Annals of the Institute of Statistical Mathematics

1949 - 2026

Current editor(s): Tomoyuki Higuchi

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The Institute of Statistical Mathematics
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Volume 78, issue 4, 2026

Rate of convergence of over-parametrized deep neural network regression estimates learned by stochastic gradient descent pp. 545-601

Michael Kohler and Adam Krzyżak

Simultaneously sparse and low-rank matrix estimation via $$l_1$$ l 1 -norm and nonconvex regularization pp. 603-625

Ling Peng, Shanshan Tang, Fei Huang and Weiying Ping

Debiased group lasso for multiple compositional data pp. 627-651

Sujin Lee and Sungkyu Jung

Building a theoretical foundation for combining negative controls and replicates pp. 653-688

Jiming Jiang, Johann A. Gagnon-Bartsch and Terence P. Speed

Combining variable screening methods for model averaging in high-dimensional data analysis pp. 689-720

Zhihao Zhao, Yuhong Yang and Li Wen

Volume 78, issue 3, 2026

Restricted estimation in partially linear varying coefficient errors-in-variables models with missing response variables pp. 351-397

Xiaoqian Zheng, Xuejun Wang and Liangxue Li

Consistent group selection using global–local shrinkage priors in sparse normal linear regression pp. 399-433

Sayantan Paul, Prasenjit Ghosh and Arijit Chakrabarti

Optimal averaging estimator of heterogeneous treatment effects for single-index models pp. 435-458

Na Li, Maoyuan Wang, Yu Fei and Xinyu Zhang

Empirical likelihood simultaneous confidence band for conditional variance function pp. 459-477

Manandhar Sareeta, Li Cai, Rong Liu and Yichuan Zhao

Unveiling low-dimensional patterns induced by convex non-differentiable regularizers pp. 479-514

Ivan Hejný, Jonas Wallin, Małgorzata Bogdan and Michał Kos

Statistical inference for the dynamic time warping distance, with application to abnormal time-series detection pp. 515-543

Vo Nguyen Le Duy and Ichiro Takeuchi

Volume 78, issue 2, 2026

Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression pp. 177-224

Rebecca M. Lewis, Heather S. Battey and Wen-Xin Zhou

Variable selection via penalized ridge regression with error-prone variables pp. 225-261

Li-Pang Chen

Exact two-sided confidence sets for a level set in simple linear regression pp. 263-274

Fang Wan, Wei Liu and Frank Bretz

A greedy and optimistic clustering for leveraging individual covariate uncertainty pp. 275-296

Akifumi Okuno and Kohei Hattori

Asymptotic normality of multivariate frequency polygons for stationary random fields pp. 297-326

Michel Carbon and Thierry Duchesne

Tests for independence against regression and expectation dependence pp. 327-349

Sudheesh K. Kattumannil, Deepesh Bhati and Isha Dewan

Volume 78, issue 1, 2026

Quadratic functional estimation from observations with multiplicative measurement error pp. 1-41

Fabienne Comte, Jan Johannes and Bianca Neubert

Application of some $$L_{2}$$ L 2 optimization to a discrete distribution pp. 43-67

Jiwoong Kim

Localization of moving poisson source on the plane pp. 69-92

O. V. Chernoyarov, S. Dachian and Y. A. Kutoyants

Robust empirical likelihood variable selection for the high dimensional single-index regression model pp. 93-113

Huybrechts F. Bindele and Olivia Atutey

Robust variable selection in high-dimensional nonparametric additive model pp. 115-140

Suneel Babu Chatla and Abhijit Mandal

Sparse quantile regression via $$\ell _0$$ ℓ 0 -penalty pp. 141-173

Toshio Honda and Wei-Ying Wu

Correction to: Hidden AR process and adaptive Kalman filter pp. 175-175

Yury A. Kutoyants

Volume 77, issue 5, 2025

Mode-based estimation of the center of symmetry pp. 685-717

José E. Chacón and Javier Fernández Serrano

Discussion of “Mode-based estimation of the center of symmetry” pp. 719-721

Hideitsu Hino

Discussion of “Mode-based estimation of the center of symmetry” pp. 723-725

Juan Carlos Pardo-Fernández

Rejoinder to the discussion of “Mode-based estimation of the center of symmetry” pp. 727-730

José E. Chacón and Javier Fernández Serrano

A distance covariance test of independence in high dimension, low sample size contexts pp. 731-755

Kai Xu and Minghui Yang

The family of multivariate beta copulas revisited pp. 757-786

Enagnon Narcisse Agbangla, Jean-François Quessy and Louis-Paul Rivest

Posterior contraction rate and asymptotic Bayes optimality for one group global–local shrinkage priors in sparse normal means problem pp. 787-819

Sayantan Paul and Arijit Chakrabarti

Central limit theorems for vector-valued composite functionals with smoothing and applications pp. 821-852

Huihui Chen, Darinka Dentcheva, Yang Lin and Gregory J. Stock

Volume 77, issue 4, 2025

Score test for unconfoundedness under a logistic treatment assignment model pp. 517-533

Hairu Wang, Yukun Liu and Haiying Zhou

Offline minimax Q-function learning for undiscounted indefinite-horizon MDPs pp. 535-562

Fengying Li, Yuqiang Li, Xianyi Wu and Wei Bai

A signed-rank estimator for nonlinear regression models when covariates and errors are dependent pp. 563-596

Hira L. Koul and Palaniappan Vellaisamy

Selection-bias-adjusted inference for the bivariate normal distribution under soft-threshold sampling pp. 597-625

Joseph B. Lang

A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample pp. 627-648

George Tzavelas

Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables” pp. 649-684

Xiongzhi Chen

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