Annals of the Institute of Statistical Mathematics
1949 - 2025
Current editor(s): Tomoyuki Higuchi From: Springer The Institute of Statistical Mathematics Bibliographic data for series maintained by Sonal Shukla (sonal.shukla@springer.com) and Springer Nature Abstracting and Indexing (indexing@springernature.com). 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 77, issue 3, 2025
- Non-explicit formula of boundary crossing probabilities by the Girsanov theorem pp. 353-385

- Yoann Potiron
- Robust and efficient parameter estimation for discretely observed stochastic processes pp. 387-424

- Rohan Hore and Abhik Ghosh
- Semiparametric transformation models for survival data with dependent censoring pp. 425-457

- Negera Wakgari Deresa and Ingrid Van Keilegom
- On uniform consistency of nonparametric estimators smoothed by the gamma kernel pp. 459-489

- Benedikt Funke and Masayuki Hirukawa
- Tuning parameter selection for the adaptive nuclear norm regularized trace regression pp. 491-516

- Yiting Ma, Pan Shang and Lingchen Kong
Volume 77, issue 2, 2025
- Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections pp. 191-216

- Friederike Preusse, Anna Vesely and Thorsten Dickhaus
- Comparison and equality of generalized $$\psi $$ ψ -estimators pp. 217-250

- Mátyás Barczy and Zsolt Páles
- Large-sample properties of multiple imputation estimators for parameters of logistic regression with covariates missing at random separately or simultaneously pp. 251-287

- Phuoc-Loc Tran, Shen-Ming Lee, Truong-Nhat Le and Chin-Shang Li
- Random mixture Cox point processes pp. 289-330

- A. C. Micheas
- Testing overidentifying restrictions on high-dimensional instruments and covariates pp. 331-352

- Hongwei Shi, Xinyu Zhang, Xu Guo, Baihua He and Chenyang Wang
Volume 77, issue 1, 2025
- Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field pp. 1-24

- Nakahiro Yoshida
- Estimation of value-at-risk by $$L^{p}$$ L p quantile regression pp. 25-59

- Peng Sun, Fuming Lin, Haiyang Xu and Kaizhi Yu
- Hidden AR process and adaptive Kalman filter pp. 61-103

- Yury A. Kutoyants
- Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models pp. 105-126

- Nan Zheng and Noel Cadigan
- Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random pp. 127-153

- Hengfang Wang and Jae Kwang Kim
- Model free feature screening for large scale and ultrahigh dimensional survival data pp. 155-190

- Yingli Pan, Haoyu Wang and Zhan Liu
Volume 76, issue 5, 2024
- Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions pp. 711-763

- Junichiro Yoshida and Nakahiro Yoshida
- Penalized estimation for non-identifiable models pp. 765-796

- Junichiro Yoshida and Nakahiro Yoshida
- A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance pp. 797-820

- Žikica Lukić and Bojana Milošević
- Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation pp. 821-850

- N. V. Gribkova, J. Su and R. Zitikis
- Minimizing robust density power-based divergences for general parametric density models pp. 851-875

- Akifumi Okuno
- Asymptotic expected sensitivity function and its applications to measures of monotone association pp. 877-896

- Qingyang Zhang
Volume 76, issue 4, 2024
- Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis pp. 535-578

- Chenlong Li and Kaiyan Cui
- Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity pp. 579-615

- Lixiu Wu and Jiang Hu
- Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates pp. 617-648

- Jian-Jian Ren and Yuyin Shi
- Testing against ordered alternatives in one-way ANOVA model with exponential errors pp. 649-678

- Anjana Mondal, Markus Pauly and Somesh Kumar
- A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers pp. 679-709

- Shaul K. Bar-Lev, Gérard Letac and Ad Ridder
Volume 76, issue 3, 2024
- On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent pp. 361-391

- Selina Drews and Michael Kohler
- Data segmentation for time series based on a general moving sum approach pp. 393-421

- Claudia Kirch and Kerstin Reckruehm
- Gradual change-point analysis based on Spearman matrices for multivariate time series pp. 423-446

