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Annals of the Institute of Statistical Mathematics

1949 - 2017

Current editor(s): Tomoyuki Higuchi

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Springer
The Institute of Statistical Mathematics
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Volume 69, issue 3, 2017

The mth longest runs of multivariate random sequences pp. 497-512 Downloads
Yong Kong
Two-step estimation procedures for inhomogeneous shot-noise Cox processes pp. 513-542 Downloads
Michaela Prokešová, Jiří Dvořák and Eva B. Vedel Jensen
A Bayes minimax result for spherically symmetric unimodal distributions pp. 543-570 Downloads
Dominique Fourdrinier, Fatiha Mezoued and William E. Strawderman
Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling pp. 571-597 Downloads
Ke-Hai Yuan and Peter M. Bentler
New non-parametric inferences for low-income proportions pp. 599-626 Downloads
Shan Luo and Gengsheng Qin
New variable selection for linear mixed-effects models pp. 627-646 Downloads
Ping Wu, Xinchao Luo, Peirong Xu and Lixing Zhu
Distributions of topological tree metrics between a species tree and a gene tree pp. 647-671 Downloads
Jing Xi, Jin Xie and Ruriko Yoshida
Goodness of fit for log-linear network models: dynamic Markov bases using hypergraphs pp. 673-704 Downloads
Elizabeth Gross, Sonja Petrović and Despina Stasi
Estimating population sizes with the Rasch model pp. 705-716 Downloads
Chang Xuan Mao, Cuiying Yang, Yitong Yang and Wei Zhuang

Volume 69, issue 2, 2017

A consistent jackknife empirical likelihood test for distribution functions pp. 249-269 Downloads
Xiaohui Liu, Qihua Wang and Yi Liu
U-statistics with conditional kernels for incomplete data models pp. 271-302 Downloads
Ao Yuan, Mihai Giurcanu, George Luta and Ming T. Tan
Median-based estimation of the intensity of a spatial point process pp. 303-331 Downloads
Jean-François Coeurjolly
An approximation to the information matrix of exponential family finite mixtures pp. 333-364 Downloads
Andrew M. Raim, Nagaraj K. Neerchal and Jorge G. Morel
On testing the equality of high dimensional mean vectors with unequal covariance matrices pp. 365-387 Downloads
Jiang Hu, Zhidong Bai, Chen Wang and Wei Wang
Is the Brownian bridge a good noise model on the boundary of a circle? pp. 389-416 Downloads
Giacomo Aletti and Matteo Ruffini
Lower and upper bounds on the variances of spacings pp. 417-428 Downloads
Paweł Marcin Kozyra and Tomasz Rychlik
Measuring asymmetry and testing symmetry pp. 429-460 Downloads
Christopher Partlett and Prakash Patil
A class of new tail index estimators pp. 461-487 Downloads
Vygantas Paulauskas and Marijus Vaičiulis
Number of appearances of events in random sequences: a new generating function approach to Type II and Type III runs pp. 489-495 Downloads
Yong Kong

Volume 69, issue 1, 2017

Extreme sizes in Gibbs-type exchangeable random partitions pp. 1-37 Downloads
Shuhei Mano
Efficient ANOVA for directional data pp. 39-62 Downloads
Christophe Ley, Yvik Swan and Thomas Verdebout
Conditional sure independence screening by conditional marginal empirical likelihood pp. 63-96 Downloads
Qinqin Hu and Lu Lin
Generalized varying coefficient partially linear measurement errors models pp. 97-120 Downloads
Jun Zhang, Zhenghui Feng, Peirong Xu and Hua Liang
Strong consistency of wavelet estimators for errors-in-variables regression model pp. 121-144 Downloads
Huijun Guo and Youming Liu
Composite change point estimation for bent line quantile regression pp. 145-168 Downloads
Liwen Zhang, Huixia Judy Wang and Zhongyi Zhu
Penalized estimation equation for an extended single-index model pp. 169-187 Downloads
Yongjin Li, Qingzhao Zhang and Qihua Wang
Nonparametric estimation of a conditional density pp. 189-214 Downloads
Ann-Kathrin Bott and Michael Kohler
On the Simes inequality in elliptical models pp. 215-230 Downloads
Taras Bodnar and Thorsten Dickhaus
Faster exact distributions of pattern statistics through sequential elimination of states pp. 231-248 Downloads
Donald E. K. Martin and Laurent Noé

