Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 65, issue 5, 2013

On constrained and regularized high-dimensional regression pp. 807-832

Xiaotong Shen, Wei Pan, Yunzhang Zhu and Hui Zhou

Extending circular distributions through transformation of argument pp. 833-858

Toshihiro Abe, Arthur Pewsey and Kunio Shimizu

Asymptotic distribution of the nonparametric distribution estimator based on a martingale approach in doubly censored data pp. 859-888

Tomoyuki Sugimoto

On the convergence rate of the unscented transformation pp. 889-912

Kwang Ahn and Kung-Sik Chan

Covariance tapering for prediction of large spatial data sets in transformed random fields pp. 913-939

Toshihiro Hirano and Yoshihiro Yajima

Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions pp. 941-958

Chunsheng Ma

Estimation in threshold autoregressive models with correlated innovations pp. 959-992

P. Chigansky and Yu. Kutoyants

One-armed bandit process with a covariate pp. 993-1006

You Liang, Xikui Wang and Yanqing Yi

Volume 65, issue 4, 2013

Robust estimation in joint mean–covariance regression model for longitudinal data pp. 617-638

Xueying Zheng, Wing Fung and Zhongyi Zhu

Empirical likelihood semiparametric nonlinear regression analysis for longitudinal data with responses missing at random pp. 639-665

Nian-Sheng Tang and Pu-Ying Zhao

Alexander duality in experimental designs pp. 667-686

Hugo Maruri-Aguilar, Eduardo Sáenz- de-Cabezón and Henry Wynn

Unified extension of variance bounds for integrated Pearson family pp. 687-702

Giorgos Afendras

Large deviations for posterior distributions on the parameter of a multivariate $$\text{ AR}(p)$$ process pp. 703-719

Claudio Macci and Stefano Trapani

Partially linear varying coefficient models with missing at random responses pp. 721-762

Francesco Bravo

Estimating the number of zero-one multi-way tables via sequential importance sampling pp. 763-783

Jing Xi, Ruriko Yoshida and David Haws

Estimation in semiparametric models with missing data pp. 785-805

Song Chen and Ingrid Van Keilegom

Volume 65, issue 3, 2013

Inference for a class of partially observed point process models pp. 413-437

James Martin, Ajay Jasra and Emma McCoy

Forecasting continuous-time processes with applications to signal extraction pp. 439-456

Tucker McElroy

Objective Bayesian analysis for CAR models pp. 457-472

Cuirong Ren and Dongchu Sun

Checking the adequacy of partial linear models with missing covariates at random pp. 473-490

Wangli Xu and Xu Guo

Modelling conflicting information using subexponential distributions and related classes pp. 491-511

J. Andrade and Edward Omey

Recursive equations in finite Markov chain imbedding pp. 513-527

Yu-Fei Hsieh and Tung-Lung Wu

Calibration of the empirical likelihood for high-dimensional data pp. 529-550

Yukun Liu, Changliang Zou and Zhaojun Wang

Variance estimation using judgment post-stratification pp. 551-569

Jesse Frey and Timothy Feeman

Coupon collector’s problems with statistical applications to rankings pp. 571-587

Sigeo Aki and Katuomi Hirano

New estimating equation approaches with application in lifetime data analysis pp. 589-615

Keming Yu, Bing Wang and Valentin Patilea

Volume 65, issue 2, 2013

Minimum density power divergence estimator for diffusion processes pp. 213-236

Sangyeol Lee and Junmo Song

Partial linear single index models with distortion measurement errors pp. 237-267

Jun Zhang, Yao Yu, Li-Xing Zhu and Hua Liang

The algebra of reversible Markov chains pp. 269-293

Giovanni Pistone and Maria Rogantin

Model selection via standard error adjusted adaptive lasso pp. 295-318

Wei Qian and Yuhong Yang

Testing statistical hypotheses based on the density power divergence pp. 319-348

A. Basu, A. Mandal, N. Martin and L. Pardo

Degenerate $$U$$ - and $$V$$ -statistics under ergodicity: asymptotics, bootstrap and applications in statistics pp. 349-386

