhang and   
                 Zhihua Sun and   
                    Liuquan Sun   Goodness-of-fit test for partial
                                  functional linear model with errors in
                                  scalar covariates  . . . . . . . . . . . 91--111
            B. J. K. Kleijn and   
                   J. van Waaij   Asymptotic uncertainty quantification
                                  for communities in sparse planted
                                  bi-section models  . . . . . . . . . . . 112--128
                   Xin Yang and   
                 Qijing Yan and   
                       Mixia Wu   Model checking for parametric
                                  single-index models with massive
                                  datasets . . . . . . . . . . . . . . . . 129--145
             Xiangshun Kong and   
                Xueru Zhang and   
                      Wei Zheng   Circular designs for total effects under
                                  interference models  . . . . . . . . . . 146--161


Journal of Statistical Planning and Inference
Volume 228, Number ??, January, 2024

                      Anonymous   Pages 1--116 (January 2024)  . . . . . . 1--116
                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
        Omidali Aghababaei Jazi   Estimation for the Cox model with biased
                                  sampling data via risk set sampling  . . 1--10
                    Liya Fu and   
                  Shuwen Hu and   
                       Jiaqi Li   Robust penalized empirical likelihood in
                                  high dimensional longitudinal data
                                  analysis . . . . . . . . . . . . . . . . 11--22
                Linsui Deng and   
                    Yilin Zhang   Model-free, monotone invariant and
                                  computationally efficient feature
                                  screening with data-adaptive threshold   23--33
                Zhiwen Fang and   
                     Gen Li and   
                 Wendong Li and   
                Xiaolong Pu and   
                 Dongdong Xiang   Distributed eQTL analysis with auxiliary
                                  information  . . . . . . . . . . . . . . 34--45
                     Lei He and   
              Rong-Xian Yue and   
                      Andrew Du   Optimal designs for comparing curves in
                                  regression models with asymmetric errors 46--58
        Hervé Cardot and   
                Cindy Frascolla   Hypothesis testing for Panels of
                                  Semi-Markov Processes with parametric
                                  sojourn time distributions . . . . . . . 59--79
                Lichun Wang and   
                      Yang Yang   Inference for seemingly unrelated linear
                                  mixed models . . . . . . . . . . . . . . 80--94
             Takeaki Kariya and   
             Hiroshi Kurata and   
                 Takaki Hayashi   A modelling framework for regression
                                  with collinearity  . . . . . . . . . . . 95--115


Journal of Statistical Planning and Inference
Volume 229, Number ??, March, 2024

                      Anonymous   March 2024 . . . . . . . . . . . . . . . ??
                      Anonymous   Editorial Board  . . . . . . . . . . . . Article 106106
                      Anonymous   Publishers Note  . . . . . . . . . . . . Article 106107
             Pieter Willems and   
                Gerda Claeskens   Uniformly valid inference for partially
                                  linear high-dimensional single-index
                                  models . . . . . . . . . . . . . . . . . Article 106091
          K. Krishnamoorthy and   
          Saptarshi Chakraberty   Confidence intervals for a ratio of
                                  percentiles of location-scale
                                  distributions  . . . . . . . . . . . . . Article 106089
               Chunyan Wang and   
                  Robert W. Mee   Fast construction of efficient two-level
                                  parallel flats designs . . . . . . . . . Article 106093
               Jonathan B. Hill   A smoothed $p$-value test when there is
                                  a nuisance parameter under the
                                  alternative  . . . . . . . . . . . . . . Article 106096
             Shinjini Nandi and   
                Sanat K. Sarkar   Further results on controlling the false
                                  discovery rate under some complex
                                  grouping structure of hypotheses . . . . Article 106094
             N. Balakrishna and   
          P. Muhammed Anvar and   
                  Bovas Abraham   Zero-modified count time series with
                                  Markovian intensities  . . . . . . . . . Article 106092
               Shogo Kusano and   
                Masayuki Uchida   Statistical inference in factor analysis
                                  for diffusion processes from discrete
                                  observations . . . . . . . . . . . . . . Article 106095
            Sharmistha Guha and   
               Jerome P. Reiter   Regression-assisted Bayesian record
                                  linkage for causal inference in
                                  observational studies with covariates
                                  spread over two files  . . . . . . . . . Article 106090
                  Zibo Tian and   
                         Fan Li   Information content of stepped wedge
                                  designs under the working independence
                                  assumption . . . . . . . . . . . . . . . Article 106097
                    Qing He and   
              Hsin-Hsiung Huang   A framework of zero-inflated Bayesian
                                  negative binomial regression models for
                                  spatiotemporal data  . . . . . . . . . . Article 106098
                   Miao Han and   
               Yuanyuan Lin and   
                 Wenxin Liu and   
                  Zhanfeng Wang   Robust inference for subgroup analysis
                                  with general transformation models . . . Article 106100


