Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 49, issue 4, 1997

Fitting a Normal Distribution When the Model is Wrong pp. 601-614

J.B. Copas and C.B. Stride

On Mad and Comedians pp. 615-644

Michael Falk

Local Asymptotic Normality in Extreme Value Index Estimation pp. 645-666

Frank Marohn

Estimating Diffusion Coefficients From Count Data: Einstein-Smoluchowski Theory Revisited pp. 667-679

N.H. Bingham and Bruce Dunham

Controlling Type II Error While Constructing Triple Sampling Fixed Precision Confidence Intervals for the Normal Mean pp. 681-692

M. Son, L. Haugh, H. Hamdy and M. Costanza

Testing Hypotheses About the Power Law Process Under Failure Truncation Using Intrinsic Bayes Factors pp. 693-710

Rama Lingham and S. Sivaganesan

Relationships Between Post-Data Accuracy Measures pp. 711-726

Constantinos Goutis and George Casella

Exact Bounds for the Expectations of Order Statistics from Non-Negative Populations pp. 727-736

Nickos Papadatos

Moments of Limits of Lightly Trimmed Sums of Random Vectors in the Generalized Domain of Normal Attraction of Non-Gaussian Operator-Stable Laws pp. 737-747

Makoto Maejima

Replenishment-Depletion Urn in Equilibrium pp. 749-760

L.R. Shenton and K.O. Bowman

Choosing a Linear Model with a Random Number of Change-Points and Outliers pp. 761-775

Henri Caussinus and Faouzi Lyazrhi

A Berry-Esséen Theorem for Serial Rank Statistics pp. 777-799

Marc Hallin and Khalid Rifi

Volume 49, issue 3, 1997

Assessing the Error Probability of the Model Selection Test pp. 395-410

Hidetoshi Shimodaira

Bootstrapping Log Likelihood and EIC, an Extension of AIC pp. 411-434

Makio Ishiguro, Yosiyuki Sakamoto and Genshiro Kitagawa

A Fenchel Duality Aspect of Iterative I-Projection Procedures pp. 435-446

Bhaskar Bhattacharya and Richard Dykstra

Empirical Likelihood Type Confidence Intervals Under Random Censorship pp. 447-466

Gianfranco Adimari

Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression pp. 467-491

Ingrid Van Keilegom and Noël Veraverbeke

Statistical Inference in Single-Index and Partially Nonlinear Models pp. 493-517

Jiti Gao and Hua Liang

Joint Distributions of Numbers of Success-Runs and Failures Until the First Consecutive k Successes in a Binary Sequence pp. 519-529

N. Balakrishnan

Probability Distribution Functions of Succession Quotas in the Case of Markov Dependent Trials pp. 531-539

Demetrios Antzoulakos and Andreas Philippou

Distributions Minimizing Fisher Information for Location in Kolmogorov Neighbourhoods pp. 541-554

Eden Wu and P. Chan

On a Class of Characterization Problems for Random Convex Combinations pp. 555-567

Ludwig Baringhaus and Rudolf Grübel

Comparison of Normal Linear Experiments by Quadratic Forms pp. 569-584

Czesław Stępniak

On the Asymptotic Expectations of Some Unit Root Tests in a First Order Autoregressive Process in the Presence of Trend pp. 585-599

Rolf Larsson

Volume 49, issue 2, 1997

The Convergence Rate of Fixed-Width Sequential Confidence Intervals for a Parameter of an Exponential Distribution pp. 199-209

Keiichi Hirose, Eiichi Isogai and Chikara Uno

Estimation in a Discrete Reliability Growth Model Under an Inverse Sampling Scheme pp. 211-229

Ananda Sen and Arthur Fries

A Note on the Best Invariant Estimator of a Distribution Function Under the Kolmogorov-Smirnov Loss pp. 231-235

Zhiqiang Chen and Eswar Phadia

On Tests of Symmetry Against One-Sided Alternatives pp. 237-254

Bhaskar Bhattacharya

Testing Departures from Gamma, Rayleigh and Truncated Normal Distributions pp. 255-269

Joan Del Castillo and Pedro Puig

Detection of Changes in Linear Sequences pp. 271-283

Lajos Horvath

Sharp Error Bounds for Asymptotic Expansions of the Distribution Functions for Scale Mixtures pp. 285-297