- Jean-François Quessy
- Statistical inference for random T-tessellations models. Application to agricultural landscape modeling pp. 447-479

- Katarzyna Adamczyk-Chauvat, Mouna Kassa, Julien Papaïx, Kiên Kiêu and Radu S. Stoica
- Regularized nonlinear regression with dependent errors and its application to a biomechanical model pp. 481-510

- Hojun You, Kyubaek Yoon, Wei-Ying Wu, Jongeun Choi and Chae Young Lim
- Using the growth curve model in classification of repeated measurements pp. 511-534

- Dietrich Rosen and Martin Singull
Volume 76, issue 2, 2024
- Approximating symmetrized estimators of scatter via balanced incomplete U-statistics pp. 185-207

- Lutz Dümbgen and Klaus Nordhausen
- On a projection least squares estimator for jump diffusion processes pp. 209-234

- Hélène Halconruy and Nicolas Marie
- On estimation of nonparametric regression models with autoregressive and moving average errors pp. 235-262

- Qi Zheng, Yunwei Cui and Rongning Wu
- Multivariate frequency polygon for stationary random fields pp. 263-287

- Michel Carbon and Thierry Duchesne
- On UMPS hypothesis testing pp. 289-312

- Davy Paindaveine
- Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions pp. 313-331

- M. N. M. Lieshout
- Test for conditional quantile change in general conditional heteroscedastic time series models pp. 333-359

- Sangyeol Lee and Chang Kyeom Kim
Volume 76, issue 1, 2024
- Identifiability of latent-variable and structural-equation models: from linear to nonlinear pp. 1-33

- Aapo Hyvärinen, Ilyes Khemakhem and Ricardo Monti
- Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear” pp. 35-37

- Hiroshi Morioka
- Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear” pp. 39-42

- Takeru Matsuda
- Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear" pp. 43-46

- Aapo Hyvärinen
- Comparative evaluation of point process forecasts pp. 47-71

- Jonas R. Brehmer, Tilmann Gneiting, Marcus Herrmann, Warner Marzocchi, Martin Schlather and Kirstin Strokorb
- Model averaging for estimating treatment effects pp. 73-92

- Zhihao Zhao, Xinyu Zhang, Guohua Zou, Alan T. K. Wan and Geoffrey K. F. Tso
- A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression pp. 93-110

- Kai Xu and Nan An
- Gaussian quasi-information criteria for ergodic Lévy driven SDE pp. 111-157

- Shoichi Eguchi and Hiroki Masuda
- Comparing regression curves: an L1-point of view pp. 159-183

- Patrick Bastian, Holger Dette, Lukas Koletzko and Kathrin Möllenhoff
Volume 75, issue 6, 2023
- Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic pp. 887-909

- Conor Kresin and Frederic Schoenberg
- Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data pp. 911-929

- Hengfang Wang and Jae Kwang Kim
- Gene–environment interaction analysis under the Cox model pp. 931-948

- Kuangnan Fang, Jingmao Li, Yaqing Xu, Shuangge Ma and Qingzhao Zhang
- Robust variable selection with exponential squared loss for partially linear spatial autoregressive models pp. 949-977

- Xiuli Wang, Jingchang Shao, Jingjing Wu and Qiang Zhao
- A goodness-of-fit test on the number of biclusters in a relational data matrix pp. 979-1009

- Chihiro Watanabe and Taiji Suzuki
- Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method pp. 1011-1038

- Bruno Ebner, Adrian Fischer, Norbert Henze and Celeste Mayer
- Estimation of complier causal treatment effects with informatively interval-censored failure time data pp. 1039-1062

- Yuqing Ma, Peijie Wang and Jianguo Sun
Volume 75, issue 5, 2023
- A copula spectral test for pairwise time reversibility pp. 705-729

- Shibin Zhang
- Nonparametric multiple regression by projection on non-compactly supported bases pp. 731-771

- Florian Dussap
- Robust density power divergence estimates for panel data models pp. 773-798

