Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 46, issue 4, 1994

The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother pp. 605-623

Genshiro Kitagawa

Canonical correlation and reduction of multiple time series pp. 625-631

Mohsen Pourahmadi

Asymptotic distribution of maximal autoregressive process with weight tending to 1 pp. 633-640

Nobuo Inagaki

Weibull renewal processes pp. 641-648

Nikos Yannaros

The geometric structure of the expected/observed likelihood expansions pp. 649-666

Luigi Pace and Alessandra Salvan

Edgeworth expansions for spectral mean estimates with applications to Whittle estimates pp. 667-682

Daniel Janas

Minimum disparity estimation for continuous models: Efficiency, distributions and robustness pp. 683-705

Ayanendranath Basu and Bruce Lindsay

Sampling designs for regression coefficient estimation with correlated errors pp. 707-722

Yingcai Su and Stamatis Cambanis

Estimation of parameters in a two-parameter exponential distribution using ranked set sample pp. 723-736

Kin Lam, Bimal Sinha and Zhong Wu

Adaptive choice of trimming proportions pp. 737-755

Jana Jurečková, Roger Koenker and A. Welsh

Tukey's linear sensitivity and order statistics pp. 757-768

H. Nagaraja

On the joint distribution of Grubbs' statistics pp. 769-775

Tea-Yuan Hwang and Chin-Yuan Hu

Success runs of lengthk in Markov dependent trials pp. 777-796

S. Mohanty

Necessary conditions for characterization of laws via mixed sums pp. 797-802

Anthony Pakes

Volume 46, issue 3, 1994

Separation of spin synchronized signals pp. 405-428

T. Higuchi, G. Crawford, R. Strangeway and C. Russell

Multiperiod Bayesian forecasts forAR models pp. 429-452

Shu-Ing Liu

Estimating non-linear functions of the spectral density, using a data-taper pp. 453-474

Rainer Sachs

On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes pp. 475-486

Jens Jensen and Hans Künsch

Bootstrapping a Bayes estimator of a survival function with censored data pp. 487-495

Martin Wells and Ram Tiwari

Approximate Bayesian shrinkage estimation pp. 497-507

Wang-Shu Lu

Improved sequential estimation of means of exponential distributions pp. 509-519

N. Mukhopadhyay

Variable location and scale kernel density estimation pp. 521-535

M. Jones, I. McKay and T. Hu

Nonparametric estimation of compound distributions with applications in insurance pp. 537-555

S. Pitts

The exact density function of the ratio of two dependent linear combinations of chi-square variables pp. 557-571

Serge Provost and Edmund Rudiuk

Decentered directional data pp. 573-586

Bernard Boulerice and Gilles Ducharme

On equivalence of weak convergence and moment convergence of life distributions pp. 587-592

Gwo Lin

On Fisher information inequalities in the presence of nuisance parameters pp. 593-604

Vasant Bhapkar and Cidambi Srinivasan

Volume 46, issue 2, 1994

Bayesian and likelihood inference from equally weighted mixtures pp. 203-220

Tom Leonard, John Hsu, Kam-Wah Tsui and James Murray

Bayesian sequential reliability for Weibull and related distributions pp. 221-249

Dongchu Sun and James Berger

Testing for no effect in nonparametric regression via spline smoothing techniques pp. 251-265

Juei-Chao Chen

On statistical models for regression diagnostics pp. 267-278

Bo-Cheng Wei and Jian-Qing Shih

Nonparametric time series regression pp. 279-293

Young Truong

Minimax estimation of a variance pp. 295-308

Thomas Ferguson and Lynn Kuo

An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process pp. 309-315

W. Wefelmeyer

Estimation of parameters in the beta binomial model pp. 317-331

Ram Tripathi, Ramesh Gupta and John Gurland

Positive dependence orderings and stopping times pp. 333-342

Bruno Bassan and Marco Scarsini

On the limit behaviour of the joint distribution function of order statistics pp. 343-349

H. Finner and M. Roters

Characterizations of the Poisson process as a renewal process via two conditional moments pp. 351-360

Shun-Hwa Li, Wen-Jang Huang and Mong-Na Huang

On some multivariate gamma-distributions connected with spanning trees pp. 361-371

T. Royen

The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family pp. 373-388

Dankmar Böhning, Ekkehart Dietz, Rainer Schaub, Peter Schlattmann and Bruce Lindsay

Optimal designs with respect to Elfving's partial minimax criterion in polynomial regression pp. 389-403

Holger Dette and William Studden

Volume 46, issue 1, 1994

Robust priors for smoothing and image restoration pp. 1-19

Hans Künsch

Conditional properties of Bayesian interval estimates pp. 21-28

Anna Nicolaou

The Kullback-Leibler risk of the Stein estimator and the conditional MLE pp. 29-41

Takemi Yanagimoto

Maximum likelihood estimation in exponential orthogeodesic models pp. 43-55

Preben Blæsild

The singly truncated normal distribution: A non-steep exponential family pp. 57-66

Joan Castillo

Estimation of density functionals pp. 67-75

Rudolf Grübel

Sequential estimation of a parameter of an exponential distribution pp. 77-82

Eiichi Isogal and Chikara Uno

Robust estimation ofk-component univariate normal mixtures pp. 83-93

B. Clarke and C. Heathcote

Double shrinkage estimation of ratio of scale parameters pp. 95-116

Tatsuya Kubokawa

Semi-empirical likelihood ratio confidence intervals for the difference of two sample means pp. 117-126

Jing Qin

LBI tests of independence in bivariate exponential distributions pp. 127-136

Martin Bilodeau and Takeaki Kariya

Likelihood ratio tests for a class of non-oblique hypotheses pp. 137-145

Xiaomi Hu and F. Wright

Onm-dependence and Edgeworth expansions pp. 147-164

Wei-Liem Loh

On the joint distribution of studentized order statistics pp. 165-177

Tea-Yuan Hwang and Chin-Yuan Hu

Poisson approximations for 2-dimensional patterns pp. 179-192

James Fu and Markos Koutras

Distributions of numbers of failures and successes until the first consecutivek successes pp. 193-202

Sigeo Aki and Katuomi Hirano