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Annals of the Institute of Statistical Mathematics

1949 - 2018

Current editor(s): Tomoyuki Higuchi

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Springer
The Institute of Statistical Mathematics
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Volume 70, issue 3, 2018

Robust variable selection for finite mixture regression models pp. 489-521 Downloads
Qingguo Tang and R. J. Karunamuni
Versatile estimation in censored single-index hazards regression pp. 523-551 Downloads
Chin-Tsang Chiang, Shao-Hsuan Wang and Ming-Yueh Huang
Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach pp. 553-582 Downloads
Weihua Zhao, Jianbo Li and Heng Lian
Statistical inferences based on INID progressively type II censored order statistics pp. 583-604 Downloads
M. Razmkhah and S. Simriz
Bootstrap inference for misspecified moment condition models pp. 605-630 Downloads
Mihai Giurcanu and Brett Presnell
Flexible sliced designs for computer experiments pp. 631-646 Downloads
Xiangshun Kong, Mingyao Ai and Kwok Leung Tsui
Multiscale inference for a multivariate density with applications to X-ray astronomy pp. 647-689 Downloads
Konstantin Eckle, Nicolai Bissantz, Holger Dette, Katharina Proksch and Sabrina Einecke
A more powerful test identifying the change in mean of functional data pp. 691-715 Downloads
Buddhananda Banerjee and Satyaki Mazumder

Volume 70, issue 2, 2018

A fresh look at effect aliasing and interactions: some new wine in old bottles pp. 249-268 Downloads
C. F. Jeff Wu
Discussion pp. 269-274 Downloads
Chien-Yu Peng
Discussion on the paper by Professor Wu pp. 275-278 Downloads
Ryo Yoshida
Rejoinder pp. 279-281 Downloads
C. F. Jeff Wu
Model-free feature screening for ultrahigh-dimensional data conditional on some variables pp. 283-301 Downloads
Yi Liu and Qihua Wang
The continuous-time triangular Pólya process pp. 303-321 Downloads
Chen Chen and Hosam Mahmoud
Variable selection for spatial semivarying coefficient models pp. 323-351 Downloads
Kangning Wang
Fixed-width confidence interval for covariate-adjusted response-adaptive designs pp. 353-371 Downloads
Uttam Bandyopadhyay and Atanu Biswas
Self-exciting jump processes with applications to energy markets pp. 373-393 Downloads
Heidar Eyjolfsson and Dag Tjøstheim
Quantile regression based on counting process approach under semi-competing risks data pp. 395-419 Downloads
Jin-Jian Hsieh and Hong-Rui Wang
An information criterion for model selection with missing data via complete-data divergence pp. 421-438 Downloads
Hidetoshi Shimodaira and Haruyoshi Maeda
Nonparametric quantile estimation using importance sampling pp. 439-465 Downloads
Michael Kohler, Adam Krzyżak, Reinhard Tent and Harro Walk
Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes pp. 467-487 Downloads
Péter Kevei

Volume 70, issue 1, 2018

Fold-up derivatives of set-valued functions and the change-set problem: A Survey pp. 1-38 Downloads
Estate Khmaladze and Wolfgang Weil
On parameter estimation for cusp-type signals pp. 39-62 Downloads
O. V. Chernoyarov, S. Dachian and Yu. A. Kutoyants
Identifiability issues in dynamic stress–strength modeling pp. 63-81 Downloads
Prajamitra Bhuyan, Murari Mitra and Anup Dewanji
Clustering dynamics in a class of normalised generalised gamma dependent priors pp. 83-98 Downloads
Matteo Ruggiero and Matteo Sordello
Limiting behaviour of Fréchet means in the space of phylogenetic trees pp. 99-129 Downloads
D. Barden, H. Le and M. Owen
Semiparametric mixtures of nonparametric regressions pp. 131-154 Downloads
Sijia Xiang and Weixin Yao
A weighted estimator of conditional hazard rate with left-truncated and dependent data pp. 155-189 Downloads
Han-Ying Liang and Elias Ould Saïd
Variable selection and estimation using a continuous approximation to the $$L_0$$ L 0 penalty pp. 191-214 Downloads
Yanxin Wang, Qibin Fan and Li Zhu
Inferences in semi-parametric dynamic mixed models for longitudinal count data pp. 215-247 Downloads
Nan Zheng and Brajendra C. Sutradhar

