EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Annals of the Institute of Statistical Mathematics
1949 - 2013
Edited by G. Kitagawa
from Springer
Access Statistics for this journal.
RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series .
Volume 57, issue 4 , 2005
Nonlinear regression modeling using regularized local likelihood method pp. 617-635 Yoshisuke Nonaka and Sadanori Konishi Comparisons between simultaneous and componentwise splines for varying coefficient models pp. 637-653 Chin-Tsang Chiang Estimation of the number of components of finite mixtures of multivariate distributions pp. 655-664 Jogi Henna Strong universal consistency of smooth kernel regression estimates pp. 665-685 Harro Walk Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints pp. 687-701 Xiaogang Wang and James Zidek Non-standard asymptotics in an inhomogeneous gamma process pp. 703-732 Nibedita Bandyopadhyay and Ananda Sen A new instrumental variable estimation for diffusion processes pp. 733-745 Beong So The empirical distribution function and partial sum process of residuals from a stationary arch with drift process pp. 747-765 Janusz Kawczak , Reg Kulperger and Hao Yu Informative barycentres in statistics pp. 767-780 Bruno Pelletier Multivariate versions of Blomqvist’s beta and Spearman’s footrule pp. 781-788 Manuel Úbeda-Flores Inferences based on a bivariate distribution with von Mises marginals pp. 789-802 Grace Shieh and Richard Johnson On testing the dilation order and HNBUE alternatives pp. 803-815 F. Belzunce , J. Pinar and J. Ruiz On a functional equation generalizing the class of semistable distributions pp. 817-831 Mohamed Alaya and Thierry Huillet D-Optimal designs for weighted polynomial regression—A functional approach pp. 833-844 Fu-Chuen Chang Volume 57, issue 3 , 2005
Estimation in additive cox models by marginal integration pp. 403-423 Toshio Honda Central limit theorem for asymmetric kernel functionals pp. 425-442 Marcelo Fernandes and Paulo Klinger Monteiro Kernel estimation for stationary density of Markov chains with general state space pp. 443-453 Viviane Campos and Chang Dorea Estimation of the multivariate normal precision and covariance matrices in a star-shape model pp. 455-484 Dongchu Sun and Xiaoqian Sun Profile empirical likelihood for parametric and semiparametric models pp. 485-505 Lu Lin , Lixing Zhu and K. Yuen Resampling student'st-type statistics pp. 507-529 Arnold Janssen Comparison of the cuscore, GLRT and cusum control charts for detecting a dynamic mean change pp. 531-552 Dong Han and Fugee Tsung Test for parameter change based on the estimator minimizing density-based divergence measures pp. 553-573 Sangyeol Lee and Okyoung Na Testing for serial correlation of unknown form in cointegrated time series models pp. 575-595 Pierre Duchesne Unordered and ordered sample from dirichlet distribution pp. 597-616 Thierry Huillet Volume 57, issue 2 , 2005
ASP fits to multi-way layouts pp. 201-220 Rodolf Beran Semiparametric spatio-temporal covariance models with the ARMA temporal margin pp. 221-233 Chunsheng Ma Estimation of nonlinear autoregressive models using design-adapted wavelets pp. 235-253 Véronique Delouille and Rainer Sachs Functional inference in semiparametric models using the piggyback bootstrap pp. 255-277 John Dixon , Michael Kosorok and Bee Lee Variance estimation for sample quantiles using them out ofn bootstrap pp. 279-290 K. Cheung and Stephen Lee Strong convergence of estimators as ε n -minimisers of optimisation problemsof optimisation problems pp. 291-313 Petr Lachout , Eckhard Liebscher and Silvia Vogel On the posterior median estimators of possibly sparse sequences pp. 315-351 Natalia Bochkina and Theofanis Sapatinas Joint distributions of numbers of success runs of specified lengths in linear and circular sequences pp. 353-368 Kiyoshi Inoue and Sigeo Aki Engen's extended negative binomial model revisited pp. 369-387 Nobuaki Hoshino Generalized skew-elliptical distributions and their quadratic forms pp. 389-401 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 Kentaro Tanaka and Akimichi Takemura A martingale approach to scan statistics pp. 21-37 Vladimir Pozdnyakov , Joseph Glaz , Martin Kulldorff and J. Steele Regressions for sums of squares of spacings pp. 39-47 S. Kirmani and J. Wesolowski A generalized Pólya urn model and related multivariate distributions pp. 49-59 Kiyoshi Inoue and Sigeo Aki Quantile process for left truncated and right censored data pp. 61-69 Szeman Tse Optimisation of linear unbiased intensity estimators for point processes pp. 71-81 Tomáš Mrkvička and Ilya Molchanov Joint modeling of cointegration and conditional heteroscedasticity with applications pp. 83-103 Heung Wong , W. Li and Shiqing Ling A test for independence of two stationary infinite order autoregressive processes pp. 105-127 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 Éric Marchand and William Strawderman Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean pp. 145-156 Yuzo Maruyama and Katsunori Iwasaki Necessary conditions for dominating the James-Stein estimator pp. 157-165 Yuzo Maruyama and William Strawderman Minimax confidence bound of the normal mean under an asymmetric loss function pp. 167-182 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 Muneya Matsui and Akimichi Takemura Volume 56, issue 4 , 2004
