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Annals of the Institute of Statistical Mathematics
1949 - 2013
Edited by G. Kitagawa
from Springer
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Volume 62, issue 6 , 2010
Nonparametric estimation of conditional medians for linear and related processes pp. 995-1021 Toshio Honda Semi-parametric efficiency bounds for regression models under response-selective sampling: the profile likelihood approach pp. 1023-1052 Alan Lee and Yuichi Hirose Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form pp. 1053-1082 Francisco Cribari-Neto and Maria Lima General model selection estimation of a periodic regression with a Gaussian noise pp. 1083-1111 Victor Konev and Serguei Pergamenchtchikov Tilted Edgeworth expansions for asymptotically normal vectors pp. 1113-1142 Christopher Withers and Saralees Nadarajah Analysis of rounded data from dependent sequences pp. 1143-1173 Baoxue Zhang , Tianqing Liu and Z. Bai Volume 62, issue 5 , 2010
Nonparametric inference in multiplicative intensity model by discrete time observation pp. 823-833 Yoichi Nishiyama Nonparametric analysis of doubly truncated data pp. 835-853 Pao-sheng Shen Decompounding random sums: a nonparametric approach pp. 855-872 Martin Bøgsted and Susan Pitts Dual connections in nonparametric classical information geometry pp. 873-896 M. Grasselli Uniform asymptotics for S- and MM-regression estimators pp. 897-927 Marek Omelka and Matías Salibián-Barrera Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model pp. 929-941 Yongge Tian Wavelet variance analysis for gappy time series pp. 943-966 Debashis Mondal and Donald Percival Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model pp. 967-994 Ian Dryden , Alfred Kume , Huiling Le and Andrew Wood Volume 62, issue 4 , 2010
Preface pp. 601-602 Akimichi Takemura Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry pp. 603-638 Bernd Sturmfels and Caroline Uhler Non-very ample configurations arising from contingency tables pp. 639-644 Hidefumi Ohsugi and Takayuki Hibi Graph presentations for moments of noncentral Wishart distributions and their applications pp. 645-672 Satoshi Kuriki and Yasuhide Numata Minimal average degree aberration and the state polytope for experimental designs pp. 673-698 Yael Berstein , Hugo Maruri-Aguilar , Shmuel Onn , Eva Riccomagno and Henry Wynn Some optimal criteria of model-robustness for two-level non-regular fractional factorial designs pp. 699-716 Satoshi Aoki Normal binary graph models pp. 717-726 Seth Sullivant Decompositions of binomial ideals pp. 727-745 Thomas Kahle A universal algebraic approach for conditional independence pp. 747-773 Jinfang Wang Finiteness of small factor analysis models pp. 775-783 Mathias Drton and Han Xiao Markov bases and subbases for bounded contingency tables pp. 785-805 Fabio Rapallo and Ruriko Yoshida About the maximal rank of 3-tensors over the real and the complex number field pp. 807-822 Toshio Sumi , Mitsuhiro Miyazaki and Toshio Sakata Volume 62, issue 3 , 2010
Optimal tuning parameter estimation in maximum penalized likelihood method pp. 413-438 Masao Ueki and Kaoru Fueda Estimation in nonparametric location-scale regression models with censored data pp. 439-463 Cédric Heuchenne and Ingrid Keilegom Generalized time-dependent conditional linear models under left truncation and right censoring pp. 465-485 Bianca Teodorescu , Ingrid Keilegom and Ricardo Cao Simultaneous estimation and variable selection in median regression using Lasso-type penalty pp. 487-514 Jinfeng Xu and Zhiliang Ying Bootstrap model selection for possibly dependent and heterogeneous data pp. 515-546 Alessio Sancetta Limiting behavior of relative Rényi entropy in a non-regular location shift family pp. 547-569 Masahito Hayashi Asymptotic second-order consistency for two-stage estimation methodologies and its applications pp. 571-600 Makoto Aoshima and Kazuyoshi Yata Volume 62, issue 2 , 2010
Boosting local quasi-likelihood estimators pp. 235-248 Masao Ueki and Kaoru Fueda Oracle inequality for conditional density estimation and an actuarial example pp. 249-275 Sam Efromovich On the tail index of a heavy tailed distribution pp. 277-298 Yongcheng Qi Markov basis and Gröbner basis of Segre–Veronese configuration for testing independence in group-wise selections pp. 299-321 Satoshi Aoki , Takayuki Hibi , Hidefumi Ohsugi and Akimichi Takemura Nonparametric estimation of a conditional distribution from length-biased data pp. 323-341 Jacobo Uña-Álvarez and M. Iglesias-Pérez Recursive parameter estimation: asymptotic expansion pp. 343-362 Teo Sharia An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators pp. 363-381 Reinaldo Arellano-Valle and Marc Genton Procedure of test to compare the tail indices pp. 383-412 Mathilde Mougeot and Karine Tribouley Volume 62, issue 1 , 2010
Preface: Special issue in honor of Dr. Hirotugu Akaike pp. 1-2 Sadanori Konishi and Genshiro Kitagawa Making statistical thinking more productive pp. 3-9 Hirotugu Akaike Latent class analysis variable selection pp. 11-35 Nema Dean and Adrian Raftery Bayesian decoding of neural spike trains pp. 37-59 Shinsuke Koyama , Uri Eden , Emery Brown and Robert Kass Smoothing algorithms for state–space models pp. 61-89 Mark Briers , Arnaud Doucet and Simon Maskell Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data— pp. 91-107 Nobuhiko Terui , Masataka Ban and Toshihiko Maki Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions pp. 109-116 Chih-Ling Tsai , Hansheng Wang and Ning Zhu Model selection bias and Freedman’s paradox pp. 117-125 Paul Lukacs , Kenneth Burnham and David Anderson Hybrid kernel estimates of space–time earthquake occurrence rates using the epidemic-type aftershock sequence model pp. 127-143 Giada Adelfio and Yosihiko Ogata Distribution of distances between topologies and its effect on detection of phylogenetic recombination pp. 145-159 Leonardo Oliveira Martins and Hirohisa Kishino Contrast-based information criterion for ergodic diffusion processes from discrete observations pp. 161-187 Masayuki Uchida Frequentist and Bayesian measures of confidence via multiscale bootstrap for testing three regions pp. 189-208 Hidetoshi Shimodaira Bias and variance reduction techniques for bootstrap information criteria pp. 209-234 Genshiro Kitagawa and Sadanori Konishi
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