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Annals of the Institute of Statistical Mathematics

1949 - 2014

Edited by G. Kitagawa

from Springer
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Volume 51, issue 4, 1999

Nonconservative Estimating Functions and Approximate Quasi-Likelihoods pp. 603-619 Downloads
Jinpang Wang
On a Two-Stage Procedure Having Second-Order Properties with Applications pp. 621-636 Downloads
Nitis Mukhopadhyay and William Duggan
Existence of Bayesian Estimates for the Polychotomous Quantal Response Models pp. 637-656 Downloads
Ming-Hui Chen and Qi-Man Shao
Robustness for Inhomogeneous Poisson Point Processes pp. 657-678 Downloads
Renato Assunção and Peter Guttorp
On Adaptive Combination of Regression Estimators pp. 679-689 Downloads
Helge Blaker
Multivariate Local Polynomial Fitting for Martingale Nonlinear Regression Models pp. 691-706 Downloads
Zhan-Qian Lu
Growth Curve Model with Hierarchical Within-Individuals Design Matrices pp. 707-721 Downloads
Yasunori Fujikoshi, Takashi Kanda and Megu Ohtaki
Efficiency Bounds for Product Designs in Linear Models pp. 723-730 Downloads
Rainer Schwabe and Weng Wong
Error Bounds for Asymptotic Expansion of the Conditional Variance of the Scale Mixtures of the Multivariate Normal Distribution pp. 731-747 Downloads
Stergios B. Fotopoulos and Lijian He
On a Characterization of the Gamma Distribution: The Independence of the Sample Mean and the Sample Coefficient of Variation pp. 749-753 Downloads
Tea-Yuan Hwang and Chin-Yuan Hu
On Rates and Limit Distributions pp. 755-778 Downloads
J. Pfanzagl
Conserved Quantities and Symmetries Related to Stochastic Dynamical Systems pp. 779-802 Downloads
Tetsuya Misawa

Volume 51, issue 3, 1999

Oil Price Shocks and Long Run Price and Import Demand Behavior pp. 399-417 Downloads
Frank Kleibergen, Herman K. van Dijk and Jean-Pierre Urbain
Joint Distributions of Runs in a Sequence of Multi-State Trials pp. 419-447 Downloads
Qing Han and Sigeo Aki
Certain Probabilistic Aspects of Semistable Laws pp. 449-462 Downloads
Makoto Maejima and Gennady Samorodnitsky
Some Properties and Improvements of the Saddlepoint Approximation in Nonlinear Regression pp. 463-478 Downloads
Andrej Pázman
Approximation of the Posterior Distribution in a Change-Point Problem pp. 479-497 Downloads
Subhashis Ghosal, Jayanta Ghosh and Tapas Samanta
Posterior Sensitivity to the Sampling Distribution and the Prior: More than One Observation pp. 499-513 Downloads
Sanjib Basu
Bootstrapping Pseudolikelihood Models for Clustered Binary Data pp. 515-530 Downloads
Marc Aerts and Gerda Claeskens
When is an Equally-Weighted Design D-optimal? pp. 531-540 Downloads
Ramón Ardanuy, J. López-Fidalgo, Patrick Laycock and Weng Wong
Counting Bumps pp. 541-569 Downloads
Ricardo Fraiman and Jean Meloche
Point and Interval Estimation of P(X > Y): The Normal Case with Common Coefficient of Variation pp. 571-584 Downloads
Ramesh Gupta, S. Ramakrishnan and Xingwang Zhou
A Method for Testing Nested Point Null Hypotheses Using Multiple Bayes Factor pp. 585-602 Downloads
Hea-Jung Kim