A Bayesian analysis for the seismic data on Taiwan pp. 599-609 Tsai-Hung Fan and Eng-Nan Kuo Spectral density estimation with amplitude modulation and outlier detection pp. 611-630 Jiancheng Jiang and Y. Hui Types of likelihood maxima in mixture models and their implication on the performance of tests pp. 631-654 Wilfried Seidel and Hana Ševčíková Canonical correlations in multi-way layout pp. 655-666 Maria Adam and John Maroulas Nonparametric estimation under length-biased sampling and Type I censoring: A moment based approach pp. 667-681 Jacobo Uña-álvarez Asymptotics for a weighted least squares estimator of the disease onset distribution function for a survival-sacrifice model pp. 683-700 Antonio Gomes Order restricted randomized designs for control versus treatment comparison pp. 701-720 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 Ramesh Gupta and Mohammad Ahsanullah The Möbius distribution on the disc pp. 733-742 M. Jones Decompounding poisson random sums: Recursively truncated estimates in the discrete case pp. 743-756 Boris Buchmann and Rudolf Grübel New estimators of discriminant coefficients as the gradient of log-odds pp. 757-770 Yo Sheena and Arjun Gupta Another approach to asymptotics and bootstrap of randomly trimmed means pp. 771-790 Zhiqiang Chen and Evarist Giné Universal consistency of delta estimators pp. 791-818 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 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 Qi-Hua Wang Detecting stage-wise outliers in hierarchical Bayesian linear models of repeated measures data pp. 415-433 Mario Peruggia , Thomas Santner and Yu-Yun Ho Indirect assessment of the bivariate survival function pp. 435-448 Nader Ebrahimi A new algorithm for fixed design regression and denoising pp. 449-473 F. Comte and Y. Rozenholc Confidence bands in nonparametric regression with length biased data pp. 475-496 J. Cristóbal , J. Ojeda and J. Alcalá Discrete semi-stable distributions pp. 497-510 Nadjib Bouzar Tensors and likelihood expansions in the presence of nuisance parameters pp. 511-528 Luigi Pace and Alessandra Salvan Asymptotic properties of the least squares estimators of the parameters of the chirp signals pp. 529-544 Swagata Nandi and Debasis Kundu Asymptotic expansion formulas for functionals of ε-Markov processes with a mixing property pp. 545-597 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 Sam Efromovich Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs pp. 225-250 S. Lahiri and Kanchan Mukherjee Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations pp. 251-264 Lihong Wang Dependence and the dimensionality reduction principle pp. 265-277 Yannis Yatracos Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications pp. 279-304 Jacques Dauxois , Guy Nkiet and Yves Romain A class of multivariate skew-normal models pp. 305-315 Arjun Gupta and John Chen Waiting time distributions of runs in higher order Markov chains pp. 317-349 Anish Sarkar , Kanwar Sen and Anuradha Characterization of the skew-normal distribution pp. 351-360 Arjun Gupta , Truc Nguyen and Jose Sanqui A characterization of the multivariate normal distribution by using the hazard gradient pp. 361-367 Jorge Navarro and Jose Ruiz On the characterisation of paired monotone metrics pp. 369-381 Paolo Gibilisco and Tommaso Isola Fisher information ink-records pp. 383-396 Glenn Hofmann and N. Balakrishnan When does the union of random spherical caps become connected? pp. 397-402 H. Maehara Volume 56, issue 1 , 2004
Some characterizations of minimal Markov basis for sampling from discrete conditional distributions pp. 1-17 Akimichi Takemura and Satoshi Aoki Bootstrap bandwidth selection in kernel density estimation from a contaminated sample pp. 19-47 A. Delaigle and I. Gijbels Nonparametric regression with current status data pp. 49-72 Toshio Honda Nonparametric regression under dependent errors with infinite variance pp. 73-86 Liang Peng and Qiwei Yao Smoothing estimation of rate function for recurrent event data with informative censoring pp. 87-100 Chin-Tsang Chiang and Mei-Cheng Wang Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution pp. 101-125 Yo Sheena , A. Gupta and Y. Fujikoshi Bias of estimator of change point detected by a CUSUM procedure pp. 127-142 Yanhong Wu Joint distributions associated with patterns, successes and failures in a sequence of multi-state trials pp. 143-168 Kiyoshi Inoue Waiting time problems for a two-dimensional pattern pp. 169-182 Sigeo Aki and Katuomi Hirano Unimodality of uniform generalized order statistics, with applications to mean bounds pp. 183-192 Erhard Cramer , Udo Kamps and Tomasz Rychlik A sequential software release policy pp. 193-204 Yen-Chang Chang
EconPapers is hosted by the
Örebro University School of Business.