Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 51, issue 4, 1999

Nonconservative Estimating Functions and Approximate Quasi-Likelihoods pp. 603-619

Jinpang Wang

On a Two-Stage Procedure Having Second-Order Properties with Applications pp. 621-636

Nitis Mukhopadhyay and William Duggan

Existence of Bayesian Estimates for the Polychotomous Quantal Response Models pp. 637-656

Ming-Hui Chen and Qi-Man Shao

Robustness for Inhomogeneous Poisson Point Processes pp. 657-678

Renato Assunção and Peter Guttorp

On Adaptive Combination of Regression Estimators pp. 679-689

Helge Blaker

Multivariate Local Polynomial Fitting for Martingale Nonlinear Regression Models pp. 691-706

Zhan-Qian Lu

Growth Curve Model with Hierarchical Within-Individuals Design Matrices pp. 707-721

Yasunori Fujikoshi, Takashi Kanda and Megu Ohtaki

Efficiency Bounds for Product Designs in Linear Models pp. 723-730

Rainer Schwabe and Weng Wong

Error Bounds for Asymptotic Expansion of the Conditional Variance of the Scale Mixtures of the Multivariate Normal Distribution pp. 731-747

Stergios Fotopoulos and Lijian He

On a Characterization of the Gamma Distribution: The Independence of the Sample Mean and the Sample Coefficient of Variation pp. 749-753

Tea-Yuan Hwang and Chin-Yuan Hu

On Rates and Limit Distributions pp. 755-778

J. Pfanzagl

Conserved Quantities and Symmetries Related to Stochastic Dynamical Systems pp. 779-802

Tetsuya Misawa

Volume 51, issue 3, 1999

Oil Price Shocks and Long Run Price and Import Demand Behavior pp. 399-417

Frank Kleibergen, Herman van Dijk and Jean-Pierre Urbain

Joint Distributions of Runs in a Sequence of Multi-State Trials pp. 419-447

Qing Han and Sigeo Aki

Certain Probabilistic Aspects of Semistable Laws pp. 449-462

Makoto Maejima and Gennady Samorodnitsky

Some Properties and Improvements of the Saddlepoint Approximation in Nonlinear Regression pp. 463-478

Andrej Pázman

Approximation of the Posterior Distribution in a Change-Point Problem pp. 479-497

Subhashis Ghosal, Jayanta Ghosh and Tapas Samanta

Posterior Sensitivity to the Sampling Distribution and the Prior: More than One Observation pp. 499-513

Sanjib Basu

Bootstrapping Pseudolikelihood Models for Clustered Binary Data pp. 515-530

Marc Aerts and Gerda Claeskens

When is an Equally-Weighted Design D-optimal? pp. 531-540

Ramón Ardanuy, J. López-Fidalgo, Patrick Laycock and Weng Wong

Counting Bumps pp. 541-569

Ricardo Fraiman and Jean Meloche

Point and Interval Estimation of P(X > Y): The Normal Case with Common Coefficient of Variation pp. 571-584

Ramesh Gupta, S. Ramakrishnan and Xingwang Zhou

A Method for Testing Nested Point Null Hypotheses Using Multiple Bayes Factor pp. 585-602

Hea-Jung Kim

Volume 51, issue 2, 1999

Linear Bayes and Optimal Estimation pp. 201-215

V. Godambe

Conservatism of the z Confidence Interval Under Symmetric and Asymmetric Departures from Normality pp. 217-230

Sanjib Basu

On the Estimation of Jump Points in Smooth Curves pp. 231-251

Irene Gijbels, Peter Hall and Aloïs Kneip

Moment Estimation for Multivariate Extreme Value Distribution in a Nested Logistic Model pp. 253-264

Daoji Shi and Shengsheng Zhou

On Estimation of Poisson Intensity Functions pp. 265-280

Roelof Helmers and Ričardas Zitikis

Empirical Bayes Procedures for Selecting the Best Population with Multiple Criteria pp. 281-299

Wen-Tao Huang and Yao-Tsung Lai

On the Distribution of the Extremes of Unequally Correlated Normal Variables with Applications to Antedependent Cluster Data pp. 301-322

