Annals of the Institute of Statistical Mathematics

1949 - 2023

Current editor(s): Tomoyuki Higuchi

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Volume 75, issue 3, 2023

Forward variable selection for ultra-high dimensional quantile regression models pp. 393-424

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

Brajendra C. Sutradhar

Matrix completion under complex survey sampling pp. 463-492

Xiaojun Mao, Zhonglei Wang and Shu Yang

Robust estimation for nonrandomly distributed data pp. 493-509

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

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

Yuri Goegebeur, Armelle Guillou and Jing Qin

Group least squares regression for linear models with strongly correlated predictor variables pp. 233-250

Min Tsao

Correction to: Group least squares regression for linear models with strongly correlated predictor variables pp. 251-251

Min Tsao

Inhomogeneous hidden semi-Markov models for incompletely observed point processes pp. 253-280

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

Keisuke Hanada and Tomoyuki Sugimoto

On the choice of the optimal single order statistic in quantile estimation pp. 303-333

Mariusz Bieniek and Luiza Pańczyk

Quantitative robustness of instance ranking problems pp. 335-368

Tino Werner

Asymptotic theory in network models with covariates and a growing number of node parameters pp. 369-392

Qiuping Wang, Yuan Zhang and Ting Yan

Volume 75, issue 1, 2023

Estimation with multivariate outcomes having nonignorable item nonresponse pp. 1-15

Lyu Ni and Jun Shao

Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays pp. 17-37

Jinhui Guo and Yingyin Lu

Semiparametric modelling of two-component mixtures with stochastic dominance pp. 39-70

Jingjing Wu, Tasnima Abedin and Qiang Zhao

Nonparametric inference for additive models estimated via simplified smooth backfitting pp. 71-97

Suneel Babu Chatla

Selective inference after feature selection via multiscale bootstrap pp. 99-125

Yoshikazu Terada and Hidetoshi Shimodaira

Exact statistical inference for the Wasserstein distance by selective inference pp. 127-157

Vo Nguyen Le Duy and Ichiro Takeuchi

Flexible asymmetric multivariate distributions based on two-piece univariate distributions pp. 159-200

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

Bofei Xiao, Bo Lei, Wei Lan and Bin Guo

On comparing competing risks using the ratio of their cumulative incidence functions pp. 1067-1083

Hammou Barmi

On the rate of convergence of image classifiers based on convolutional neural networks pp. 1085-1108

Michael Kohler, Adam Krzyżak and Benjamin Walter

A sequential feature selection procedure for high-dimensional Cox proportional hazards model pp. 1109-1142

Ke Yu and Shan Luo

Inference of random effects for linear mixed-effects models with a fixed number of clusters pp. 1143-1161

Chih-Hao Chang, Hsin-Cheng Huang and Ching-Kang Ing

Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes pp. 1163-1196

Holger Dette and Martin Kroll

Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation pp. 1197-1228

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

Giorgos Bakoyannis and Dipankar Bandyopadhyay

Multi-round smoothed composite quantile regression for distributed data pp. 869-893

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

Yuichi Akaoka, Kazuki Okamura and Yoshiki Otobe

Adaptive efficient estimation for generalized semi-Markov big data models pp. 925-955

Vlad Stefan Barbu, Slim Beltaief and Serguei Pergamenchtchikov

Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms pp. 957-986

Tiandong Wang and Panpan Zhang

Outcome regression-based estimation of conditional average treatment effect pp. 987-1041

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

John Copas

Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications pp. 639-641

Masayuki Henmi

Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications” pp. 643-647

Masataka Taguri

Author’s rejoinder to the discussion of the Akaike Memorial Lecture 2020 pp. 649-652

John Copas

Two-stage data segmentation permitting multiscale change points, heavy tails and dependence pp. 653-684

Haeran Cho and Claudia Kirch

Fixed accuracy estimation of parameters in a threshold autoregressive model pp. 685-711

Victor V. Konev and Sergey E. Vorobeychikov

Empirical tail conditional allocation and its consistency under minimal assumptions pp. 713-735

N. V. Gribkova, J. Su and R. Zitikis

Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes pp. 737-771

Salim Bouzebda, Mohamed Chaouch and Sultana Didi Biha

Simultaneous inference for Berkson errors-in-variables regression under fixed design pp. 773-800

Katharina Proksch, Nicolai Bissantz and Hajo Holzmann

Inference for nonstationary time series of counts with application to change-point problems pp. 801-835

William Kengne and Isidore S. Ngongo

Volume 74, issue 3, 2022

Wigner and Wishart ensembles for sparse Vinberg models pp. 399-433

Hideto Nakashima and Piotr Graczyk

Robust distributed estimation and variable selection for massive datasets via rank regression pp. 435-450

Jiaming Luan, Hongwei Wang, Kangning Wang and Benle Zhang

Semiparametric inference on general functionals of two semicontinuous populations pp. 451-472

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

Chin-Yuan Hu and Gwo Dong Lin

Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals pp. 489-514

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

Kou Fujimori

Robust model selection with covariables missing at random pp. 539-557

Zhongqi Liang, Qihua Wang and Yuting Wei

A high-dimensional M-estimator framework for bi-level variable selection pp. 559-579

Bin Luo and Xiaoli Gao

Bayes factor asymptotics for variable selection in the Gaussian process framework pp. 581-613

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

Holger Dette and Kevin Kokot

Whittle estimation for continuous-time stationary state space models with finite second moments pp. 233-270

Vicky Fasen-Hartmann and Celeste Mayer

Search for minimum aberration designs with uniformity pp. 271-287

Bochuan Jiang, Yaping Wang and Mingyao Ai

On the usage of randomized p-values in the Schweder–Spjøtvoll estimator pp. 289-319

Anh-Tuan Hoang and Thorsten Dickhaus

Variable selection for functional linear models with strong heredity constraint pp. 321-339

Sanying Feng, Menghan Zhang and Tiejun Tong

Local polynomial expectile regression pp. 341-378

C. Adam and I. Gijbels

Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism pp. 379-397

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

Benjamin Poignard and Jean-David Fermanian

Wasserstein statistics in one-dimensional location scale models pp. 33-47

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

Kai Yang and Peihua Qiu

Broken adaptive ridge regression for right-censored survival data pp. 69-91

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

Mengke Li, Yukun Liu, Pengfei Li and Jing Qin

Efficient estimation methods for non-Gaussian regression models in continuous time pp. 113-142

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

Pierpaolo De Blasi, Ramsés H. Mena and Igor Prünster

Asymptotic linear expansion of regularized M-estimators pp. 167-194

Tino Werner