Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 57, issue 4, 2005

Nonlinear regression modeling using regularized local likelihood method pp. 617-635

Yoshisuke Nonaka and Sadanori Konishi

Comparisons between simultaneous and componentwise splines for varying coefficient models pp. 637-653

Chin-Tsang Chiang

Estimation of the number of components of finite mixtures of multivariate distributions pp. 655-664

Jogi Henna

Strong universal consistency of smooth kernel regression estimates pp. 665-685

Harro Walk

Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints pp. 687-701

Xiaogang Wang and James Zidek

Non-standard asymptotics in an inhomogeneous gamma process pp. 703-732

Nibedita Bandyopadhyay and Ananda Sen

A new instrumental variable estimation for diffusion processes pp. 733-745

Beong So

The empirical distribution function and partial sum process of residuals from a stationary arch with drift process pp. 747-765

Janusz Kawczak, Reg Kulperger and Hao Yu

Informative barycentres in statistics pp. 767-780

Bruno Pelletier

Multivariate versions of Blomqvist’s beta and Spearman’s footrule pp. 781-788

Manuel Úbeda-Flores

Inferences based on a bivariate distribution with von Mises marginals pp. 789-802

Grace Shieh and Richard Johnson

On testing the dilation order and HNBUE alternatives pp. 803-815

F. Belzunce, J. Pinar and J. Ruiz

On a functional equation generalizing the class of semistable distributions pp. 817-831

Mohamed Alaya and Thierry Huillet

D-Optimal designs for weighted polynomial regression—A functional approach pp. 833-844

Fu-Chuen Chang

Volume 57, issue 3, 2005

Estimation in additive cox models by marginal integration pp. 403-423

Toshio Honda

Central limit theorem for asymmetric kernel functionals pp. 425-442

Marcelo Fernandes and Paulo Monteiro

Kernel estimation for stationary density of Markov chains with general state space pp. 443-453

Viviane Campos and Chang Dorea

Estimation of the multivariate normal precision and covariance matrices in a star-shape model pp. 455-484

Dongchu Sun and Xiaoqian Sun

Profile empirical likelihood for parametric and semiparametric models pp. 485-505

Lu Lin, Lixing Zhu and K. Yuen

Resampling student'st-type statistics pp. 507-529

Arnold Janssen

Comparison of the cuscore, GLRT and cusum control charts for detecting a dynamic mean change pp. 531-552

Dong Han and Fugee Tsung

Test for parameter change based on the estimator minimizing density-based divergence measures pp. 553-573

Sangyeol Lee and Okyoung Na

Testing for serial correlation of unknown form in cointegrated time series models pp. 575-595

Pierre Duchesne

Unordered and ordered sample from dirichlet distribution pp. 597-616

Thierry Huillet

Volume 57, issue 2, 2005

ASP fits to multi-way layouts pp. 201-220

Rodolf Beran

Semiparametric spatio-temporal covariance models with the ARMA temporal margin pp. 221-233

Chunsheng Ma

Estimation of nonlinear autoregressive models using design-adapted wavelets pp. 235-253

Véronique Delouille and Rainer Sachs

Functional inference in semiparametric models using the piggyback bootstrap pp. 255-277

John Dixon, Michael Kosorok and Bee Lee

Variance estimation for sample quantiles using them out ofn bootstrap pp. 279-290

K. Cheung and Stephen Lee

Strong convergence of estimators as ε n -minimisers of optimisation problemsof optimisation problems pp. 291-313

Petr Lachout, Eckhard Liebscher and Silvia Vogel

On the posterior median estimators of possibly sparse sequences pp. 315-351

Natalia Bochkina and Theofanis Sapatinas

Joint distributions of numbers of success runs of specified lengths in linear and circular sequences pp. 353-368

Kiyoshi Inoue and Sigeo Aki

Engen's extended negative binomial model revisited pp. 369-387

Nobuaki Hoshino

Generalized skew-elliptical distributions and their quadratic forms pp. 389-401

Marc Genton and Nicola Loperfido

Volume 57, issue 1, 2005

Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small pp. 1-19

Kentaro Tanaka and Akimichi Takemura

A martingale approach to scan statistics pp. 21-37

Vladimir Pozdnyakov, Joseph Glaz, Martin Kulldorff and J. Steele

Regressions for sums of squares of spacings pp. 39-47

S. Kirmani and J. Wesolowski

A generalized Pólya urn model and related multivariate distributions pp. 49-59

Kiyoshi Inoue and Sigeo Aki

Quantile process for left truncated and right censored data pp. 61-69

Szeman Tse

Optimisation of linear unbiased intensity estimators for point processes pp. 71-81

Tomáš Mrkvička and Ilya Molchanov

Joint modeling of cointegration and conditional heteroscedasticity with applications pp. 83-103

Heung Wong, W. Li and Shiqing Ling

A test for independence of two stationary infinite order autoregressive processes pp. 105-127

Eunhee Kim and Sangyeol Lee

Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval pp. 129-143

Éric Marchand and William Strawderman

Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean pp. 145-156

Yuzo Maruyama and Katsunori Iwasaki

Necessary conditions for dominating the James-Stein estimator pp. 157-165

Yuzo Maruyama and William Strawderman

Minimax confidence bound of the normal mean under an asymmetric loss function pp. 167-182

