

Annals of the Institute of Statistical Mathematics
1949  2020
Current editor(s): Tomoyuki Higuchi From: Springer The Institute of Statistical Mathematics Bibliographic data for series maintained by Sonal Shukla (). Access Statistics for this journal.
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2020, volume 72, issue 3
 On univariate slash distributions, continuous and discrete pp. 645657
 M. C. Jones
 Properization: constructing proper scoring rules via Bayes acts pp. 659673
 Jonas R. Brehmer and Tilmann Gneiting
 Poisson source localization on the plane: changepoint case pp. 675698
 C. Farinetto, Yu. A. Kutoyants and A. Top
 Estimation and hypothesis test for partial linear singleindex multiplicative models pp. 699740
 Jun Zhang, Xia Cui and Heng Peng
 More good news on the HKM test for multivariate reflected symmetry about an unknown centre pp. 741770
 Norbert Henze and Celeste Mayer
 Nonparametric estimation of the cross ratio function pp. 771801
 Steven Abrams, Paul Janssen, Jan Swanepoel and Noël Veraverbeke
 Semiparametric Bayesian multiple imputation for regression models with missing mixed continuous–discrete covariates pp. 803825
 Ryo Kato and Takahiro Hoshino
 Nonparametric variable selection and its application to additive models pp. 827854
 Zhenghui Feng, Lu Lin, Ruoqing Zhu and Lixing Zhu
 Robust estimation in singleindex models when the errors have a unimodal density with unknown nuisance parameter pp. 855893
 Claudio Agostinelli, Ana M. Bianco and Graciela Boente
2020, volume 72, issue 2
 Strong model dependence in statistical analysis: goodness of fit is not enough for model choice pp. 329352
 John Copas and Shinto Eguchi
 Sharp oracle inequalities for lowcomplexity priors pp. 353397
 Tung Duy Luu, Jalal Fadili and Christophe Chesneau
 On the limiting distribution of sample central moments pp. 399425
 Georgios Afendras, Nickos Papadatos and Violetta E. Piperigou
 Error density estimation in highdimensional sparse linear model pp. 427449
 Feng Zou and Hengjian Cui
 A test for the presence of stochastic ordering under censoring: the ksample case pp. 451470
 Hammou El Barmi
 Convergence rates for kernel regression in infinitedimensional spaces pp. 471509
 Joydeep Chowdhury and Probal Chaudhuri
 Theoretical properties of bandwidth selectors for kernel density estimation on the circle pp. 511530
 Yasuhito Tsuruta and Masahiko Sagae
 Conditional waiting time distributions of runs and patterns and their applications pp. 531543
 TungLung Wu
 Particlebased online estimation of tangent filters with application to parameter estimation in nonlinear statespace models pp. 545576
 Jimmy Olsson and Johan Westerborn Alenlöv
 Semiparametric Mestimation with nonsmooth criterion functions pp. 577605
 Laurent Delsol and Ingrid Van Keilegom
 Spatially homogeneous copulas pp. 607626
 Fabrizio Durante, Juan Fernández Sánchez and Wolfgang Trutschnig
 On principal components regression with Hilbertian predictors pp. 627644
 Ben Jones and Andreas Artemiou
2020, volume 72, issue 1
 Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions pp. 131
 Mike West
 Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” pp. 3336
 Jouchi Nakajima
 Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” pp. 3739
 Chris Glynn
 Reply to Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” pp. 4144
 Mike West
 Discovering model structure for partially linear models pp. 4563
 Xin He and Junhui Wang
 A twostage sequential conditional selection approach to sparse highdimensional multivariate regression models pp. 6590
 Zehua Chen and Yiwei Jiang
 An empirical likelihood approach under cluster sampling with missing observations pp. 91121
 Yves G. Berger
 Estimating quantiles in imperfect simulation models using conditional density estimation pp. 123155
 Michael Kohler and Adam Krzyżak
 Inference on a distribution function from ranked set samples pp. 157185
 Lutz Dümbgen and Ehsan Zamanzade
 New kernel estimators of the hazard ratio and their asymptotic properties pp. 187211
 Taku Moriyama and Yoshihiko Maesono
 Marginal quantile regression for varying coefficient models with longitudinal data pp. 213234
 Weihua Zhao, Weiping Zhang and Heng Lian
 Sequential fixed accuracy estimation for nonstationary autoregressive processes pp. 235264
 Victor Konev and Bogdan Nazarenko
 Semiparametric quantile regression with random censoring pp. 265295
 Francesco Bravo
 Asymptotic theory of the adaptive Sparse Group Lasso pp. 297328
 Benjamin Poignard
2019, volume 71, issue 5
 Joint feature screening for ultrahighdimensional sparse additive hazards model by the sparsityrestricted pseudoscore estimator pp. 10071031
 Xiaolin Chen, Yi Liu and Qihua Wang
 CUSUM test for general nonlinear integervalued GARCH models: comparison study pp. 10331057
 Youngmi Lee and Sangyeol Lee
 Modified residual CUSUM test for locationscale time series models with heteroscedasticity pp. 10591091
 Haejune Oh and Sangyeol Lee
 On Hodges’ superefficiency and merits of oracle property in model selection pp. 10931119
 Xianyi Wu and Xian Zhou
 Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors pp. 11211142
 Jungjun Choi and In Choi
 The Berry–Esseen bounds of the weighted estimator in a nonparametric regression model pp. 11431162
 Xuejun Wang, Yi Wu and Shuhe Hu
 Quantile estimations via modified Cholesky decomposition for longitudinal singleindex models pp. 11631199
 Jing Lv and Chaohui Guo
