Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 67, issue 5, 2015

Partially varying coefficient single-index additive hazard models pp. 817-841

Xuan Wang, Qihua Wang and Xiao-Hua Zhou

On a class of circulas: copulas for circular distributions pp. 843-862

M. Jones, Arthur Pewsey and Shogo Kato

Estimation of two ordered normal means under modified Pitman nearness criterion pp. 863-883

Yuan-Tsung Chang and Nobuo Shinozaki

On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models pp. 885-895

Artur Lemonte

Estimation of copula-based models for lifetime medical costs pp. 897-915

Xiao Zhao and Xian Zhou

Depth-based runs tests for bivariate central symmetry pp. 917-941

Rainer Dyckerhoff, Christophe Ley and Davy Paindaveine

Change-point model selection via AIC pp. 943-961

Yoshiyuki Ninomiya

On consistency and optimality of Bayesian variable selection based on $$g$$ g -prior in normal linear regression models pp. 963-997

Minerva Mukhopadhyay, Tapas Samanta and Arijit Chakrabarti

Quantile residual lifetime with right-censored and length-biased data pp. 999-1028

Peng Liu, Yixin Wang and Yong Zhou

Volume 67, issue 4, 2015

Fibers of multi-way contingency tables given conditionals: relation to marginals, cell bounds and Markov bases pp. 621-648

Aleksandra Slavković, Xiaotian Zhu and Sonja Petrović

Testing for symmetry and conditional symmetry using asymmetric kernels pp. 649-671

Marcelo Fernandes, Eduardo Mendes and Olivier Scaillet

Minimax design criterion for fractional factorial designs pp. 673-685

Yue Yin and Julie Zhou

Exact tests for singular network data pp. 687-706

Ian Dinwoodie and Kruti Pandya

Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps pp. 707-743

Markus Bibinger and Mathias Vetter

Empirical identifiability in finite mixture models pp. 745-772

Daeyoung Kim and Bruce Lindsay

On estimation in hierarchical models with block circular covariance structures pp. 773-791

Yuli Liang, Dietrich Rosen and Tatjana Rosen

Nonparametric check for partial linear errors-in-covariables models with validation data pp. 793-815

Wangli Xu and Lixing Zhu

Volume 67, issue 3, 2015

Testing regression models with selection-biased data pp. 411-436

J. Ojeda, W. González-Manteiga and J. Cristóbal

Testing for additivity in nonparametric quantile regression pp. 437-477

Holger Dette, Matthias Guhlich and Natalie Neumeyer

Robust conditional Weibull-type estimation pp. 479-514

Yuri Goegebeur, Armelle Guillou and Théo Rietsch

Spacings around an order statistic pp. 515-540

H. Nagaraja, Karthik Bharath and Fangyuan Zhang

On the equivariance criterion in statistical prediction pp. 541-555

Haojin Zhou and Tapan Nayak

Probabilistic properties of second order branching process pp. 557-572

Akanksha Kashikar and S. Deshmukh

The sinh-arcsinhed logistic family of distributions: properties and inference pp. 573-594

Arthur Pewsey and Toshihiro Abe

Smooth change point estimation in regression models with random design pp. 595-619

Maik Döring and Uwe Jensen

Volume 67, issue 2, 2015

An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions pp. 211-227

Binyan Jiang

Model checking for parametric regressions with response missing at random pp. 229-259

Xu Guo, Wangli Xu and Lixing Zhu

Minimaxity in estimation of restricted and non-restricted scale parameter matrices pp. 261-285

Hisayuki Tsukuma and Tatsuya Kubokawa

Extended Bayesian information criterion in the Cox model with a high-dimensional feature space pp. 287-311

Shan Luo, Jinfeng Xu and Zehua Chen

A normal hierarchical model and minimum contrast estimation for random intervals pp. 313-333

Yan Sun and Dan Ralescu

Strong consistency of factorial $$K$$ K -means clustering pp. 335-357

Yoshikazu Terada

On generalized expectation-based estimation of a population spectral distribution from high-dimensional data pp. 359-373

Weiming Li and Jianfeng Yao

Quantile regression and variable selection of partial linear single-index model pp. 375-409

Yazhao Lv, Riquan Zhang, Weihua Zhao and Jicai Liu

Volume 67, issue 1, 2015

Estimation of the error density in a semiparametric transformation model pp. 1-18

Benjamin Colling, Cédric Heuchenne, Rawane Samb and Ingrid Van Keilegom

Maximizing leave-one-out likelihood for the location parameter of unbounded densities pp. 19-38

Krzysztof Podgórski and Jonas Wallin

The limited information maximum likelihood approach to dynamic panel structural equation models pp. 39-73

Kentaro Akashi and Naoto Kunitomo

Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk pp. 75-91

Nenghui Kuang and Huantian Xie

Sparse and efficient estimation for partial spline models with increasing dimension pp. 93-127

Guang Cheng, Hao Zhang and Zuofeng Shang

Generalized duration models and optimal estimation using estimating functions pp. 129-156

Aerambamoorthy Thavaneswaran, Nalini Ravishanker and You Liang

On the convergence and consistency of the blurring mean-shift process pp. 157-176

Ting-Li Chen

Intrinsic means on the circle: uniqueness, locus and asymptotics pp. 177-193

T. Hotz and S. Huckemann

Compound Poisson approximation to weighted sums of symmetric discrete variables pp. 195-210

