Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 59, issue 4, 2007

Optimal nonparametric estimation of the density of regression errors with finite support pp. 617-654

Sam Efromovich

Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models pp. 655-673

Holger Dette, Viatcheslav Melas and Piter Shpilev

Buckley–James-type of estimators under the classical case cohort design pp. 675-695

Qiqing Yu, George Wong and Menggang Yu

Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases pp. 697-725

Donald Poskitt

Toric statistical models: parametric and binomial representations pp. 727-740

Fabio Rapallo

Exact Distribution of the Local Score for Markovian Sequences pp. 741-755

Claudie Hassenforder and Sabine Mercier

Empirical process approach to some two-sample problems based on ranked set samples pp. 757-787

Kaushik Ghosh and Ram Tiwari

Multivariate measures of concordance pp. 789-806

M. Taylor

On constrained generalized inverses of matrices and their properties pp. 807-820

Yoshio Takane, Yongge Tian and Haruo Yanai

Volume 59, issue 3, 2007

Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors pp. 403-423

Nunzio Cappuccio and Diego Lubian

Pointwise optimality of Bayesian wavelet estimators pp. 425-434

Felix Abramovich, Claudia Angelini and Daniela Canditiis

Improved Model Selection Method for a Regression Function with Dependent Noise pp. 435-464

D. Fourdrinier and Sergey Pergamenshchikov

Image segmentation by polygonal Markov Fields pp. 465-486

R. Kluszczyński, M. Lieshout and T. Schreiber

A Generalization of the Archimedean Class of Bivariate Copulas pp. 487-498

Fabrizio Durante, José Quesada-Molina and Carlo Sempi

Integral Representations and Approximations for Multivariate Gamma Distributions pp. 499-513

T. Royen

Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models pp. 515-530

Arturo Zavala, Heleno Bolfarine and Mário Castro

Asymptotic Expansion for the Null Distribution of the F-statistic in One-way ANOVA under Non-normality pp. 531-556

Solomon Harrar and Arjun Gupta

Some collapsibility results for n-dimensional contingency tables pp. 557-576

P. Vellaisamy and V. Vijay

Joint Distributions of Numbers of Runs of Specified Lengths in a Sequence of Markov Dependent Multistate Trials pp. 577-595

Kiyoshi Inoue and Sigeo Aki

On the Waiting Time for the First Success Run pp. 597-602

Sigeo Aki and Katuomi Hirano

Asymptotics for a Population Size Estimator of a Partially Uncatchable Population pp. 603-615

Cibele da-Silva

Volume 59, issue 2, 2007

Multiple Penalty Regression: Fitting and Extrapolating a Discrete Incomplete Multi-way Layout pp. 171-195

Rudolf Beran

Testing for the Absence of Random Effects in a Two-way Nested Design with Mixed Effects Model: A Nonparametric Approach pp. 197-210

Tathagata Banerjee and Atanu Biswas

Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data pp. 211-233

Xiaoqian Sun and Dongchu Sun

Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise pp. 235-272

Irène Gijbels, Alexandre Lambert and Peihua Qiu

Polynomial Regression with Censored Data based on Preliminary Nonparametric Estimation pp. 273-297

Cédric Heuchenne and Ingrid Keilegom

Mean Integrated Squared Error of Nonlinear Wavelet-based Estimators with Long Memory Data pp. 299-324

Linyuan Li and Yimin Xiao

On the Stationary Version of the Generalized Hyperbolic ARCH Model pp. 325-348

Ramsés Mena and Stephen Walker

Dynamic Detection of Change Points in Long Time Series pp. 349-366

Nicolas Chopin

Asymptotic Normality of the Recursive M-estimators of the Scale Parameters pp. 367-384

Baiqi Miao, Yuehua Wu, Donghai Liu and Qian Tong

Second-order Linearity of Wilcoxon Statistics pp. 385-402

Marek Omelka

Volume 59, issue 1, 2007

Preface pp. 1-2

Shun-ichi Amari and Shiro Ikeda

A modified EM algorithm for mixture models based on Bregman divergence pp. 3-25

Yu Fujimoto and Noboru Murata

Exponential statistical manifold pp. 27-56

Alberto Cena and Giovanni Pistone

A new algorithm of non-Gaussian component analysis with radial kernel functions pp. 57-75

Motoaki Kawanabe, Masashi Sugiyama, Gilles Blanchard and Klaus-Robert Müller

The geometry of proper scoring rules pp. 77-93

A. Dawid

Extending local mixture models pp. 95-110

Paul Marriott

Local mixtures of the exponential distribution pp. 111-134

K. Anaya-Izquierdo and P. Marriott

Bayesian prediction based on a class of shrinkage priors for location-scale models pp. 135-146

Fumiyasu Komaki

Uncertainty principle and quantum Fisher information pp. 147-159

Paolo Gibilisco and Tommaso Isola

A note on curvature of α-connections of a statistical manifold pp. 161-170

Jun Zhang

Volume 58, issue 4, 2006

Properties of estimators of baseline hazard functions in a semiparametric cure model pp. 647-674

Tomoyuki Sugimoto and Toshimitsu Hamasaki

Lorenz Curve for Truncated and Censored Data pp. 675-686

Sze-Man Tse

Semiparametric Maximum Likelihood for Missing Covariates in Parametric Regression pp. 687-706

Zhiwei Zhang and Howard Rockette

A Partial Empirical Likelihood Based Score Test Under a Semiparametric Finite Mixture Model pp. 707-719

Biao Zhang

Generalized Moment Theory and Bayesian Robustness Analysis for Hierarchical Mixture Models pp. 721-738

Bruno Betrò, Antonella Bodini and Alessandra Guglielmi

Estimation of error variance in ANOVA model and order restricted scale parameters pp. 739-756