Volume 69, issue 5, 2017

Estimation of the tail exponent of multivariate regular variation pp. 945-968 Downloads
Moosup Kim and Sangyeol Lee
The limit distribution of weighted $$L^2$$ L 2 -goodness-of-fit statistics under fixed alternatives, with applications pp. 969-995 Downloads
L. Baringhaus, B. Ebner and N. Henze
A doubly sparse approach for group variable selection pp. 997-1025 Downloads
Sunghoon Kwon, Jeongyoun Ahn, Woncheol Jang, Sangin Lee and Yongdai Kim
Erratum to: A doubly sparse approach for group variable selection pp. 1027-1027 Downloads
Sunghoon Kwon, Jeongyoun Ahn, Woncheol Jang, Sangin Lee and Yongdai Kim
Statistical inference with empty strata in judgment post stratified samples pp. 1029-1057 Downloads
Omer Ozturk
Smoothed jackknife empirical likelihood for the difference of two quantiles pp. 1059-1073 Downloads
Hanfang Yang and Yichuan Zhao
Additional aspects of the generalized linear-fractional branching process pp. 1075-1097 Downloads
Nicolas Grosjean and Thierry Huillet
Efficient estimation of quasi-likelihood models using B-splines pp. 1099-1127 Downloads
Minggen Lu
On coupon collector’s and Dixie cup problems under fixed and random sample size sampling schemes pp. 1129-1139 Downloads
James C. Fu and Wan-Chen Lee
Moment convergence of regularized least-squares estimator for linear regression model pp. 1141-1154 Downloads
Yusuke Shimizu
Collapsibility of some association measures and survival models pp. 1155-1176 Downloads
P. Vellaisamy

Volume 69, issue 4, 2017

On the identifiability of start-up demonstration mixture models pp. 717-735 Downloads
N. Balakrishnan, M. V. Koutras and F. S. Milienos
Statistical estimation of composite risk functionals and risk optimization problems pp. 737-760 Downloads
Darinka Dentcheva, Spiridon Penev and Andrzej Ruszczyński
Quantile regression and variable selection of single-index coefficient model pp. 761-789 Downloads
Weihua Zhao, Riquan Zhang, Yazhao Lv and Jicai Liu
The degrees of freedom of partly smooth regularizers pp. 791-832 Downloads
Samuel Vaiter, Charles Deledalle, Jalal Fadili, Gabriel Peyré and Charles Dossal
A change detection procedure for an ergodic diffusion process pp. 833-864 Downloads
Koji Tsukuda
A simple approach to constructing quasi-Sudoku-based sliced space-filling designs pp. 865-878 Downloads
Diane Donovan, Benjamin Haaland and David J. Nott
The uniqueness of the Fisher metric as information metric pp. 879-896 Downloads
Hông Vân Lê
A unified penalized method for sparse additive quantile models: an RKHS approach pp. 897-923 Downloads
Shaogao Lv, Xin He and Junhui Wang
On the coverage probabilities of parametric confidence bands for continuous distribution and quantile functions constructed via confidence regions for a location-scale parameter pp. 925-944 Downloads
Fabian Mies and Stefan Bedbur