Volume 51, issue 2, 1999

Linear Bayes and Optimal Estimation pp. 201-215 Downloads
V. Godambe
Conservatism of the z Confidence Interval Under Symmetric and Asymmetric Departures from Normality pp. 217-230 Downloads
Sanjib Basu
On the Estimation of Jump Points in Smooth Curves pp. 231-251 Downloads
Irene Gijbels, Peter Hall and Aloïs Kneip
Moment Estimation for Multivariate Extreme Value Distribution in a Nested Logistic Model pp. 253-264 Downloads
Daoji Shi and Shengsheng Zhou
On Estimation of Poisson Intensity Functions pp. 265-280 Downloads
Roelof Helmers and Ričardas Zitikis
Empirical Bayes Procedures for Selecting the Best Population with Multiple Criteria pp. 281-299 Downloads
Wen-Tao Huang and Yao-Tsung Lai
On the Distribution of the Extremes of Unequally Correlated Normal Variables with Applications to Antedependent Cluster Data pp. 301-322 Downloads
Krishna Saha and B. Sutradhar
On Waiting Time Problems Associated with Runs in Markov Dependent Trials pp. 323-330 Downloads
Demetrios Antzoulakos
Bivariate Distributions with Pearson Type VII Conditionals pp. 331-344 Downloads
Athanasios Kottas, Konstantinos Adamidis and Sotirios Loukas
Equality in Distribution in a Convex Ordering Family pp. 345-349 Downloads
Jikun Huang and G. Lin
On Moments of Bivariate Order Statistics pp. 351-358 Downloads
H. Barakat
On the First Entry Time of a ℤ+-valued AR(1) Process pp. 359-367 Downloads
Emad-Eldin Aly and Nadjib Bouzar
Limit Theorems for Stopped Functionals of Markov Renewal Processes pp. 369-382 Downloads
Gerold Alsmeyer and Allan Gut
Covariate Transformation Diagnostics for Generalized Linear Models pp. 383-398 Downloads
Andy Lee and John Yick

Volume 51, issue 1, 1999

Distributions of Runs and Consecutive Systems on Directed Trees pp. 1-15 Downloads
Sigeo Aki
Sooner and Later Waiting Time Problems for Runs in Markov Dependent Bivariate Trials pp. 17-29 Downloads
Sigeo Aki and Katuomi Hirano
Strong Consistency of the Maximum Product of Spacings Estimates with Applications in Nonparametrics and in Estimation of Unimodal Densities pp. 31-49 Downloads
Yongzhao Shao and Marjorie Hahn
Bandwidth Selection in Density Estimation with Truncated and Censored Data pp. 51-70 Downloads
C. Sánchez-Sellero, W. González-Manteiga and R. Cao
Non-parametric Estimation for the M/G/∞ Queue pp. 71-97 Downloads
N. Bingham and Susan Pitts
Parametrization Invariance with Respect to Second Order Admissibility Under Mean Squared Error pp. 99-110 Downloads
Yoshiji Takagi
Linear Versus Nonlinear Rules for Mixture Normal Priors pp. 111-124 Downloads
Brani Vidakovic
Goodness of Fit Tests in Random Coefficient Regression Models pp. 125-148 Downloads
Pedro Delicado and Juan Romo
On Testing for the Number of Components in a Mixed Poisson Model pp. 149-162 Downloads
Dimitris Karlis and Evdokia Xekalaki
Asymptotics of the Expected Posterior pp. 163-185 Downloads
Bertrand Clarke and Dongchu Sun
Second Order Expansions for the Moments of Minimum Point of an Unbalanced Two-sided Normal Random Walk pp. 187-200 Downloads
Yanhong Wu

Volume 50, issue 4, 1998

Parametric Statistical Uncertainty Relations and Parametric Statistical Fundamental Equations pp. 603-626 Downloads
T. Matsunawa
Asymptotic Properties of a Class of Mixture Models for Failure Data: The Interior and Boundary Cases pp. 627-653 Downloads
H. Vu, R. Maller and X. Zhou
On Generating Functions of Waiting Time Problems for Sequence Patterns of Discrete Random Variables pp. 655-671 Downloads
Masayuki Uchida
Large Deviation and Other Results for Minimum Contrast Estimators pp. 673-695 Downloads
Jens Jensen and Andrew Wood
Combined and Least Squares Empirical Likelihood pp. 697-714 Downloads
Bruce Brown and Song Xi Chen
On Best Equivariance and Admissibility of Simultaneous MLE for Mean Direction Vectors of Several Langevin Distributions pp. 715-727 Downloads
Ashis Sengupta and Ranjan Maitra
Recursive Estimation of Regression Functions by Local Polynomial Fitting pp. 729-754 Downloads
J. Vilar-Fernández and J. Vilar-Fernández
Assessing Local Influence in Canonical Correlation Analysis pp. 755-772 Downloads
Hong Gu and Wing Fung
Estimation of the Coefficient of Multiple Determination pp. 773-788 Downloads
Nabendu Pal and Wooi Lim
A State Space Model for Software Reliability pp. 789-799 Downloads
Yen-Chang Chang and Lii-Yuh Leu