Youhei Oono and Nobuo Shinozaki

Confidence Intervals for Quantiles and Tolerance Intervals Based on Ordered Ranked Set Samples pp. 757-777

N. Balakrishnan and T. Li

Wavelet-Based Estimation for Univariate Stable Laws pp. 779-807

Anestis Antoniadis, Andrey Feuerverger and Paulo Gonçalves

Testing homogeneity in Weibull error in variables models pp. 809-809

Dione Valença and Heleno Bolfarine

Optimality of AIC in inference about Brownian motion pp. 811-811

Arijit Chakrabarti and Jayanta Ghosh

Exact and limiting distributions in diagonal Pólya processes pp. 813-813

Srinivasan Balaji and Hosam Mahmoud

Compound binomial approximations pp. 815-815

Vydas Čekanavičius and Bero Roos

Volume 58, issue 3, 2006

Asymptotic Results on a General Class of Empirical Statistics: Power and Confidence Interval Properties pp. 427-440

In Chang and Rahul Mukerjee

Confidence estimation for tolerance intervals pp. 441-456

C. Tsao and Yu-Ling Tseng

Likelihood-based Inference for the Ratios of Regression Coefficients in Linear Models pp. 457-473

Malay Ghosh, Gauri Datta, Dalho Kim and Trevor Sweeting

On the Effect of Misspecifying the Density Ratio Model pp. 475-497

Konstantinos Fokianos and Irene Kaimi

An Information-theoretic Approach to the Effective Usage of Auxiliary Information from Survey Data pp. 499-509

Changchun Wu and Runchu Zhang

Adaptive penalized M-estimation with current status data pp. 511-526

Shuangge Ma and Michael Kosorok

On Continuity of the Pearson Statistic and Sample Quantiles pp. 527-535

R. Al-Jarallah, A. Soltani and N. Al-Kandari

Joint distributions of runs in a sequence of higher-order two-state Markov trials pp. 537-554

K. Kotwal and R. Shinde

A Skew Laplace Distribution on Integers pp. 555-571

Tomasz Kozubowski and Seidu Inusah

Statistical Problems Related to Irrational Rotations pp. 573-593

Teturo Kamae and Hayato Takahashi

Classification of Three-word Indicator Functions of Two-level Factorial Designs pp. 595-608

N. Balakrishnan and Po Yang

Connections Between the Resolutions of General Two-level Factorial Designs pp. 609-618

N. Balakrishnan and Po Yang

On the Kernel Rule for Function Classification pp. 619-633

C. Abraham, G. Biau and B. Cadre

Sampling Properties of U-statistics for a Class of Stationary Nonlinear Processes pp. 635-646

Kamal Chanda

Volume 58, issue 2, 2006

Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators pp. 211-222

Sangyeol Lee, Yoichi Nishiyama and Nakahiro Yoshida

On Non-simple Marked Point Processes pp. 223-233

Frederic Schoenberg

A J-Function for Marked Point Patterns pp. 235-259

M. Lieshout

Testing for Tail Independence in Extreme Value models pp. 261-290

Michael Falk and René Michel

Waiting Time Distributions of Simple and Compound Patterns in a Sequence of r-th Order Markov Dependent Multi-state Trials pp. 291-310

James Fu and W. Lou

Multiplicative Correlations pp. 311-326

Kunihiro Baba and Ritei Shibata

Estimation of Kullback–Leibler Divergence by Local Likelihood pp. 327-340

Young Lee and Byeong Park

Robust and Efficient Parametric Estimation for Censored Survival Data pp. 341-355

Srabashi Basu, Ayanendranath Basu and M. Jones

Asymptotic Properties of a Nonparametric Regression Function Estimator with Randomly Truncated Data pp. 357-378

Elias Ould-Saïd and Mohamed Lemdani

On Consistent Statistical Procedures in Regression pp. 379-387

Yannis Yatracos

A Note on the Use of V and U Statistics in Nonparametric Models of Regression pp. 389-406

Carlos Martins-Filho and Feng Yao

Local c- and E-optimal Designs for Exponential Regression Models pp. 407-426

Holger Dette, Viatcheslav Melas and Andrey Pepelyshev

Volume 58, issue 1, 2006

Optimality of AIC in Inference About Brownian Motion pp. 1-20

Arijit Chakrabarti and Jayanta Ghosh

Large deviations for M-estimators pp. 21-52

Miguel Arcones

On Estimating the Cumulant Generating Function of Linear Processes pp. 53-71

Sucharita Ghosh and Jan Beran

Estimation of a Location Parameter with Restrictions or “vague information” for Spherically Symmetric Distributions pp. 73-92

Dominique Fourdrinier, William Strawderman and Martin Wells

Biased and Unbiased Two-sided Wilcoxon Tests for Equal Sample Sizes pp. 93-100

Nariaki Sugiura, Hidetoshi Murakami, Seong Lee and Yasutomo Maeda

On Some Tests of the Covariance Matrix Under General Conditions pp. 101-114

Arjun Gupta and Jin Xu

Testing Homogeneity in Weibull Error in Variables Models pp. 115-129

Dione Valença and Heleno Bolfarine

Nonasymptotic Bounds on the L 2 Error of Neural Network Regression Estimates pp. 131-151

Michael Hamers and Michael Kohler

A Flexible Model for Generalized Linear Regression with Measurement Error pp. 153-169

Surupa Roy and Tathagata Banerjee

Exact and Limiting Distributions in Diagonal Pólya Processes pp. 171-185

Srinivasan Balaji and Hosam Mahmoud

Compound Binomial Approximations pp. 187-210

Vydas Čekanavičius and Bero Roos