Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 71, issue 5, 2019

Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator pp. 1007-1031

Xiaolin Chen, Yi Liu and Qihua Wang

CUSUM test for general nonlinear integer-valued GARCH models: comparison study pp. 1033-1057

Youngmi Lee and Sangyeol Lee

Modified residual CUSUM test for location-scale time series models with heteroscedasticity pp. 1059-1091

Haejune Oh and Sangyeol Lee

On Hodges’ superefficiency and merits of oracle property in model selection pp. 1093-1119

Xianyi Wu and Xian Zhou

Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors pp. 1121-1142

Jungjun Choi and In Choi

The Berry–Esseen bounds of the weighted estimator in a nonparametric regression model pp. 1143-1162

Xuejun Wang, Yi Wu and Shuhe Hu

Quantile estimations via modified Cholesky decomposition for longitudinal single-index models pp. 1163-1199

Jing Lv and Chaohui Guo

Semiparametric estimation in regression with missing covariates using single-index models pp. 1201-1232

Zhuoer Sun and Suojin Wang

On the strong universal consistency of local averaging regression estimates pp. 1233-1263

Matthias Hansmann, Michael Kohler and Harro Walk

Correction to: On the strong universal consistency of local averaging regression estimates pp. 1265-1269

Matthias Hansmann, Michael Kohler and Harro Walk

A recursive point process model for infectious diseases pp. 1271-1287

Frederic Paik Schoenberg, Marc Hoffmann and Ryan J. Harrigan

Robust statistical inference based on the C-divergence family pp. 1289-1322

Avijit Maji, Abhik Ghosh, Ayanendranath Basu and Leandro Pardo

Volume 71, issue 4, 2019

Asymptotic properties of the realized skewness and related statistics pp. 703-741

Yuta Koike and Zhi Liu

Robust functional estimation in the multivariate partial linear model pp. 743-770

Michael Levine

Asymptotic properties of parallel Bayesian kernel density estimators pp. 771-810

Alexey Miroshnikov and Evgeny Savelev

Weighted allocations, their concomitant-based estimators, and asymptotics pp. 811-835

Nadezhda Gribkova and Ričardas Zitikis

Bias reduction using surrogate endpoints as auxiliary variables pp. 837-852

Yoshiharu Takagi and Yutaka Kano

Unified estimation of densities on bounded and unbounded domains pp. 853-887

Kairat Mynbaev and Carlos Martins-Filho

Dimension reduction for kernel-assisted M-estimators with missing response at random pp. 889-910

Lei Wang

Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors pp. 911-946

Yongcheng Qi, Fang Wang and Lin Zhang

Test for tail index constancy of GARCH innovations based on conditional volatility pp. 947-981

Moosup Kim and Sangyeol Lee

Simultaneous confidence bands for the distribution function of a finite population in stratified sampling pp. 983-1005

Lijie Gu, Suojin Wang and Lijian Yang

Volume 71, issue 3, 2019

Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models pp. 473-503

Makoto Aoshima and Kazuyoshi Yata

Testing homogeneity of proportions from sparse binomial data with a large number of groups pp. 505-535

Junyong Park

Reliability analysis of a k-out-of-n:F system under a linear degradation model with calibrations pp. 537-552

Ensiyeh Nezakati, Mostafa Razmkhah and Firoozeh Haghighi

Regression estimation under strong mixing data pp. 553-576

Huijun Guo and Youming Liu

M-based simultaneous inference for the mean function of functional data pp. 577-598

Italo R. Lima, Guanqun Cao and Nedret Billor

Testing for a $$\delta $$ δ -neighborhood of a generalized Pareto copula pp. 599-626

Stefan Aulbach, Michael Falk and Timo Fuller

Statistical inference based on bridge divergences pp. 627-656

Arun Kumar Kuchibhotla, Somabha Mukherjee and Ayanendranath Basu

Spline estimator for ultra-high dimensional partially linear varying coefficient models pp. 657-677

Zhaoliang Wang, Liugen Xue, Gaorong Li and Fei Lu

Semiparametric generalized exponential frailty model for clustered survival data pp. 679-701