 Semiparametric estimation in regression with missing covariates using singleindex models pp. 12011232
 Zhuoer Sun and Suojin Wang
 On the strong universal consistency of local averaging regression estimates pp. 12331263
 Matthias Hansmann, Michael Kohler and Harro Walk
 Correction to: On the strong universal consistency of local averaging regression estimates pp. 12651269
 Matthias Hansmann, Michael Kohler and Harro Walk
 A recursive point process model for infectious diseases pp. 12711287
 Frederic Paik Schoenberg, Marc Hoffmann and Ryan J. Harrigan
 Robust statistical inference based on the Cdivergence family pp. 12891322
 Avijit Maji, Abhik Ghosh, Ayanendranath Basu and Leandro Pardo
2019, volume 71, issue 4
 Asymptotic properties of the realized skewness and related statistics pp. 703741
 Yuta Koike and Zhi Liu
 Robust functional estimation in the multivariate partial linear model pp. 743770
 Michael Levine
 Asymptotic properties of parallel Bayesian kernel density estimators pp. 771810
 Alexey Miroshnikov and Evgeny Savelev
 Weighted allocations, their concomitantbased estimators, and asymptotics pp. 811835
 Nadezhda Gribkova and Ričardas Zitikis
 Bias reduction using surrogate endpoints as auxiliary variables pp. 837852
 Yoshiharu Takagi and Yutaka Kano
 Unified estimation of densities on bounded and unbounded domains pp. 853887
 Kairat Mynbaev and Carlos MartinsFilho
 Dimension reduction for kernelassisted Mestimators with missing response at random pp. 889910
 Lei Wang
 Limiting distributions of likelihood ratio test for independence of components for highdimensional normal vectors pp. 911946
 Yongcheng Qi, Fang Wang and Lin Zhang
 Test for tail index constancy of GARCH innovations based on conditional volatility pp. 947981
 Moosup Kim and Sangyeol Lee
 Simultaneous confidence bands for the distribution function of a finite population in stratified sampling pp. 9831005
 Lijie Gu, Suojin Wang and Lijian Yang
2019, volume 71, issue 3
 Distancebased classifier by data transformation for highdimension, strongly spiked eigenvalue models pp. 473503
 Makoto Aoshima and Kazuyoshi Yata
 Testing homogeneity of proportions from sparse binomial data with a large number of groups pp. 505535
 Junyong Park
 Reliability analysis of a koutofn:F system under a linear degradation model with calibrations pp. 537552
 Ensiyeh Nezakati, Mostafa Razmkhah and Firoozeh Haghighi
 Regression estimation under strong mixing data pp. 553576
 Huijun Guo and Youming Liu
 Mbased simultaneous inference for the mean function of functional data pp. 577598
 Italo R. Lima, Guanqun Cao and Nedret Billor
 Testing for a $$\delta $$ δ neighborhood of a generalized Pareto copula pp. 599626
 Stefan Aulbach, Michael Falk and Timo Fuller
 Statistical inference based on bridge divergences pp. 627656
 Arun Kumar Kuchibhotla, Somabha Mukherjee and Ayanendranath Basu
 Spline estimator for ultrahigh dimensional partially linear varying coefficient models pp. 657677
 Zhaoliang Wang, Liugen Xue, Gaorong Li and Fei Lu
 Semiparametric generalized exponential frailty model for clustered survival data pp. 679701
 Wagner BarretoSouza and Vinícius Diniz Mayrink
2019, volume 71, issue 2
 AIC for the nonconcave penalized likelihood method pp. 247274
 Yuta Umezu, Yusuke Shimizu, Hiroki Masuda and Yoshiyuki Ninomiya
 Frequentist model averaging for threshold models pp. 275306
 Yan Gao, Xinyu Zhang, Shouyang Wang, Terence Tai Leung Chong and Guohua Zou
 Waiting time for consecutive repetitions of a pattern and related distributions pp. 307325
 Sigeo Aki
 Testing in nonparametric ANCOVA model based on ridit reliability functional pp. 327364
 Debajit Chatterjee and Uttam Bandyopadhyay
 Weighted estimating equations for additive hazards models with missing covariates pp. 365387
 Lihong Qi, Xu Zhang, Yanqing Sun, Lu Wang and Yichuan Zhao
 A generalized urn with multiple drawing and random addition pp. 389408
 Aguech Rafik, Lasmar Nabil and Selmi Olfa
 Penalized expectile regression: an alternative to penalized quantile regression pp. 409438
 Lina Liao, Cheolwoo Park and Hosik Choi
 Wishart exponential families on cones related to tridiagonal matrices pp. 439471
 Piotr Graczyk, Hideyuki Ishi and Salha Mamane
2019, volume 71, issue 1
 Semiparametric efficient estimators in heteroscedastic error models pp. 128
 Mijeong Kim and Yanyuan Ma
 SobolevHermite versus Sobolev nonparametric density estimation on $${\mathbb {R}}$$ R pp. 2962
 Denis Belomestny, Fabienne Comte and Valentine GenonCatalot
 Twostage cluster samples with ranked set sampling designs pp. 6391
 Omer Ozturk
 PseudoGibbs sampler for discrete conditional distributions pp. 93105
 KunLin Kuo and Yuchung J. Wang
 On estimation of surrogate models for multivariate computer experiments pp. 107136
 Benedikt Bauer, Felix Heimrich, Michael Kohler and Adam Krzyżak
 A class of uniform tests for goodnessoffit of the multivariate $$L_p$$ L p norm spherical distributions and the $$l_p$$ l p norm symmetric distributions pp. 137162
 Jiajuan Liang, Kai Wang Ng and Guoliang Tian
 An asymptotic expansion for the normalizing constant of the Conway–Maxwell–Poisson distribution pp. 163180
 Robert E. Gaunt, Satish Iyengar, Adri B. Olde Daalhuis and Burcin Simsek
 Inference about the slope in linear regression: an empirical likelihood approach pp. 181211
 Ursula U. Müller, Hanxiang Peng and Anton Schick
 Bootstrapping the Kaplan–Meier estimator on the whole line pp. 213246
 Dennis Dobler

