Annals of the Institute of Statistical Mathematics

1969 - 2008

Edited by G. Kitagawa

from Springer
Series data maintained by Christopher F Baum ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 58, issue 4, 2006

Properties of estimators of baseline hazard functions in a semiparametric cure model pp. 647-674

Tomoyuki Sugimoto and Toshimitsu Hamasaki

Lorenz Curve for Truncated and Censored Data pp. 675-686

Sze-Man Tse

Semiparametric Maximum Likelihood for Missing Covariates in Parametric Regression pp. 687-706

Zhiwei Zhang and Howard Rockette

A Partial Empirical Likelihood Based Score Test Under a Semiparametric Finite Mixture Model pp. 707-719

Biao Zhang

Generalized Moment Theory and Bayesian Robustness Analysis for Hierarchical Mixture Models pp. 721-738

Bruno Betrò, Antonella Bodini and Alessandra Guglielmi

Estimation of error variance in ANOVA model and order restricted scale parameters pp. 739-756

Youhei Oono and Nobuo Shinozaki

Confidence Intervals for Quantiles and Tolerance Intervals Based on Ordered Ranked Set Samples pp. 757-777

N. Balakrishnan and T. Li

Wavelet-Based Estimation for Univariate Stable Laws pp. 779-807

Anestis Antoniadis, Andrey Feuerverger and Paulo Gonçalves

Testing homogeneity in Weibull error in variables models pp. 809-809

Dione Valença and Heleno Bolfarine

Optimality of AIC in inference about Brownian motion pp. 811-811

Arijit Chakrabarti and Jayanta Ghosh

Exact and limiting distributions in diagonal Pólya processes pp. 813-813

Srinivasan Balaji and Hosam Mahmoud

Compound binomial approximations pp. 815-815

Vydas Čekanavičius and Bero Roos

Volume 58, issue 3, 2006

Asymptotic Results on a General Class of Empirical Statistics: Power and Confidence Interval Properties pp. 427-440

In Chang and Rahul Mukerjee

Confidence estimation for tolerance intervals pp. 441-456

C. Tsao and Yu-Ling Tseng

Likelihood-based Inference for the Ratios of Regression Coefficients in Linear Models pp. 457-473

Malay Ghosh, Gauri Datta, Dalho Kim and Trevor Sweeting

On the Effect of Misspecifying the Density Ratio Model pp. 475-497

Konstantinos Fokianos and Irene Kaimi

An Information-theoretic Approach to the Effective Usage of Auxiliary Information from Survey Data pp. 499-509

Changchun Wu and Runchu Zhang

Adaptive penalized M-estimation with current status data pp. 511-526

Shuangge Ma and Michael Kosorok

On Continuity of the Pearson Statistic and Sample Quantiles pp. 527-535

R. Al-Jarallah, A. Soltani and N. Al-Kandari

Joint distributions of runs in a sequence of higher-order two-state Markov trials pp. 537-554

K. Kotwal and R. Shinde

A Skew Laplace Distribution on Integers pp. 555-571

Tomasz Kozubowski and Seidu Inusah

Statistical Problems Related to Irrational Rotations pp. 573-593

Teturo Kamae and Hayato Takahashi

Classification of Three-word Indicator Functions of Two-level Factorial Designs pp. 595-608

N. Balakrishnan and Po Yang

Connections Between the Resolutions of General Two-level Factorial Designs pp. 609-618

N. Balakrishnan and Po Yang

On the Kernel Rule for Function Classification pp. 619-633

C. Abraham, G. Biau and B. Cadre

Sampling Properties of U-statistics for a Class of Stationary Nonlinear Processes pp. 635-646

Kamal Chanda

Volume 58, issue 2, 2006

Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators pp. 211-222

Sangyeol Lee, Yoichi Nishiyama and Nakahiro Yoshida

On Non-simple Marked Point Processes pp. 223-233

Frederic Schoenberg

A J-Function for Marked Point Patterns pp. 235-259

M. Lieshout

Testing for Tail Independence in Extreme Value models pp. 261-290

Michael Falk and René Michel

Waiting Time Distributions of Simple and Compound Patterns in a Sequence of r-th Order Markov Dependent Multi-state Trials pp. 291-310

James Fu and W. Lou

Multiplicative Correlations pp. 311-326

Kunihiro Baba and Ritei Shibata

Estimation of Kullback–Leibler Divergence by Local Likelihood pp. 327-340

Young Lee and Byeong Park

Robust and Efficient Parametric Estimation for Censored Survival Data pp. 341-355

Srabashi Basu, Ayanendranath Basu and M. Jones

Asymptotic Properties of a Nonparametric Regression Function Estimator with Randomly Truncated Data pp. 357-378

Elias Ould-Saïd and Mohamed Lemdani

On Consistent Statistical Procedures in Regression pp. 379-387

Yannis Yatracos

A Note on the Use of V and U Statistics in Nonparametric Models of Regression pp. 389-406

Carlos Martins-Filho and Feng Yao

Local c- and E-optimal Designs for Exponential Regression Models pp. 407-426

Holger Dette, Viatcheslav Melas and Andrey Pepelyshev

Volume 58, issue 1, 2006

Optimality of AIC in Inference About Brownian Motion pp. 1-20

Arijit Chakrabarti and Jayanta Ghosh

Large deviations for M-estimators pp. 21-52

Miguel Arcones

On Estimating the Cumulant Generating Function of Linear Processes pp. 53-71

Sucharita Ghosh and Jan Beran

Estimation of a Location Parameter with Restrictions or “vague information” for Spherically Symmetric Distributions pp. 73-92

Dominique Fourdrinier, William Strawderman and Martin Wells

Biased and Unbiased Two-sided Wilcoxon Tests for Equal Sample Sizes pp. 93-100

Nariaki Sugiura, Hidetoshi Murakami, Seong Lee and Yasutomo Maeda

On Some Tests of the Covariance Matrix Under General Conditions pp. 101-114

Arjun Gupta and Jin Xu

Testing Homogeneity in Weibull Error in Variables Models pp. 115-129

Dione Valença and Heleno Bolfarine

Nonasymptotic Bounds on the L 2 Error of Neural Network Regression Estimates pp. 131-151

Michael Hamers and Michael Kohler

A Flexible Model for Generalized Linear Regression with Measurement Error pp. 153-169

Surupa Roy and Tathagata Banerjee

Exact and Limiting Distributions in Diagonal Pólya Processes pp. 171-185

Srinivasan Balaji and Hosam Mahmoud

Compound Binomial Approximations pp. 187-210

Vydas Čekanavičius and Bero Roos

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 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