Wagner Barreto-Souza and Vinícius Diniz Mayrink

Volume 71, issue 2, 2019

AIC for the non-concave penalized likelihood method pp. 247-274

Yuta Umezu, Yusuke Shimizu, Hiroki Masuda and Yoshiyuki Ninomiya

Frequentist model averaging for threshold models pp. 275-306

Yan Gao, Xinyu Zhang, Shouyang Wang, Terence Tai Leung Chong and Guohua Zou

Waiting time for consecutive repetitions of a pattern and related distributions pp. 307-325

Sigeo Aki

Testing in nonparametric ANCOVA model based on ridit reliability functional pp. 327-364

Debajit Chatterjee and Uttam Bandyopadhyay

Weighted estimating equations for additive hazards models with missing covariates pp. 365-387

Lihong Qi, Xu Zhang, Yanqing Sun, Lu Wang and Yichuan Zhao

A generalized urn with multiple drawing and random addition pp. 389-408

Aguech Rafik, Lasmar Nabil and Selmi Olfa

Penalized expectile regression: an alternative to penalized quantile regression pp. 409-438

Lina Liao, Cheolwoo Park and Hosik Choi

Wishart exponential families on cones related to tridiagonal matrices pp. 439-471

Piotr Graczyk, Hideyuki Ishi and Salha Mamane

Volume 71, issue 1, 2019

Semiparametric efficient estimators in heteroscedastic error models pp. 1-28

Mijeong Kim and Yanyuan Ma

Sobolev-Hermite versus Sobolev nonparametric density estimation on $${\mathbb {R}}$$ R pp. 29-62

Denis Belomestny, Fabienne Comte and Valentine Genon-Catalot

Two-stage cluster samples with ranked set sampling designs pp. 63-91

Omer Ozturk

Pseudo-Gibbs sampler for discrete conditional distributions pp. 93-105

Kun-Lin Kuo and Yuchung J. Wang

On estimation of surrogate models for multivariate computer experiments pp. 107-136

Benedikt Bauer, Felix Heimrich, Michael Kohler and Adam Krzyżak

A class of uniform tests for goodness-of-fit of the multivariate $$L_p$$ L p -norm spherical distributions and the $$l_p$$ l p -norm symmetric distributions pp. 137-162

Jiajuan Liang, Kai Wang Ng and Guoliang Tian

An asymptotic expansion for the normalizing constant of the Conway–Maxwell–Poisson distribution pp. 163-180

Robert E. Gaunt, Satish Iyengar, Adri B. Olde Daalhuis and Burcin Simsek

Inference about the slope in linear regression: an empirical likelihood approach pp. 181-211

Ursula U. Müller, Hanxiang Peng and Anton Schick

Bootstrapping the Kaplan–Meier estimator on the whole line pp. 213-246

Dennis Dobler

Volume 70, issue 5, 2018

Asymptotic results for jump probabilities associated to the multiple scan statistic pp. 951-968

Markos V. Koutras and Demetrios P. Lyberopoulos

Smoothed nonparametric tests and approximations of p-values pp. 969-982

Yoshihiko Maesono, Taku Moriyama and Mengxin Lu

Hybrid schemes for exact conditional inference in discrete exponential families pp. 983-1011

David Kahle, Ruriko Yoshida and Luis Garcia-Puente

A robust adaptive-to-model enhancement test for parametric single-index models pp. 1013-1045

Cuizhen Niu and Lixing Zhu

Correction to: A robust adaptive-to-model enhancement test for parametric single-index models pp. 1047-1047

Cuizhen Niu and Lixing Zhu

Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem pp. 1049-1075

Nitis Mukhopadhyay and Sudeep R. Bapat

A constructive hypothesis test for the single-index models with two groups pp. 1077-1114

Jun Zhang, Zhenghui Feng and Xiaoguang Wang

General rank-based estimation for regression single index models pp. 1115-1146

Huybrechts F. Bindele, Ash Abebe and Karlene N. Meyer

A generalized partially linear framework for variance functions pp. 1147-1175

Yixin Fang, Heng Lian and Hua Liang

Volume 70, issue 4, 2018

Pointwise convergence in probability of general smoothing splines pp. 717-744

Matthew Thorpe and Adam Johansen

Asymptotic theory for varying coefficient regression models with dependent data pp. 745-759

Soutir Bandyopadhyay and Arnab Maity

Efficient and robust tests for semiparametric models pp. 761-788

Jingjing Wu and Rohana J. Karunamuni

Jackknife empirical likelihood for the difference of two volumes under ROC surfaces pp. 789-806