Volume 68, issue 5, 2016

Testing the constancy of Spearman’s rho in multivariate time series pp. 929-954 Downloads
Ivan Kojadinovic, Jean-François Quessy and Tom Rohmer
Testing for uniform stochastic ordering via empirical likelihood pp. 955-976 Downloads
Hammou El Barmi and Ian W. McKeague
Robust estimation of generalized partially linear model for longitudinal data with dropouts pp. 977-1000 Downloads
Guoyou Qin, Zhongyi Zhu and Wing K. Fung
Accelerated failure time model with quantile information pp. 1001-1024 Downloads
Mu Zhao, Yixin Wang and Yong Zhou
Antithetic sampling for sequential Monte Carlo methods with application to state-space models pp. 1025-1053 Downloads
Svetlana Bizjajeva and Jimmy Olsson
On monotonicity of expected values of some run-related distributions pp. 1055-1072 Downloads
Sigeo Aki and Katuomi Hirano
Semiparametric inference for an accelerated failure time model with dependent truncation pp. 1073-1094 Downloads
Takeshi Emura and Weijing Wang
Jackknife empirical likelihood for linear transformation models with right censoring pp. 1095-1109 Downloads
Hanfang Yang, Shen Liu and Yichuan Zhao
Spline-based semiparametric estimation of a zero-inflated Poisson regression single-index model pp. 1111-1134 Downloads
Minggen Lu and Chin-Shang Li
Kernel regression with Weibull-type tails pp. 1135-1162 Downloads
Tertius Wet, Yuri Goegebeur, Armelle Guillou and Michael Osmann

Volume 68, issue 4, 2016

Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix pp. 705-723 Downloads
Hiroshi Kurata and Shun Matsuura
Parameter estimation for a generalized semiparametric model with repeated measurements pp. 725-764 Downloads
Shujie Ma, Zijian Huang and Chih-Ling Tsai
Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices pp. 765-785 Downloads
Huiqin Li, Zhi Dong Bai and Jiang Hu
Approximate theory-aided robust efficient factorial fractions under baseline parametrization pp. 787-803 Downloads
Rahul Mukerjee and S. Huda
Regression analysis of biased case–control data pp. 805-825 Downloads
Palash Ghosh and Anup Dewanji
Smooth backfitting in additive inverse regression pp. 827-853 Downloads
Nicolai Bissantz, Holger Dette, Thimo Hildebrandt and Kathrin Bissantz
Competing risks data analysis under the accelerated failure time model with missing cause of failure pp. 855-876 Downloads
Ming Zheng, Renxin Lin and Wen Yu
Bayesian model selection for a linear model with grouped covariates pp. 877-903 Downloads
Xiaoyi Min and Dongchu Sun
Summary statistics for inhomogeneous marked point processes pp. 905-928 Downloads
O. Cronie and M. N. M. Lieshout

Volume 68, issue 3, 2016

Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions pp. 469-490 Downloads
Masafumi Akahira
Bootstrapping sample quantiles of discrete data pp. 491-539 Downloads
Carsten Jentsch and Anne Leucht
A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: illustrations using health and safety data pp. 541-570 Downloads
Swarnali Banerjee and Nitis Mukhopadhyay
Decision-theoretic issues in heterogeneity variance estimation pp. 571-588 Downloads
Andrew L. Rukhin
Influence diagnostics for robust P-splines using scale mixture of normal distributions pp. 589-619 Downloads
Felipe Osorio
Parameter change test for autoregressive conditional duration models pp. 621-637 Downloads
Sangyeol Lee and Haejune Oh
Inference in a model of successive failures with shape-adjusted hazard rates pp. 639-657 Downloads
Stefan Bedbur, Marco Burkschat and Udo Kamps
Optimality of pairwise blocked definitive screening designs pp. 659-671 Downloads
Yaping Wang, Mingyao Ai and Kang Li
Optimal restricted quadratic estimator of integrated volatility pp. 673-703 Downloads
Liang-Ching Lin and Meihui Guo