Krishna Saha and B. Sutradhar

On Waiting Time Problems Associated with Runs in Markov Dependent Trials pp. 323-330

Demetrios Antzoulakos

Bivariate Distributions with Pearson Type VII Conditionals pp. 331-344

Athanasios Kottas, Konstantinos Adamidis and Sotirios Loukas

Equality in Distribution in a Convex Ordering Family pp. 345-349

J. Huang and G. Lin

On Moments of Bivariate Order Statistics pp. 351-358

H. Barakat

On the First Entry Time of a ℤ + -valued AR(1) Process pp. 359-367

Emad-Eldin Aly and Nadjib Bouzar

Limit Theorems for Stopped Functionals of Markov Renewal Processes pp. 369-382

Gerold Alsmeyer and Allan Gut

Covariate Transformation Diagnostics for Generalized Linear Models pp. 383-398

Andy Lee and John Yick

Volume 51, issue 1, 1999

Distributions of Runs and Consecutive Systems on Directed Trees pp. 1-15

Sigeo Aki

Sooner and Later Waiting Time Problems for Runs in Markov Dependent Bivariate Trials pp. 17-29

Sigeo Aki and Katuomi Hirano

Strong Consistency of the Maximum Product of Spacings Estimates with Applications in Nonparametrics and in Estimation of Unimodal Densities pp. 31-49

Yongzhao Shao and Marjorie Hahn

Bandwidth Selection in Density Estimation with Truncated and Censored Data pp. 51-70

C. Sánchez-Sellero, W. González-Manteiga and R. Cao

Non-parametric Estimation for the M/G/∞ Queue pp. 71-97

N. Bingham and Susan Pitts

Parametrization Invariance with Respect to Second Order Admissibility Under Mean Squared Error pp. 99-110

Yoshiji Takagi

Linear Versus Nonlinear Rules for Mixture Normal Priors pp. 111-124

Brani Vidakovic

Goodness of Fit Tests in Random Coefficient Regression Models pp. 125-148

Pedro Delicado and Juan Romo

On Testing for the Number of Components in a Mixed Poisson Model pp. 149-162

Dimitris Karlis and Evdokia Xekalaki

Asymptotics of the Expected Posterior pp. 163-185

Bertrand Clarke and Dongchu Sun

Second Order Expansions for the Moments of Minimum Point of an Unbalanced Two-sided Normal Random Walk pp. 187-200

Yanhong Wu

Volume 50, issue 4, 1998

Parametric Statistical Uncertainty Relations and Parametric Statistical Fundamental Equations pp. 603-626

T. Matsunawa

Asymptotic Properties of a Class of Mixture Models for Failure Data: The Interior and Boundary Cases pp. 627-653

H. Vu, R. Maller and X. Zhou

On Generating Functions of Waiting Time Problems for Sequence Patterns of Discrete Random Variables pp. 655-671

Masayuki Uchida

Large Deviation and Other Results for Minimum Contrast Estimators pp. 673-695

Jens Jensen and Andrew Wood

Combined and Least Squares Empirical Likelihood pp. 697-714

Bruce Brown and Song Chen

On Best Equivariance and Admissibility of Simultaneous MLE for Mean Direction Vectors of Several Langevin Distributions pp. 715-727

Ashis Sengupta and Ranjan Maitra

Recursive Estimation of Regression Functions by Local Polynomial Fitting pp. 729-754

J. Vilar-Fernández and J. Vilar-Fernández

Assessing Local Influence in Canonical Correlation Analysis pp. 755-772

Hong Gu and Wing Fung

Estimation of the Coefficient of Multiple Determination pp. 773-788

Nabendu Pal and Wooi Lim

A State Space Model for Software Reliability pp. 789-799

Yen-Chang Chang and Lii-Yuh Leu

Volume 50, issue 3, 1998

Use of Markov Chain Monte Carlo Methods in a Bayesian Analysis of the Block and Basu Bivariate Exponential Distribution pp. 403-416

Jorge Achcar and Roseli Leandro

The Covariance Adjusted Location Linear Discriminant Function for Classifying Data with Unequal Dispersion Matrices in Different Locations pp. 417-431