A. Elijio and V. Čekanavičius

Volume 66, issue 5, 2014

Prediction in Ewens–Pitman sampling formula and random samples from number partitions pp. 833-864

Masaaki Sibuya

Root $$n$$ n estimates of vectors of integrated density partial derivative functionals pp. 865-895

Tiee-Jian Wu, Chih-Yuan Hsu, Huang-Yu Chen and Hui-Chun Yu

Proportional odds frailty model and stochastic comparisons pp. 897-912

Ramesh Gupta and Cheng Peng

Empirical likelihood bivariate nonparametric maximum likelihood estimator with right censored data pp. 913-930

Jian-Jian Ren and Tonya Riddlesworth

On estimation and inference in a partially linear hazard model with varying coefficients pp. 931-960

Yunbei Ma, Alan Wan, Xuerong Chen and Yong Zhou

Extensions of saddlepoint-based bootstrap inference pp. 961-981

Robert Paige, A. Trindade and R. Wickramasinghe

A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data pp. 983-1010

Makoto Aoshima and Kazuyoshi Yata

Volume 66, issue 4, 2014

Recent results in the theory and applications of CARMA processes pp. 647-685

P. Brockwell

Identification and estimation of superposed Neyman–Scott spatial cluster processes pp. 687-702

Ushio Tanaka and Yosihiko Ogata

On the construction of minimum information bivariate copula families pp. 703-723

Tim Bedford and Kevin Wilson

Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions pp. 725-757

Satoshi Kuriki, Yoshiaki Harushima, Hironori Fujisawa and Nori Kurata

Some binary start-up demonstration tests and associated inferential methods pp. 759-787

N. Balakrishnan, M. Koutras and F. Milienos

Permissible boundary prior function as a virtually proper prior density pp. 789-809

Takemi Yanagimoto and Toshio Ohnishi

Estimation of a non-negative location parameter with unknown scale pp. 811-832

Mohammad Jafari Jozani, Éric Marchand and William Strawderman

Volume 66, issue 3, 2014

Preface pp. 441-442

Ryo Yoshida, Genta Ueno and Arnaud Doucet

Computational aspects of sequential Monte Carlo filter and smoother pp. 443-471

Genshiro Kitagawa

Spatially varying SAR models and Bayesian inference for high-resolution lattice data pp. 473-494

Chiranjit Mukherjee, Prasad Kasibhatla and Mike West

Bayesian nonparametric modeling for functional analysis of variance pp. 495-526

XuanLong Nguyen and Alan Gelfand

Simulated likelihood inference for stochastic volatility models using continuous particle filtering pp. 527-552

Michael Pitt, Sheheryar Malik and Arnaud Doucet

Parallel sequential Monte Carlo samplers and estimation of the number of states in a Hidden Markov Model pp. 553-575

Christopher Nam, John Aston and Adam Johansen

Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers pp. 577-609

Axel Finke, Adam Johansen and Dario Spanò

Multicanonical MCMC for sampling rare events: an illustrative review pp. 611-645

Yukito Iba, Nen Saito and Akimasa Kitajima

Volume 66, issue 2, 2014

Bayesian adaptive Lasso pp. 221-244

Chenlei Leng, Minh-Ngoc Tran and David Nott

Objective Bayesian analysis for a capture–recapture model pp. 245-278

Chang Xu, Dongchu Sun and Chong He

Testing covariates in high-dimensional regression pp. 279-301

Wei Lan, Hansheng Wang and Chih-Ling Tsai

On data depth in infinite dimensional spaces pp. 303-324

Anirvan Chakraborty and Probal Chaudhuri

Jump detection in time series nonparametric regression models: a polynomial spline approach pp. 325-344

Yujiao Yang and Qiongxia Song

Qualitative inequalities for squared partial correlations of a Gaussian random vector pp. 345-367

Sanjay Chaudhuri

Asymptotics of the Empirical Cross-over Function pp. 369-382

Karthik Bharath, Vladimir Pozdnyakov and Dipak Dey

Varying coefficients partially linear models with randomly censored data pp. 383-412

Francesco Bravo

Testing linearity against threshold effects: uniform inference in quantile regression pp. 413-439

Antonio Galvao, Kengo Kato, Gabriel Montes-Rojas and Jose Olmo

Volume 66, issue 1, 2014

Bayesian nonparametric regression with varying residual density pp. 1-31

Debdeep Pati and David Dunson

A $$U$$ -statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens–Fisher setting pp. 33-61

M. Ahmad

Local consistency of Markov chain Monte Carlo methods pp. 63-74

Kengo Kamatani

Bootstrapping continuous-time autoregressive processes pp. 75-92

Peter Brockwell, Jens-Peter Kreiss and Tobias Niebuhr

Momentum-space approach to asymptotic expansion for stochastic filtering pp. 93-120

Masaaki Fujii

Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition pp. 121-140

Sanying Feng and Liugen Xue

A truncated estimation method with guaranteed accuracy pp. 141-163

Vyacheslav Vasiliev

Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression pp. 165-191

Weihua Zhao, Riquan Zhang, Jicai Liu and Yazhao Lv

The harmonic moment tail index estimator: asymptotic distribution and robustness pp. 193-220

Jan Beran, Dieter Schell and Milan Stehlík