Ryoichi Shimizu and Yasunori Fujikoshi

On Geometric-Stable Laws, a Related Property of Stable Processes, and Stable Densities of Exponent One pp. 299-313

B. Ramachandran

Regressional Characterization of the Generalized Inverse Gaussian Population pp. 315-319

J. Pusz

Linear Model Selection Based on Risk Estimation pp. 321-340

J. Venter and J. Snyman

Aliasing Effects and Sampling Theorems of Spherical Random Fields when Sampled on a Finite Grid pp. 341-354

Ta-Hsin Li and Gerald North

Differentiable Functionals and Smoothed Bootstrap pp. 355-370

Antonio Cuevas and Juan Romo

Convex Models of High Dimensional Discrete Data pp. 371-393

Max Woodbury, Kenneth Manton and H. Tolley

Volume 49, issue 1, 1997

Diagnosing Bootstrap Success pp. 1-24

Rudolf Beran

Von Mises ω2-Statistic and the generalized Bayesian Bootstraps pp. 25-34

Albert Lo and V. Sazonov

Quantile Processes in the Presence of Auxiliary Information pp. 35-55

Biao Zhang

Bounding the L1 Distance in Nonparametric Density Estimation pp. 57-78

Subrata Kundu and Adam Martinsek

Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency pp. 79-99

Jianqing Fan, Theo Gasser, Irène Gijbels, Michael Brockmann and Joachim Engel

Some Methods for Estimation in a Negative-Binomial Model pp. 101-115

Eiji Nakashima

A Note on Maximum Variance of Order Statistics from Symmetric Populations pp. 117-121

Nickos Papadatos

Waiting Time Distributions Associated with Runs of Fixed Length in Two-State Markov Chains pp. 123-139

M. Koutras

Formulae and Recursions for the Joint Distribution of Success Runs of Several Lengths pp. 141-153

Anant Godbole, Stavros Papastavridis and Robert Weishaar

Start-Up Demonstration Tests Under Markov Dependence Model with Corrective Actions pp. 155-169

N. Balakrishnan, S. Mohanty and S. Aki

Uniform Mixtures Via Posterior Means pp. 171-180

Arjun Gupta and Jacek Wesolowski

Asymptotic Expansions of Posterior Distributions in Nonregular Cases pp. 181-197

Subhashis Ghosal and Tapas Samanta

Volume 48, issue 4, 1996

A proof of independent Bartlett correctability of nested likelihood ratio tests pp. 603-620

Akimichi Takemura and Satoshi Kuriki

Quenouille-type theorem on autocorrelations pp. 621-630

Simon Ku and Eugene Seneta

Local Linearization method for the numerical solution of stochastic differential equations pp. 631-644

R. Biscay, J. Jimenez, J. Riera and P. Valdes

Stochastic comparisons and bounds for aging renewal process shock models and their applications pp. 645-662

M. Bhattachariee

Bayesian nonparametric predictive inference and bootstrap techniques pp. 663-673

P. Muliere and P. Secchi

Mass shifting roles of negative kernel mass in density estimation pp. 675-686

Michael Sturgeon

Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function pp. 687-709

Adolfo Quiroz, Miguel Nakamura and Francisco Pérez

Empirical Bayes sequential estimation for exponential families: The untruncated component pp. 711-730

Rohana Karunamuni

Limit theorems for the maximum likelihood estimate under general multiply Type II censoring pp. 731-755

Fanhui Kong and Heliang Fei

Recurrence relations for single and product moments of progressive Type-II right censored order statistics from exponential and truncated exponential distributions pp. 757-771

Rita Aggarwala and N. Balakrishnan

Sooner and later waiting time problems for success and failure runs in higher order Markov dependent trials pp. 773-787

S. Aki, N. Balakrishnan and S. Mohanty

On a waiting time distribution in a sequence of Bernoulli trials pp. 789-806

M. Koutras

Volume 48, issue 3, 1996

On bootstrap estimation of the distribution of the studentized mean pp. 403-421

Peter Hall and Raoul LePage

The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data pp. 423-428

Hironori Fujisawa

Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation pp. 429-449

Marc Hallin and Lanh Tran

Minimax kernels for density estimation with biased data pp. 451-467

Colin Wu and Andrew Mao

Sensitivity analysis of M-estimates pp. 469-495

Jan Víšek

On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities pp. 497-507

Nitis Mukhopadhyay and Sujay Datta

Improved estimation under Pitman's measure of closeness pp. 509-518

Stavros Kourouklis

Relationships for moments of order statistics from the right-truncated generalized half logistic distribution pp. 519-534

