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Annals of the Institute of Statistical Mathematics

1949 - 2014

Current editor(s): G. Kitagawa

from Springer
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Volume 57, issue 4, 2005

Nonlinear regression modeling using regularized local likelihood method pp. 617-635 Downloads
Yoshisuke Nonaka and Sadanori Konishi
Comparisons between simultaneous and componentwise splines for varying coefficient models pp. 637-653 Downloads
Chin-Tsang Chiang
Estimation of the number of components of finite mixtures of multivariate distributions pp. 655-664 Downloads
Jogi Henna
Strong universal consistency of smooth kernel regression estimates pp. 665-685 Downloads
Harro Walk
Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints pp. 687-701 Downloads
Xiaogang Wang and James Zidek
Non-standard asymptotics in an inhomogeneous gamma process pp. 703-732 Downloads
Nibedita Bandyopadhyay and Ananda Sen
A new instrumental variable estimation for diffusion processes pp. 733-745 Downloads
Beong So
The empirical distribution function and partial sum process of residuals from a stationary arch with drift process pp. 747-765 Downloads
Janusz Kawczak, Reg Kulperger and Hao Yu
Informative barycentres in statistics pp. 767-780 Downloads
Bruno Pelletier
Multivariate versions of Blomqvist’s beta and Spearman’s footrule pp. 781-788 Downloads
Manuel Úbeda-Flores
Inferences based on a bivariate distribution with von Mises marginals pp. 789-802 Downloads
Grace Shieh and Richard Johnson
On testing the dilation order and HNBUE alternatives pp. 803-815 Downloads
F. Belzunce, J. Pinar and J. Ruiz
On a functional equation generalizing the class of semistable distributions pp. 817-831 Downloads
Mohamed Alaya and Thierry Huillet
D-Optimal designs for weighted polynomial regression—A functional approach pp. 833-844 Downloads
Fu-Chuen Chang

Volume 57, issue 3, 2005

Estimation in additive cox models by marginal integration pp. 403-423 Downloads
Toshio Honda
Central limit theorem for asymmetric kernel functionals pp. 425-442 Downloads
Marcelo Fernandes and Paulo Klinger Monteiro
Kernel estimation for stationary density of Markov chains with general state space pp. 443-453 Downloads
Viviane Campos and Chang Dorea
Estimation of the multivariate normal precision and covariance matrices in a star-shape model pp. 455-484 Downloads
Dongchu Sun and Xiaoqian Sun
Profile empirical likelihood for parametric and semiparametric models pp. 485-505 Downloads
Lu Lin, Lixing Zhu and K. Yuen
Resampling student'st-type statistics pp. 507-529 Downloads
Arnold Janssen
Comparison of the cuscore, GLRT and cusum control charts for detecting a dynamic mean change pp. 531-552 Downloads
Dong Han and Fugee Tsung
Test for parameter change based on the estimator minimizing density-based divergence measures pp. 553-573 Downloads
Sangyeol Lee and Okyoung Na
Testing for serial correlation of unknown form in cointegrated time series models pp. 575-595 Downloads
Pierre Duchesne
Unordered and ordered sample from dirichlet distribution pp. 597-616 Downloads
Thierry Huillet

Volume 57, issue 2, 2005

ASP fits to multi-way layouts pp. 201-220 Downloads
Rodolf Beran
Semiparametric spatio-temporal covariance models with the ARMA temporal margin pp. 221-233 Downloads
Chunsheng Ma
Estimation of nonlinear autoregressive models using design-adapted wavelets pp. 235-253 Downloads
Véronique Delouille and Rainer Sachs
Functional inference in semiparametric models using the piggyback bootstrap pp. 255-277 Downloads
John Dixon, Michael Kosorok and Bee Lee
Variance estimation for sample quantiles using them out ofn bootstrap pp. 279-290 Downloads
K. Cheung and Stephen Lee
Strong convergence of estimators as ε n -minimisers of optimisation problemsof optimisation problems pp. 291-313 Downloads
Petr Lachout, Eckhard Liebscher and Silvia Vogel
On the posterior median estimators of possibly sparse sequences pp. 315-351 Downloads
Natalia Bochkina and Theofanis Sapatinas
Joint distributions of numbers of success runs of specified lengths in linear and circular sequences pp. 353-368 Downloads
Kiyoshi Inoue and Sigeo Aki
Engen's extended negative binomial model revisited pp. 369-387 Downloads
Nobuaki Hoshino
Generalized skew-elliptical distributions and their quadratic forms pp. 389-401 Downloads
Marc Genton and Nicola Maria Rinaldo Loperfido

