Simultaneous critical values for $t$-tests in very high dimensions

Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression

Simultaneous Inference of Covariances

Simultaneous nonparametric inference of time series

Simultaneous prediction of independent Poisson observables

Simultaneous support recovery in high dimensions: Benefits and perils of block $\ell_1/\ell_\infty$-regularization

Single index regression models in the presence of censoring depending on the covariates

Single-index Regression models with right-censored responses

Size, power and false discovery rates

Size-biased branching population measures and the multi-type $x\log x$ condition

Skewness and kurtosis as locally best invariant tests of normality

Slicing: Nonsingular Estimation of High Dimensional Covariance Matrices Using Multiway Kronecker Delta Covariance Structures

Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains

Small-sample likelihood inference in extreme-value regression models

Smooth and non-smooth estimates of a monotone hazard

Smooth backfitting in generalized additive models

Smooth estimation of mean residual life under random censoring

Smooth plug-in inverse estimators in the current status continuous mark model

Smooth tail index estimation

Smoothed log-concave maximum likelihood estimation with applications