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Annals of the Institute of Statistical Mathematics
1949 - 2013
Edited by G. Kitagawa
from Springer
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Volume 61, issue 4 , 2009
Generalized Neyman–Pearson optimality of empirical likelihood for testing parameter hypotheses pp. 773-787 Taisuke Otsu Uniformly robust tests in errors-in-variables models pp. 789-810 Longcheen Huwang , Y. Steve Huang and Yi-Hua Tina Wang Functional regression modeling via regularized Gaussian basis expansions pp. 811-833 Yuko Araki , Sadanori Konishi , Shuichi Kawano and Hidetoshi Matsui Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors pp. 835-859 Taeryon Choi A simple test for the parametric form of the variance function in nonparametric regression pp. 861-886 Holger Dette and Benjamin Hetzler Proportional hazards regression under progressive Type-II censoring pp. 887-903 Sergio Alvarez-Andrade , N. Balakrishnan and Laurent Bordes Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models pp. 905-918 Qingming Zou , Zhongyi Zhu and Jinglong Wang Goodness of fit test for ergodic diffusion processes pp. 919-928 Ilia Negri and Yoichi Nishiyama Point process diagnostics based on weighted second-order statistics and their asymptotic properties pp. 929-948 Giada Adelfio and Frederic Schoenberg Metropolis–Hastings Algorithms with acceptance ratios of nearly 1 pp. 949-967 Kengo Kamatani Merging of opinions in game-theoretic probability pp. 969-993 Vladimir Vovk Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality pp. 995-1017 Haruhiko Ogasawara Volume 61, issue 3 , 2009
Improved prediction for a multivariate normal distribution with unknown mean and variance pp. 531-542 Kengo Kato Consistency of the instrumental weighted variables pp. 543-578 Jan Víšek Testing the tail index in autoregressive models pp. 579-598 Jana Jurečková , Hira Koul and Jan Picek Estimating the intensity of a cyclic Poisson process in the presence of linear trend pp. 599-628 Roelof Helmers and I. Mangku Third-order asymptotic expansion of M-estimators for diffusion processes pp. 629-661 Yuji Sakamoto and Nakahiro Yoshida Efficient and fast spline-backfitted kernel smoothing of additive models pp. 663-690 Jing Wang and Lijian Yang Optimal testing for additivity in multiple nonparametric regression pp. 691-714 Felix Abramovich , Italia Feis and Theofanis Sapatinas Jump-preserving surface reconstruction from noisy data pp. 715-751 Peihua Qiu Stochastic monotonicity of the MLE of exponential mean under different censoring schemes pp. 753-772 N. Balakrishnan and G. Iliopoulos Volume 61, issue 2 , 2009
$${\mathcal{M}}$$ -decomposability and symmetric unimodal densities in one dimensionNicholas Chia and Junji Nakano On regression model selection for the data with correlated errors pp. 291-308 Wen Wei Log-linear modeling using conditional log-linear structures pp. 309-329 P. Vellaisamy and V. Vijay Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data pp. 331-353 Tomohiro Ando and Sadanori Konishi Bayesian isotonic changepoint analysis pp. 355-370 Enrique Alvarez and Dipak Dey On a model of sequential point patterns pp. 371-390 V. Shcherbakov M-estimation in nonparametric regression under strong dependence and infinite variance pp. 391-411 Ngai Chan and Rongmao Zhang Nonparametric density estimation for linear processes with infinite variance pp. 413-439 Toshio Honda Conditional independence, conditional mixing and conditional association pp. 441-460 B. Prakasa Rao A class of rank-based test for left-truncated and right-censored data pp. 461-476 Pao-sheng Shen Higher-order accurate polyspectral estimation with flat-top lag-windows pp. 477-498 Arthur Berg and Dimitris Politis On waiting time distributions associated with compound patterns in a sequence of multi-state trials pp. 499-516 Kiyoshi Inoue and Sigeo Aki On V-orthogonal projectors associated with a semi-norm pp. 517-530 Yongge Tian and Yoshio Takane Volume 61, issue 1 , 2009
Multiple comparisons of several homoscedastic multivariate populations pp. 1-26 Yoshihide Kakizawa Generalized partially linear mixed-effects models incorporating mismeasured covariates pp. 27-46 Hua Liang Statistical estimation in partial linear models with covariate data missing at random pp. 47-84 Qi-Hua Wang Asymptotic properties of local polynomial regression with missing data and correlated errors pp. 85-109 A. Pérez-González , J. Vilar-Fernández and W. González-Manteiga On the estimation of a monotone conditional variance in nonparametric regression pp. 111-141 Holger Dette and Kay Pilz Constrained optimal discrimination designs for Fourier regression models pp. 143-157 Stefanie Biedermann , Holger Dette and Philipp Hoffmann Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law pp. 159-179 Sylvia Frühwirth-Schnatter and Leopold Sögner Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling pp. 181-195 Hiroki Masuda Varying-coefficient model for the occurrence rate function of recurrent events pp. 197-213 Chin-Tsang Chiang and Mei-Cheng Wang Estimating a bounded parameter for symmetric distributions pp. 215-234 Éric Marchand and François Perron Exact two-sample nonparametric test for quantile difference between two populations based on ranked set samples pp. 235-249 Omer Ozturk and N. Balakrishnan Exact inference for a simple step-stress model from the exponential distribution under time constraint pp. 251-274 N. Balakrishnan , Qihao Xie and D. Kundu Volume 60, issue 4 , 2008