- Abhijit Mandal, Beste Hamiye Beyaztas and Soutir Bandyopadhyay
- Least absolute deviation estimation for AR(1) processes with roots close to unity pp. 799-832

- Nannan Ma, Hailin Sang and Guangyu Yang
- Mixture of shifted binomial distributions for rating data pp. 833-853

- Shaoting Li and Jiahua Chen
- Automatic data-based bin width selection for rose diagram pp. 855-886

- Yasuhito Tsuruta and Masahiko Sagae
Volume 75, issue 4, 2023
- Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models pp. 533-565

- Yuma Uehara
- Data-driven model selection for same-realization predictions in autoregressive processes pp. 567-592

- Kare Kamila
- Slash distributions, generalized convolutions, and extremes pp. 593-617

- M. Arendarczyk, T. J. Kozubowski and A. K. Panorska
- A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity pp. 619-648

- Zeyu Wu, Cheng Wang and Weidong Liu
- Model averaging for semiparametric varying coefficient quantile regression models pp. 649-681

- Zishu Zhan, Yang Li, Yuhong Yang and Cunjie Lin
- Generation of all randomizations using circuits pp. 683-704

- Elena Pesce, Fabio Rapallo, Eva Riccomagno and Henry P. Wynn
Volume 75, issue 3, 2023
- Forward variable selection for ultra-high dimensional quantile regression models pp. 393-424

- Toshio Honda and Chien-Tong Lin
- Regression analysis for exponential family data in a finite population setup using two-stage cluster sample pp. 425-462

- Brajendra C. Sutradhar
- Matrix completion under complex survey sampling pp. 463-492

- Xiaojun Mao, Zhonglei Wang and Shu Yang
- Robust estimation for nonrandomly distributed data pp. 493-509

- Shaomin Li, Kangning Wang and Yong Xu
- Tests for the existence of group effects and interactions for two-way models with dependent errors pp. 511-532

- Yuichi Goto, Kotone Suzuki, Xiaofei Xu and Masanobu Taniguchi
Volume 75, issue 2, 2023
- Robust estimation of the conditional stable tail dependence function pp. 201-231

- Yuri Goegebeur, Armelle Guillou and Jing Qin
- Group least squares regression for linear models with strongly correlated predictor variables pp. 233-250

- Min Tsao
- Correction to: Group least squares regression for linear models with strongly correlated predictor variables pp. 251-251

- Min Tsao
- Inhomogeneous hidden semi-Markov models for incompletely observed point processes pp. 253-280

- Amina Shahzadi, Ting Wang, Mark Bebbington and Matthew Parry
- Inference using an exact distribution of test statistic for random-effects meta-analysis pp. 281-302

- Keisuke Hanada and Tomoyuki Sugimoto
- On the choice of the optimal single order statistic in quantile estimation pp. 303-333

- Mariusz Bieniek and Luiza Pańczyk
- Quantitative robustness of instance ranking problems pp. 335-368

- Tino Werner
- Asymptotic theory in network models with covariates and a growing number of node parameters pp. 369-392

- Qiuping Wang, Yuan Zhang and Ting Yan
Volume 75, issue 1, 2023
- Estimation with multivariate outcomes having nonignorable item nonresponse pp. 1-15

- Lyu Ni and Jun Shao
- Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays pp. 17-37

- Jinhui Guo and Yingyin Lu
- Semiparametric modelling of two-component mixtures with stochastic dominance pp. 39-70

- Jingjing Wu, Tasnima Abedin and Qiang Zhao
- Nonparametric inference for additive models estimated via simplified smooth backfitting pp. 71-97

- Suneel Babu Chatla
- Selective inference after feature selection via multiscale bootstrap pp. 99-125

- Yoshikazu Terada and Hidetoshi Shimodaira
- Exact statistical inference for the Wasserstein distance by selective inference pp. 127-157

- Vo Nguyen Le Duy and Ichiro Takeuchi
- Flexible asymmetric multivariate distributions based on two-piece univariate distributions pp. 159-200

- Jonas Baillien, Irène Gijbels and Anneleen Verhasselt
| |