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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 Downloads
Sangyeol Lee and Junmo Song
Partial linear single index models with distortion measurement errors pp. 237-267 Downloads
Jun Zhang, Yao Yu, Li-Xing Zhu and Hua Liang
The algebra of reversible Markov chains pp. 269-293 Downloads
Giovanni Pistone and Maria Rogantin
Model selection via standard error adjusted adaptive lasso pp. 295-318 Downloads
Wei Qian and Yuhong Yang
Testing statistical hypotheses based on the density power divergence pp. 319-348 Downloads
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 Downloads
Anne Leucht and Michael Neumann
Asymptotic Palm likelihood theory for stationary point processes pp. 387-412 Downloads
Michaela Prokešová and Eva Jensen

Volume 65, issue 1, 2013

Empirical likelihood-based inferences for the Lorenz curve pp. 1-21 Downloads
Gengsheng Qin, Baoying Yang and Nelly Belinga-Hall
Nonparametric quantile regression with heavy-tailed and strongly dependent errors pp. 23-47 Downloads
Toshio Honda
Strong large deviations for arbitrary sequences of random variables pp. 49-67 Downloads
Cyrille Joutard
Equal percent bias reduction and variance proportionate modifying properties with mean–covariance preserving matching pp. 69-87 Downloads
Yannis Yatracos
A least squares estimator for discretely observed Ornstein–Uhlenbeck processes driven by symmetric α-stable motions pp. 89-103 Downloads
Shibin Zhang and Xinsheng Zhang
Estimation of central shapes of error distributions in linear regression problems pp. 105-124 Downloads
P. Lai and Stephen Lee
Nonparametric pseudo-Lagrange multiplier stationarity testing pp. 125-147 Downloads
Manuel Landajo and María Presno
On Mann–Whitney tests for comparing sojourn time distributions when the transition times are right censored pp. 149-166 Downloads
Jie Fan and Somnath Datta
Improved confidence intervals for quantiles pp. 167-189 Downloads
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 Downloads
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 Downloads
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 Downloads
Masafumi Akahira, Hyo Kim and Nao Ohyauchi
Converting information into probability measures with the Kullback–Leibler divergence pp. 1139-1160 Downloads
Pier Bissiri and Stephen Walker
Resampling-based information criteria for best-subset regression pp. 1161-1186 Downloads
Philip Reiss, Lei Huang, Joseph Cavanaugh and Amy Roy
Exact goodness-of-fit tests for censored data pp. 1187-1203 Downloads
Aurea Grané
Nonlinear Poisson autoregression pp. 1205-1225 Downloads
Konstantinos Fokianos and Dag Tjøstheim
On the meaning of mean shape: manifold stability, locus and the two sample test pp. 1227-1259 Downloads
Stephan Huckemann
Predicting a cyclic Poisson process pp. 1261-1279 Downloads
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 Downloads
Naoto Kunitomo
Asymptotically distribution free test for parameter change in a diffusion process model pp. 911-918 Downloads
Ilia Negri and Yoichi Nishiyama
On estimating distribution functions using Bernstein polynomials pp. 919-943 Downloads
Alexandre Leblanc
Optimal and efficient designs for Gompertz regression models pp. 945-957 Downloads
Gang Li
A general transformation class of semiparametric cure rate frailty models pp. 959-989 Downloads
Guoqing Diao and Guosheng Yin
Some problems in nonparametric inference for the stress release process related to the local time pp. 991-1007 Downloads
Takayuki Fujii and Yoichi Nishiyama
Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation pp. 1009-1044 Downloads
Masashi Sugiyama, Taiji Suzuki and Takafumi Kanamori
Testing for a constant coefficient of variation in nonparametric regression by empirical processes pp. 1045-1070 Downloads
Holger Dette, Mareen Marchlewski and Jens Wagener
Asymptotic conditional distribution of exceedance counts: fragility index with different margins pp. 1071-1085 Downloads
Michael Falk and Diana Tichy
Erratum to: A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations pp. 1087-1087 Downloads
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 Downloads
Abhishek Bhattacharya and David Dunson
Optimal inferences for proportional hazards model with parametric covariate transformations pp. 715-736 Downloads
Chunpeng Fan, Jason Fine and Jong-Hyeon Jeong
Selection models under generalized symmetry settings pp. 737-750 Downloads
Adelchi Azzalini
The efficiency of the second-order nonlinear least squares estimator and its extension pp. 751-764 Downloads
Mijeong Kim and Yanyuan Ma
Empirical likelihood for conditional quantile with left-truncated and dependent data pp. 765-790 Downloads
Han-Ying Liang and Jacobo Uña-Álvarez
Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty pp. 791-809 Downloads
Stéphane Chrétien, Alfred Hero and Hervé Perdry
Tests of symmetry for bivariate copulas pp. 811-834 Downloads
Christian Genest, Johanna Nešlehová and Jean-François Quessy
Estimation and model selection in a class of semiparametric models for cluster data pp. 835-856 Downloads
Yan Sun, Jialiang Li and Wenyang Zhang
Some properties of skew-symmetric distributions pp. 857-879 Downloads
Adelchi Azzalini and Giuliana Regoli