Journal of Statistical Planning and Inference
Volume 230, Number ??, May, 2024

                      Anonymous   May 2024 . . . . . . . . . . . . . . . . ??
                      Anonymous   Editorial Board  . . . . . . . . . . . . Article 106127
        Mariusz Górajski   Testing higher and infinite degrees of
                                  stochastic dominance for small samples:
                                  a Bayesian approach  . . . . . . . . . . Article 106102
Juan José Fernández-Durán and   
María Mercedes Gregorio-Domínguez   Regression models for circular data
                                  based on nonnegative trigonometric sums  Article 106114
                V. Girardin and   
                    R. Senoussi   Time changes and stationarity issues for
                                  extended scalar autoregressive models    Article 106112
          Fadoua Balabdaoui and   
                Harald Besdziek   Maximum likelihood estimation of the
                                  log-concave component in a
                                  semi-parametric mixture with a standard
                                  normal density . . . . . . . . . . . . . Article 106113
         Victoria L. Leaver and   
            Robert G. Clark and   
         Pavel N. Krivitsky and   
              Carole L. Birrell   A comparison of likelihood-based methods
                                  for size-biased sampling . . . . . . . . Article 106115
          Rosanne J. Turner and   
               Alexander Ly and   
         Peter D. Grünwald   Generic E-variables for exact sequential
                                  $k$-sample tests that allow for optional
                                  stopping . . . . . . . . . . . . . . . . Article 106116
                     Hui Li and   
               Liuqing Yang and   
       Kashinath Chatterjee and   
                   Min-Qian Liu   Construction of optimal supersaturated
                                  designs by the expansive replacement
                                  method . . . . . . . . . . . . . . . . . Article 106118
                  Guozhi Hu and   
                Weihu Cheng and   
                   Jie Zeng and   
                    Ruijie Guan   Optimal model averaging for
                                  semiparametric partially linear models
                                  with measurement errors  . . . . . . . . Article 106101
                      Qi Li and   
               Huaping Chen and   
                     Fukang Zhu   Z-valued time series: Models, properties
                                  and comparison . . . . . . . . . . . . . Article 106099


