Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 52, issue 4, 2000

Nonparametric Density Estimation for a Long-Range Dependent Linear Process pp. 599-611

Toshio Honda

Boundary Bias Correction for Nonparametric Deconvolution pp. 612-629

Shunpu Zhang and Rohana Karunamuni

Laws of Iterated Logarithm and Related Asymptotics for Estimators of Conditional Density and Mode pp. 630-645

K. Mehra, Y. Ramakrishnaiah and P. Sashikala

Sequential Estimation of the Maximum in a Model for Corrosion Data pp. 646-657

Adam Martinsek

Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-Point Problems pp. 658-679

Wolfgang Bischoff and Frank Miller

Nonparametric Methods for Checking the Validity of Prior Order Information pp. 680-697

Guohua Pan

Hypotheses Testing for Error-in-Variables Models pp. 698-711

Patricia Gimenez, Heleno Bolfarine and Enrico Colosimo

Linex Unbiasedness in a Prediction Problem pp. 712-721

Yushan Xiao

Joint Bayesian Analysis of Factor Scores and Structural Parameters in the Factor Analysis Model pp. 722-736

Sik-Yum Lee and Jian-Qing Shi

Bayesian Influence Assessment in the Growth Curve Model with Unstructured Covariance pp. 737-752

Jian-Xin Pan and Wing-Kam Fung

Influence Diagnostics in the Common Canonical Variates Model pp. 753-766

Hong Gu and Wing Fung

Numbers of Success-Runs of Specified Length Until Certain Stopping Time Rules and Generalized Binomial Distributions of Order k pp. 767-777

Sigeo Aki and Katuomi Hirano

Waiting Time Problems in a Two-State Markov Chain pp. 778-789

Qing Han and Sigeo Aki

On Geometric Infinite Divisibility and Stability pp. 790-799

Emad-Eldin Aly and Nadjib Bouzar

Volume 52, issue 3, 2000

Sooner and Later Waiting Time Problems Based on a Dependent Sequence pp. 407-414

Qing Han and Sigeo Aki

Joint Distribution of Rises and Falls pp. 415-425

James Fu and W.Y. Lou

Asymptotic Distribution of Estimated Affinity between Multiparameter Exponential Families pp. 426-437

Steven Garren

On the Bessel Distribution and Related Problems pp. 438-447

Lin Yuan and John Kalbfleisch

On the Characteristic Properties of Exponential Distribution pp. 448-458

Ismihan Bairamov

Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes pp. 459-470

Toshio Honda

Probability Density Function Estimation Using Gamma Kernels pp. 471-480

Song Chen

A Cautionary Note on Likelihood Ratio Tests in Mixture Models pp. 481-487

Wilfried Seidel, Karl Mosler and Manfred Alker

Bivariate Sign Tests Based on the Sup, L 1 and L 2 Norms pp. 488-506

Denis Larocque, Serge Tardif and Constance van Eeden

Reducing Bias Without Prejudicing Sign pp. 507-518

Peter Hall, Brett Presnell and Berwin Turlach

A Two-Step Smoothing Method for Varying-Coefficient Models with Repeated Measurements pp. 519-543

Colin Wu, Kai Yu and Chin-Tsang Chiang

Discriminant Analysis When a Block of Observations is Missing pp. 544-556

Hie-Choon Chung and Chien-Pai Han

Convex Optimal Designs for Compound Polynomial Extrapolation pp. 557-573

Holger Dette and Mong-Na Lo Huang

A Unified Approach to Second Order Optimality Criteria in Nonlinear Design of Experiments pp. 574-597

Holger Dette and Yuri Grigoriev

Volume 52, issue 2, 2000

Quantitative Approximation to the Ordered Dirichlet Distribution under Varying Basic Probability Spaces pp. 197-214

Tomoya Yamada and Tadashi Matsunawa

Moment-Based Approximations of Distributions Using Mixtures: Theory and Applications pp. 215-230

Bruce Lindsay, Ramani Pilla and Prasanta Basak

Exponential Mixture Representation of Geometric Stable Distributions pp. 231-238

Tomasz Kozubowski

Optimal Allocation for Symmetric Distributions in Ranked Set Sampling pp. 239-254

Amarjot Kaur, G. Patil and C. Taillie

Rank Tests Based on Exceeding Observations pp. 255-266

Eugenia Stoimenova

Goodness-of-Fit Tests for the Cauchy Distribution Based on the Empirical Characteristic Function pp. 267-286

Nora Gürtler and Norbert Henze

Model Selection for Variable Length Markov Chains and Tuning the Context Algorithm pp. 287-315

Peter Bühlmann

On Least Squares Estimation for Stable Nonlinear AR Processes pp. 316-331

Jian-Feng Yao

Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances pp. 332-342

Alan Wan and Anoop Chaturvedi

Estimating Equations with Nuisance Parameters: Theory and Applications pp. 343-350

Ke-Hai Yuan and Robert Jennrich

Robustness Comparisons of Some Classes of Location Parameter Estimators pp. 351-366

John Collins

Influence Analysis for Linear Measurement Error Models pp. 367-379

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

Simultaneous Estimation of Several Stratum Means under Error-in-Variables Superpopulation Models pp. 380-396

Guohua Zou and Alan Wan

Some Optimal Strategies for Bandit Problems with Beta Prior Distributions pp. 397-405

Chien-Tai Lin and C. Shiau

Volume 52, issue 1, 2000

Some Geometry of the Cone of Nonnegative Definite Matrices and Weights of Associated X 2 Distribution pp. 1-14

Satoshi Kuriki and Akimichi Takemura

Uniformly More Powerful, Two-Sided Tests for Hypotheses about Linear Inequalities pp. 15-27

Liu Huimei

Coverage Properties of One-Sided Intervals in the Discrete Case and Application to Matching Priors pp. 28-42

Judith Rousseau

Comparing the Likelihood Functions of Phylogenetic Trees pp. 43-56

A. Bar-Hen and H. Kishino

Model Selection Using the Estimative and the Approximate p* Predictive Densities pp. 57-70

Paolo Vidoni

Testing for Unit Roots in a Nearly Nonstationary Spatial Autoregressive Process pp. 71-83

B. Bhattacharyya, X. Li, M. Pensky and G. Richardson

A Stochastic Advection-Diffusion Model for the Rocky Flats Soil Plutonium Data pp. 84-107

Jaroslav Mohapl

Time-Varying Parameters Prediction pp. 108-122

Carlo Grillenzoni

Positron Emission Tomography and Random Coefficients Regression pp. 123-138

Andrey Feuerverger and Yehuda Vardi

The Local Bootstrap for Kernel Estimators under General Dependence Conditions pp. 139-159

Efstathios Paparoditis and Dimitris Politis

Consistency and Asymptotic Normality of Estimators in a Proportional Hazards Model with Interval Censoring and Left Truncation pp. 160-172

Somnath Datta, Glen Satten and John Williamson

On the Optimality of Estimators Based on P-Sufficient Statistics pp. 173-183

Vasant Bhapkar

Start-Up Demonstration Tests with Rejection of Units upon Observing d Failures pp. 184-196

N. Balakrishnan and P. Chan