Volume 69, issue 3, 2017

The mth longest runs of multivariate random sequences pp. 497-512 Downloads
Yong Kong
Two-step estimation procedures for inhomogeneous shot-noise Cox processes pp. 513-542 Downloads
Michaela Prokešová, Jiří Dvořák and Eva B. Vedel Jensen
A Bayes minimax result for spherically symmetric unimodal distributions pp. 543-570 Downloads
Dominique Fourdrinier, Fatiha Mezoued and William E. Strawderman
Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling pp. 571-597 Downloads
Ke-Hai Yuan and Peter M. Bentler
New non-parametric inferences for low-income proportions pp. 599-626 Downloads
Shan Luo and Gengsheng Qin
New variable selection for linear mixed-effects models pp. 627-646 Downloads
Ping Wu, Xinchao Luo, Peirong Xu and Lixing Zhu
Distributions of topological tree metrics between a species tree and a gene tree pp. 647-671 Downloads
Jing Xi, Jin Xie and Ruriko Yoshida
Goodness of fit for log-linear network models: dynamic Markov bases using hypergraphs pp. 673-704 Downloads
Elizabeth Gross, Sonja Petrović and Despina Stasi
Estimating population sizes with the Rasch model pp. 705-716 Downloads
Chang Xuan Mao, Cuiying Yang, Yitong Yang and Wei Zhuang

Volume 69, issue 2, 2017

A consistent jackknife empirical likelihood test for distribution functions pp. 249-269 Downloads
Xiaohui Liu, Qihua Wang and Yi Liu
U-statistics with conditional kernels for incomplete data models pp. 271-302 Downloads
Ao Yuan, Mihai Giurcanu, George Luta and Ming T. Tan
Median-based estimation of the intensity of a spatial point process pp. 303-331 Downloads
Jean-François Coeurjolly
An approximation to the information matrix of exponential family finite mixtures pp. 333-364 Downloads
Andrew M. Raim, Nagaraj K. Neerchal and Jorge G. Morel
On testing the equality of high dimensional mean vectors with unequal covariance matrices pp. 365-387 Downloads
Jiang Hu, Zhidong Bai, Chen Wang and Wei Wang
Is the Brownian bridge a good noise model on the boundary of a circle? pp. 389-416 Downloads
Giacomo Aletti and Matteo Ruffini
Lower and upper bounds on the variances of spacings pp. 417-428 Downloads
Paweł Marcin Kozyra and Tomasz Rychlik
Measuring asymmetry and testing symmetry pp. 429-460 Downloads
Christopher Partlett and Prakash Patil
A class of new tail index estimators pp. 461-487 Downloads
Vygantas Paulauskas and Marijus Vaičiulis
Number of appearances of events in random sequences: a new generating function approach to Type II and Type III runs pp. 489-495 Downloads
Yong Kong

Volume 69, issue 1, 2017

Extreme sizes in Gibbs-type exchangeable random partitions pp. 1-37 Downloads
Shuhei Mano
Efficient ANOVA for directional data pp. 39-62 Downloads
Christophe Ley, Yvik Swan and Thomas Verdebout
Conditional sure independence screening by conditional marginal empirical likelihood pp. 63-96 Downloads
Qinqin Hu and Lu Lin
Generalized varying coefficient partially linear measurement errors models pp. 97-120 Downloads
Jun Zhang, Zhenghui Feng, Peirong Xu and Hua Liang
Strong consistency of wavelet estimators for errors-in-variables regression model pp. 121-144 Downloads
Huijun Guo and Youming Liu
Composite change point estimation for bent line quantile regression pp. 145-168 Downloads
Liwen Zhang, Huixia Judy Wang and Zhongyi Zhu
Penalized estimation equation for an extended single-index model pp. 169-187 Downloads
Yongjin Li, Qingzhao Zhang and Qihua Wang
Nonparametric estimation of a conditional density pp. 189-214 Downloads
Ann-Kathrin Bott and Michael Kohler
On the Simes inequality in elliptical models pp. 215-230 Downloads
Taras Bodnar and Thorsten Dickhaus
Faster exact distributions of pattern statistics through sequential elimination of states pp. 231-248 Downloads
Donald E. K. Martin and Laurent Noé
Page updated 2018-04-26