Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 53, issue 4, 2001

Packing Densities and Simulated Tempering for Hard Core Gibbs Point Processes pp. 661-680

S. Mase, J. Møller, D. Stoyan, R. Waagepetersen and G. Döge

On Non-Equally Spaced Wavelet Regression pp. 681-690

Marianna Pensky and Brani Vidakovic

Strong Universal Pointwise Consistency of Recursive Regression Estimates pp. 691-707

Harro Walk

A Bootstrap Approach to Nonparametric Regression for Right Censored Data pp. 708-729

Gang Li and Somnath Datta

Hazard Rate Estimation in Nonparametric Regression with Censored Data pp. 730-745

Ingrid Van Keilegom and Noël Veraverbeke

Estimation of an Exponential Quantile under a General Loss and an Alternative Estimator under Quadratic Loss pp. 746-759

Constantinos Petropoulos and Stavros Kourouklis

Estimation of the Multivariate Normal Precision Matrix under the Entropy Loss pp. 760-768

Xian Zhou, Xiaoqian Sun and Jinglong Wang

Improved Estimation of Parameter Matrices in a One-Sample and Two-Sample Problems pp. 769-780

Pui Leung and Foon Ng

Abstract Inverse Estimation with Application to Deconvolution on Locally Compact Abelian Groups pp. 781-798

Arnoud van Rooij and Frits Ruymgaart

Uniform Asymptotic Expansion of Likelihood Ratio for Markov Dependent Observations pp. 799-809

Andrei Novikov

Intermediate Approach to Comparison of Some Goodness-of-Fit Tests pp. 810-834

Tadeusz Inglot and Teresa Ledwina

Weighted Kaplan-Meier Tests for Umbrella Alternatives pp. 835-852

Wei-Chun Lee and Yuh-Ing Chen

The Hazard Rate and the Reversed Hazard Rate Orders, with Applications to Order Statistics pp. 853-864

Asok Nanda and Moshe Shaked

Nonparametric Bayesian Modeling for Stochastic Order pp. 865-876

Alan Gelfand and Athanasios Kottas

Stability of Order Statistics under Dependence pp. 877-894

Tomasz Rychlik

Exact Distribution of the Distances between Any Occurrences of a Set of Words pp. 895-905

S. Robin and J.-J. Daudin

Volume 53, issue 3, 2001

Information Inequalities in a Family of Uniform Distributions pp. 427-435

Masafumi Akahira and Kei Takeuchi

Decision Theoretic Estimation of the Ratio of Variances in a Bivariate Normal Distribution pp. 436-446

George Iliopoulos

Asymptotic Normality of Kernel Density Estimators under Dependence pp. 447-468

Zudi Lu

Asymptotic Properties of Self-Consistent Estimators with Mixed Interval-Censored Data pp. 469-486

Qiqing Yu, George Wong and Linxiong Li

The Asymptotic Distribution Theory of Bivariate Order Statistics pp. 487-497

H. Barakat

Weighted Empirical Likelihood Ratio Confidence Intervals for the Mean with Censored Data pp. 498-516

Jian-Jian Ren

Empirical Likelihood for a Class of Functionals of Survival Distribution with Censored Data pp. 517-527

Qi-Hua Wang and Bing-Yi Jing

Information in Quantal Response Data and Random Censoring pp. 528-542

Ch. Tsairidis, K. Zografos, K. Ferentinos and T. Papaioannou

Extreme-Value Moment Goodness-of-Fit Tests pp. 543-551

Theodore Hill and Victor Perez-Abreu

Change-Point Detection in Angular Data pp. 552-566

Irina Grabovsky and Lajos Horvath

Stochastic Ordering of Multivariate Normal Distributions pp. 567-575

Alfred Müller

Distributions of the Numbers of Failures and Successes in a Waiting Time Problem pp. 576-598

Stathis Chadjiconstantinidis and Markos Koutras

Distributions of Numbers of Success Runs of Fixed Length in Markov Dependent Trials pp. 599-619

Demetrios Antzoulakos and Stathis Chadjiconstantinidis

Dependence Properties of Multivariate Mixture Distributions and Their Applications pp. 620-630

