Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 69, issue 5, 2017

Estimation of the tail exponent of multivariate regular variation pp. 945-968

Moosup Kim and Sangyeol Lee

The limit distribution of weighted $$L^2$$ L 2 -goodness-of-fit statistics under fixed alternatives, with applications pp. 969-995

L. Baringhaus, B. Ebner and N. Henze

A doubly sparse approach for group variable selection pp. 997-1025

Sunghoon Kwon, Jeongyoun Ahn, Woncheol Jang, Sangin Lee and Yongdai Kim

Erratum to: A doubly sparse approach for group variable selection pp. 1027-1027

Sunghoon Kwon, Jeongyoun Ahn, Woncheol Jang, Sangin Lee and Yongdai Kim

Statistical inference with empty strata in judgment post stratified samples pp. 1029-1057

Omer Ozturk

Smoothed jackknife empirical likelihood for the difference of two quantiles pp. 1059-1073

Hanfang Yang and Yichuan Zhao

Additional aspects of the generalized linear-fractional branching process pp. 1075-1097

Nicolas Grosjean and Thierry Huillet

Efficient estimation of quasi-likelihood models using B-splines pp. 1099-1127

Minggen Lu

On coupon collector’s and Dixie cup problems under fixed and random sample size sampling schemes pp. 1129-1139

James C. Fu and Wan-Chen Lee

Moment convergence of regularized least-squares estimator for linear regression model pp. 1141-1154

Yusuke Shimizu

Collapsibility of some association measures and survival models pp. 1155-1176

P. Vellaisamy

Volume 69, issue 4, 2017

On the identifiability of start-up demonstration mixture models pp. 717-735

N. Balakrishnan, M. V. Koutras and F. S. Milienos

Statistical estimation of composite risk functionals and risk optimization problems pp. 737-760

Darinka Dentcheva, Spiridon Penev and Andrzej Ruszczynski

Quantile regression and variable selection of single-index coefficient model pp. 761-789

Weihua Zhao, Riquan Zhang, Yazhao Lv and Jicai Liu

The degrees of freedom of partly smooth regularizers pp. 791-832

Samuel Vaiter, Charles Deledalle, Jalal Fadili, Gabriel Peyré and Charles Dossal

A change detection procedure for an ergodic diffusion process pp. 833-864

Koji Tsukuda

A simple approach to constructing quasi-Sudoku-based sliced space-filling designs pp. 865-878

Diane Donovan, Benjamin Haaland and David J. Nott

The uniqueness of the Fisher metric as information metric pp. 879-896

Hông Vân Lê

A unified penalized method for sparse additive quantile models: an RKHS approach pp. 897-923

Shaogao Lv, Xin He and Junhui Wang

On the coverage probabilities of parametric confidence bands for continuous distribution and quantile functions constructed via confidence regions for a location-scale parameter pp. 925-944

Fabian Mies and Stefan Bedbur

Volume 69, issue 3, 2017

The mth longest runs of multivariate random sequences pp. 497-512

Yong Kong

Two-step estimation procedures for inhomogeneous shot-noise Cox processes pp. 513-542

Michaela Prokešová, Jiří Dvořák and Eva B. Vedel Jensen

A Bayes minimax result for spherically symmetric unimodal distributions pp. 543-570

Dominique Fourdrinier, Fatiha Mezoued and William E. Strawderman

Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling pp. 571-597

Ke-Hai Yuan and Peter M. Bentler

New non-parametric inferences for low-income proportions pp. 599-626

Shan Luo and Gengsheng Qin

New variable selection for linear mixed-effects models pp. 627-646

Ping Wu, Xinchao Luo, Peirong Xu and Lixing Zhu

Distributions of topological tree metrics between a species tree and a gene tree pp. 647-671

Jing Xi, Jin Xie and Ruriko Yoshida

Goodness of fit for log-linear network models: dynamic Markov bases using hypergraphs pp. 673-704

Elizabeth Gross, Sonja Petrović and Despina Stasi

Estimating population sizes with the Rasch model pp. 705-716

Chang Xuan Mao, Cuiying Yang, Yitong Yang and Wei Zhuang

Volume 69, issue 2, 2017

A consistent jackknife empirical likelihood test for distribution functions pp. 249-269

