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Annals of the Institute of Statistical Mathematics

1949 - 2023

Current editor(s): Tomoyuki Higuchi

The Institute of Statistical Mathematics
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Volume 75, issue 3, 2023

Forward variable selection for ultra-high dimensional quantile regression models pp. 393-424 Downloads
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 Downloads
Brajendra C. Sutradhar
Matrix completion under complex survey sampling pp. 463-492 Downloads
Xiaojun Mao, Zhonglei Wang and Shu Yang
Robust estimation for nonrandomly distributed data pp. 493-509 Downloads
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 Downloads
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 Downloads
Yuri Goegebeur, Armelle Guillou and Jing Qin
Group least squares regression for linear models with strongly correlated predictor variables pp. 233-250 Downloads
Min Tsao
Correction to: Group least squares regression for linear models with strongly correlated predictor variables pp. 251-251 Downloads
Min Tsao
Inhomogeneous hidden semi-Markov models for incompletely observed point processes pp. 253-280 Downloads
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 Downloads
Keisuke Hanada and Tomoyuki Sugimoto
On the choice of the optimal single order statistic in quantile estimation pp. 303-333 Downloads
Mariusz Bieniek and Luiza Pańczyk
Quantitative robustness of instance ranking problems pp. 335-368 Downloads
Tino Werner
Asymptotic theory in network models with covariates and a growing number of node parameters pp. 369-392 Downloads
Qiuping Wang, Yuan Zhang and Ting Yan

Volume 75, issue 1, 2023

Estimation with multivariate outcomes having nonignorable item nonresponse pp. 1-15 Downloads
Lyu Ni and Jun Shao
Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays pp. 17-37 Downloads
Jinhui Guo and Yingyin Lu
Semiparametric modelling of two-component mixtures with stochastic dominance pp. 39-70 Downloads
Jingjing Wu, Tasnima Abedin and Qiang Zhao
Nonparametric inference for additive models estimated via simplified smooth backfitting pp. 71-97 Downloads
Suneel Babu Chatla
Selective inference after feature selection via multiscale bootstrap pp. 99-125 Downloads
Yoshikazu Terada and Hidetoshi Shimodaira
Exact statistical inference for the Wasserstein distance by selective inference pp. 127-157 Downloads
Vo Nguyen Le Duy and Ichiro Takeuchi
Flexible asymmetric multivariate distributions based on two-piece univariate distributions pp. 159-200 Downloads
Jonas Baillien, Irène Gijbels and Anneleen Verhasselt

Volume 74, issue 6, 2022

A blockwise network autoregressive model with application for fraud detection pp. 1043-1065 Downloads
Bofei Xiao, Bo Lei, Wei Lan and Bin Guo
On comparing competing risks using the ratio of their cumulative incidence functions pp. 1067-1083 Downloads
Hammou Barmi
On the rate of convergence of image classifiers based on convolutional neural networks pp. 1085-1108 Downloads
Michael Kohler, Adam Krzyżak and Benjamin Walter
A sequential feature selection procedure for high-dimensional Cox proportional hazards model pp. 1109-1142 Downloads
Ke Yu and Shan Luo
Inference of random effects for linear mixed-effects models with a fixed number of clusters pp. 1143-1161 Downloads
Chih-Hao Chang, Hsin-Cheng Huang and Ching-Kang Ing
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes pp. 1163-1196 Downloads
Holger Dette and Martin Kroll
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation pp. 1197-1228 Downloads
Toshiaki Tsukurimichi, Yu Inatsu, Vo Nguyen Le Duy and Ichiro Takeuchi

Volume 74, issue 5, 2022

Nonparametric tests for multistate processes with clustered data pp. 837-867 Downloads
Giorgos Bakoyannis and Dipankar Bandyopadhyay
Multi-round smoothed composite quantile regression for distributed data pp. 869-893 Downloads
Fengrui Di and Lei Wang
Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution pp. 895-923 Downloads
Yuichi Akaoka, Kazuki Okamura and Yoshiki Otobe
Adaptive efficient estimation for generalized semi-Markov big data models pp. 925-955 Downloads
Vlad Stefan Barbu, Slim Beltaief and Serguei Pergamenchtchikov
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms pp. 957-986 Downloads
Tiandong Wang and Panpan Zhang
Outcome regression-based estimation of conditional average treatment effect pp. 987-1041 Downloads
Lu Li, Niwen Zhou and Lixing Zhu

Volume 74, issue 4, 2022

Akaike Memorial Lecture 2020: Some of the challenges of statistical applications pp. 615-637 Downloads
John Copas
Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications pp. 639-641 Downloads
Masayuki Henmi
Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications” pp. 643-647 Downloads
Masataka Taguri
Author’s rejoinder to the discussion of the Akaike Memorial Lecture 2020 pp. 649-652 Downloads
John Copas
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence pp. 653-684 Downloads
Haeran Cho and Claudia Kirch
Fixed accuracy estimation of parameters in a threshold autoregressive model pp. 685-711 Downloads
Victor V. Konev and Sergey E. Vorobeychikov
Empirical tail conditional allocation and its consistency under minimal assumptions pp. 713-735 Downloads
N. V. Gribkova, J. Su and R. Zitikis
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes pp. 737-771 Downloads
Salim Bouzebda, Mohamed Chaouch and Sultana Didi Biha
Simultaneous inference for Berkson errors-in-variables regression under fixed design pp. 773-800 Downloads
Katharina Proksch, Nicolai Bissantz and Hajo Holzmann
Inference for nonstationary time series of counts with application to change-point problems pp. 801-835 Downloads
William Kengne and Isidore S. Ngongo

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
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