Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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The Institute of Statistical Mathematics
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Volume 77, issue 4, 2025

Score test for unconfoundedness under a logistic treatment assignment model pp. 517-533

Hairu Wang, Yukun Liu and Haiying Zhou

Offline minimax Q-function learning for undiscounted indefinite-horizon MDPs pp. 535-562

Fengying Li, Yuqiang Li, Xianyi Wu and Wei Bai

A signed-rank estimator for nonlinear regression models when covariates and errors are dependent pp. 563-596

Hira L. Koul and Palaniappan Vellaisamy

Selection-bias-adjusted inference for the bivariate normal distribution under soft-threshold sampling pp. 597-625

Joseph B. Lang

A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample pp. 627-648

George Tzavelas

Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables” pp. 649-684

Xiongzhi Chen

Volume 77, issue 3, 2025

Non-explicit formula of boundary crossing probabilities by the Girsanov theorem pp. 353-385

Yoann Potiron

Robust and efficient parameter estimation for discretely observed stochastic processes pp. 387-424

Rohan Hore and Abhik Ghosh

Semiparametric transformation models for survival data with dependent censoring pp. 425-457

Negera Wakgari Deresa and Ingrid Van Keilegom

On uniform consistency of nonparametric estimators smoothed by the gamma kernel pp. 459-489

Benedikt Funke and Masayuki Hirukawa

Tuning parameter selection for the adaptive nuclear norm regularized trace regression pp. 491-516

Yiting Ma, Pan Shang and Lingchen Kong

Volume 77, issue 2, 2025

Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections pp. 191-216

Friederike Preusse, Anna Vesely and Thorsten Dickhaus

Comparison and equality of generalized $$\psi $$ ψ -estimators pp. 217-250

Mátyás Barczy and Zsolt Páles

Large-sample properties of multiple imputation estimators for parameters of logistic regression with covariates missing at random separately or simultaneously pp. 251-287

Phuoc-Loc Tran, Shen-Ming Lee, Truong-Nhat Le and Chin-Shang Li

Random mixture Cox point processes pp. 289-330

A. C. Micheas

Testing overidentifying restrictions on high-dimensional instruments and covariates pp. 331-352

Hongwei Shi, Xinyu Zhang, Xu Guo, Baihua He and Chenyang Wang

Volume 77, issue 1, 2025

Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field pp. 1-24

Nakahiro Yoshida

Estimation of value-at-risk by $$L^{p}$$ L p quantile regression pp. 25-59

Peng Sun, Fuming Lin, Haiyang Xu and Kaizhi Yu

Hidden AR process and adaptive Kalman filter pp. 61-103

Yury A. Kutoyants

Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models pp. 105-126

Nan Zheng and Noel Cadigan

Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random pp. 127-153

Hengfang Wang and Jae Kwang Kim

Model free feature screening for large scale and ultrahigh dimensional survival data pp. 155-190

Yingli Pan, Haoyu Wang and Zhan Liu

Volume 76, issue 5, 2024

Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions pp. 711-763

Junichiro Yoshida and Nakahiro Yoshida

Penalized estimation for non-identifiable models pp. 765-796

Junichiro Yoshida and Nakahiro Yoshida

A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance pp. 797-820

Žikica Lukić and Bojana Milošević

Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation pp. 821-850

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

Minimizing robust density power-based divergences for general parametric density models pp. 851-875

Akifumi Okuno

Asymptotic expected sensitivity function and its applications to measures of monotone association pp. 877-896

Qingyang Zhang

Volume 76, issue 4, 2024

Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis pp. 535-578

Chenlong Li and Kaiyan Cui

Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity pp. 579-615

Lixiu Wu and Jiang Hu

Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates pp. 617-648

Jian-Jian Ren and Yuyin Shi

Testing against ordered alternatives in one-way ANOVA model with exponential errors pp. 649-678

Anjana Mondal, Markus Pauly and Somesh Kumar

A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers pp. 679-709

Shaul K. Bar-Lev, Gérard Letac and Ad Ridder

Volume 76, issue 3, 2024

On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent pp. 361-391

Selina Drews and Michael Kohler

Data segmentation for time series based on a general moving sum approach pp. 393-421

Claudia Kirch and Kerstin Reckruehm

Gradual change-point analysis based on Spearman matrices for multivariate time series pp. 423-446

Jean-François Quessy

Statistical inference for random T-tessellations models. Application to agricultural landscape modeling pp. 447-479

Katarzyna Adamczyk-Chauvat, Mouna Kassa, Julien Papaïx, Kiên Kiêu and Radu S. Stoica

Regularized nonlinear regression with dependent errors and its application to a biomechanical model pp. 481-510

Hojun You, Kyubaek Yoon, Wei-Ying Wu, Jongeun Choi and Chae Young Lim

Using the growth curve model in classification of repeated measurements pp. 511-534

Dietrich Rosen and Martin Singull

Volume 76, issue 2, 2024

Approximating symmetrized estimators of scatter via balanced incomplete U-statistics pp. 185-207

Lutz Dümbgen and Klaus Nordhausen

On a projection least squares estimator for jump diffusion processes pp. 209-234

Hélène Halconruy and Nicolas Marie

On estimation of nonparametric regression models with autoregressive and moving average errors pp. 235-262

Qi Zheng, Yunwei Cui and Rongning Wu

Multivariate frequency polygon for stationary random fields pp. 263-287

Michel Carbon and Thierry Duchesne

On UMPS hypothesis testing pp. 289-312

Davy Paindaveine

Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions pp. 313-331

M. N. M. Lieshout

Test for conditional quantile change in general conditional heteroscedastic time series models pp. 333-359

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

Aapo Hyvärinen, Ilyes Khemakhem and Ricardo Monti

Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear” pp. 35-37

Hiroshi Morioka

Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear” pp. 39-42

Takeru Matsuda

Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear" pp. 43-46

Aapo Hyvärinen

Comparative evaluation of point process forecasts pp. 47-71

Jonas R. Brehmer, Tilmann Gneiting, Marcus Herrmann, Warner Marzocchi, Martin Schlather and Kirstin Strokorb

Model averaging for estimating treatment effects pp. 73-92

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

Kai Xu and Nan An

Gaussian quasi-information criteria for ergodic Lévy driven SDE pp. 111-157

Shoichi Eguchi and Hiroki Masuda

Comparing regression curves: an L1-point of view pp. 159-183

Patrick Bastian, Holger Dette, Lukas Koletzko and Kathrin Möllenhoff