Chi-Ying Leung

A Characterization of Monotone and Regular Divergences pp. 433-450

J. Corcuera and F. Giummolè

Asymptotic Comparisons of Several Variance Estimators and their Effects for Studentizations pp. 451-470

Yoshihiko Maesono

On Tyler's M-Functional of Scatter in High Dimension pp. 471-491

Lutz Dümbgen

On Minimum Distance Estimation in Recurrent Markov Step Processes II pp. 493-502

R. Höpfner and Yu. Kutoyants

Minimum Disparity Estimation in Linear Regression Models: Distribution and Efficiency pp. 503-521

Ro Pak and Ayanendranath Basu

Estimation of the Scale Matrix and its Eigenvalues in the Wishart and the Multivariate F Distributions pp. 523-530

Pui Leung and Wai Chan

Some Simple Test Procedures for Normal Mean Vector with Incomplete Data pp. 531-542

K. Krishnamoorthy and Maruthy Pannala

Distributional Properties of Exceedance Statistics pp. 543-565

Jacek Wesołowski and Mohammad Ahsanullah

Weighted Poisson Distributions for Overdispersion and Underdispersion Situations pp. 567-585

Joan Del Castillo and Marta Pérez-Casany

On Number of Occurrences of Success Runs of Specified Length in a Higher-Order Two-State Markov Chain pp. 587-601

Masayuki Uchida

Volume 50, issue 2, 1998

Joint Distributions of Numbers of Success-runs Until the First Consecutive k Successes in a Higher-Order Two-State Markov Chain pp. 203-222

Masayuki Uchida

Data Sphering: Some Properties and Applications pp. 223-240

Jian Zhang

The Decomposition of the Behrens-Fisher Statistic in q-Dimensional Common Principal Component Submodels pp. 241-252

D.G. Nel and I. Pienaar

A Simple Goodness-of-fit Test for Linear Models Under a Random Design Assumption pp. 253-275

Holger Dette and Axel Munk

Testing for Varying Dispersion in Exponential Family Nonlinear Models pp. 277-294

Bo-Cheng Wei, Jian-Qing Shi, Wing-Kam Fung and Yue-Qing Hu

f-Dissimilarity of Several Distributions in Testing Statistical Hypotheses pp. 295-310

K. Zografos

Simple-Tree Weighted Logrank Tests for Right-Censored Data pp. 311-324

Yuh-Ing Chen

The Nonexistence of Procedures with Bounded Performance Characteristics in Certain Parametric Inference Problems pp. 325-335

Yoshikazu Takada

Inference for the Tail Parameters of a Linear Process with Heavy Tail Innovations pp. 337-359

Somnath Datta and William McCormick

Prediction of the Maximum Size in Wicksell's Corpuscle Problem pp. 361-377

Rinya Takahashi and Masaaki Sibuya

Space-Time Point-Process Models for Earthquake Occurrences pp. 379-402

Yosihiko Ogata

Volume 50, issue 1, 1998

An Application of Multiple Comparison Techniques to Model Selection pp. 1-13

Hidetoshi Shimodaira

Estimating the Finite Population Versions of Mean Residual Life-Time Function and Hazard Function Using Bayes Method pp. 15-27

Nader Ebrahimi

The Order of the Error Term for Moments of the Log Likelihood Ratio Unit Root Test in an Autoregressive Process pp. 29-48

Rolf Larsson

Dependence Between Order Statistics in Samples from Finite Population and its Application to Ranked Set Sampling pp. 49-70

Koiti Takahasi and Masao Futatsuya

The Bahadur-Kiefer Representation of the Two Dimensional Spatial Medians pp. 71-86

Miguel Arcones

Second Order Representations of the Least Absolute Deviation Regression Estimator pp. 87-117

Miguel Arcones

Sequential Fixed-Width Confidence Interval for the Product of Two Means pp. 119-145

Shen Zheng, T. Sriram and Andrew Seila

Analysis of Multi-Unit Variance Components Models with State Space Profiles pp. 147-164

John Tsimikas and Johannes Ledolter

On Maximum Likelihood Estimation for Gaussian Spatial Autoregression Models pp. 165-186

Jaroslav Mohapl

A Remark on a Fourier Bounding Method of Proof for Convergence of Sums of Periodograms pp. 187-202

A. Benn and R. Kulperger