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Annals of the Institute of Statistical Mathematics

1969 - 2008

Edited by G. Kitagawa

from Springer
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Volume 60, issue 2, 2008

Minimal invariant Markov basis for sampling contingency tables with fixed marginals pp. 229-256 Downloads
Satoshi Aoki and Akimichi Takemura
Consistent estimation of the dimensionality in sliced inverse regression pp. 257-271 Downloads
Guy Nkiet
Plug-in bandwidth selector for the kernel relative density estimator pp. 273-300 Downloads
Elisa Molanes-López and Ricardo Cao
Estimation of a parameter of Morgenstern type bivariate exponential distribution by ranked set sampling pp. 301-318 Downloads
Manoj Chacko and P. Thomas
Limit laws for the Randić index of random binary tree models pp. 319-343 Downloads
Qunqiang Feng, Hosam Mahmoud and Alois Panholzer
On weak convergence of random fields pp. 345-365 Downloads
Youri Davydov and Ričardas Zitikis
Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes pp. 367-406 Downloads
Takaki Hayashi and Nakahiro Yoshida
The admissible parameter space for exponential smoothing models pp. 407-426 Downloads
Rob Hyndman, Muhammad Akram and Blyth Archibald
Small-sample studies on right censored data with discrete failure times pp. 427-440 Downloads
Jiantian Wang
Empirical likelihood inference for censored median regression with weighted empirical hazard functions pp. 441-457 Downloads
Yichuan Zhao and Song Yang
The semi-Sibuya distribution pp. 459-464 Downloads
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 Downloads
Kazuki Aoyama, Kunio Shimizu and S. Ong
A cross-validation method for data with ties in kernel density estimation pp. 21-44 Downloads
Kamila Żychaluk and Prakash Patil
Randomized group up and down experiments pp. 45-59 Downloads
Alessandro Antognini, Paola Bortot and Alessandra Giovagnoli
Accurate confidence intervals in regression analyses of non-normal data pp. 61-83 Downloads
Robert Boik
Estimating a general function of a quadratic function pp. 85-119 Downloads
D. Fourdrinier and P. Lepelletier
The estimation of M4 processes with geometric moving patterns pp. 121-150 Downloads
Zhengjun Zhang
Progressive censoring from heterogeneous distributions with applications to robustness pp. 151-171 Downloads
N. Balakrishnan and Erhard Cramer
Bivariate Markov chain embeddable variables of polynomial type pp. 173-191 Downloads
M. Koutras, S. Bersimis and D. Antzoulakos
On occurrence of subpattern and method of gambling teams pp. 193-203 Downloads
Vladimir Pozdnyakov
Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy pp. 205-224 Downloads
Chris Field, John Robinson and Elvezio Ronchetti
Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy pp. 225-227 Downloads
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 Downloads
Sam Efromovich
Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models pp. 655-673 Downloads
Holger Dette, Viatcheslav Melas and Piter Shpilev
Buckley–James-type of estimators under the classical case cohort design pp. 675-695 Downloads
Qiqing Yu, George Wong and Menggang Yu
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases pp. 697-725 Downloads
D. Poskitt
Toric statistical models: parametric and binomial representations pp. 727-740 Downloads
Fabio Rapallo
Exact Distribution of the Local Score for Markovian Sequences pp. 741-755 Downloads
Claudie Hassenforder and Sabine Mercier
Empirical process approach to some two-sample problems based on ranked set samples pp. 757-787 Downloads
Kaushik Ghosh and Ram Tiwari
Multivariate measures of concordance pp. 789-806 Downloads
M. Taylor
On constrained generalized inverses of matrices and their properties pp. 807-820 Downloads
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 Downloads
Nunzio Cappuccio and Diego Lubian
Pointwise optimality of Bayesian wavelet estimators pp. 425-434 Downloads
Felix Abramovich, Claudia Angelini and Daniela Canditiis
Improved Model Selection Method for a Regression Function with Dependent Noise pp. 435-464 Downloads
D. Fourdrinier and S. Pergamenshchikov
Image segmentation by polygonal Markov Fields pp. 465-486 Downloads
R. Kluszczyński, M. Lieshout and T. Schreiber
A Generalization of the Archimedean Class of Bivariate Copulas pp. 487-498 Downloads
Fabrizio Durante, José Quesada-Molina and Carlo Sempi
Integral Representations and Approximations for Multivariate Gamma Distributions pp. 499-513 Downloads
T. Royen
Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models pp. 515-530 Downloads
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 Downloads
Solomon Harrar and Arjun Gupta
Some collapsibility results for n-dimensional contingency tables pp. 557-576 Downloads
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 Downloads
Kiyoshi Inoue and Sigeo Aki
On the Waiting Time for the First Success Run pp. 597-602 Downloads
Sigeo Aki and Katuomi Hirano
Asymptotics for a Population Size Estimator of a Partially Uncatchable Population pp. 603-615 Downloads
Cibele da-Silva

Volume 59, issue 2, 2007

Multiple Penalty Regression: Fitting and Extrapolating a Discrete Incomplete Multi-way Layout pp. 171-195 Downloads
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 Downloads
Tathagata Banerjee and Atanu Biswas
Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data pp. 211-233 Downloads
Xiaoqian Sun and Dongchu Sun
Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise pp. 235-272 Downloads
Irène Gijbels, Alexandre Lambert and Peihua Qiu
Polynomial Regression with Censored Data based on Preliminary Nonparametric Estimation pp. 273-297 Downloads
Cédric Heuchenne and Ingrid Keilegom
Mean Integrated Squared Error of Nonlinear Wavelet-based Estimators with Long Memory Data pp. 299-324 Downloads
Linyuan Li and Yimin Xiao
On the Stationary Version of the Generalized Hyperbolic ARCH Model pp. 325-348 Downloads
Ramsés Mena and Stephen Walker
Dynamic Detection of Change Points in Long Time Series pp. 349-366 Downloads
Nicolas Chopin
Asymptotic Normality of the Recursive M-estimators of the Scale Parameters pp. 367-384 Downloads
Baiqi Miao, Yuehua Wu, Donghai Liu and Qian Tong
Second-order Linearity of Wilcoxon Statistics pp. 385-402 Downloads
Marek Omelka

Volume 59, issue 1, 2007

Preface pp. 1-2 Downloads
Shun-ichi Amari and Shiro Ikeda
A modified EM algorithm for mixture models based on Bregman divergence pp. 3-25 Downloads
Yu Fujimoto and Noboru Murata
Exponential statistical manifold pp. 27-56 Downloads
Alberto Cena and Giovanni Pistone
A new algorithm of non-Gaussian component analysis with radial kernel functions pp. 57-75 Downloads
Motoaki Kawanabe, Masashi Sugiyama, Gilles Blanchard and Klaus-Robert Müller
The geometry of proper scoring rules pp. 77-93 Downloads
A. Dawid
Extending local mixture models pp. 95-110 Downloads
Paul Marriott
Local mixtures of the exponential distribution pp. 111-134 Downloads
K. Anaya-Izquierdo and P. Marriott
Bayesian prediction based on a class of shrinkage priors for location-scale models pp. 135-146 Downloads
Fumiyasu Komaki
Uncertainty principle and quantum Fisher information pp. 147-159 Downloads
Paolo Gibilisco and Tommaso Isola
A note on curvature of α-connections of a statistical manifold pp. 161-170 Downloads
Jun Zhang
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