Xiaohui Liu, Qihua Wang and Yi Liu

U-statistics with conditional kernels for incomplete data models pp. 271-302

Ao Yuan, Mihai Giurcanu, George Luta and Ming T. Tan

Median-based estimation of the intensity of a spatial point process pp. 303-331

Jean-François Coeurjolly

An approximation to the information matrix of exponential family finite mixtures pp. 333-364

Andrew M. Raim, Nagaraj K. Neerchal and Jorge G. Morel

On testing the equality of high dimensional mean vectors with unequal covariance matrices pp. 365-387

Jiang Hu, Zhidong Bai, Chen Wang and Wei Wang

Is the Brownian bridge a good noise model on the boundary of a circle? pp. 389-416

Giacomo Aletti and Matteo Ruffini

Lower and upper bounds on the variances of spacings pp. 417-428

Paweł Marcin Kozyra and Tomasz Rychlik

Measuring asymmetry and testing symmetry pp. 429-460

Christopher Partlett and Prakash Patil

A class of new tail index estimators pp. 461-487

Vygantas Paulauskas and Marijus Vaičiulis

Number of appearances of events in random sequences: a new generating function approach to Type II and Type III runs pp. 489-495

Yong Kong

Volume 69, issue 1, 2017

Extreme sizes in Gibbs-type exchangeable random partitions pp. 1-37

Shuhei Mano

Efficient ANOVA for directional data pp. 39-62

Christophe Ley, Yvik Swan and Thomas Verdebout

Conditional sure independence screening by conditional marginal empirical likelihood pp. 63-96

Qinqin Hu and Lu Lin

Generalized varying coefficient partially linear measurement errors models pp. 97-120

Jun Zhang, Zhenghui Feng, Peirong Xu and Hua Liang

Strong consistency of wavelet estimators for errors-in-variables regression model pp. 121-144

Huijun Guo and Youming Liu

Composite change point estimation for bent line quantile regression pp. 145-168

Liwen Zhang, Huixia Judy Wang and Zhongyi Zhu

Penalized estimation equation for an extended single-index model pp. 169-187

Yongjin Li, Qingzhao Zhang and Qihua Wang

Nonparametric estimation of a conditional density pp. 189-214

Ann-Kathrin Bott and Michael Kohler

On the Simes inequality in elliptical models pp. 215-230

Taras Bodnar and Thorsten Dickhaus

Faster exact distributions of pattern statistics through sequential elimination of states pp. 231-248

Donald E. K. Martin and Laurent Noé

Volume 68, issue 2, 2016

On the tail index inference for heavy-tailed GARCH-type innovations pp. 237-267

Moosup Kim and Sangyeol Lee

Parameterizing mixture models with generalized moments pp. 269-297

Zhiyue Huang and Paul Marriott

Erratum to: Parameterizing mixture models with generalized moments pp. 299-300

Zhiyue Huang and Paul Marriott

Kernel estimators of mode under $$\psi $$ ψ -weak dependence pp. 301-327

Eunju Hwang and Dong Shin

Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data pp. 329-351

Ke-Hai Yuan, Wai Chan and Yubin Tian

A semiparametric generalized proportional hazards model for right-censored data pp. 353-384

M. Avendaño and Mateo Pardo

Strictly stationary solutions of spatial ARMA equations pp. 385-412

Martin Drapatz

Robust Bayes estimation using the density power divergence pp. 413-437

Abhik Ghosh and Ayanendranath Basu

Escort distributions minimizing the Kullback–Leibler divergence for a large deviations principle and tests of entropy level pp. 439-468

Valérie Girardin and Philippe Regnault

Volume 68, issue 1, 2016

Intrinsically weighted means and non-ergodic marked point processes pp. 1-24

Alexander Malinowski, Martin Schlather and Zhengjun Zhang

Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation pp. 25-75

Sam Efromovich

The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution pp. 77-104

Gilles Ducharme, Pierre Lafaye de Micheaux and Bastien Marchina

Fourier methods for model selection pp. 105-133

M. Jiménez-Gamero, A. Batsidis and M. Alba-Fernández

Testing for positive expectation dependence pp. 135-153

Xuehu Zhu, Xu Guo, Lu Lin and Lixing Zhu

The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data pp. 155-180

Yawei He and Zehua Chen

Estimation and inference in functional single-index models pp. 181-208

Shujie Ma

On confidence bands for multivariate nonparametric regression pp. 209-236

Katharina Proksch