Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 54, issue 4, 2002

On Waiting Time for Reversed Patterns in Random Sequences pp. 713-718

Sigeo Aki and Katuomi Hirano

The Exact and Limiting Distributions for the Number of Successes in Success Runs Within a Sequence of Markov-Dependent Two-State Trials pp. 719-730

James Fu, W. Lou, Zhi-Dong Bai and Gang Li

Generalized Pearson Distributions and Related Characterization Problems pp. 731-742

Claude Lefèvre, Vasilis Papathanasiou and Sergey Utev

Saddlepoint Approximation for the Distribution Function Near the Mean pp. 743-747

Bo Yang and John Kolassa

Back to the Local Score in the Logarithmic Case: A Direct and Simple Proof pp. 748-757

J.-N. Bacro, J.-J. Daudin, S. Mercier and S. Robin

Blind Deconvolution When Noise is Symmetric: Existence and Examples of Solutions pp. 758-767

Steven Ellis

Sufficient Dimension Reduction and Graphics in Regression pp. 768-795

Francesca Chiaromonte and R. Cook

On a Multiparameter Version of Tukey's Linear Sensitivity Measure and its Properties pp. 796-805

B. Chandrasekar and N. Balakrishnan

Information Inequalities for the Bayes Risk for a Family of Non-Regular Distributions pp. 806-815

Masafumi Akahira and Nao Ohyauchi

Maximum Likelihood Estimation of Asymmetric Laplace Parameters pp. 816-826

Samuel Kotz, Tomasz Kozubowski and Krzysztof Podgórski

Efficient Non-Iterative and Nonparametric Estimation of Heterogeneity Variance for the Standardized Mortality Ratio pp. 827-839

Dankmar Böhning, Uwe Malzahn, Jesus Sarol, Sasivimol Rattanasiri and Annibale Biggeri

On New Moment Estimation of Parameters of the Gamma Distribution Using its Characterization pp. 840-847

Tea-Yuan Hwang and Ping-Huang Huang

A Comparison of Restricted and Unrestricted Estimators in Estimating Linear Functions of Ordered Scale Parameters of Two Gamma Distributions pp. 848-860

Yuan-Tsung Chang and Nobuo Shinozaki

Estimation of the Common Mean of a Bivariate Normal Population pp. 861-878

Philip Yu, Yijun Sun and Bimal Sinha

Universal Consistency of Local Polynomial Kernel Regression Estimates pp. 879-899

Michael Kohler

Improving Penalized Least Squares through Adaptive Selection of Penalty and Shrinkage pp. 900-917

Rudolf Beran

Independence of Likelihood Ratio Criteria for Homogeneity of Several Populations pp. 918-933

Takesi Hayakawa

Multivariate Percentile Tests for Incomplete Data pp. 934-944

Hyo-Il Park

D-Optimal Designs for Trigonometric Regression Models on a Partial Circle pp. 945-959

Holger Dette, Viatcheslav Melas and Andrey Pepelyshev

Volume 54, issue 3, 2002

Statistical Asymptotic Theory of Active Learning pp. 459-475

Takafumi Kanamori

Asymptotic Theory for the Gamma Frailty Model with Dependent Censoring pp. 476-499

Michael Kosorok, Jason Fine, Hongyu Jiang and Rick Chappell

On the Asymptotic Stability of the Intrinsic and Fractional Bayes Factors for Testing Some Diffusion Models pp. 500-516

S. Sivaganesan and Rama Lingham

A General Class of Change Point and Change Curve Modeling for Life Time Data pp. 517-530

Kaushik Patra and Dipak Dey

Goodness-Of-Fit Tests Based on Estimated Expectations of Probability Integral Transformed Order Statistics pp. 531-542

Jan Swanepoel and Francois Van Graan

Power Divergence Family of Tests for Categorical Time Series Models pp. 543-564

Konstantinos Fokianos

Tests of Parameters of Several Gamma Distributions with Inequality Restrictions pp. 565-576

Bhaskar Bhattacharya

Beta Approximation to the Distribution of Kolmogorov-Smirnov Statistic pp. 577-584

Jin Zhang and Yuehua Wu

Likelihood Ratio Statistic for Exponential Mixtures pp. 585-594

Gabriela Ciuperca

Estimation in Linear Models with Random Effects and Errors-in-Variables pp. 595-606

Xu-Ping Zhong, Wing-Kam Fung and Bo-Cheng Wei

Limit Processes with Independent Increments for the Ewens Sampling Formula pp. 607-620

Suresh Babu and Eugenijus Manstavičius

A Monotonicity of Moments Concerned with Order Restricted Statistical Inference pp. 621-625

Kentaro Nomakuchi

On the Ranked-Set Sampling M-Estimates for Symmetric Location Families pp. 626-640

Xiaoyue Zhao and Zehua Chen

Modified Maximum Likelihood Estimators Based on Ranked Set Samples pp. 641-658

Gang Zheng and Mohammad Al-Saleh

Estimation of the Size and Mean Value of a Stigmatized Characteristic of a Hidden Gang in a Finite Population: A Unified Approach pp. 659-666

