Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 63, issue 6, 2011

Uniform in bandwidth exact rates for a class of kernel estimators pp. 1077-1102

Davit Varron and Ingrid Van Keilegom

Testing separability in marked multidimensional point processes with covariates pp. 1103-1122

Chien-Hsun Chang and Frederic Schoenberg

The best EBLUP in the Fay–Herriot model pp. 1123-1140

Jiming Jiang and En-Tzu Tang

An optimal approach for hypothesis testing in the presence of incomplete data pp. 1141-1163

Albert Vexler and Sergey Tarima

A class of asymptotically normal degenerate quasi U-statistics pp. 1165-1182

Aluísio Pinheiro, Pranab Sen and Hildete Pinheiro

Maximum likelihood estimation in a partially observed stratified regression model with censored data pp. 1183-1206

Amélie Detais and Jean-François Dupuy

Nonparametric estimators of the survival function with twice censored data pp. 1207-1219

Pao-sheng Shen

Estimation of the intensity of non-homogeneous point processes via wavelets pp. 1221-1246

José Miranda and Pedro Morettin

Efficiency of profile likelihood in semi-parametric models pp. 1247-1275

Yuichi Hirose

Variable selection in a class of single-index models pp. 1277-1293

Li-Ping Zhu, Lin-Yi Qian and Jin-Guan Lin

Volume 63, issue 5, 2011

The generality of the zero-one laws pp. 873-885

Akimichi Takemura, Vladimir Vovk and Glenn Shafer

Conditional likelihood estimation and efficiency comparisons in proportional odds model with missing covariates pp. 887-921

S. Hsieh, Shen-Ming Lee, P. Shen and Mingyang Liu

Adjustments of profile likelihood through predictive densities pp. 923-937

Luigi Pace, Alessandra Salvan and Laura Ventura

Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data pp. 939-959

Axel Munk, Jean-Pierre Stockis, Janis Valeinis and Götz Giese

A boosting method for maximization of the area under the ROC curve pp. 961-979

Osamu Komori

Optimal design for smoothing splines pp. 981-1003

Holger Dette, Viatcheslav Melas and Andrey Pepelyshev

Full likelihood inferences in the Cox model: an empirical likelihood approach pp. 1005-1018

Jian-Jian Ren and Mai Zhou

Local linear hazard rate estimation and bandwidth selection pp. 1019-1046

Dimitrios Bagkavos

Local linear regression for functional data pp. 1047-1075

A. Berlinet, A. Elamine and A. Mas

Volume 63, issue 4, 2011

A Wald-type variance estimation for the nonparametric distribution estimators for doubly censored data pp. 645-670

Tomoyuki Sugimoto

Erratum to: A Wald-type variance estimation for the nonparametric distribution estimators for doubly censored data pp. 671-674

Tomoyuki Sugimoto

Gradient modeling for multivariate quantitative data pp. 675-688

Tomonari Sei

Large deviation theory for non-regular location shift family pp. 689-716

Masahito Hayashi

Estimating nonlinear regression with and without change-points by the LAD method pp. 717-743

Gabriela Ciuperca

Limiting size index distributions for ball-bin models with Zipf-type frequencies pp. 745-768

Satoshi Chida and Naoto Miyoshi

Constrained estimation using judgment post-stratification pp. 769-789

Jesse Frey and Omer Ozturk

Fisher information in window censored renewal process data and its applications pp. 791-825

Yanxing Zhao and H. Nagaraja

On Bayes inference for a bathtub failure rate via S-paths pp. 827-850

Man-Wai Ho

On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing pp. 851-871

Alessandra Luati and Tommaso Proietti

Volume 63, issue 3, 2011

Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations pp. 431-479

Nakahiro Yoshida

Extended Bernstein prior via reinforced urn processes pp. 481-496

Lorenzo Trippa, Paolo Bulla and Sonia Petrone

Representations of efficient score for coarse data problems based on Neumann series expansion pp. 497-509

Hua Chen

Semiparametric marginal and association regression methods for clustered binary data pp. 511-533

Grace Yi, Wenqing He and Hua Liang

Estimating functions for repeated measures with incidental parameters pp. 535-558

Martin Crowder

Binary consecutive covering arrays pp. 559-584

A. Godbole, M. Koutras and F. Milienos

Penalized likelihood regression for generalized linear models with non-quadratic penalties pp. 585-615

Anestis Antoniadis, Irène Gijbels and Mila Nikolova

Edgeworth expansion for the kernel quantile estimator pp. 617-644

Yoshihiko Maesono and Spiridon Penev

Volume 63, issue 2, 2011

Goodness of fit test for small diffusions by discrete time observations pp. 211-225

Ilia Negri and Yoichi Nishiyama

Asymptotic properties of sample quantiles of discrete distributions pp. 227-243

Yanyuan Ma, Marc Genton and Emanuel Parzen

Estimation of additive quantile regression pp. 245-265

Holger Dette and Regine Scheder

Asymptotic properties of conditional quantile estimator for censored dependent observations pp. 267-289

Han-Ying Liang and Jacobo Uña-Álvarez

Mixtures of power series distributions: identifiability via uniqueness in problems of moments pp. 291-303

Jordan Stoyanov and Gwo Lin

Analysis of a semiparametric mixture model for competing risks pp. 305-329

Angelica Hernandez-Quintero, Jean-François Dupuy and Gabriel Escarela

Empirical likelihood method for linear transformation models pp. 331-346

Wen Yu, Yunting Sun and Ming Zheng

Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process pp. 347-373

Ivan Kojadinovic and Jun Yan

Forms of four-word indicator functions with implications to two-level factorial designs pp. 375-386

N. Balakrishnan and Po Yang

Prediction error criterion for selecting variables in a linear regression model pp. 387-403

Yasunori Fujikoshi, Tamio Kan, Shin Takahashi and Tetsuro Sakurai

On adaptive wavelet estimation of a quadratic functional from a deconvolution problem pp. 405-429

Christophe Chesneau

Volume 63, issue 1, 2011

The geometry of the Wilks’s Λ random field pp. 1-27

F. Carbonell, K. Worsley and L. Galan

Explicit estimators under m-dependence for a multivariate normal distribution pp. 29-42

Martin Ohlson, Zhanna Andrushchenko and Dietrich Rosen

A general divergence criterion for prior selection pp. 43-58

Malay Ghosh, Victor Mergel and Ruitao Liu

The local Dirichlet process pp. 59-80

Yeonseung Chung and David Dunson

Density Estimation with Replicate Heteroscedastic Measurements pp. 81-99

Julie McIntyre and Leonard Stefanski

A new perspective to stress–strength models pp. 101-115

Serkan Eryılmaz

Additive risk model for current status data with a cured subgroup pp. 117-134

Shuangge Ma

A class of multi-sample nonparametric tests for panel count data pp. 135-156

N. Balakrishnan and Xingqiu Zhao

Asymptotic properties of sample quantiles from a finite population pp. 157-179

Arindam Chatterjee

Gambler’s ruin and winning a series by m games pp. 181-195

Tamás Lengyel

Bivariate Fibonacci polynomials of order k with statistical applications pp. 197-210

Kiyoshi Inoue and Sigeo Aki