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Annals of the Institute of Statistical Mathematics

1949 - 2024

Current editor(s): Tomoyuki Higuchi

From:
Springer
The Institute of Statistical Mathematics
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Volume 76, issue 2, 2024

Approximating symmetrized estimators of scatter via balanced incomplete U-statistics pp. 185-207 Downloads
Lutz Dümbgen and Klaus Nordhausen
On a projection least squares estimator for jump diffusion processes pp. 209-234 Downloads
Hélène Halconruy and Nicolas Marie
On estimation of nonparametric regression models with autoregressive and moving average errors pp. 235-262 Downloads
Qi Zheng, Yunwei Cui and Rongning Wu
Multivariate frequency polygon for stationary random fields pp. 263-287 Downloads
Michel Carbon and Thierry Duchesne
On UMPS hypothesis testing pp. 289-312 Downloads
Davy Paindaveine
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions pp. 313-331 Downloads
M. N. M. Lieshout
Test for conditional quantile change in general conditional heteroscedastic time series models pp. 333-359 Downloads
Sangyeol Lee and Chang Kyeom Kim

Volume 76, issue 1, 2024

Identifiability of latent-variable and structural-equation models: from linear to nonlinear pp. 1-33 Downloads
Aapo Hyvärinen, Ilyes Khemakhem and Ricardo Monti
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear” pp. 35-37 Downloads
Hiroshi Morioka
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear” pp. 39-42 Downloads
Takeru Matsuda
Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear" pp. 43-46 Downloads
Aapo Hyvärinen
Comparative evaluation of point process forecasts pp. 47-71 Downloads
Jonas R. Brehmer, Tilmann Gneiting, Marcus Herrmann, Warner Marzocchi, Martin Schlather and Kirstin Strokorb
Model averaging for estimating treatment effects pp. 73-92 Downloads
Zhihao Zhao, Xinyu Zhang, Guohua Zou, Alan T. K. Wan and Geoffrey K. F. Tso
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression pp. 93-110 Downloads
Kai Xu and Nan An
Gaussian quasi-information criteria for ergodic Lévy driven SDE pp. 111-157 Downloads
Shoichi Eguchi and Hiroki Masuda
Comparing regression curves: an L1-point of view pp. 159-183 Downloads
Patrick Bastian, Holger Dette, Lukas Koletzko and Kathrin Möllenhoff

Volume 75, issue 6, 2023

Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic pp. 887-909 Downloads
Conor Kresin and Frederic Schoenberg
Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data pp. 911-929 Downloads
Hengfang Wang and Jae Kwang Kim
Gene–environment interaction analysis under the Cox model pp. 931-948 Downloads
Kuangnan Fang, Jingmao Li, Yaqing Xu, Shuangge Ma and Qingzhao Zhang
Robust variable selection with exponential squared loss for partially linear spatial autoregressive models pp. 949-977 Downloads
Xiuli Wang, Jingchang Shao, Jingjing Wu and Qiang Zhao
A goodness-of-fit test on the number of biclusters in a relational data matrix pp. 979-1009 Downloads
Chihiro Watanabe and Taiji Suzuki
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method pp. 1011-1038 Downloads
Bruno Ebner, Adrian Fischer, Norbert Henze and Celeste Mayer
Estimation of complier causal treatment effects with informatively interval-censored failure time data pp. 1039-1062 Downloads
Yuqing Ma, Peijie Wang and Jianguo Sun

Volume 75, issue 5, 2023

A copula spectral test for pairwise time reversibility pp. 705-729 Downloads
Shibin Zhang
Nonparametric multiple regression by projection on non-compactly supported bases pp. 731-771 Downloads
Florian Dussap
Robust density power divergence estimates for panel data models pp. 773-798 Downloads
Abhijit Mandal, Beste Hamiye Beyaztas and Soutir Bandyopadhyay
Least absolute deviation estimation for AR(1) processes with roots close to unity pp. 799-832 Downloads
Nannan Ma, Hailin Sang and Guangyu Yang
Mixture of shifted binomial distributions for rating data pp. 833-853 Downloads
Shaoting Li and Jiahua Chen
Automatic data-based bin width selection for rose diagram pp. 855-886 Downloads
Yasuhito Tsuruta and Masahiko Sagae

Volume 75, issue 4, 2023

Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models pp. 533-565 Downloads
Yuma Uehara
Data-driven model selection for same-realization predictions in autoregressive processes pp. 567-592 Downloads
Kare Kamila
Slash distributions, generalized convolutions, and extremes pp. 593-617 Downloads
M. Arendarczyk, T. J. Kozubowski and A. K. Panorska
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity pp. 619-648 Downloads
Zeyu Wu, Cheng Wang and Weidong Liu
Model averaging for semiparametric varying coefficient quantile regression models pp. 649-681 Downloads
Zishu Zhan, Yang Li, Yuhong Yang and Cunjie Lin
Generation of all randomizations using circuits pp. 683-704 Downloads
Elena Pesce, Fabio Rapallo, Eva Riccomagno and Henry P. Wynn

Volume 75, issue 3, 2023

Forward variable selection for ultra-high dimensional quantile regression models pp. 393-424 Downloads
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 Downloads
Brajendra C. Sutradhar
Matrix completion under complex survey sampling pp. 463-492 Downloads
Xiaojun Mao, Zhonglei Wang and Shu Yang
Robust estimation for nonrandomly distributed data pp. 493-509 Downloads
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 Downloads
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 Downloads
Yuri Goegebeur, Armelle Guillou and Jing Qin
Group least squares regression for linear models with strongly correlated predictor variables pp. 233-250 Downloads
Min Tsao
Correction to: Group least squares regression for linear models with strongly correlated predictor variables pp. 251-251 Downloads
Min Tsao
Inhomogeneous hidden semi-Markov models for incompletely observed point processes pp. 253-280 Downloads
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 Downloads
Keisuke Hanada and Tomoyuki Sugimoto
On the choice of the optimal single order statistic in quantile estimation pp. 303-333 Downloads
Mariusz Bieniek and Luiza Pańczyk
Quantitative robustness of instance ranking problems pp. 335-368 Downloads
Tino Werner
Asymptotic theory in network models with covariates and a growing number of node parameters pp. 369-392 Downloads
Qiuping Wang, Yuan Zhang and Ting Yan

Volume 75, issue 1, 2023

Estimation with multivariate outcomes having nonignorable item nonresponse pp. 1-15 Downloads
Lyu Ni and Jun Shao
Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays pp. 17-37 Downloads
Jinhui Guo and Yingyin Lu
Semiparametric modelling of two-component mixtures with stochastic dominance pp. 39-70 Downloads
Jingjing Wu, Tasnima Abedin and Qiang Zhao
Nonparametric inference for additive models estimated via simplified smooth backfitting pp. 71-97 Downloads
Suneel Babu Chatla
Selective inference after feature selection via multiscale bootstrap pp. 99-125 Downloads
Yoshikazu Terada and Hidetoshi Shimodaira
Exact statistical inference for the Wasserstein distance by selective inference pp. 127-157 Downloads
Vo Nguyen Le Duy and Ichiro Takeuchi
Flexible asymmetric multivariate distributions based on two-piece univariate distributions pp. 159-200 Downloads
Jonas Baillien, Irène Gijbels and Anneleen Verhasselt
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