1. Huazhen Lin*, Fanyin Zhou, Qiuxia Wang, Ling Zhou and Jing Qin(2018). Robust and efficient estimation for the treatment effect in causal inference and missing data problems. Journal of Econometrics. 205,363-380.

2. Shaogao Lv, Mengying You, Huazhen Lin*, Heng Lian and Jian Huang (2018). On the sign consistency of the Lasso for the high-dimensional Cox model. Journal of Multivariate Analysis. 167，79-96.

3. Shaogao Lv, Huazhen Lin*, Heng Lian and Jian Huang (2018). Oracle Inequalities for Sparse Additive Quantile Regression in Reproducing Kernel Hilbert Space. The Annals of Statistics, 46, 781–813.

4. Huazhen Lin*, Lixian Pan, Shaogao Lv and Wenyang Zhang (2018). Efficient Estimation and Computation for the Generalized Additive Models with Unknown Link Function. Journal of Econometrics, 202,230–244.

5. Chang, J., Delaigle, A., Hall, P. & Tang, C. Y. (2018). A frequency domain analysis of the error distribution from noisy high-frequency data, Biometrika, 105, 353-369.

6. Chang, J., Tang, C. Y. & Wu, T. T. (2018). A new scope of penalized empirical likelihood with high-dimensional estimating equations, The Annals of Statistics, Vol. 46, pp. 3185-3216. DOI: 10.1214/17-AOS1655.

7. Chang, J., Guo, B. & Yao, Q. (2018). Principal component analysis for second-order stationary vector time series, The Annals of Statistics, Vol. 46, pp. 2094-2124. DOI: 10.1214/17-AOS1613.

8. Chang, J., Qiu, Y., Yao, Q. & Zou, T. (2018). Confidence regions for entries of a large precision matrix, Journal of Econometrics, Vol. 206, pp. 57-82. DOI: 10.1016/j.jeconom.2018.03.020.

9. Chang, J., Guo, J. & Tang, C. Y. (2018). Peter Hall's contribution to empirical likelihood, Statistica Sinica, Vol. 28,pp. 2375-2387. DOI: 10.5705/ss.202017.0059.

10. Hyokyoung G. Hong ,,* Xuerong Chen, David C. Christiani, and Yi Li（2018），Integrated Powered Density: Screening Ultrahigh Dimensional Covariates with Survival Outcomes，Biometrics，74, 421–429

11. Bin Guo*, Shuoli (2018). Diagnostic checking of Markov multiplicative error models, Economics Letters,170, 139-142.

12. F.D. Zhang, H.K.T. Ng, Y.M. Shi(2018). On alternative q-Weibull and q-extreme value distributions: Properties and applications. Physica A: Statistical Mechanics and its Applications 490, 1171-1190.

13. Shuyi Zhang, Bin Guo*, Anlan Dong, Jing He,Ziping Xu Songxi Chen（2018）, Cautionary tales on air-quality improvement in Beijing，PROCEEDINGS A，473(2205): 20170457

14. Fode Zhang, Hon Keung Tony Ng, Yimin Shi，(2018)，Bayesian duality and risk analysis on the statistical manifold of exponential family with censored data，Journal of Computational and Applied Mathematics，

15. Fode Zhang, Hon Keung Tony Ng, Yimin Shi,Ruibing Wang，(2018)，Amari–Chentsov structure on the statistical manifold of models for accelerated life tests，TEST Tran，1863-8260

16. Zenglin Xu;Bin Liu*;Shandian Zhe;Haoli Bai;Zihan Wang;Jennifer Neville，(2018)，Variational Random Function Model for Network Modeling，IEEE Transactions on Neural Networks and Learning Systems，2162-237X

17. Liang Wu, Lei Chen, Yiming Ding, Tongzhou Zhao，(2018)，Testing for the source of multifractality in water level records，Physica A, 508(C): 824-839

18. Fang, H. B., Chen, X., Grant, S., Pei, X. and Tan, M(2018). Experimental design and statistical analysis for three drugs combination studies. Statistical Methods in Medical Research, Vol. 26(3) 1261–1280

19. Shaogao Lv, Jiakun Jiang, Fanyin Zhou, Jian Huang and Huazhen Lin*(2018）.Estimating High-Dimensional Additive Cox Model Withtime-Dependent Covariate Processes. Scandinavian Journal of Statistics, 45, 900-922

20. Ye He, Huazhen Lin*and Dongsheng Tu (2018). A single-index threshold Cox proportional hazard model for identifying treatment-sensitive subset based on multiple biomarkers. Statistics in Medicine, 37，3267-3279.

21. Wei Lan, Zheng Fang, Hansheng Wang and Chih-Ling Tsai (2018),“Covariance Regression with Network Structure,” Journal of Business and Economics Statistics, 36，359-369

22. Wei Lan,Yingying Ma, Junlong Zhao, Hansheng Wang and Chih-Ling Tsai(2018)“Sequential model averaging for high dimensional linear regression models”,Statistica Sinica,28, 449-469 doi:10.5705/ss.202016.0122。

23. Jing Zhou and Wei Lan (2018)，“Investor protection and cross-border acquisitions by Chinese listed firms: The moderating role of institutional shareholders”, International Review of Economics and Finance, 56,438—450. (通讯作者)

24. Wei Lan, Long Feng and Ronghua Luo (2018)“Testing high dimensional linear asset pricing models,”Journal of Financial Econometrics, 16，191-210.

25. Lilun Du, Wei Lan, Ronghua Luo and Pingshou Zhong (2018+)“Factor adjusted multiple testing of correlations,”Computational Statistics & Data Analysis, 128,34—47.（通讯作者）

26. Fode Zhang, Hon Keung Tony Ng b, Yimin Shi c（2018）“Information geometry on the curved q-exponential family with application to survival data analysis”Physica A，512，788-802

27. Anchao Song, Tiefeng Ma, Shaogao Lv, Changsheng Lin, A model free variable selection method for reducing the number of redundant variables. Statistics, DOI 10.1080/0233188 8.2018.1515949.

28. Xiaoping Zhan, Tiefeng Ma, Shuangzhe Liu, Kunio Shimizu(2018), Markov-switching linked autoregressive model for non-continuous wind direction data. Journal of Agricultural, Biological, and Environmental Statistics, 23(3) 410-425.

29. Ruili Sun, Tiefeng Ma, Shuangzhe Liu(2018), A Stein-type shrinkage estimator of the covariance matrix for portfolio selections. Metrika, 81 931-952.

30.Ling Zhou, Huazhen Lin* and Hua Liang (2018). Efficient estimation of the nonparametric mean and covariance functions for longitudinal and sparse functional data. Journal of the American Statistical Association，113, 1550-1564.

31.Dai, Linlin, Chen, K., Sun, Z., Liu, Z. and Li, G.* (2018). Broken adaptive ridge regression and its asymptotic properties. Journal of Multivariate Analysis 168, 334-351.

32.Bin Liu, Lirong He, Yingming Li, Shandian Zhe, and Zenglin Xu*. "Neuralcp: Bayesian multiway data analysis with neural tensor decomposition." Cognitive Computation 10, no. 6 (2018): 1051-1061.