Anne Leucht and Michael Neumann

Asymptotic Palm likelihood theory for stationary point processes pp. 387-412

Michaela Prokešová and Eva Jensen

Volume 65, issue 1, 2013

Empirical likelihood-based inferences for the Lorenz curve pp. 1-21

Gengsheng Qin, Baoying Yang and Nelly Belinga-Hall

Nonparametric quantile regression with heavy-tailed and strongly dependent errors pp. 23-47

Toshio Honda

Strong large deviations for arbitrary sequences of random variables pp. 49-67

Cyrille Joutard

Equal percent bias reduction and variance proportionate modifying properties with mean–covariance preserving matching pp. 69-87

Yannis Yatracos

A least squares estimator for discretely observed Ornstein–Uhlenbeck processes driven by symmetric α-stable motions pp. 89-103

Shibin Zhang and Xinsheng Zhang

Estimation of central shapes of error distributions in linear regression problems pp. 105-124

P. Lai and Stephen Lee

Nonparametric pseudo-Lagrange multiplier stationarity testing pp. 125-147

Manuel Landajo and María Presno

On Mann–Whitney tests for comparing sojourn time distributions when the transition times are right censored pp. 149-166

Jie Fan and Somnath Datta

Improved confidence intervals for quantiles pp. 167-189

Yoshihiko Maesono and Spiridon Penev

Graver basis for an undirected graph and its application to testing the beta model of random graphs pp. 191-212

Mitsunori Ogawa, Hisayuki Hara and Akimichi Takemura

Volume 64, issue 6, 2012

Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise pp. 1089-1119

Peter Brockwell, Alexander Lindner and Bernd Vollenbröker

Loss of information of a statistic for a family of non-regular distributions, II: more general case pp. 1121-1138

Masafumi Akahira, Hyo Kim and Nao Ohyauchi

Converting information into probability measures with the Kullback–Leibler divergence pp. 1139-1160

Pier Bissiri and Stephen Walker

Resampling-based information criteria for best-subset regression pp. 1161-1186

Philip Reiss, Lei Huang, Joseph Cavanaugh and Amy Roy

Exact goodness-of-fit tests for censored data pp. 1187-1203

Aurea Grané

Nonlinear Poisson autoregression pp. 1205-1225

Konstantinos Fokianos and Dag Tjøstheim

On the meaning of mean shape: manifold stability, locus and the two sample test pp. 1227-1259

Stephan Huckemann

Predicting a cyclic Poisson process pp. 1261-1279

Roelof Helmers and I. Mangku

Volume 64, issue 5, 2012

An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity pp. 881-910

Naoto Kunitomo

Asymptotically distribution free test for parameter change in a diffusion process model pp. 911-918

Ilia Negri and Yoichi Nishiyama

On estimating distribution functions using Bernstein polynomials pp. 919-943

Alexandre Leblanc

Optimal and efficient designs for Gompertz regression models pp. 945-957

Gang Li

A general transformation class of semiparametric cure rate frailty models pp. 959-989

Guoqing Diao and Guosheng Yin

Some problems in nonparametric inference for the stress release process related to the local time pp. 991-1007

Takayuki Fujii and Yoichi Nishiyama

Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation pp. 1009-1044

Masashi Sugiyama, Taiji Suzuki and Takafumi Kanamori

Testing for a constant coefficient of variation in nonparametric regression by empirical processes pp. 1045-1070

Holger Dette, Mareen Marchlewski and Jens Wagener

Asymptotic conditional distribution of exceedance counts: fragility index with different margins pp. 1071-1085

Michael Falk and Diana Tichy

Erratum to: A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations pp. 1087-1087

Solomon Harrar and Arne Bathke

Volume 64, issue 4, 2012

Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds pp. 687-714

Abhishek Bhattacharya and David Dunson

Optimal inferences for proportional hazards model with parametric covariate transformations pp. 715-736

Chunpeng Fan, Jason Fine and Jong-Hyeon Jeong

Selection models under generalized symmetry settings pp. 737-750

Adelchi Azzalini

The efficiency of the second-order nonlinear least squares estimator and its extension pp. 751-764

Mijeong Kim and Yanyuan Ma

Empirical likelihood for conditional quantile with left-truncated and dependent data pp. 765-790

