Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 45, issue 4, 1993

A characterization of discrete unimodality with applications to variance upper bounds pp. 603-614

Sharon Navard, John Seaman and Dean Young

On rates of convergence of information theoretic criterion in rank determination of one-way random effects models pp. 615-620

Y. Wu

On the accuracy of empirical likelihood confidence regions for linear regression model pp. 621-637

Song Chen

Semiparametric random coefficient regression models pp. 639-654

Rudolf Beran

A measure of rotatability for second order response surface designs pp. 655-664

Sung Park, Jun Lim and Yasumasa Baba

Order statistics for nonstationary time series pp. 665-686

Lanh Tran and Berlin Wu

Asymptotic behavior ofL-statistics for a large class of time series pp. 687-701

Madan Puri and Frits Ruymgaart

On the consistency of conditional maximum likelihood estimators pp. 703-719

J. Pfanzagl

A note on smoothed estimating functions pp. 721-729

A. Thavaneswaran and Jagbir Singh

Orthogonally invariant estimation of the skew-symmetric normal mean matrix pp. 731-739

Satoshi Kuriki

On the existence of minimum contrast estimates in binary response model pp. 741-758

Tadashi Nakamura and Chae-Shin Lee

An extension of the conditional likelihood ratio test to the general multiparameter case pp. 759-771

Rahul Mukerjee

Statistical tests involving several independent gamma distributions pp. 773-786

Ram Tripathi, Ramesh Gupta and Robert Pair

On nonparametric tests for symmetry inR m pp. 787-800

Sigeo Aki

Volume 45, issue 3, 1993

Bayesian analysis of lymphatic spreading patterns in cancer of the thoracic esophagus pp. 401-418

Akifumi Yafune, Toshiki Matsubara and Makio Ishiguro

Simulation of stochastic differential equations pp. 419-432

Yoshihiro Saito and Taketomo Mitsui

Strong convergence of multivariate point processes of exceedances pp. 433-444

E. Kaufmann and R. Reiss

On a singularity occurring in a self-correcting point process model pp. 445-452

Harald Luschgy

A pólya urn model with a continuum of colors pp. 453-458

Hajime Yamato

A random clustering process pp. 459-465

Masaaki Sibuya

Asymptotic expansions of some matrix argument hypergeometric functions, with applications to macromolecules pp. 467-475

Gaoyuan Wei and B. Eichinger

On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation pp. 477-498

J. Fu, Gang Li and D. Zhao

Estimating function with asymptotic bias and its estimator pp. 499-510

Yoshiji Takagi and Nobuo Inagaki

Maximum likelihood estimation in the multi-path change-point problem pp. 511-530

Lawrence Joseph and David Wolfson

Estimation of a structural linear regression model with a known reliability ratio pp. 531-540

Heleno Bolfarine and Lisbeth Cordani

On the dispersion of multivariate median pp. 541-550

Arup Bose and Probal Chaudhuri

Shrinkage estimators of the location parameter for certain spherically symmetric distributions pp. 551-565

Ann Brandwein, Stefan Ralescu and William Strawderman

Inferential distributions for non-Bayesian predictive fit pp. 567-578

Hisataka Kuboki

On optimum invariant tests of equality of intraclass correlation coefficients pp. 579-597

Wen-Tao Huang and Bimal Sinha

Corrections to “Admissibility of estimators of the probability of unobserved outcomes” pp. 599-601

Arthur Cohen and H. Sackrowitz

Corrections to “Frequentist validity of highest posterior density regions in the multiparameter case” pp. 602-602

J. Ghosh and Rahul Mukerjee

Volume 45, issue 2, 1993

On a generalization of Morisita's model for estimating the habitat preference pp. 201-210

Ch. Charalambides and M. Koutras

Estimation variances for estimators of product densities and pair correlation functions of planar point processes pp. 211-221

D. Stoyan, U. Bertram and H. Wendrock

Some autoregressive moving average processes with generalized Poisson marginal distributions pp. 223-232

A. Alzaid and M. Al-Osh

The asymptotic normality of an intermediate order statistic of the ranges of sub-samples pp. 233-242

J. Swanepoel

Relationships between moments of two related sets of order statistics and some extensions pp. 243-247

N. Balakrishnan, Z. Govindarajulu and K. Balasubramanian

Nonparametric estimation of hazard functions and their derivatives under truncation model pp. 249-264

Ülkü Gürler and Jane-Ling Wang

Statistical procedures based on signed ranks ink samples with unequal variances pp. 265-278

Taka-aki Shiraishi

The level probabilities for a simple loop ordering pp. 279-292

Bahadur Singh and F. Wright

Frequentist validity of highest posterior density regions in the multiparameter case pp. 293-302

J. Ghosh and Rahul Mukerjee

Unbiased Bayes estimates and improper priors pp. 303-315

Guido Consonni and Piero Veronese

A smoothed bootstrap estimator for a studentized sample quantile pp. 317-329

Daniel Janas

Bootstrapping the change-point of a hazard rate pp. 331-340

Tuan Pham and Hung Nguyen

Interpretation and manipulation of Edgeworth expansions pp. 341-351

W. Kallenberg

A note on asymptotic expansions for sums over a weakly dependent random field with application to the Poisson and Strauss processes pp. 353-360

J. Jensen

A generalization of the results of Pillai pp. 361-365

Yasuhiro Fujita

Generalized multivariate Hermite distributions and related point processes pp. 367-381

R. Milne and M. Westcott

Relative difference in diversity between populations pp. 383-399

Khursheed Alam and Calvin Williams

Volume 45, issue 1, 1993

Heavy and light traffic in fluid models with burst arrivals pp. 1-7

Karl Sigman and Genji Yamazaki

Estimation of system reliability in Brownian stress-strength models based on sample paths pp. 9-19

Nader Ebrahimi and T. Ramallingam

On use of the Kalman filter for spatial smoothing pp. 21-34

Nobuhisa Kashiwagi

Model selection and prediction: Normal regression pp. 35-54

T. Speed and Bin Yu

Estimating functions for conditional inference: Many nuisance parameter case pp. 55-67

H. Mantel and V. Godambe

On the estimation of entropy pp. 69-88

Peter Hall and Sally Morton

Approximate maximum likelihood estimation in linear regression pp. 89-104

Michael Magdalinos

On the estimation of prediction errors in linear regression models pp. 105-111

Ping Zhang

A general ratio estimator and its application in model based inference pp. 113-127

Zhengjie Ouyang, J. Srivastava and H. Schreuder

A minimum discrimination information estimator of preliminary conjectured normal variance pp. 129-136

D. Gokhale, Koichi Inada and Hea-Jung Kim

Optimal tests for no contamination in symmetric multivariate normal mixtures pp. 137-146

Ashis Sengupta and Chandranath Pal

An approximate test for common principal component subspaces in two groups pp. 147-158

Teruo Fujioka

Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model pp. 159-171

Mervyn Silvapulle and Pranab Sen

Convergence of the Gram-Charier expansion after the normalizing Box-Cox transformation pp. 173-186

Ryuei Nishii

Range of the posterior probability of an interval for priors with unimodality preserving contaminations pp. 187-199

S. Sivaganesan