Volume 64, issue 3, 2012

Random partitioning over a sparse contingency table pp. 457-474 Downloads
Nobuaki Hoshino
Instrumental variable approach to covariate measurement error in generalized linear models pp. 475-493 Downloads
Taraneh Abarin and Liqun Wang
Isoseparation and robustness in parametric Bayesian inference pp. 495-519 Downloads
Jim Smith and Fabio Rigat
Markov-modulated Hawkes process with stepwise decay pp. 521-544 Downloads
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 Downloads
Yasutaka Shimizu
Priors for Bayesian adaptive spline smoothing pp. 577-613 Downloads
Yu Yue, Paul Speckman and Dongchu Sun
Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game pp. 615-632 Downloads
Shin-ichiro Takazawa
Statistical modeling for discrete patterns in a sequence of exchangeable trials pp. 633-655 Downloads
Sigeo Aki
On robust classification using projection depth pp. 657-676 Downloads
Subhajit Dutta and Anil Ghosh
Directional dependence in multivariate distributions pp. 677-685 Downloads
Roger Nelsen and Manuel Úbeda-Flores

Volume 64, issue 2, 2012

Combining models in longitudinal data analysis pp. 233-254 Downloads
Song Liu and Yuhong Yang
Asymptotic normality of Powell’s kernel estimator pp. 255-273 Downloads
Kengo Kato
Modelling time trend via spline confidence band pp. 275-301 Downloads
Jing Wang
A sequential order statistics approach to step-stress testing pp. 303-318 Downloads
N. Balakrishnan, U. Kamps and M. Kateri
Bayesian estimation of a covariance matrix with flexible prior specification pp. 319-342 Downloads
Chih-Wen Hsu, Marick Sinay and John Hsu
Estimating the ratio of two scale parameters: a simple approach pp. 343-357 Downloads
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 Downloads
Paul Vos and Qiang Wu
The local power of the gradient test pp. 373-381 Downloads
Artur Lemonte and Silvia Ferrari
On identification of the threshold diffusion processes pp. 383-413 Downloads
Yury Kutoyants
Hazard function estimation with cause-of-death data missing at random pp. 415-438 Downloads
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 Downloads
Jesse Frey

Volume 64, issue 1, 2012

Semiparametric efficient inferences for lifetime regression model with time-dependent covariates pp. 1-25 Downloads
Hsieh Fushing
M-estimation of wavelet variance pp. 27-53 Downloads
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 Downloads
Yung-Ming Chang, James Fu and Han-Ying Lin
Random partition masking model for censored and masked competing risks data pp. 69-85 Downloads
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 Downloads
Shaochuan Lu
Bayesian analysis of conditional autoregressive models pp. 107-133 Downloads
Victor Oliveira
A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations pp. 135-165 Downloads
Solomon Harrar and Arne Bathke
Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data pp. 167-192 Downloads
Tine Buch-Kromann and Jens Nielsen
Local asymptotic mixed normality for discretely observed non-recurrent Ornstein–Uhlenbeck processes pp. 193-211 Downloads
Yasutaka Shimizu
Variable selection in semiparametric regression analysis for longitudinal data pp. 213-231 Downloads
Peixin Zhao and Liugen Xue
Page updated 2013-05-21