On this page 2020, volume 72

Issue 3
Issue 2 Issue 1
 2019, volume 71

Issue 5
Issue 4 Issue 3 Issue 2 Issue 1
Other years 2018, volume 70
2017, volume 69
2016, volume 68
2015, volume 67
2014, volume 66
2013, volume 65
2012, volume 64
2011, volume 63
2010, volume 62
2009, volume 61
2008, volume 60
2007, volume 59
2006, volume 58
2005, volume 57
2004, volume 56
2003, volume 55
2002, volume 54
2001, volume 53
2000, volume 52
1999, volume 51
1998, volume 50
1997, volume 49
1996, volume 48
1995, volume 47
1994, volume 46
1993, volume 45
1992, volume 44
1991, volume 43
1990, volume 42
1989, volume 41
1988, volume 40
1977, volume 29
1976, volume 28
1975, volume 27
1969, volume 21
1961, volume 12
1960, volume 12
1959, volume 11
1959, volume 10
1949, volume 1
Undated

On this page 2020, volume 72

Issue 3
Issue 2 Issue 1
 2019, volume 71

Issue 5
Issue 4 Issue 3 Issue 2 Issue 1
Other years 2018, volume 70
2017, volume 69
2016, volume 68
2015, volume 67
2014, volume 66
2013, volume 65
2012, volume 64
2011, volume 63
2010, volume 62
2009, volume 61
2008, volume 60
2007, volume 59
2006, volume 58
2005, volume 57
2004, volume 56
2003, volume 55
2002, volume 54
2001, volume 53
2000, volume 52
1999, volume 51
1998, volume 50
1997, volume 49
1996, volume 48
1995, volume 47
1994, volume 46
1993, volume 45
1992, volume 44
1991, volume 43
1990, volume 42
1989, volume 41
1988, volume 40
1977, volume 29
1976, volume 28
1975, volume 27
1969, volume 21
1961, volume 12
1960, volume 12
1959, volume 11
1959, volume 10
1949, volume 1
Undated

