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

Smoothed weighted empirical likelihood ratio confidence intervals for quantiles

Smoothing $\ell_1$-penalized estimators for high-dimensional time-course data

Smoothing splines estimators for functional linear regression