Journal of Statistical Planning and Inference
Volume 231, Number ??, July, 2024

                      Anonymous   Editorial Board  . . . . . . . . . . . . Article 106157
                      Anonymous   July 2024  . . . . . . . . . . . . . . . ??
Isadora Antoniano-Villalobos and   
            Cristiano Villa and   
              Stephen G. Walker   A multidimensional objective prior
                                  distribution from a scoring rule . . . . Article 106122
               R. A. Bailey and   
           Peter J. Cameron and   
      Dário Ferreira and   
         Sandra S. Ferreira and   
             Célia Nunes   Designs for half-diallel experiments
                                  with commutative orthogonal block
                                  structure  . . . . . . . . . . . . . . . Article 106139
       Daniela De Canditiis and   
          Giovanni Luca Torrisi   On the adaptive Lasso estimator of AR(p)
                                  time series with applications to INAR(p)
                                  and Hawkes processes . . . . . . . . . . Article 106145
         Arindam Chatterjee and   
    Tathagata Bandyopadhyay and   
         Ayoushman Bhattacharya   Inference on regression model with
                                  misclassified binary response  . . . . . Article 106121
          Matthieu Clertant and   
             Alexia Iasonos and   
                 John O'Quigley   Evaluation of early phase dose finding
                                  algorithms in heterogeneous populations  Article 106080
              Amaury Durand and   
         François Roueff   Hilbert space-valued fractionally
                                  integrated autoregressive moving average
                                  processes with long memory operators . . Article 106146
             Sameera Hewage and   
                    Yongli Sang   Jackknife empirical likelihood
                                  confidence intervals for the categorical
                                  Gini correlation . . . . . . . . . . . . Article 106123
                      Bo Hu and   
              Dongying Wang and   
                    Fasheng Sun   Construction of mixed-level screening
                                  designs using Hadamard matrices  . . . . Article 106131
           Ivan Kojadinovic and   
                    Bingqing Yi   Resampling techniques for a class of
                                  smooth, possibly data-adaptive empirical
                                  copulas  . . . . . . . . . . . . . . . . Article 106132
                   Wenqi Lu and   
                Zhongyi Zhu and   
                     Rui Li and   
                      Heng Lian   Sparse multiple kernel learning: Minimax
                                  rates with random projection . . . . . . Article 106142
      S. Val\`ere Bitseki Penda   Kernel estimation of the transition
                                  density in bifurcating Markov chains . . Article 106138
         Mehrdad Pournaderi and   
                       Yu Xiang   Variable selection with the knockoffs:
                                  Composite null hypotheses  . . . . . . . Article 106119
                   Nan Qiao and   
               Wangcheng Li and   
                  Feng Xiao and   
                     Cunjie Lin   Optimal subsampling for the Cox
                                  proportional hazards model with massive
                                  survival data  . . . . . . . . . . . . . Article 106136
          Daniel Rademacher and   
             Johannes Krebs and   
               Rainer von Sachs   Statistical inference for wavelet curve
                                  estimators of symmetric positive
                                  definite matrices  . . . . . . . . . . . Article 106140
               Danshu Sheng and   
                 Dehui Wang and   
                    Liuquan Sun   A new First-Order mixture integer-valued
                                  threshold autoregressive process based
                                  on binomial thinning and negative
                                  binomial thinning  . . . . . . . . . . . Article 106143
                Zhuowei Sun and   
               Hongyuan Cao and   
                    Li Chen and   
                  Jason P. Fine   Regression analysis of longitudinal data
                                  with mixed synchronous and asynchronous
                                  longitudinal covariates  . . . . . . . . Article 106135
                  Yifan Sun and   
                   Ziyi Liu and   
                        Wu Wang   Subgroup analysis for the functional
                                  linear model . . . . . . . . . . . . . . Article 106120
                Yinzhi Wang and   
                Yingqiu Zhu and   
                  Qiang Sun and   
                        Lei Qin   Adaptively robust high-dimensional
                                  matrix factor analysis under Huber loss
                                  function . . . . . . . . . . . . . . . . Article 106137
                Yining Wang and   
                        Gang Li   Uniformly more powerful tests for a
                                  subset of the components of a Normal
                                  Mean Vector  . . . . . . . . . . . . . . Article 106141
          Takemi Yanagimoto and   
                  Yoichi Miyata   A pair of novel priors for improving and
                                  extending the conditional MLE  . . . . . Article 106117
             Lianqiang Yang and   
                  Ying Jing and   
                        Teng Li   Maximum correntropy criterion regression
                                  models with tending-to-zero scale
                                  parameters . . . . . . . . . . . . . . . Article 106134
               Tianming Zhu and   
             Jin-Ting Zhang and   
                 Ming-Yen Cheng   A global test for heteroscedastic
                                  one-way FMANOVA with applications  . . . Article 106133
                Hengkun Zhu and   
                     Guohua Zou   Mallows model averaging based on kernel
                                  regression imputation with responses
                                  missing at random  . . . . . . . . . . . Article 106130