Annals of the Institute of Statistical Mathematics

1969 - 2008

Edited by G. Kitagawa

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Volume 60, issue 2, 2008

Minimal invariant Markov basis for sampling contingency tables with fixed marginals pp. 229-256

Satoshi Aoki and Akimichi Takemura

Consistent estimation of the dimensionality in sliced inverse regression pp. 257-271

Guy Nkiet

Plug-in bandwidth selector for the kernel relative density estimator pp. 273-300

Elisa Molanes-López and Ricardo Cao

Estimation of a parameter of Morgenstern type bivariate exponential distribution by ranked set sampling pp. 301-318

Manoj Chacko and P. Thomas

Limit laws for the Randić index of random binary tree models pp. 319-343

Qunqiang Feng, Hosam Mahmoud and Alois Panholzer

On weak convergence of random fields pp. 345-365

Youri Davydov and Ričardas Zitikis

Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes pp. 367-406

Takaki Hayashi and Nakahiro Yoshida

The admissible parameter space for exponential smoothing models pp. 407-426

Rob Hyndman, Muhammad Akram and Blyth Archibald

Small-sample studies on right censored data with discrete failure times pp. 427-440

Jiantian Wang

Empirical likelihood inference for censored median regression with weighted empirical hazard functions pp. 441-457

Yichuan Zhao and Song Yang

The semi-Sibuya distribution pp. 459-464

Nadjib Bouzar

Volume 60, issue 1, 2008

A first–passage time random walk distribution with five transition probabilities: a generalization of the shifted inverse trinomial pp. 1-20

Kazuki Aoyama, Kunio Shimizu and S. Ong

A cross-validation method for data with ties in kernel density estimation pp. 21-44

Kamila Żychaluk and Prakash Patil

Randomized group up and down experiments pp. 45-59

Alessandro Antognini, Paola Bortot and Alessandra Giovagnoli

Accurate confidence intervals in regression analyses of non-normal data pp. 61-83

Robert Boik

Estimating a general function of a quadratic function pp. 85-119

D. Fourdrinier and P. Lepelletier

The estimation of M4 processes with geometric moving patterns pp. 121-150

Zhengjun Zhang

Progressive censoring from heterogeneous distributions with applications to robustness pp. 151-171

N. Balakrishnan and Erhard Cramer

Bivariate Markov chain embeddable variables of polynomial type pp. 173-191

M. Koutras, S. Bersimis and D. Antzoulakos

On occurrence of subpattern and method of gambling teams pp. 193-203

Vladimir Pozdnyakov

Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy pp. 205-224

Chris Field, John Robinson and Elvezio Ronchetti

Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy pp. 225-227

Chris Field, John Robinson and Elvezio Ronchetti

Volume 59, issue 4, 2007

Optimal nonparametric estimation of the density of regression errors with finite support pp. 617-654

Sam Efromovich

Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models pp. 655-673

Holger Dette, Viatcheslav Melas and Piter Shpilev

Buckley–James-type of estimators under the classical case cohort design pp. 675-695

Qiqing Yu, George Wong and Menggang Yu

Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases pp. 697-725

D. Poskitt

Toric statistical models: parametric and binomial representations pp. 727-740

Fabio Rapallo

Exact Distribution of the Local Score for Markovian Sequences pp. 741-755

Claudie Hassenforder and Sabine Mercier

Empirical process approach to some two-sample problems based on ranked set samples pp. 757-787

Kaushik Ghosh and Ram Tiwari

Multivariate measures of concordance pp. 789-806

M. Taylor

On constrained generalized inverses of matrices and their properties pp. 807-820

Yoshio Takane, Yongge Tian and Haruo Yanai

Volume 59, issue 3, 2007

Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors pp. 403-423

Nunzio Cappuccio and Diego Lubian

Pointwise optimality of Bayesian wavelet estimators pp. 425-434

Felix Abramovich, Claudia Angelini and Daniela Canditiis

Improved Model Selection Method for a Regression Function with Dependent Noise pp. 435-464

D. Fourdrinier and S. Pergamenshchikov

Image segmentation by polygonal Markov Fields pp. 465-486

R. Kluszczyński, M. Lieshout and T. Schreiber

A Generalization of the Archimedean Class of Bivariate Copulas pp. 487-498

Fabrizio Durante, José Quesada-Molina and Carlo Sempi

Integral Representations and Approximations for Multivariate Gamma Distributions pp. 499-513

T. Royen

Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models pp. 515-530

Arturo Zavala, Heleno Bolfarine and Mário Castro

Asymptotic Expansion for the Null Distribution of the F-statistic in One-way ANOVA under Non-normality pp. 531-556

Solomon Harrar and Arjun Gupta

Some collapsibility results for n-dimensional contingency tables pp. 557-576

P. Vellaisamy and V. Vijay

Joint Distributions of Numbers of Runs of Specified Lengths in a Sequence of Markov Dependent Multistate Trials pp. 577-595

Kiyoshi Inoue and Sigeo Aki

On the Waiting Time for the First Success Run pp. 597-602

Sigeo Aki and Katuomi Hirano

Asymptotics for a Population Size Estimator of a Partially Uncatchable Population pp. 603-615

Cibele da-Silva

Volume 59, issue 2, 2007

Multiple Penalty Regression: Fitting and Extrapolating a Discrete Incomplete Multi-way Layout pp. 171-195

Rudolf Beran

Testing for the Absence of Random Effects in a Two-way Nested Design with Mixed Effects Model: A Nonparametric Approach pp. 197-210

Tathagata Banerjee and Atanu Biswas

Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data pp. 211-233

Xiaoqian Sun and Dongchu Sun

Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise pp. 235-272

Irène Gijbels, Alexandre Lambert and Peihua Qiu

Polynomial Regression with Censored Data based on Preliminary Nonparametric Estimation pp. 273-297

Cédric Heuchenne and Ingrid Keilegom

Mean Integrated Squared Error of Nonlinear Wavelet-based Estimators with Long Memory Data pp. 299-324

Linyuan Li and Yimin Xiao

On the Stationary Version of the Generalized Hyperbolic ARCH Model pp. 325-348

Ramsés Mena and Stephen Walker

Dynamic Detection of Change Points in Long Time Series pp. 349-366

Nicolas Chopin

Asymptotic Normality of the Recursive M-estimators of the Scale Parameters pp. 367-384

Baiqi Miao, Yuehua Wu, Donghai Liu and Qian Tong

Second-order Linearity of Wilcoxon Statistics pp. 385-402

Marek Omelka

Volume 59, issue 1, 2007

Preface pp. 1-2

Shun-ichi Amari and Shiro Ikeda

A modified EM algorithm for mixture models based on Bregman divergence pp. 3-25

Yu Fujimoto and Noboru Murata

Exponential statistical manifold pp. 27-56

Alberto Cena and Giovanni Pistone

A new algorithm of non-Gaussian component analysis with radial kernel functions pp. 57-75

Motoaki Kawanabe, Masashi Sugiyama, Gilles Blanchard and Klaus-Robert Müller

The geometry of proper scoring rules pp. 77-93

A. Dawid

Extending local mixture models pp. 95-110

Paul Marriott

Local mixtures of the exponential distribution pp. 111-134

K. Anaya-Izquierdo and P. Marriott

Bayesian prediction based on a class of shrinkage priors for location-scale models pp. 135-146

Fumiyasu Komaki

Uncertainty principle and quantum Fisher information pp. 147-159

Paolo Gibilisco and Tommaso Isola

A note on curvature of α-connections of a statistical manifold pp. 161-170

Jun Zhang