N. Balakrishnan and Rita Aggarwala

Sequential order statistics and k-out-of-n systems with sequentially adjusted failure rates pp. 535-549

Erhard Cramer and Udo Kamps

Derivation of the probability distribution functions for succession quota random variables pp. 551-561

Demetrios Antzoulakos and Andreas Philippou

Characterizations based on conditional expectations of the doubled truncated distribution pp. 563-572

J. Ruiz and J. Navarro

A characterization of certain discrete exponential families pp. 573-576

T. Nguyen, A. Gupta and Y. Wang

Asymptotically efficient autoregressive model selection for multistep prediction pp. 577-602

R. Bhansali

Volume 48, issue 2, 1996

The threshold method for estimating total rainfall pp. 201-213

Shigeru Mase

A state-space approach to polygonal line regression pp. 215-228

Nobuhisa Kashiwagi

Empirical Bayes detection of a change in distribution pp. 229-246

Rohana Karunamuni and Shunpu Zhang

Relationships between pure tail orderings of lifetime distributions and some concepts of residual life pp. 247-255

Javier Rojo

A measure of discrimination between two residual life-time distributions and its applications pp. 257-265

Nader Ebrahimi and S. Kirmani

Minimum distance regression-type estimates with rates under weak dependence pp. 267-281

George Roussas and Yannis Yatracos

The quasi-likelihood estimation in regression pp. 283-294

Jong-Wuu Wu

Bahadur efficiency and robustness of studentized score tests pp. 295-314

Xuming He and Qi-man Shao

Nonparametric tests for bounds on the derivative of a regression function pp. 315-336

Nancy Heckman and Bing Li

The limiting normality of the test statistic for the two-sample problem induced by a convex sum distance pp. 337-347

Kaoru Fueda

Loss of information of a statistic for a family of non-regular distributions pp. 349-364

Masafumi Akahira

Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh pp. 365-380

Masafumi Akahira

The exact distribution of indefinite quadratic forms in noncentral normal vectors pp. 381-394

Serge Provost and Edmund Rudiuk

On optimal third order rotatable designs pp. 395-402

Norman Draper, Berthold Heiligers and Friedrich Pukelsheim

Volume 48, issue 1, 1996

Confidence sets centered at C p -estimators pp. 1-15

Rudolf Beran

Bayesian calibration in the estimation of the age of rhinoceros pp. 17-28

J. Plessis and A. Merwe

Estimation of second-order properties from jittered time series pp. 29-48

Peter Thomson and Peter Robinson

Bartlett's formulae—Closed forms and recurrent equations pp. 49-59

Georgi Boshnakov

Curved exponential families of stochastic processes and their envelope families pp. 61-74

Uwe Küchler and Michael Sørensen

Asymptotics and bootstrap for inverse Gaussian regression pp. 75-88

Gutti Babu and Yogendra Chaubey

r-k Class estimation in regression model with concomitant variables pp. 89-95

Masayuki Jimichi and Nobuo Inagaki

Fuzzy weighted scaled coefficients in semi-parametric model pp. 97-110

Jong-Wuu Wu, Jiahn-Bang Jang and Tzong-Ru Tsai

A note on the simple structural regression model pp. 111-125

R. Arellano-Valle and H. Bolfarine

The maximum size of the planar sections of random spheres and its application to metallurgy pp. 127-144

Rinya Takahashi and Masaaki Sibuya

Iterated probability distributions and extremes with random sample size pp. 145-155

B. Rauhut

Towards a unification of certain characterizations by conditional expectations pp. 157-168

Caterina Dimaki and Evdokia Xekalaki

Moment solution to an urn model pp. 169-184

L. Shenton and K. Bowman

Lifetime distribution and estimation problems of consecutive-k-out-of-n:F systems pp. 185-199

Sigeo Aki and Katuomi Hirano