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Annals of the Institute of Statistical Mathematics

1949 - 2020

Current editor(s): Tomoyuki Higuchi

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Springer
The Institute of Statistical Mathematics
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2020, volume 72, issue 3

On univariate slash distributions, continuous and discrete pp. 645-657 Downloads
M. C. Jones
Properization: constructing proper scoring rules via Bayes acts pp. 659-673 Downloads
Jonas R. Brehmer and Tilmann Gneiting
Poisson source localization on the plane: change-point case pp. 675-698 Downloads
C. Farinetto, Yu. A. Kutoyants and A. Top
Estimation and hypothesis test for partial linear single-index multiplicative models pp. 699-740 Downloads
Jun Zhang, Xia Cui and Heng Peng
More good news on the HKM test for multivariate reflected symmetry about an unknown centre pp. 741-770 Downloads
Norbert Henze and Celeste Mayer
Nonparametric estimation of the cross ratio function pp. 771-801 Downloads
Steven Abrams, Paul Janssen, Jan Swanepoel and Noël Veraverbeke
Semiparametric Bayesian multiple imputation for regression models with missing mixed continuous–discrete covariates pp. 803-825 Downloads
Ryo Kato and Takahiro Hoshino
Nonparametric variable selection and its application to additive models pp. 827-854 Downloads
Zhenghui Feng, Lu Lin, Ruoqing Zhu and Lixing Zhu
Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter pp. 855-893 Downloads
Claudio Agostinelli, Ana M. Bianco and Graciela Boente

2020, volume 72, issue 2

Strong model dependence in statistical analysis: goodness of fit is not enough for model choice pp. 329-352 Downloads
John Copas and Shinto Eguchi
Sharp oracle inequalities for low-complexity priors pp. 353-397 Downloads
Tung Duy Luu, Jalal Fadili and Christophe Chesneau
On the limiting distribution of sample central moments pp. 399-425 Downloads
Georgios Afendras, Nickos Papadatos and Violetta E. Piperigou
Error density estimation in high-dimensional sparse linear model pp. 427-449 Downloads
Feng Zou and Hengjian Cui
A test for the presence of stochastic ordering under censoring: the k-sample case pp. 451-470 Downloads
Hammou El Barmi
Convergence rates for kernel regression in infinite-dimensional spaces pp. 471-509 Downloads
Joydeep Chowdhury and Probal Chaudhuri
Theoretical properties of bandwidth selectors for kernel density estimation on the circle pp. 511-530 Downloads
Yasuhito Tsuruta and Masahiko Sagae
Conditional waiting time distributions of runs and patterns and their applications pp. 531-543 Downloads
Tung-Lung Wu
Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models pp. 545-576 Downloads
Jimmy Olsson and Johan Westerborn Alenlöv
Semiparametric M-estimation with non-smooth criterion functions pp. 577-605 Downloads
Laurent Delsol and Ingrid Van Keilegom
Spatially homogeneous copulas pp. 607-626 Downloads
Fabrizio Durante, Juan Fernández Sánchez and Wolfgang Trutschnig
On principal components regression with Hilbertian predictors pp. 627-644 Downloads
Ben Jones and Andreas Artemiou

2020, volume 72, issue 1

Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions pp. 1-31 Downloads
Mike West
Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” pp. 33-36 Downloads
Jouchi Nakajima
Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” pp. 37-39 Downloads
Chris Glynn
Reply to Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” pp. 41-44 Downloads
Mike West
Discovering model structure for partially linear models pp. 45-63 Downloads
Xin He and Junhui Wang
A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models pp. 65-90 Downloads
Zehua Chen and Yiwei Jiang
An empirical likelihood approach under cluster sampling with missing observations pp. 91-121 Downloads
Yves G. Berger
Estimating quantiles in imperfect simulation models using conditional density estimation pp. 123-155 Downloads
Michael Kohler and Adam Krzyżak
Inference on a distribution function from ranked set samples pp. 157-185 Downloads
Lutz Dümbgen and Ehsan Zamanzade
New kernel estimators of the hazard ratio and their asymptotic properties pp. 187-211 Downloads
Taku Moriyama and Yoshihiko Maesono
Marginal quantile regression for varying coefficient models with longitudinal data pp. 213-234 Downloads
Weihua Zhao, Weiping Zhang and Heng Lian
Sequential fixed accuracy estimation for nonstationary autoregressive processes pp. 235-264 Downloads
Victor Konev and Bogdan Nazarenko
Semiparametric quantile regression with random censoring pp. 265-295 Downloads
Francesco Bravo
Asymptotic theory of the adaptive Sparse Group Lasso pp. 297-328 Downloads
Benjamin Poignard

