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Annals of the Institute of Statistical Mathematics
1949 - 2013
Edited by G. Kitagawa
from Springer
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Volume 65, issue 2 , 2013
Minimum density power divergence estimator for diffusion processes pp. 213-236 Sangyeol Lee and Junmo Song Partial linear single index models with distortion measurement errors pp. 237-267 Jun Zhang , Yao Yu , Li-Xing Zhu and Hua Liang The algebra of reversible Markov chains pp. 269-293 Giovanni Pistone and Maria Rogantin Model selection via standard error adjusted adaptive lasso pp. 295-318 Wei Qian and Yuhong Yang Testing statistical hypotheses based on the density power divergence pp. 319-348 A. Basu , A. Mandal , N. Martin and L. Pardo Degenerate $$U$$ - and $$V$$ -statistics under ergodicity: asymptotics, bootstrap and applications in statistics pp. 349-386 Anne Leucht and Michael Neumann Asymptotic Palm likelihood theory for stationary point processes pp. 387-412 Michaela Prokešová and Eva Jensen Volume 65, issue 1 , 2013
Empirical likelihood-based inferences for the Lorenz curve pp. 1-21 Gengsheng Qin , Baoying Yang and Nelly Belinga-Hall Nonparametric quantile regression with heavy-tailed and strongly dependent errors pp. 23-47 Toshio Honda Strong large deviations for arbitrary sequences of random variables pp. 49-67 Cyrille Joutard Equal percent bias reduction and variance proportionate modifying properties with mean–covariance preserving matching pp. 69-87 Yannis Yatracos A least squares estimator for discretely observed Ornstein–Uhlenbeck processes driven by symmetric α-stable motions pp. 89-103 Shibin Zhang and Xinsheng Zhang Estimation of central shapes of error distributions in linear regression problems pp. 105-124 P. Lai and Stephen Lee Nonparametric pseudo-Lagrange multiplier stationarity testing pp. 125-147 Manuel Landajo and María Presno On Mann–Whitney tests for comparing sojourn time distributions when the transition times are right censored pp. 149-166 Jie Fan and Somnath Datta Improved confidence intervals for quantiles pp. 167-189 Yoshihiko Maesono and Spiridon Penev Graver basis for an undirected graph and its application to testing the beta model of random graphs pp. 191-212 Mitsunori Ogawa , Hisayuki Hara and Akimichi Takemura Volume 64, issue 6 , 2012
Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise pp. 1089-1119 Peter Brockwell , Alexander Lindner and Bernd Vollenbröker Loss of information of a statistic for a family of non-regular distributions, II: more general case pp. 1121-1138 Masafumi Akahira , Hyo Kim and Nao Ohyauchi Converting information into probability measures with the Kullback–Leibler divergence pp. 1139-1160 Pier Bissiri and Stephen Walker Resampling-based information criteria for best-subset regression pp. 1161-1186 Philip Reiss , Lei Huang , Joseph Cavanaugh and Amy Roy Exact goodness-of-fit tests for censored data pp. 1187-1203 Aurea Grané Nonlinear Poisson autoregression pp. 1205-1225 Konstantinos Fokianos and Dag Tjøstheim On the meaning of mean shape: manifold stability, locus and the two sample test pp. 1227-1259 Stephan Huckemann Predicting a cyclic Poisson process pp. 1261-1279 Roelof Helmers and I. Mangku Volume 64, issue 5 , 2012
An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity pp. 881-910 Naoto Kunitomo Asymptotically distribution free test for parameter change in a diffusion process model pp. 911-918 Ilia Negri and Yoichi Nishiyama On estimating distribution functions using Bernstein polynomials pp. 919-943 Alexandre Leblanc Optimal and efficient designs for Gompertz regression models pp. 945-957 Gang Li A general transformation class of semiparametric cure rate frailty models pp. 959-989 Guoqing Diao and Guosheng Yin Some problems in nonparametric inference for the stress release process related to the local time pp. 991-1007 Takayuki Fujii and Yoichi Nishiyama Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation pp. 1009-1044 Masashi Sugiyama , Taiji Suzuki and Takafumi Kanamori Testing for a constant coefficient of variation in nonparametric regression by empirical processes pp. 1045-1070 Holger Dette , Mareen Marchlewski and Jens Wagener Asymptotic conditional distribution of exceedance counts: fragility index with different margins pp. 1071-1085 Michael Falk and Diana Tichy Erratum to: A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations pp. 1087-1087 Solomon Harrar and Arne Bathke Volume 64, issue 4 , 2012
Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds pp. 687-714 Abhishek Bhattacharya and David Dunson Optimal inferences for proportional hazards model with parametric covariate transformations pp. 715-736 Chunpeng Fan , Jason Fine and Jong-Hyeon Jeong Selection models under generalized symmetry settings pp. 737-750 Adelchi Azzalini The efficiency of the second-order nonlinear least squares estimator and its extension pp. 751-764 Mijeong Kim and Yanyuan Ma Empirical likelihood for conditional quantile with left-truncated and dependent data pp. 765-790 Han-Ying Liang and Jacobo Uña-Álvarez Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty pp. 791-809 Stéphane Chrétien , Alfred Hero and Hervé Perdry Tests of symmetry for bivariate copulas pp. 811-834 Christian Genest , Johanna Nešlehová and Jean-François Quessy Estimation and model selection in a class of semiparametric models for cluster data pp. 835-856 Yan Sun , Jialiang Li and Wenyang Zhang Some properties of skew-symmetric distributions pp. 857-879 Adelchi Azzalini and Giuliana Regoli Volume 64, issue 3 , 2012
Random partitioning over a sparse contingency table pp. 457-474 Nobuaki Hoshino Instrumental variable approach to covariate measurement error in generalized linear models pp. 475-493 Taraneh Abarin and Liqun Wang Isoseparation and robustness in parametric Bayesian inference pp. 495-519 Jim Smith and Fabio Rigat Markov-modulated Hawkes process with stepwise decay pp. 521-544 Ting Wang , Mark Bebbington and David Harte Estimation of parameters for discretely observed diffusion processes with a variety of rates for information pp. 545-575 Yasutaka Shimizu Priors for Bayesian adaptive spline smoothing pp. 577-613 Yu Yue , Paul Speckman and Dongchu Sun Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game pp. 615-632 Shin-ichiro Takazawa Statistical modeling for discrete patterns in a sequence of exchangeable trials pp. 633-655 Sigeo Aki On robust classification using projection depth pp. 657-676 Subhajit Dutta and Anil Ghosh Directional dependence in multivariate distributions pp. 677-685 Roger Nelsen and Manuel Úbeda-Flores Volume 64, issue 2 , 2012
Combining models in longitudinal data analysis pp. 233-254 Song Liu and Yuhong Yang Asymptotic normality of Powell’s kernel estimator pp. 255-273 Kengo Kato Modelling time trend via spline confidence band pp. 275-301 Jing Wang A sequential order statistics approach to step-stress testing pp. 303-318 N. Balakrishnan , U. Kamps and M. Kateri Bayesian estimation of a covariance matrix with flexible prior specification pp. 319-342 Chih-Wen Hsu , Marick Sinay and John Hsu Estimating the ratio of two scale parameters: a simple approach pp. 343-357 Panayiotis Bobotas , George Iliopoulos and Stavros Kourouklis Estimators for the binomial distribution that dominate the MLE in terms of Kullback–Leibler risk pp. 359-371 Paul Vos and Qiang Wu The local power of the gradient test pp. 373-381 Artur Lemonte and Silvia Ferrari On identification of the threshold diffusion processes pp. 383-413 Yury Kutoyants Hazard function estimation with cause-of-death data missing at random pp. 415-438 Qihua Wang , Gregg Dinse and Chunling Liu Constrained nonparametric estimation of the mean and the CDF using ranked-set sampling with a covariate pp. 439-456 Jesse Frey Volume 64, issue 1 , 2012
Semiparametric efficient inferences for lifetime regression model with time-dependent covariates pp. 1-25 Hsieh Fushing M-estimation of wavelet variance pp. 27-53 Debashis Mondal and Donald Percival Distribution and double generating function of number of patterns in a sequence of Markov dependent multistate trials pp. 55-68 Yung-Ming Chang , James Fu and Han-Ying Lin Random partition masking model for censored and masked competing risks data pp. 69-85 Qiqing Yu , G. Wong , Hao Qin and Jiaping Wang Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes pp. 87-106 Shaochuan Lu Bayesian analysis of conditional autoregressive models pp. 107-133 Victor Oliveira A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations pp. 135-165 Solomon Harrar and Arne Bathke Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data pp. 167-192 Tine Buch-Kromann and Jens Nielsen Local asymptotic mixed normality for discretely observed non-recurrent Ornstein–Uhlenbeck processes pp. 193-211 Yasutaka Shimizu Variable selection in semiparametric regression analysis for longitudinal data pp. 213-231 Peixin Zhao and Liugen Xue
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