Raghunath Arnab and Sarjinder Singh

Fisher Information in an Order Statistic and its Concomitant pp. 667-680

Z. Abo-Eleneen and H. Nagaraja

Generalized Waiting Time Problems Associated with Pattern in Polya's Urn Scheme pp. 681-688

Kiyoshi Inoue and Sigeo Aki

On the Distribution of the Sum of n Non-Identically Distributed Uniform Random Variables pp. 689-700

David Bradley and Ramesh Gupta

Density Deconvolution of Different Conditional Distributions pp. 701-712

Marianna Pensky and Ahmed Zayed

Volume 54, issue 2, 2002

Quasi-Profile Log Likelihoods for Unbiased Estimating Functions pp. 235-244

G. Adimari and L. Ventura

Estimating the Innovation Distribution in Nonlinear Autoregressive Models pp. 245-260

Anton Schick and Wolfgang Wefelmeyer

Sensitivity Analysis of M-Estimates of Nonlinear Regression Model: Influence of Data Subsets pp. 261-290

Jan Víšek

Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors pp. 291-311

Jan Beran and Yuanhua Feng

Local Linear Smoothers Using Asymmetric Kernels pp. 312-323

Song Chen

Bayesian Prediction Analysis for Growth Curve Model Using Noninformative Priors pp. 324-337

Gwowen Shieh and Jack Lee

Partition-Weighted Monte Carlo Estimation pp. 338-354

Ming-Hui Chen and Qi-Man Shao

On the Positive Definiteness of the Information Matrix Under the Binary and Poisson Mixed Models pp. 355-366

Rahul Mukerjee and Brajendra Sutradhar

Dimension Asymptotics for Generalised Bootstrap in Linear Regression pp. 367-381

Snigdhansu Chatterjee and Arup Bose

Asymptotic Efficiency of Maesono Statistics for Testing of Symmetry pp. 382-390

Yakov Nikitin and E. Ponikarov

Asymptotic Bound on the Characteristic Function of Signed Linear Serial Rank Statistics pp. 391-403

M'hammed Kadri and Khalid Rifi

On Bivariate Lack of Memory Property and a New Definition pp. 404-410

Dilip Roy

Compound Poisson Approximation for Multiple Runs in a Markov Chain pp. 411-424

Ourania Chryssaphinou and Eutichia Vaggelatou

Goodness-of-Fit Tests for the Inverse Gaussian Distribution Based on the Empirical Laplace Transform pp. 425-444

Norbert Henze and Bernhard Klar

On Rescaled Poisson Processes and the Brownian Bridge pp. 445-457

Frederic Schoenberg

Volume 54, issue 1, 2002

Generalized Pseudo-Likelihood Estimates for Markov Random Fields on Lattice pp. 1-18

Fuchun Huang and Yosihiko Ogata

Kernel Density and Hazard Rate Estimation for Censored Data under α-Mixing Condition pp. 19-28

Eckhard Liebscher

A Data Driven Smooth Test for Circular Uniformity pp. 29-44

M. Bogdan, K. Bogdan and A. Futschik

Detecting and Diagnostic Checking Multivariate Conditional Heteroscedastic Time Series Models pp. 45-59

H. Wong and Wenli Li

A Test for Additivity in Nonparametric Regression pp. 60-82

Stephan Derbort, Holger Dette and Axel Munk

Locally Adaptive Wavelet Empirical Bayes Estimation of a Location Parameter pp. 83-99

Marianna Pensky

Bayesian Sampling Plans for Exponential Distribution Based on Type I Censoring Data pp. 100-113

Yu-Pin Lin, TaChen Liang and Wen-Tao Huang

Expansions for the Distributions of Some Normalized Summations of Random Numbers of I.I.D. Random Variables pp. 114-124

Nan Wang and Wei Liu

A Notion of α-Monotonicity with Generalized Multiplications pp. 125-137

Emad-Eldin Aly and Nadjib Bouzar

The Inverse Gaussian Models: Analogues of Symmetry, Skewness and Kurtosis pp. 138-154

Govind Mudholkar and Rajeshwari Natarajan

Computing Estimates in the Proportional Odds Model pp. 155-168

David Hunter and Kenneth Lange

Special Section on Nonparametric Approach to Time Series Analysis pp. 169-169

Tomoyuki Higuchi and Genshiro Kitagawa

The SLEX Model of a Non-Stationary Random Process pp. 171-200

Hernando Ombao, Jonathan Raz, Rainer von Sachs and Wensheng Guo

Local Spectral Envelope: An Approach Using Dyadic Tree-Based Adaptive Segmentation pp. 201-223

David Stoffer, Hernando Ombao and David Tyler

Estimating Invariant Probability Densities for Dynamical Systems pp. 224-233

Devin Kilminster, David Allingham and Alistair Mees