Volume 57, issue 1, 2005

Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small pp. 1-19 Downloads
Kentaro Tanaka and Akimichi Takemura
A martingale approach to scan statistics pp. 21-37 Downloads
Vladimir Pozdnyakov, Joseph Glaz, Martin Kulldorff and J. Steele
Regressions for sums of squares of spacings pp. 39-47 Downloads
S. Kirmani and J. Wesolowski
A generalized Pólya urn model and related multivariate distributions pp. 49-59 Downloads
Kiyoshi Inoue and Sigeo Aki
Quantile process for left truncated and right censored data pp. 61-69 Downloads
Szeman Tse
Optimisation of linear unbiased intensity estimators for point processes pp. 71-81 Downloads
Tomáš Mrkvička and Ilya Molchanov
Joint modeling of cointegration and conditional heteroscedasticity with applications pp. 83-103 Downloads
Heung Wong, W. Li and Shiqing Ling
A test for independence of two stationary infinite order autoregressive processes pp. 105-127 Downloads
Eunhee Kim and Sangyeol Lee
Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval pp. 129-143 Downloads
Éric Marchand and William Strawderman
Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean pp. 145-156 Downloads
Yuzo Maruyama and Katsunori Iwasaki
Necessary conditions for dominating the James-Stein estimator pp. 157-165 Downloads
Yuzo Maruyama and William Strawderman
Minimax confidence bound of the normal mean under an asymmetric loss function pp. 167-182 Downloads
Yushan Xiao, Yoshikazu Takada and Ningzhong Shi
Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE pp. 183-199 Downloads
Muneya Matsui and Akimichi Takemura

Volume 56, issue 4, 2004

A Bayesian analysis for the seismic data on Taiwan pp. 599-609 Downloads
Tsai-Hung Fan and Eng-Nan Kuo
Spectral density estimation with amplitude modulation and outlier detection pp. 611-630 Downloads
Jiancheng Jiang and Y. Hui
Types of likelihood maxima in mixture models and their implication on the performance of tests pp. 631-654 Downloads
Wilfried Seidel and Hana Ševčíková
Canonical correlations in multi-way layout pp. 655-666 Downloads
Maria Adam and John Maroulas
Nonparametric estimation under length-biased sampling and Type I censoring: A moment based approach pp. 667-681 Downloads
Jacobo Uña-álvarez
Asymptotics for a weighted least squares estimator of the disease onset distribution function for a survival-sacrifice model pp. 683-700 Downloads
Antonio Gomes
Order restricted randomized designs for control versus treatment comparison pp. 701-720 Downloads
Omer Ozturk and Steven MacEachern
Some characterization results based on the conditional expectation of a function of non-adjacent order statistic (record value) pp. 721-732 Downloads
Ramesh Gupta and Mohammad Ahsanullah
The Möbius distribution on the disc pp. 733-742 Downloads
M. Jones
Decompounding poisson random sums: Recursively truncated estimates in the discrete case pp. 743-756 Downloads
Boris Buchmann and Rudolf Grübel
New estimators of discriminant coefficients as the gradient of log-odds pp. 757-770 Downloads
Yo Sheena and Arjun Gupta
Another approach to asymptotics and bootstrap of randomly trimmed means pp. 771-790 Downloads
Zhiqiang Chen and Evarist Giné
Universal consistency of delta estimators pp. 791-818 Downloads
Jose Manuel Vidal-Sanz and Miguel Delgado
Universally consistent conditionalU-statistics for absolutely regular processes and its applications for hidden Markov models pp. 819-832 Downloads
Michel Harel and Madan Puri

