Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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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

Volume 73, issue 6, 2021

Distribution-free testing in linear and parametric regression pp. 1063-1087

Estate V. Khmaladze

A universal approach to estimate the conditional variance in semimartingale limit theorems pp. 1089-1125

Mathias Vetter

Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction pp. 1127-1152

Baichuan Yuan, Frederic P. Schoenberg and Andrea L. Bertozzi

Efficient likelihood-based inference for the generalized Pareto distribution pp. 1153-1185

Hideki Nagatsuka and N. Balakrishnan

Improper versus finitely additive distributions as limits of countably additive probabilities pp. 1187-1202

Pierre Druilhet and Erwan Saint Loubert Bié

Nonparametric regression with warped wavelets and strong mixing processes pp. 1203-1228

Luz M. Gómez, Rogério F. Porto and Pedro A. Morettin

Smooth distribution function estimation for lifetime distributions using Szasz–Mirakyan operators pp. 1229-1247

Ariane Hanebeck and Bernhard Klar

Simultaneous confidence bands for nonparametric regression with missing covariate data pp. 1249-1279

Li Cai, Lijie Gu, Qihua Wang and Suojin Wang

Volume 73, issue 5, 2021

Identifying shifts between two regression curves pp. 855-889

Holger Dette, Subhra Sankar Dhar and Weichi Wu

Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification pp. 891-920

Noirrit Kiran Chandra and Sourabh Bhattacharya

Regularized bridge-type estimation with multiple penalties pp. 921-951

Alessandro Gregorio and Francesco Iafrate

Mellin–Meijer kernel density estimation on $${{\mathbb {R}}}^+$$ R + pp. 953-977

Gery Geenens

Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data pp. 979-1010

Luiza S. C. Piancastelli, Wagner Barreto-Souza and Vinícius D. Mayrink

Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case pp. 1011-1035

Federico Camerlenghi, Claudio Macci and Elena Villa

A permutation test for the two-sample right-censored model pp. 1037-1061

Grzegorz Wyłupek

Volume 73, issue 4, 2021

Estimation for high-frequency data under parametric market microstructure noise pp. 649-669

Simon Clinet and Yoann Potiron

On localization of source by hidden Gaussian processes with small noise pp. 671-702

Yury A. Kutoyants

Robust high-dimensional regression for data with anomalous responses pp. 703-736

Mingyang Ren, Sanguo Zhang and Qingzhao Zhang

Determining the number of canonical correlation pairs for high-dimensional vectors pp. 737-756

Jiasen Zheng and Lixing Zhu

Gaussian graphical models with toric vanishing ideals pp. 757-785

Pratik Misra and Seth Sullivant

High-dimensional sign-constrained feature selection and grouping pp. 787-819

Shanshan Qin, Hao Ding, Yuehua Wu and Feng Liu

Robust test for structural instability in dynamic factor models pp. 821-853

Byungsoo Kim, Junmo Song and Changryong Baek

Volume 73, issue 3, 2021

Copula and composite quantile regression-based estimating equations for longitudinal data pp. 441-455

Kangning Wang and Wen Shan

Model identification and selection for single-index varying-coefficient models pp. 457-480

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

Li-Pang Chen and Grace Y. Yi

Instrument search in pseudo-likelihood approach for nonignorable nonresponse pp. 519-533

Ji Chen, Jun Shao and Fang Fang

Model averaging for linear models with responses missing at random pp. 535-553

Yuting Wei, Qihua Wang and Wei Liu

Global jump filters and quasi-likelihood analysis for volatility pp. 555-598

Haruhiko Inatsugu and Nakahiro Yoshida

Hypothesis tests for high-dimensional covariance structures pp. 599-622

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

Lei Wang and Wei Ma

Volume 73, issue 2, 2021

Valid p-values and expectations of p-values revisited pp. 227-248

Albert Vexler

Estimation of an improved surrogate model in uncertainty quantification by neural networks pp. 249-281

Benedict Götz, Sebastian Kersting and Michael Kohler

Consistent multiple changepoint estimation with fused Gaussian graphical models pp. 283-309

A. Gibberd and S. Roy

On the power of some sequential multiple testing procedures pp. 311-336

Shiyun Chen and Ery Arias-Castro

Nonparametric estimation of the kernel function of symmetric stable moving average random functions pp. 337-367

Jürgen Kampf, Georgiy Shevchenko and Evgeny Spodarev

Multivariate matrix Mittag–Leffler distributions pp. 369-394

Hansjörg Albrecher, Martin Bladt and Mogens Bladt

Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation pp. 395-423

Youssef Taleb and Edward A. K. Cohen

Poles of pair correlation functions: When they are real? pp. 425-440

Ka Yiu Wong and Dietrich Stoyan

Volume 73, issue 1, 2021

Report of the editors pp. 1-2

H. Fujisawa, Y. Ninomiya and T. Sei

The de-biased group Lasso estimation for varying coefficient models pp. 3-29

Toshio Honda

Fixed point characterizations of continuous univariate probability distributions and their applications pp. 31-59

Steffen Betsch and Bruno Ebner

Some explicit solutions of c-optimal design problems for polynomial regression with no intercept pp. 61-82

Holger Dette, Viatcheslav B. Melas and Petr Shpilev

The kth power expectile regression pp. 83-113

Yingying Jiang, Fuming Lin and Yong Zhou

On the proportional hazards model with last observation carried forward covariates pp. 115-134

Hongyuan Cao and Jason P. Fine

Clustering of subsample means based on pairwise L1 regularized empirical likelihood pp. 135-174

Quynh Van Nong and Chi Tim Ng

Correction to: Clustering of subsample means based on pairwise L1 regularized empirical likelihood pp. 175-175

Quynh Van Nong and Chi Tim Ng

Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise pp. 177-225

Shogo H. Nakakita, Yusuke Kaino and Masayuki Uchida