Preface: Featured section on data-mining and statistical science pp. 697-698 Tomoyuki Higuchi and Takashi Washio Direct importance estimation for covariate shift adaptation pp. 699-746 Masashi Sugiyama , Taiji Suzuki , Shinichi Nakajima , Hisashi Kashima , Paul Bünau and Motoaki Kawanabe A preferential attachment model with Poisson growth for scale-free networks pp. 747-761 Paul Sheridan , Yuichi Yagahara and Hidetoshi Shimodaira Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach pp. 763-780 Tomohiro Ando An angular–linear time series model for waveheight prediction pp. 781-800 Tsukasa Hokimoto and Kunio Shimizu On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game pp. 801-812 Masayuki Kumon and Akimichi Takemura Local empirical processes near boundaries of convex bodies pp. 813-842 Estate Khmaladze and Wolfgang Weil Estimating a mean matrix: boosting efficiency by multiple affine shrinkage pp. 843-864 Rudolf Beran On potentially negative space time covariances obtained as sum of products of marginal ones pp. 865-882 P. Gregori , E. Porcu , J. Mateu and Z. Sasvári Second-order nonlinear least squares estimation pp. 883-900 Liqun Wang and Alexandre Leblanc Semi-self-decomposable distributions on Z+ pp. 901-917 Nadjib Bouzar Volume 60, issue 3 , 2008
Comparison of methods for ordinal lens opacity data from atomic-bomb survivors: univariate worse-eye method and bivariate GEE method using global odds ratio pp. 465-482 Eiji Nakashima , Kazuo Neriishi and Atsushi Minamoto Some remarks on Bayesian inference for one-way ANOVA models pp. 483-498 Fabrizio Solari , Brunero Liseo and Dongchu Sun Bayesian hierarchical linear mixed models for additive smoothing splines pp. 499-517 Dongchu Sun and Paul Speckman A bootstrap approach to model checking for linear models under length-biased data pp. 519-543 J. Ojeda , J. Cristóbal and J. Alcalá Maximum likelihood estimation in the proportional hazards cure model pp. 545-574 Wenbin Lu Empirical likelihood confidence intervals for hazard and density functions under right censorship pp. 575-589 Junshan Shen and Shuyuan He Some results on lower variance bounds useful in reliability modeling and estimation pp. 591-603 N. Nair and K. Sudheesh Nonparametric inference for sequential k-out-of-n systems pp. 605-626 Eric Beutner Properties of residuals for spatial point processes pp. 627-649 A. Baddeley , J. Møller and A. Pakes Higher order estimation at Lebesgue points pp. 651-677 J. Beirlant , A. Berlinet and G. Biau Some necessary uniform tests for spherical symmetry pp. 679-696 Jiajuan Liang , Kai-Tai Fang and Fred Hickernell Volume 60, issue 2 , 2008
Minimal invariant Markov basis for sampling contingency tables with fixed marginals pp. 229-256 Satoshi Aoki and Akimichi Takemura Consistent estimation of the dimensionality in sliced inverse regression pp. 257-271 Guy Nkiet Plug-in bandwidth selector for the kernel relative density estimator pp. 273-300 Elisa Molanes-López and Ricardo Cao Estimation of a parameter of Morgenstern type bivariate exponential distribution by ranked set sampling pp. 301-318 Manoj Chacko and P. Thomas Limit laws for the Randić index of random binary tree models pp. 319-343 Qunqiang Feng , Hosam Mahmoud and Alois Panholzer On weak convergence of random fields pp. 345-365 Youri Davydov and Ričardas Zitikis Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes pp. 367-406 Takaki Hayashi and Nakahiro Yoshida The admissible parameter space for exponential smoothing models pp. 407-426 Rob J Hyndman , Muhammad Akram and Blyth Archibald Small-sample studies on right censored data with discrete failure times pp. 427-440 Jiantian Wang Empirical likelihood inference for censored median regression with weighted empirical hazard functions pp. 441-457 Yichuan Zhao and Song Yang The semi-Sibuya distribution pp. 459-464 Nadjib Bouzar Volume 60, issue 1 , 2008
A first–passage time random walk distribution with five transition probabilities: a generalization of the shifted inverse trinomial pp. 1-20 Kazuki Aoyama , Kunio Shimizu and S. Ong A cross-validation method for data with ties in kernel density estimation pp. 21-44 Kamila Żychaluk and Prakash Patil Randomized group up and down experiments pp. 45-59 Alessandro Antognini , Paola Bortot and Alessandra Giovagnoli Accurate confidence intervals in regression analyses of non-normal data pp. 61-83 Robert Boik Estimating a general function of a quadratic function pp. 85-119 D. Fourdrinier and P. Lepelletier The estimation of M4 processes with geometric moving patterns pp. 121-150 Zhengjun Zhang Progressive censoring from heterogeneous distributions with applications to robustness pp. 151-171 N. Balakrishnan and Erhard Cramer Bivariate Markov chain embeddable variables of polynomial type pp. 173-191 M. Koutras , S. Bersimis and D. Antzoulakos On occurrence of subpattern and method of gambling teams pp. 193-203 Vladimir Pozdnyakov Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy pp. 205-224 Chris Field , John Robinson and Elvezio Ronchetti Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy pp. 225-227 Chris Field , John Robinson and Elvezio Ronchetti
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