Volume 68, issue 2, 2016

On the tail index inference for heavy-tailed GARCH-type innovations pp. 237-267 Downloads
Moosup Kim and Sangyeol Lee
On the tail index inference for heavy-tailed GARCH-type innovations pp. 237-267 Downloads
Moosup Kim and Sangyeol Lee
Parameterizing mixture models with generalized moments pp. 269-297 Downloads
Zhiyue Huang and Paul Marriott
Parameterizing mixture models with generalized moments pp. 269-297 Downloads
Zhiyue Huang and Paul Marriott
Erratum to: Parameterizing mixture models with generalized moments pp. 299-300 Downloads
Zhiyue Huang and Paul Marriott
Erratum to: Parameterizing mixture models with generalized moments pp. 299-300 Downloads
Zhiyue Huang and Paul Marriott
Kernel estimators of mode under $$\psi $$ ψ -weak dependence pp. 301-327 Downloads
Eunju Hwang and Dong Wan Shin
Kernel estimators of mode under $$\psi $$ ψ -weak dependence pp. 301-327 Downloads
Eunju Hwang and Dong Shin
Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data pp. 329-351 Downloads
Ke-Hai Yuan, Wai Chan and Yubin Tian
Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data pp. 329-351 Downloads
Ke-Hai Yuan, Wai Chan and Yubin Tian
A semiparametric generalized proportional hazards model for right-censored data pp. 353-384 Downloads
M. L. Avendaño and M. C. Pardo
A semiparametric generalized proportional hazards model for right-censored data pp. 353-384 Downloads
M. Avendaño and M. Pardo
Strictly stationary solutions of spatial ARMA equations pp. 385-412 Downloads
Martin Drapatz
Strictly stationary solutions of spatial ARMA equations pp. 385-412 Downloads
Martin Drapatz
Robust Bayes estimation using the density power divergence pp. 413-437 Downloads
Abhik Ghosh and Ayanendranath Basu
Robust Bayes estimation using the density power divergence pp. 413-437 Downloads
Abhik Ghosh and Ayanendranath Basu
Escort distributions minimizing the Kullback–Leibler divergence for a large deviations principle and tests of entropy level pp. 439-468 Downloads
Valérie Girardin and Philippe Regnault
Escort distributions minimizing the Kullback–Leibler divergence for a large deviations principle and tests of entropy level pp. 439-468 Downloads
Valérie Girardin and Philippe Regnault

Volume 68, issue 1, 2016

Intrinsically weighted means and non-ergodic marked point processes pp. 1-24 Downloads
Alexander Malinowski, Martin Schlather and Zhengjun Zhang
Intrinsically weighted means and non-ergodic marked point processes pp. 1-24 Downloads
Alexander Malinowski, Martin Schlather and Zhengjun Zhang
Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation pp. 25-75 Downloads
Sam Efromovich
Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation pp. 25-75 Downloads
Sam Efromovich
The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution pp. 77-104 Downloads
Gilles R. Ducharme, Pierre Lafaye de Micheaux and Bastien Marchina
The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution pp. 77-104 Downloads
Gilles Ducharme, Pierre Lafaye de Micheaux and Bastien Marchina
Fourier methods for model selection pp. 105-133 Downloads
M. D. Jiménez-Gamero, A. Batsidis and M. V. Alba-Fernández
Fourier methods for model selection pp. 105-133 Downloads
M. Jiménez-Gamero, A. Batsidis and M. Alba-Fernández
Testing for positive expectation dependence pp. 135-153 Downloads
Xuehu Zhu, Xu Guo, Lu Lin and Lixing Zhu
Testing for positive expectation dependence pp. 135-153 Downloads
Xuehu Zhu, Xu Guo, Lu Lin and Lixing Zhu
The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data pp. 155-180 Downloads
Yawei He and Zehua Chen
The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data pp. 155-180 Downloads
Yawei He and Zehua Chen
Estimation and inference in functional single-index models pp. 181-208 Downloads
Shujie Ma
Estimation and inference in functional single-index models pp. 181-208 Downloads
Shujie Ma
On confidence bands for multivariate nonparametric regression pp. 209-236 Downloads
Katharina Proksch
On confidence bands for multivariate nonparametric regression pp. 209-236 Downloads
Katharina Proksch
Page updated 2017-05-24