Han-Ying Liang and Jacobo Uña-Álvarez

Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty pp. 791-809

Stéphane Chrétien, Alfred Hero and Hervé Perdry

Tests of symmetry for bivariate copulas pp. 811-834

Christian Genest, Johanna Nešlehová and Jean-François Quessy

Estimation and model selection in a class of semiparametric models for cluster data pp. 835-856

Yan Sun, Jialiang Li and Wenyang Zhang

Some properties of skew-symmetric distributions pp. 857-879

Adelchi Azzalini and Giuliana Regoli

Volume 64, issue 3, 2012

Random partitioning over a sparse contingency table pp. 457-474

Nobuaki Hoshino

Instrumental variable approach to covariate measurement error in generalized linear models pp. 475-493

Taraneh Abarin and Liqun Wang

Isoseparation and robustness in parametric Bayesian inference pp. 495-519

Jim Smith and Fabio Rigat

Markov-modulated Hawkes process with stepwise decay pp. 521-544

Ting Wang, Mark Bebbington and David Harte

Estimation of parameters for discretely observed diffusion processes with a variety of rates for information pp. 545-575

Yasutaka Shimizu

Priors for Bayesian adaptive spline smoothing pp. 577-613

Yu Yue, Paul Speckman and Dongchu Sun

Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game pp. 615-632

Shin-ichiro Takazawa

Statistical modeling for discrete patterns in a sequence of exchangeable trials pp. 633-655

Sigeo Aki

On robust classification using projection depth pp. 657-676

Subhajit Dutta and Anil Ghosh

Directional dependence in multivariate distributions pp. 677-685

Roger Nelsen and Manuel Úbeda-Flores

Volume 64, issue 2, 2012

Combining models in longitudinal data analysis pp. 233-254

Song Liu and Yuhong Yang

Asymptotic normality of Powell’s kernel estimator pp. 255-273

Kengo Kato

Modelling time trend via spline confidence band pp. 275-301

Jing Wang

A sequential order statistics approach to step-stress testing pp. 303-318

N. Balakrishnan, U. Kamps and M. Kateri

Bayesian estimation of a covariance matrix with flexible prior specification pp. 319-342

Chih-Wen Hsu, Marick Sinay and John Hsu

Estimating the ratio of two scale parameters: a simple approach pp. 343-357

Panayiotis Bobotas, George Iliopoulos and Stavros Kourouklis

Estimators for the binomial distribution that dominate the MLE in terms of Kullback–Leibler risk pp. 359-371

Paul Vos and Qiang Wu

The local power of the gradient test pp. 373-381

Artur Lemonte and Silvia Ferrari

On identification of the threshold diffusion processes pp. 383-413

Yury Kutoyants

Hazard function estimation with cause-of-death data missing at random pp. 415-438

Qihua Wang, Gregg Dinse and Chunling Liu

Constrained nonparametric estimation of the mean and the CDF using ranked-set sampling with a covariate pp. 439-456

Jesse Frey

Volume 64, issue 1, 2012

Semiparametric efficient inferences for lifetime regression model with time-dependent covariates pp. 1-25

Hsieh Fushing

M-estimation of wavelet variance pp. 27-53

Debashis Mondal and Donald Percival

Distribution and double generating function of number of patterns in a sequence of Markov dependent multistate trials pp. 55-68

Yung-Ming Chang, James Fu and Han-Ying Lin

Random partition masking model for censored and masked competing risks data pp. 69-85

Qiqing Yu, G. Wong, Hao Qin and Jiaping Wang

Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes pp. 87-106

Shaochuan Lu

Bayesian analysis of conditional autoregressive models pp. 107-133

Victor Oliveira

A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations pp. 135-165

Solomon Harrar and Arne Bathke

Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data pp. 167-192

Tine Buch-Kromann and Jens Nielsen

Local asymptotic mixed normality for discretely observed non-recurrent Ornstein–Uhlenbeck processes pp. 193-211

Yasutaka Shimizu

Variable selection in semiparametric regression analysis for longitudinal data pp. 213-231

Peixin Zhao and Liugen Xue