Volume 50, issue 3, 1998

Use of Markov Chain Monte Carlo Methods in a Bayesian Analysis of the Block and Basu Bivariate Exponential Distribution pp. 403-416 Downloads
Jorge Achcar and Roseli Leandro
The Covariance Adjusted Location Linear Discriminant Function for Classifying Data with Unequal Dispersion Matrices in Different Locations pp. 417-431 Downloads
Chi-Ying Leung
A Characterization of Monotone and Regular Divergences pp. 433-450 Downloads
J. Corcuera and F. Giummolè
Asymptotic Comparisons of Several Variance Estimators and their Effects for Studentizations pp. 451-470 Downloads
Yoshihiko Maesono
On Tyler's M-Functional of Scatter in High Dimension pp. 471-491 Downloads
Lutz Dümbgen
On Minimum Distance Estimation in Recurrent Markov Step Processes II pp. 493-502 Downloads
R. Höpfner and Yu. Kutoyants
Minimum Disparity Estimation in Linear Regression Models: Distribution and Efficiency pp. 503-521 Downloads
Ro Pak and Ayanendranath Basu
Estimation of the Scale Matrix and its Eigenvalues in the Wishart and the Multivariate F Distributions pp. 523-530 Downloads
Pui Leung and Wai Chan
Some Simple Test Procedures for Normal Mean Vector with Incomplete Data pp. 531-542 Downloads
K. Krishnamoorthy and Maruthy Pannala
Distributional Properties of Exceedance Statistics pp. 543-565 Downloads
Jacek Wesołowski and Mohammad Ahsanullah
Weighted Poisson Distributions for Overdispersion and Underdispersion Situations pp. 567-585 Downloads
Joan Del Castillo and Marta Pérez-Casany
On Number of Occurrences of Success Runs of Specified Length in a Higher-Order Two-State Markov Chain pp. 587-601 Downloads
Masayuki Uchida

Volume 50, issue 2, 1998

Joint Distributions of Numbers of Success-runs Until the First Consecutive k Successes in a Higher-Order Two-State Markov Chain pp. 203-222 Downloads
Masayuki Uchida
Data Sphering: Some Properties and Applications pp. 223-240 Downloads
Jian Zhang
The Decomposition of the Behrens-Fisher Statistic in q-Dimensional Common Principal Component Submodels pp. 241-252 Downloads
D.G. Nel and I. Pienaar
A Simple Goodness-of-fit Test for Linear Models Under a Random Design Assumption pp. 253-275 Downloads
Holger Dette and Axel Munk
Testing for Varying Dispersion in Exponential Family Nonlinear Models pp. 277-294 Downloads
Bo-Cheng Wei, Jian-Qing Shi, Wing-Kam Fung and Yue-Qing Hu
f-Dissimilarity of Several Distributions in Testing Statistical Hypotheses pp. 295-310 Downloads
K. Zografos
Simple-Tree Weighted Logrank Tests for Right-Censored Data pp. 311-324 Downloads
Yuh-Ing Chen
The Nonexistence of Procedures with Bounded Performance Characteristics in Certain Parametric Inference Problems pp. 325-335 Downloads
Yoshikazu Takada
Inference for the Tail Parameters of a Linear Process with Heavy Tail Innovations pp. 337-359 Downloads
Somnath Datta and William McCormick
Prediction of the Maximum Size in Wicksell's Corpuscle Problem pp. 361-377 Downloads
Rinya Takahashi and Masaaki Sibuya
Space-Time Point-Process Models for Earthquake Occurrences pp. 379-402 Downloads
Yosihiko Ogata

Volume 50, issue 1, 1998

An Application of Multiple Comparison Techniques to Model Selection pp. 1-13 Downloads
Hidetoshi Shimodaira
Estimating the Finite Population Versions of Mean Residual Life-Time Function and Hazard Function Using Bayes Method pp. 15-27 Downloads
Nader Ebrahimi
The Order of the Error Term for Moments of the Log Likelihood Ratio Unit Root Test in an Autoregressive Process pp. 29-48 Downloads
Rolf Larsson
Dependence Between Order Statistics in Samples from Finite Population and its Application to Ranked Set Sampling pp. 49-70 Downloads
Koiti Takahasi and Masao Futatsuya
The Bahadur-Kiefer Representation of the Two Dimensional Spatial Medians pp. 71-86 Downloads
Miguel Arcones
Second Order Representations of the Least Absolute Deviation Regression Estimator pp. 87-117 Downloads
Miguel Arcones
Sequential Fixed-Width Confidence Interval for the Product of Two Means pp. 119-145 Downloads
Shen Zheng, T. Sriram and Andrew Seila
Analysis of Multi-Unit Variance Components Models with State Space Profiles pp. 147-164 Downloads
John Tsimikas and Johannes Ledolter
On Maximum Likelihood Estimation for Gaussian Spatial Autoregression Models pp. 165-186 Downloads
Jaroslav Mohapl
A Remark on a Fourier Bounding Method of Proof for Convergence of Sums of Periodograms pp. 187-202 Downloads
A. Benn and R. Kulperger
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