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Annals of the Institute of Statistical Mathematics

1949 - 2021

Current editor(s): Tomoyuki Higuchi

The Institute of Statistical Mathematics
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Volume 73, issue 3, 2021

Copula and composite quantile regression-based estimating equations for longitudinal data pp. 441-455 Downloads
Kangning Wang and Wen Shan
Model identification and selection for single-index varying-coefficient models pp. 457-480 Downloads
Peng Lai, Fangjian Wang, Tingyu Zhu and Qingzhao Zhang
Semiparametric methods for left-truncated and right-censored survival data with covariate measurement error pp. 481-517 Downloads
Li-Pang Chen and Grace Y. Yi
Instrument search in pseudo-likelihood approach for nonignorable nonresponse pp. 519-533 Downloads
Ji Chen, Jun Shao and Fang Fang
Model averaging for linear models with responses missing at random pp. 535-553 Downloads
Yuting Wei, Qihua Wang and Wei Liu
Global jump filters and quasi-likelihood analysis for volatility pp. 555-598 Downloads
Haruhiko Inatsugu and Nakahiro Yoshida
Hypothesis tests for high-dimensional covariance structures pp. 599-622 Downloads
Aki Ishii, Kazuyoshi Yata and Makoto Aoshima
Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts pp. 623-647 Downloads
Lei Wang and Wei Ma

Volume 73, issue 2, 2021

Valid p-values and expectations of p-values revisited pp. 227-248 Downloads
Albert Vexler
Estimation of an improved surrogate model in uncertainty quantification by neural networks pp. 249-281 Downloads
Benedict Götz, Sebastian Kersting and Michael Kohler
Consistent multiple changepoint estimation with fused Gaussian graphical models pp. 283-309 Downloads
A. Gibberd and S. Roy
On the power of some sequential multiple testing procedures pp. 311-336 Downloads
Shiyun Chen and Ery Arias-Castro
Nonparametric estimation of the kernel function of symmetric stable moving average random functions pp. 337-367 Downloads
Jürgen Kampf, Georgiy Shevchenko and Evgeny Spodarev
Multivariate matrix Mittag–Leffler distributions pp. 369-394 Downloads
Hansjörg Albrecher, Martin Bladt and Mogens Bladt
Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation pp. 395-423 Downloads
Youssef Taleb and Edward A. K. Cohen
Poles of pair correlation functions: When they are real? pp. 425-440 Downloads
Ka Yiu Wong and Dietrich Stoyan

Volume 73, issue 1, 2021

Report of the editors pp. 1-2 Downloads
H. Fujisawa, Y. Ninomiya and T. Sei
The de-biased group Lasso estimation for varying coefficient models pp. 3-29 Downloads
Toshio Honda
Fixed point characterizations of continuous univariate probability distributions and their applications pp. 31-59 Downloads
Steffen Betsch and Bruno Ebner
Some explicit solutions of c-optimal design problems for polynomial regression with no intercept pp. 61-82 Downloads
Holger Dette, Viatcheslav B. Melas and Petr Shpilev
The kth power expectile regression pp. 83-113 Downloads
Yingying Jiang, Fuming Lin and Yong Zhou
On the proportional hazards model with last observation carried forward covariates pp. 115-134 Downloads
Hongyuan Cao and Jason P. Fine
Clustering of subsample means based on pairwise L1 regularized empirical likelihood pp. 135-174 Downloads
Quynh Van Nong and Chi Tim Ng
Correction to: Clustering of subsample means based on pairwise L1 regularized empirical likelihood pp. 175-175 Downloads
Quynh Van Nong and Chi Tim Ng
Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise pp. 177-225 Downloads
Shogo H. Nakakita, Yusuke Kaino and Masayuki Uchida

Volume 72, issue 6, 2020

Semi-parametric transformation boundary regression models pp. 1287-1315 Downloads
Natalie Neumeyer, Leonie Selk and Charles Tillier
Integral transform methods in goodness-of-fit testing, II: the Wishart distributions pp. 1317-1370 Downloads
Elena Hadjicosta and Donald Richards
Robust estimation for general integer-valued time series models pp. 1371-1396 Downloads
Byungsoo Kim and Sangyeol Lee
An optimal test for the additive model with discrete or categorical predictors pp. 1397-1417 Downloads
Abhijit Mandal
Comparing the marginal densities of two strictly stationary linear processes pp. 1419-1447 Downloads
Paul Doukhan, Ieva Grublytė, Denys Pommeret and Laurence Reboul
Flexible bivariate Poisson integer-valued GARCH model pp. 1449-1477 Downloads
Yan Cui, Qi Li and Fukang Zhu
The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations pp. 1479-1500 Downloads
D. Benelmadani, K. Benhenni and S. Louhichi
Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters pp. 1501-1516 Downloads
Mineaki Ohishi, Hirokazu Yanagihara and Shuichi Kawano

Volume 72, issue 5, 2020

On the indirect elicitability of the mode and modal interval pp. 1095-1108 Downloads
Krisztina Dearborn and Rafael Frongillo
Testing for normality in any dimension based on a partial differential equation involving the moment generating function pp. 1109-1136 Downloads
Norbert Henze and Jaco Visagie
Poisson source localization on the plane: cusp case pp. 1137-1157 Downloads
O. V. Chernoyarov, S. Dachian and Yu. A. Kutoyants
Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance pp. 1159-1173 Downloads
Kun Chen, Ngai Hang Chan and Chun Yip Yau
Wavelet estimation of the dimensionality of curve time series pp. 1175-1204 Downloads
Rodney V. Fonseca and Aluísio Pinheiro
Model selection for the robust efficient signal processing observed with small Lévy noise pp. 1205-1235 Downloads
Slim Beltaief, Oleg Chernoyarov and Serguei Pergamenchtchikov
Some information inequalities for statistical inference pp. 1237-1256 Downloads
K. V. Harsha and Alladi Subramanyam
Bias-corrected support vector machine with Gaussian kernel in high-dimension, low-sample-size settings pp. 1257-1286 Downloads
Yugo Nakayama, Kazuyoshi Yata and Makoto Aoshima

Volume 72, issue 4, 2020

Distributions of pattern statistics in sparse Markov models pp. 895-913 Downloads
Donald E. K. Martin
Estimation of extreme conditional quantiles under a general tail-first-order condition pp. 915-943 Downloads
Laurent Gardes, Armelle Guillou and Claire Roman
Space–time inhomogeneous background intensity estimators for semi-parametric space–time self-exciting point process models pp. 945-967 Downloads
Chenlong Li, Zhanjie Song and Wenjun Wang
Large sample results for frequentist multiple imputation for Cox regression with missing covariate data pp. 969-996 Downloads
Frank Eriksson, Torben Martinussen and Søren Feodor Nielsen
Nonparametric MANOVA in meaningful effects pp. 997-1022 Downloads
Dennis Dobler, Sarah Friedrich and Markus Pauly
Regression function estimation as a partly inverse problem pp. 1023-1054 Downloads
F. Comte and V. Genon-Catalot
Detecting deviations from second-order stationarity in locally stationary functional time series pp. 1055-1094 Downloads
Axel Bücher, Holger Dette and Florian Heinrichs

Volume 72, issue 3, 2020

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

Volume 72, issue 2, 2020

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

Volume 72, issue 1, 2020

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
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