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Annals of the Institute of Statistical Mathematics

1949 - 2019

Current editor(s): Tomoyuki Higuchi

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Springer
The Institute of Statistical Mathematics
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Volume 71, issue 1, 2019

Semiparametric efficient estimators in heteroscedastic error models pp. 1-28 Downloads
Mijeong Kim and Yanyuan Ma
Sobolev-Hermite versus Sobolev nonparametric density estimation on $${\mathbb {R}}$$ R pp. 29-62 Downloads
Denis Belomestny, Fabienne Comte and Valentine Genon-Catalot
Two-stage cluster samples with ranked set sampling designs pp. 63-91 Downloads
Omer Ozturk
Pseudo-Gibbs sampler for discrete conditional distributions pp. 93-105 Downloads
Kun-Lin Kuo and Yuchung J. Wang
On estimation of surrogate models for multivariate computer experiments pp. 107-136 Downloads
Benedikt Bauer, Felix Heimrich, Michael Kohler and Adam Krzyżak
A class of uniform tests for goodness-of-fit of the multivariate $$L_p$$ L p -norm spherical distributions and the $$l_p$$ l p -norm symmetric distributions pp. 137-162 Downloads
Jiajuan Liang, Kai Wang Ng and Guoliang Tian
An asymptotic expansion for the normalizing constant of the Conway–Maxwell–Poisson distribution pp. 163-180 Downloads
Robert E. Gaunt, Satish Iyengar, Adri B. Olde Daalhuis and Burcin Simsek
Inference about the slope in linear regression: an empirical likelihood approach pp. 181-211 Downloads
Ursula U. Müller, Hanxiang Peng and Anton Schick
Bootstrapping the Kaplan–Meier estimator on the whole line pp. 213-246 Downloads
Dennis Dobler

Volume 70, issue 5, 2018

Asymptotic results for jump probabilities associated to the multiple scan statistic pp. 951-968 Downloads
Markos V. Koutras and Demetrios P. Lyberopoulos
Smoothed nonparametric tests and approximations of p-values pp. 969-982 Downloads
Yoshihiko Maesono, Taku Moriyama and Mengxin Lu
Hybrid schemes for exact conditional inference in discrete exponential families pp. 983-1011 Downloads
David Kahle, Ruriko Yoshida and Luis Garcia-Puente
A robust adaptive-to-model enhancement test for parametric single-index models pp. 1013-1045 Downloads
Cuizhen Niu and Lixing Zhu
Correction to: A robust adaptive-to-model enhancement test for parametric single-index models pp. 1047-1047 Downloads
Cuizhen Niu and Lixing Zhu
Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem pp. 1049-1075 Downloads
Nitis Mukhopadhyay and Sudeep R. Bapat
A constructive hypothesis test for the single-index models with two groups pp. 1077-1114 Downloads
Jun Zhang, Zhenghui Feng and Xiaoguang Wang
General rank-based estimation for regression single index models pp. 1115-1146 Downloads
Huybrechts F. Bindele, Ash Abebe and Karlene N. Meyer
A generalized partially linear framework for variance functions pp. 1147-1175 Downloads
Yixin Fang, Heng Lian and Hua Liang

Volume 70, issue 4, 2018

Pointwise convergence in probability of general smoothing splines pp. 717-744 Downloads
Matthew Thorpe and Adam Johansen
Asymptotic theory for varying coefficient regression models with dependent data pp. 745-759 Downloads
Soutir Bandyopadhyay and Arnab Maity
Efficient and robust tests for semiparametric models pp. 761-788 Downloads
Jingjing Wu and Rohana J. Karunamuni
Jackknife empirical likelihood for the difference of two volumes under ROC surfaces pp. 789-806 Downloads
Yueheng An and Yichuan Zhao
Inference for a change-point problem under a generalised Ornstein–Uhlenbeck setting pp. 807-853 Downloads
Fuqi Chen, Rogemar Mamon and Sévérien Nkurunziza
A generalized Sibuya distribution pp. 855-887 Downloads
Tomasz J. Kozubowski and Krzysztof Podgórski
Hazard rate estimation for left truncated and right censored data pp. 889-917 Downloads
Sam Efromovich and Jufen Chu
Testing equality between several populations covariance operators pp. 919-950 Downloads
Graciela Boente, Daniela Rodriguez and Mariela Sued

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
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