2019, volume 71, issue 5

Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator pp. 1007-1031 Downloads
Xiaolin Chen, Yi Liu and Qihua Wang
CUSUM test for general nonlinear integer-valued GARCH models: comparison study pp. 1033-1057 Downloads
Youngmi Lee and Sangyeol Lee
Modified residual CUSUM test for location-scale time series models with heteroscedasticity pp. 1059-1091 Downloads
Haejune Oh and Sangyeol Lee
On Hodges’ superefficiency and merits of oracle property in model selection pp. 1093-1119 Downloads
Xianyi Wu and Xian Zhou
Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors pp. 1121-1142 Downloads
Jungjun Choi and In Choi
The Berry–Esseen bounds of the weighted estimator in a nonparametric regression model pp. 1143-1162 Downloads
Xuejun Wang, Yi Wu and Shuhe Hu
Quantile estimations via modified Cholesky decomposition for longitudinal single-index models pp. 1163-1199 Downloads
Jing Lv and Chaohui Guo
Semiparametric estimation in regression with missing covariates using single-index models pp. 1201-1232 Downloads
Zhuoer Sun and Suojin Wang
On the strong universal consistency of local averaging regression estimates pp. 1233-1263 Downloads
Matthias Hansmann, Michael Kohler and Harro Walk
Correction to: On the strong universal consistency of local averaging regression estimates pp. 1265-1269 Downloads
Matthias Hansmann, Michael Kohler and Harro Walk
A recursive point process model for infectious diseases pp. 1271-1287 Downloads
Frederic Paik Schoenberg, Marc Hoffmann and Ryan J. Harrigan
Robust statistical inference based on the C-divergence family pp. 1289-1322 Downloads
Avijit Maji, Abhik Ghosh, Ayanendranath Basu and Leandro Pardo

2019, volume 71, issue 4

Asymptotic properties of the realized skewness and related statistics pp. 703-741 Downloads
Yuta Koike and Zhi Liu
Robust functional estimation in the multivariate partial linear model pp. 743-770 Downloads
Michael Levine
Asymptotic properties of parallel Bayesian kernel density estimators pp. 771-810 Downloads
Alexey Miroshnikov and Evgeny Savelev
Weighted allocations, their concomitant-based estimators, and asymptotics pp. 811-835 Downloads
Nadezhda Gribkova and Ričardas Zitikis
Bias reduction using surrogate endpoints as auxiliary variables pp. 837-852 Downloads
Yoshiharu Takagi and Yutaka Kano
Unified estimation of densities on bounded and unbounded domains pp. 853-887 Downloads
Kairat Mynbaev and Carlos Martins-Filho
Dimension reduction for kernel-assisted M-estimators with missing response at random pp. 889-910 Downloads
Lei Wang
Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors pp. 911-946 Downloads
Yongcheng Qi, Fang Wang and Lin Zhang
Test for tail index constancy of GARCH innovations based on conditional volatility pp. 947-981 Downloads
Moosup Kim and Sangyeol Lee
Simultaneous confidence bands for the distribution function of a finite population in stratified sampling pp. 983-1005 Downloads
Lijie Gu, Suojin Wang and Lijian Yang

2019, volume 71, issue 3

Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models pp. 473-503 Downloads
Makoto Aoshima and Kazuyoshi Yata
Testing homogeneity of proportions from sparse binomial data with a large number of groups pp. 505-535 Downloads
Junyong Park
Reliability analysis of a k-out-of-n:F system under a linear degradation model with calibrations pp. 537-552 Downloads
Ensiyeh Nezakati, Mostafa Razmkhah and Firoozeh Haghighi
Regression estimation under strong mixing data pp. 553-576 Downloads
Huijun Guo and Youming Liu
M-based simultaneous inference for the mean function of functional data pp. 577-598 Downloads
Italo R. Lima, Guanqun Cao and Nedret Billor
Testing for a $$\delta $$ δ -neighborhood of a generalized Pareto copula pp. 599-626 Downloads
Stefan Aulbach, Michael Falk and Timo Fuller
Statistical inference based on bridge divergences pp. 627-656 Downloads
Arun Kumar Kuchibhotla, Somabha Mukherjee and Ayanendranath Basu
Spline estimator for ultra-high dimensional partially linear varying coefficient models pp. 657-677 Downloads
Zhaoliang Wang, Liugen Xue, Gaorong Li and Fei Lu
Semiparametric generalized exponential frailty model for clustered survival data pp. 679-701 Downloads
Wagner Barreto-Souza and Vinícius Diniz Mayrink

2019, volume 71, issue 2

AIC for the non-concave penalized likelihood method pp. 247-274 Downloads
Yuta Umezu, Yusuke Shimizu, Hiroki Masuda and Yoshiyuki Ninomiya
Frequentist model averaging for threshold models pp. 275-306 Downloads
Yan Gao, Xinyu Zhang, Shouyang Wang, Terence Tai Leung Chong and Guohua Zou
Waiting time for consecutive repetitions of a pattern and related distributions pp. 307-325 Downloads
Sigeo Aki
Testing in nonparametric ANCOVA model based on ridit reliability functional pp. 327-364 Downloads
Debajit Chatterjee and Uttam Bandyopadhyay
Weighted estimating equations for additive hazards models with missing covariates pp. 365-387 Downloads
Lihong Qi, Xu Zhang, Yanqing Sun, Lu Wang and Yichuan Zhao
A generalized urn with multiple drawing and random addition pp. 389-408 Downloads
Aguech Rafik, Lasmar Nabil and Selmi Olfa
Penalized expectile regression: an alternative to penalized quantile regression pp. 409-438 Downloads
Lina Liao, Cheolwoo Park and Hosik Choi
Wishart exponential families on cones related to tridiagonal matrices pp. 439-471 Downloads
Piotr Graczyk, Hideyuki Ishi and Salha Mamane

2019, volume 71, issue 1

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
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