Statistics and Its Interface

Volume 13 (2020)

Number 2

Contents

Bi-level variable selection in high-dimensional Tobit models

Hailin Huang, Jizi Shangguan, Yuanzhang Li, and Hua Liang

pp. 151-156

Hypothesis testing for normal distributions: a unified framework and new developments

Yuejin Zhou, Sze-Yui Ho, Jiahua Liu, and Tiejun Tong

pp. 167-179

Zero-one-inflated simplex regression models for the analysis of continuous proportion data

Pengyi Liu, Kam Chuen Yuen, Liu-Cang Wu, Guo-Liang Tian, and Tao Li

pp. 193-208

Non-Gaussian stochastic volatility model with jumps via Gibbs sampler

Arthur T. Rego and Thiago R. dos Santos

pp. 209-219

Sparse signal shrinkage and outlier detection in high-dimensional quantile regression with variational Bayes

Daeyoung Lim, Beomjo Park, David Nott, Xueou Wang, and Taeryon Choi

pp. 237-249

A variable selection approach to multiple change-points detection with ordinal data

Chi Kin Lam, Huaqing Jin, Fei Jiang, and Guosheng Yin

pp. 251-260

A spatial autoregression model with time-varying coefficients

Ke Xu, Luping Sun, Jin Liu, Xuening Zhu, and Hansheng Wang

pp. 261-270