Baha-Eldin Khaledi and Subhash Kochar

On Random Sampling Without Replacement from a Finite Population pp. 631-646

Subhash Kochar and Ramesh Korwar

Prediction of the Maximum Size in Wicksell's Corpuscle Problem, II pp. 647-660

Rinya Takahashi and Masaaki Sibuya

Volume 53, issue 2, 2001

Optimal Threshold for the k-Out-Of-n Monitor with Dual Failure Modes pp. 189-202

Masaaki Sibuya and Ayako Suzuki

On the Proportional Odds Model in Survival Analysis pp. 203-216

S. Kirmani and Ramesh Gupta

Empirical Best Prediction for Small Area Inference with Binary Data pp. 217-243

Jiming Jiang and P. Lahiri

Tail Behavior and Breakdown Properties of Equivariant Estimators of Location pp. 244-261

Jozef Kušnier and Ivan Mizera

Kullback-Leibler Information Consistent Estimation for Censored Data pp. 262-276

Akio Suzukawa, Hideyuki Imai and Yoshiharu Sato

Minimum Divergence Estimators Based on Grouped Data pp. 277-288

M. Menéndez, D. Morales, L. Pardo and I. Vajda

Asymptotically Local Minimax Estimation of Infinitely Smooth Density with Censored Data pp. 289-306

Eduard Belitser and Boris Levit

Estimation with Sequential Order Statistics from Exponential Distributions pp. 307-324

Erhard Cramer and Udo Kamps

Testing for Uniformity of the Residual Life Time Based on Dynamic Kullback-Leibler Information pp. 325-337

Nader Ebrahimi

Goodness-Of-Fit Tests for the Exponential and the Normal Distribution Based on the Integrated Distribution Function pp. 338-353

Bernhard Klar

Simultaneous Estimation of Several Intraclass Correlation Coefficients pp. 354-369

S. Ahmed, A. Gupta, Saleem Khan and C. Nicol

Statistical Inference in a Linear Model for Spatially Located Sensors and Random Input pp. 370-379

Stanisław Gnot, Ewaryst Rafajłowicz and Agnieszka Urbańska-Motyka

On Affine Equivariant Multivariate Quantiles pp. 380-403

Biman Chakraborty

Generalized Calibration Approach for Estimating Variance in Survey Sampling pp. 404-417

Sarjinder Singh

A New Design Criterion When Heteroscedasticity is Ignored pp. 418-426

Grace Montepiedra and Weng Wong

Volume 53, issue 1, 2001

Golf Swing Motion Analysis: An Experiment on the Use of Verbal Analysis in Statistical Reasoning pp. 1-10

H. Akaike

Special Issue on Nonlinear Non-Gaussian Models and Related Filtering Methods pp. 3-3

Genshiro Kitagawa and Tomoyuki Higuchi

Bayesian Semiparametric Regression Analysis of Multicategorical Time-Space Data pp. 11-30

Ludwig Fahrmeir and Stefan Lang

Fully Bayesian Analysis of Switching Gaussian State Space Models pp. 31-49

Sylvia Frühwirth-Schnatter

A Monte Carlo Filtering Approach for Estimating the Term Structure of Interest Rates pp. 50-62

Akihiko Takahashi and Seisho Sato

Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques pp. 63-81

Hisashi Tanizaki

Maximum a Posteriori Sequence Estimation Using Monte Carlo Particle Filters pp. 82-96

Simon Godsill, Arnaud Doucet and Mike West

Optimal Estimation and Cramér-Rao Bounds for Partial Non-Gaussian State Space Models pp. 97-112

Niclas Bergman, Arnaud Doucet and Neil Gordon

Lévy-Driven Carma Processes pp. 113-124

P. Brockwell

Estimating Functions for Nonlinear Time Series Models pp. 125-141

S. Chandra and Masanobu Taniguchi

Sequential Estimation for a Functional of the Spectral Density of a Gaussian Stationary Process pp. 142-158

Takayuki Shiohama and Masanobu Taniguchi

Asymptotics for Wavelet Based Estimates of Piecewise Smooth Regression for Stationary Time Series pp. 159-178

Young Truong and Prakash Patil

Web Quantlets for Time Series Analysis pp. 179-188

Wolfgang Härdle, Torsten Kleinow and Rolf Tschernig