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Annals of the Institute of Statistical Mathematics

1949 - 2022

Current editor(s): Tomoyuki Higuchi

The Institute of Statistical Mathematics
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Volume 74, issue 3, 2022

Wigner and Wishart ensembles for sparse Vinberg models pp. 399-433 Downloads
Hideto Nakashima and Piotr Graczyk
Robust distributed estimation and variable selection for massive datasets via rank regression pp. 435-450 Downloads
Jiaming Luan, Hongwei Wang, Kangning Wang and Benle Zhang
Semiparametric inference on general functionals of two semicontinuous populations pp. 451-472 Downloads
Meng Yuan, Chunlin Wang, Boxi Lin and Pengfei Li
Characterizations of the normal distribution via the independence of the sample mean and the feasible definite statistics with ordered arguments pp. 473-488 Downloads
Chin-Yuan Hu and Gwo Dong Lin
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals pp. 489-514 Downloads
Alexander I. Jordan, Anja Mühlemann and Johanna F. Ziegel
The variable selection by the Dantzig selector for Cox’s proportional hazards model pp. 515-537 Downloads
Kou Fujimori
Robust model selection with covariables missing at random pp. 539-557 Downloads
Zhongqi Liang, Qihua Wang and Yuting Wei
A high-dimensional M-estimator framework for bi-level variable selection pp. 559-579 Downloads
Bin Luo and Xiaoli Gao
Bayes factor asymptotics for variable selection in the Gaussian process framework pp. 581-613 Downloads
Minerva Mukhopadhyay and Sourabh Bhattacharya

Volume 74, issue 2, 2022

Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach pp. 195-231 Downloads
Holger Dette and Kevin Kokot
Whittle estimation for continuous-time stationary state space models with finite second moments pp. 233-270 Downloads
Vicky Fasen-Hartmann and Celeste Mayer
Search for minimum aberration designs with uniformity pp. 271-287 Downloads
Bochuan Jiang, Yaping Wang and Mingyao Ai
On the usage of randomized p-values in the Schweder–Spjøtvoll estimator pp. 289-319 Downloads
Anh-Tuan Hoang and Thorsten Dickhaus
Variable selection for functional linear models with strong heredity constraint pp. 321-339 Downloads
Sanying Feng, Menghan Zhang and Tiejun Tong
Local polynomial expectile regression pp. 341-378 Downloads
C. Adam and I. Gijbels
Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism pp. 379-397 Downloads
Jing Zhang, Qihua Wang and Xuan Wang

Volume 74, issue 1, 2022

The finite sample properties of sparse M-estimators with pseudo-observations pp. 1-31 Downloads
Benjamin Poignard and Jean-David Fermanian
Wasserstein statistics in one-dimensional location scale models pp. 33-47 Downloads
Shun-ichi Amari and Takeru Matsuda
A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal Data pp. 49-68 Downloads
Kai Yang and Peihua Qiu
Broken adaptive ridge regression for right-censored survival data pp. 69-91 Downloads
Zhihua Sun, Yi Liu, Kani Chen and Gang Li
Empirical likelihood meta-analysis with publication bias correction under Copas-like selection model pp. 93-112 Downloads
Mengke Li, Yukun Liu, Pengfei Li and Jing Qin
Efficient estimation methods for non-Gaussian regression models in continuous time pp. 113-142 Downloads
Evgeny Pchelintsev, Serguei Pergamenshchikov and Maria Povzun
Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process pp. 143-165 Downloads
Pierpaolo De Blasi, Ramsés H. Mena and Igor Prünster
Asymptotic linear expansion of regularized M-estimators pp. 167-194 Downloads
Tino Werner

Volume 73, issue 6, 2021

Distribution-free testing in linear and parametric regression pp. 1063-1087 Downloads
Estate V. Khmaladze
A universal approach to estimate the conditional variance in semimartingale limit theorems pp. 1089-1125 Downloads
Mathias Vetter
Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction pp. 1127-1152 Downloads
Baichuan Yuan, Frederic P. Schoenberg and Andrea L. Bertozzi
Efficient likelihood-based inference for the generalized Pareto distribution pp. 1153-1185 Downloads
Hideki Nagatsuka and N. Balakrishnan
Improper versus finitely additive distributions as limits of countably additive probabilities pp. 1187-1202 Downloads
Pierre Druilhet and Erwan Saint Loubert Bié
Nonparametric regression with warped wavelets and strong mixing processes pp. 1203-1228 Downloads
Luz M. Gómez, Rogério F. Porto and Pedro A. Morettin
Smooth distribution function estimation for lifetime distributions using Szasz–Mirakyan operators pp. 1229-1247 Downloads
Ariane Hanebeck and Bernhard Klar
Simultaneous confidence bands for nonparametric regression with missing covariate data pp. 1249-1279 Downloads
Li Cai, Lijie Gu, Qihua Wang and Suojin Wang