Volume 56, issue 3, 2004

Likelihood-based imputation inference for mean functionals in the presence of missing responses pp. 403-414 Downloads
Qi-Hua Wang
Detecting stage-wise outliers in hierarchical Bayesian linear models of repeated measures data pp. 415-433 Downloads
Mario Peruggia, Thomas Santner and Yu-Yun Ho
Indirect assessment of the bivariate survival function pp. 435-448 Downloads
Nader Ebrahimi
A new algorithm for fixed design regression and denoising pp. 449-473 Downloads
F. Comte and Y. Rozenholc
Confidence bands in nonparametric regression with length biased data pp. 475-496 Downloads
J. Cristóbal, J. Ojeda and J. Alcalá
Discrete semi-stable distributions pp. 497-510 Downloads
Nadjib Bouzar
Tensors and likelihood expansions in the presence of nuisance parameters pp. 511-528 Downloads
Luigi Pace and Alessandra Salvan
Asymptotic properties of the least squares estimators of the parameters of the chirp signals pp. 529-544 Downloads
Swagata Nandi and Debasis Kundu
Asymptotic expansion formulas for functionals of ε-Markov processes with a mixing property pp. 545-597 Downloads
Yuji Sakamoto and Nakahiro Yoshida

Volume 56, issue 2, 2004

Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting pp. 205-223 Downloads
Sam Efromovich
Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs pp. 225-250 Downloads
S. Lahiri and Kanchan Mukherjee
Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations pp. 251-264 Downloads
Lihong Wang
Dependence and the dimensionality reduction principle pp. 265-277 Downloads
Yannis Yatracos
Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications pp. 279-304 Downloads
Jacques Dauxois, Guy Nkiet and Yves Romain
A class of multivariate skew-normal models pp. 305-315 Downloads
Arjun Gupta and John Chen
Waiting time distributions of runs in higher order Markov chains pp. 317-349 Downloads
Anish Sarkar, Kanwar Sen and Anuradha
Characterization of the skew-normal distribution pp. 351-360 Downloads
Arjun Gupta, Truc Nguyen and Jose Sanqui
A characterization of the multivariate normal distribution by using the hazard gradient pp. 361-367 Downloads
Jorge Navarro and Jose Ruiz
On the characterisation of paired monotone metrics pp. 369-381 Downloads
Paolo Gibilisco and Tommaso Isola
Fisher information ink-records pp. 383-396 Downloads
Glenn Hofmann and N. Balakrishnan
When does the union of random spherical caps become connected? pp. 397-402 Downloads
H. Maehara

Volume 56, issue 1, 2004

Some characterizations of minimal Markov basis for sampling from discrete conditional distributions pp. 1-17 Downloads
Akimichi Takemura and Satoshi Aoki
Bootstrap bandwidth selection in kernel density estimation from a contaminated sample pp. 19-47 Downloads
A. Delaigle and I. Gijbels
Nonparametric regression with current status data pp. 49-72 Downloads
Toshio Honda
Nonparametric regression under dependent errors with infinite variance pp. 73-86 Downloads
Liang Peng and Qiwei Yao
Smoothing estimation of rate function for recurrent event data with informative censoring pp. 87-100 Downloads
Chin-Tsang Chiang and Mei-Cheng Wang
Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution pp. 101-125 Downloads
Yo Sheena, A. Gupta and Y. Fujikoshi
Bias of estimator of change point detected by a CUSUM procedure pp. 127-142 Downloads
Yanhong Wu
Joint distributions associated with patterns, successes and failures in a sequence of multi-state trials pp. 143-168 Downloads
Kiyoshi Inoue
Waiting time problems for a two-dimensional pattern pp. 169-182 Downloads
Sigeo Aki and Katuomi Hirano
Unimodality of uniform generalized order statistics, with applications to mean bounds pp. 183-192 Downloads
Erhard Cramer, Udo Kamps and Tomasz Rychlik
A sequential software release policy pp. 193-204 Downloads
Yen-Chang Chang
Page updated 2014-09-30