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 55, issue 4, 2003

Selection of smoothing parameters inB-spline nonparametric regression models using information criteria pp. 671-687

Seiya Imoto and Sadanori Konishi

Adjusted empirical likelihood method for quantiles pp. 689-703

Wang Zhou and Bing-Yi Jing

Semiparametric estimation of the long-range parameter pp. 705-736

J. Hidalgo and Yoshihiro Yajima

Forecasting non-stationary time series by wavelet process modelling pp. 737-764

Piotr Fryzlewicz, Sébastien Bellegem and Rainer Sachs

Resampling time series using missing values techniques pp. 765-796

Andrés Alonso, Daniel Peña and Juan Romo

A bivariate uniform autoregressive process pp. 797-802

Miroslav Ristić and Biljana Popović

On Bayes and unbiased estimators of loss pp. 803-816

Dominique Fourdrinier and William Strawderman

ML estimation for multivariate shock models via an EM algorithm pp. 817-830

Dimitris Karlis

Improvements of goodness-of-fit statistics for sparse multinomials based on normalizing transformations pp. 831-848

Nobuhiro Taneichi, Yuri Sekiya and Hideyuki Imai

Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test pp. 849-864

Wolfgang Bischoff, Enkelejd Hashorva, Jürg Hüsler and Frank Miller

On the distribution of the total number of run lengths pp. 865-884

D. Antzoulakos, S. Bersimis and M. Koutras

One-sided variations on binary search trees pp. 885-900

Hosam Mahmoud

Volume 55, issue 3, 2003

On estimation in multivariate linear calibration with elliptical errors pp. 447-466

Hisayuki Tsukuma

On the cusum of squares test for variance change in nonstationary and nonparametric time series models pp. 467-485

Sangyeol Lee, Okyoung Na and Seongryong Na

Characterization of the least concave majorant of brownian motion, conditional on a vertex point, with application to construction pp. 487-497

Chris Carolan and Richard Dykstra

Characterizations of the exponential distribution by stochastic ordering properties of the geometric compound pp. 499-506

Chin-Yuan Hu and Gwo Lin

On multivariate Gaussian tails pp. 507-522

Enkelejd Hashorva and Jürg Hüsler

On discrete α-unimodality pp. 523-535

Emad-Eldin Aly and Nadjib Bouzar

Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models pp. 537-553

Yasunori Fujikoshi, Takafumi Noguchi, Megu Ohtaki and Hirokazu Yanagihara

Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics pp. 555-561

Alex Gottlieb

On the asymptotic accuracy of the bootstrap under arbitrary resampling size pp. 563-583

Miguel Arcones

Empirical likelihood for partial linear models pp. 585-595

Qi-Hua Wang and Bing-Yi Jing

Edgeworth expansion in censored linear regression model pp. 597-617

Gensheng Qin and Bing-Yi Jing

A central limit theorem for theL 2 error of positive wavelet density estimator pp. 619-637

J. Ghorai

A new class of metric divergences on probability spaces and its applicability in statistics pp. 639-653

Ferdinand Österreicher and Igor Vajda

Optimal volume-corrected laplace-metropolis method pp. 655-670

Su-Yun Huang, Chuhsing Hsiao and Ching-Wei Chang

Volume 55, issue 2, 2003

A continuous parametric shape model pp. 227-242

Asger Hobolth, Jan Pedersen and Eva Jensen

Exact one-sided simultaneous confidence bands via Uusipaikka’s method pp. 243-250

Wei Pan, Walter Piegorsch and R. West

I-projection onto isotonic cones and its applications to maximum likelihood estimation for log-linear models pp. 251-263

Wei Gao and Ning-Zhong Shi

Bounded influence regression using high breakdown scatter matrices pp. 265-285

Christophe Croux, Stefan Aelst and Catherine Dehon

Strong consistency of automatic kernel regression estimates pp. 287-308

Michael Kohler, Adam Krzyżak and Harro Walk

On a family of distributions attaining the Bhattacharyya bound pp. 309-317

Hidekazu Tanaka and Masafumi Akahira

Exact likelihood inference based on Type-I and Type-II hybrid censored samples from the exponential distribution pp. 319-330

A. Childs, B. Chandrasekar, N. Balakrishnan and D. Kundu

Bootstrap for the conditional distribution function with truncated and censored data pp. 331-357

M. Iglesias Pérez and W. González Manteiga

Bezier curve smoothing of the Kaplan-Meier estimator pp. 359-367

Choongrak Kim, Byeong Park, Woochul Kim and Chiyon Lim

Preface pp. 369-370

Kenji Fukumizu, Yukito Iba, Takashi Tsuchiya and Koji Tsuda

New approaches to statistical learning theory pp. 371-389

Olivier Bousquet

Dealing with large diagonals in kernel matrices pp. 391-408

Jason Weston, Bernhard Schölkopf, Eleazar Eskin, Christina Leslie and William Noble

Parameter estimation in general state-space models using particle methods pp. 409-422

Arnaud Doucet and Vladislav Tadić

Nonparametric adaptive detection in fading channels based on sequential Monte Carlo and Bayesian model averaging pp. 423-436

Dong Guo, Xiaodong Wang and Rong Chen

Stability of Markovian structure observed in high frequency foreign exchange data pp. 437-446

Mieko Tanaka-Yamawaki

Volume 55, issue 1, 2003

Probability matching priors for predicting a dependent variable with application to regression models pp. 1-6

Gauri Datta and Rahul Mukerjee

Bayesian estimation of system reliability in Brownian stress-strength models pp. 7-19

Sanjib Basu and Rama Lingham

Estimation of partial linear error-in-response models with validation data pp. 21-39

Qi-Hua Wang

Consistent and asymptotically normal estimators for cyclically time-dependent linear models pp. 41-68

Abdelouahab Bibi and Christian Francq

Density estimation for a class of stationary nonlinear processes pp. 69-82

Kamal Chanda

Edgeworth expansions for compound Poisson processes and the bootstrap pp. 83-94

Gutti Babu, Kesar Singh and Yaning Yang

Asymptotic bounds for estimators without limit distribution pp. 95-110

J. Pfanzagl

Mann-Whitney test for associated sequences pp. 111-119

Isha Dewan and B. Rao

Testing for increasing convex order in several populations pp. 121-136

Xinsheng Liu and Jinde Wang

Tests of fit for the Rayleigh distribution based on the empirical Laplace transform pp. 137-151

Simos Meintanis and George Iliopoulos

Generalized binomial and negative binomial distributions of orderk by thel-overlapping enumeration scheme pp. 153-167

Kiyoshi Inoue and Sigeo Aki

Prediction and calibration in generalized linear models pp. 169-185

Paolo Vidoni

A note on likelihood asymptotics in normal linear regression pp. 187-195

Nicola Sartori

L 1 linear interpolator for missing values in time series pp. 197-216

Zudi Lu and Y. Hui

Limiting behaviour of the mean residual life pp. 217-226

David Bradley and Ramesh Gupta