Volume 73, issue 5, 2021

Identifying shifts between two regression curves pp. 855-889 Downloads
Holger Dette, Subhra Sankar Dhar and Weichi Wu
Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification pp. 891-920 Downloads
Noirrit Kiran Chandra and Sourabh Bhattacharya
Regularized bridge-type estimation with multiple penalties pp. 921-951 Downloads
Alessandro Gregorio and Francesco Iafrate
Mellin–Meijer kernel density estimation on $${{\mathbb {R}}}^+$$ R + pp. 953-977 Downloads
Gery Geenens
Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data pp. 979-1010 Downloads
Luiza S. C. Piancastelli, Wagner Barreto-Souza and Vinícius D. Mayrink
Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case pp. 1011-1035 Downloads
Federico Camerlenghi, Claudio Macci and Elena Villa
A permutation test for the two-sample right-censored model pp. 1037-1061 Downloads
Grzegorz Wyłupek

Volume 73, issue 4, 2021

Estimation for high-frequency data under parametric market microstructure noise pp. 649-669 Downloads
Simon Clinet and Yoann Potiron
On localization of source by hidden Gaussian processes with small noise pp. 671-702 Downloads
Yury A. Kutoyants
Robust high-dimensional regression for data with anomalous responses pp. 703-736 Downloads
Mingyang Ren, Sanguo Zhang and Qingzhao Zhang
Determining the number of canonical correlation pairs for high-dimensional vectors pp. 737-756 Downloads
Jiasen Zheng and Lixing Zhu
Gaussian graphical models with toric vanishing ideals pp. 757-785 Downloads
Pratik Misra and Seth Sullivant
High-dimensional sign-constrained feature selection and grouping pp. 787-819 Downloads
Shanshan Qin, Hao Ding, Yuehua Wu and Feng Liu
Robust test for structural instability in dynamic factor models pp. 821-853 Downloads
Byungsoo Kim, Junmo Song and Changryong Baek

Volume 73, issue 3, 2021

Copula and composite quantile regression-based estimating equations for longitudinal data pp. 441-455 Downloads
Kangning Wang and Wen Shan
Model identification and selection for single-index varying-coefficient models pp. 457-480 Downloads
Peng Lai, Fangjian Wang, Tingyu Zhu and Qingzhao Zhang
Semiparametric methods for left-truncated and right-censored survival data with covariate measurement error pp. 481-517 Downloads
Li-Pang Chen and Grace Y. Yi
Instrument search in pseudo-likelihood approach for nonignorable nonresponse pp. 519-533 Downloads
Ji Chen, Jun Shao and Fang Fang
Model averaging for linear models with responses missing at random pp. 535-553 Downloads
Yuting Wei, Qihua Wang and Wei Liu
Global jump filters and quasi-likelihood analysis for volatility pp. 555-598 Downloads
Haruhiko Inatsugu and Nakahiro Yoshida
Hypothesis tests for high-dimensional covariance structures pp. 599-622 Downloads
Aki Ishii, Kazuyoshi Yata and Makoto Aoshima
Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts pp. 623-647 Downloads
Lei Wang and Wei Ma

Volume 73, issue 2, 2021

Valid p-values and expectations of p-values revisited pp. 227-248 Downloads
Albert Vexler
Estimation of an improved surrogate model in uncertainty quantification by neural networks pp. 249-281 Downloads
Benedict Götz, Sebastian Kersting and Michael Kohler
Consistent multiple changepoint estimation with fused Gaussian graphical models pp. 283-309 Downloads
A. Gibberd and S. Roy
On the power of some sequential multiple testing procedures pp. 311-336 Downloads
Shiyun Chen and Ery Arias-Castro
Nonparametric estimation of the kernel function of symmetric stable moving average random functions pp. 337-367 Downloads
Jürgen Kampf, Georgiy Shevchenko and Evgeny Spodarev
Multivariate matrix Mittag–Leffler distributions pp. 369-394 Downloads
Hansjörg Albrecher, Martin Bladt and Mogens Bladt
Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation pp. 395-423 Downloads
Youssef Taleb and Edward A. K. Cohen
Poles of pair correlation functions: When they are real? pp. 425-440 Downloads
Ka Yiu Wong and Dietrich Stoyan

Volume 73, issue 1, 2021

Report of the editors pp. 1-2 Downloads
H. Fujisawa, Y. Ninomiya and T. Sei
The de-biased group Lasso estimation for varying coefficient models pp. 3-29 Downloads
Toshio Honda
Fixed point characterizations of continuous univariate probability distributions and their applications pp. 31-59 Downloads
Steffen Betsch and Bruno Ebner
Some explicit solutions of c-optimal design problems for polynomial regression with no intercept pp. 61-82 Downloads
Holger Dette, Viatcheslav B. Melas and Petr Shpilev
The kth power expectile regression pp. 83-113 Downloads
Yingying Jiang, Fuming Lin and Yong Zhou
On the proportional hazards model with last observation carried forward covariates pp. 115-134 Downloads
Hongyuan Cao and Jason P. Fine
Clustering of subsample means based on pairwise L1 regularized empirical likelihood pp. 135-174 Downloads
Quynh Van Nong and Chi Tim Ng
Correction to: Clustering of subsample means based on pairwise L1 regularized empirical likelihood pp. 175-175 Downloads
Quynh Van Nong and Chi Tim Ng
Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise pp. 177-225 Downloads
Shogo H. Nakakita, Yusuke Kaino and Masayuki Uchida
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