Yushan Xiao, Yoshikazu Takada and Ningzhong Shi

Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE pp. 183-199

Muneya Matsui and Akimichi Takemura

Volume 56, issue 4, 2004

A Bayesian analysis for the seismic data on Taiwan pp. 599-609

Tsai-Hung Fan and Eng-Nan Kuo

Spectral density estimation with amplitude modulation and outlier detection pp. 611-630

Jiancheng Jiang and Y. Hui

Types of likelihood maxima in mixture models and their implication on the performance of tests pp. 631-654

Wilfried Seidel and Hana Ševčíková

Canonical correlations in multi-way layout pp. 655-666

Maria Adam and John Maroulas

Nonparametric estimation under length-biased sampling and Type I censoring: A moment based approach pp. 667-681

Jacobo Uña-álvarez

Asymptotics for a weighted least squares estimator of the disease onset distribution function for a survival-sacrifice model pp. 683-700

Antonio Gomes

Order restricted randomized designs for control versus treatment comparison pp. 701-720

Omer Ozturk and Steven MacEachern

Some characterization results based on the conditional expectation of a function of non-adjacent order statistic (record value) pp. 721-732

Ramesh Gupta and Mohammad Ahsanullah

The Möbius distribution on the disc pp. 733-742

M. Jones

Decompounding poisson random sums: Recursively truncated estimates in the discrete case pp. 743-756

Boris Buchmann and Rudolf Grübel

New estimators of discriminant coefficients as the gradient of log-odds pp. 757-770

Yo Sheena and Arjun Gupta

Another approach to asymptotics and bootstrap of randomly trimmed means pp. 771-790

Zhiqiang Chen and Evarist Giné

Universal consistency of delta estimators pp. 791-818

Jose Vidal-Sanz and Miguel Delgado

Universally consistent conditionalU-statistics for absolutely regular processes and its applications for hidden Markov models pp. 819-832

Michel Harel and Madan Puri

Volume 56, issue 3, 2004

Likelihood-based imputation inference for mean functionals in the presence of missing responses pp. 403-414

Qi-Hua Wang

Detecting stage-wise outliers in hierarchical Bayesian linear models of repeated measures data pp. 415-433

Mario Peruggia, Thomas Santner and Yu-Yun Ho

Indirect assessment of the bivariate survival function pp. 435-448

Nader Ebrahimi

A new algorithm for fixed design regression and denoising pp. 449-473

F. Comte and Y. Rozenholc

Confidence bands in nonparametric regression with length biased data pp. 475-496

J. Cristóbal, J. Ojeda and J. Alcalá

Discrete semi-stable distributions pp. 497-510

Nadjib Bouzar

Tensors and likelihood expansions in the presence of nuisance parameters pp. 511-528

Luigi Pace and Alessandra Salvan

Asymptotic properties of the least squares estimators of the parameters of the chirp signals pp. 529-544

Swagata Nandi and Debasis Kundu

Asymptotic expansion formulas for functionals of ε-Markov processes with a mixing property pp. 545-597

Yuji Sakamoto and Nakahiro Yoshida

Volume 56, issue 2, 2004

Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting pp. 205-223

Sam Efromovich

Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs pp. 225-250

S. Lahiri and Kanchan Mukherjee

Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations pp. 251-264

Lihong Wang

Dependence and the dimensionality reduction principle pp. 265-277

Yannis Yatracos

Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications pp. 279-304

Jacques Dauxois, Guy Nkiet and Yves Romain

A class of multivariate skew-normal models pp. 305-315

Arjun Gupta and John Chen

Waiting time distributions of runs in higher order Markov chains pp. 317-349

Anish Sarkar, Kanwar Sen and Anuradha

Characterization of the skew-normal distribution pp. 351-360

Arjun Gupta, Truc Nguyen and Jose Sanqui

A characterization of the multivariate normal distribution by using the hazard gradient pp. 361-367

Jorge Navarro and Jose Ruiz

On the characterisation of paired monotone metrics pp. 369-381

Paolo Gibilisco and Tommaso Isola

Fisher information ink-records pp. 383-396

Glenn Hofmann and N. Balakrishnan

When does the union of random spherical caps become connected? pp. 397-402

H. Maehara

Volume 56, issue 1, 2004

Some characterizations of minimal Markov basis for sampling from discrete conditional distributions pp. 1-17

Akimichi Takemura and Satoshi Aoki

Bootstrap bandwidth selection in kernel density estimation from a contaminated sample pp. 19-47

A. Delaigle and I. Gijbels

Nonparametric regression with current status data pp. 49-72

Toshio Honda

Nonparametric regression under dependent errors with infinite variance pp. 73-86

Liang Peng and Qiwei Yao

Smoothing estimation of rate function for recurrent event data with informative censoring pp. 87-100

Chin-Tsang Chiang and Mei-Cheng Wang

Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution pp. 101-125

Yo Sheena, A. Gupta and Y. Fujikoshi

Bias of estimator of change point detected by a CUSUM procedure pp. 127-142

Yanhong Wu

Joint distributions associated with patterns, successes and failures in a sequence of multi-state trials pp. 143-168

Kiyoshi Inoue

Waiting time problems for a two-dimensional pattern pp. 169-182

Sigeo Aki and Katuomi Hirano

Unimodality of uniform generalized order statistics, with applications to mean bounds pp. 183-192

Erhard Cramer, Udo Kamps and Tomasz Rychlik

A sequential software release policy pp. 193-204

Yen-Chang Chang