Yueheng An and Yichuan Zhao

Inference for a change-point problem under a generalised Ornstein–Uhlenbeck setting pp. 807-853

Fuqi Chen, Rogemar Mamon and Sévérien Nkurunziza

A generalized Sibuya distribution pp. 855-887

Tomasz J. Kozubowski and Krzysztof Podgórski

Hazard rate estimation for left truncated and right censored data pp. 889-917

Sam Efromovich and Jufen Chu

Testing equality between several populations covariance operators pp. 919-950

Graciela Boente, Daniela Rodriguez and Mariela Sued

Volume 70, issue 3, 2018

Robust variable selection for finite mixture regression models pp. 489-521

Qingguo Tang and R. J. Karunamuni

Versatile estimation in censored single-index hazards regression pp. 523-551

Chin-Tsang Chiang, Shao-Hsuan Wang and Ming-Yueh Huang

Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach pp. 553-582

Weihua Zhao, Jianbo Li and Heng Lian

Statistical inferences based on INID progressively type II censored order statistics pp. 583-604

M. Razmkhah and S. Simriz

Bootstrap inference for misspecified moment condition models pp. 605-630

Mihai Giurcanu and Brett Presnell

Flexible sliced designs for computer experiments pp. 631-646

Xiangshun Kong, Mingyao Ai and Kwok Leung Tsui

Multiscale inference for a multivariate density with applications to X-ray astronomy pp. 647-689

Konstantin Eckle, Nicolai Bissantz, Holger Dette, Katharina Proksch and Sabrina Einecke

A more powerful test identifying the change in mean of functional data pp. 691-715

Buddhananda Banerjee and Satyaki Mazumder

Volume 70, issue 2, 2018

A fresh look at effect aliasing and interactions: some new wine in old bottles pp. 249-268

C. F. Jeff Wu

Discussion pp. 269-274

Chien-Yu Peng

Discussion on the paper by Professor Wu pp. 275-278

Ryo Yoshida

Rejoinder pp. 279-281

C. F. Jeff Wu

Model-free feature screening for ultrahigh-dimensional data conditional on some variables pp. 283-301

Yi Liu and Qihua Wang

The continuous-time triangular Pólya process pp. 303-321

Chen Chen and Hosam Mahmoud

Variable selection for spatial semivarying coefficient models pp. 323-351

Kangning Wang

Fixed-width confidence interval for covariate-adjusted response-adaptive designs pp. 353-371

Uttam Bandyopadhyay and Atanu Biswas

Self-exciting jump processes with applications to energy markets pp. 373-393

Heidar Eyjolfsson and Dag Tjøstheim

Quantile regression based on counting process approach under semi-competing risks data pp. 395-419

Jin-Jian Hsieh and Hong-Rui Wang

An information criterion for model selection with missing data via complete-data divergence pp. 421-438

Hidetoshi Shimodaira and Haruyoshi Maeda

Nonparametric quantile estimation using importance sampling pp. 439-465

Michael Kohler, Adam Krzyżak, Reinhard Tent and Harro Walk

Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes pp. 467-487

Péter Kevei

Volume 70, issue 1, 2018

Fold-up derivatives of set-valued functions and the change-set problem: A Survey pp. 1-38

Estate Khmaladze and Wolfgang Weil

On parameter estimation for cusp-type signals pp. 39-62

O. V. Chernoyarov, S. Dachian and Yu. A. Kutoyants

Identifiability issues in dynamic stress–strength modeling pp. 63-81

Prajamitra Bhuyan, Murari Mitra and Anup Dewanji

Clustering dynamics in a class of normalised generalised gamma dependent priors pp. 83-98

Matteo Ruggiero and Matteo Sordello

Limiting behaviour of Fréchet means in the space of phylogenetic trees pp. 99-129

D. Barden, H. Le and M. Owen

Semiparametric mixtures of nonparametric regressions pp. 131-154

Sijia Xiang and Weixin Yao

A weighted estimator of conditional hazard rate with left-truncated and dependent data pp. 155-189

Han-Ying Liang and Elias Ould Saïd

Variable selection and estimation using a continuous approximation to the $$L_0$$ L 0 penalty pp. 191-214

Yanxin Wang, Qibin Fan and Li Zhu

Inferences in semi-parametric dynamic mixed models for longitudinal count data pp. 215-247

Nan Zheng and Brajendra C. Sutradhar