Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 62, issue 6, 2010

Nonparametric estimation of conditional medians for linear and related processes pp. 995-1021

Toshio Honda

Semi-parametric efficiency bounds for regression models under response-selective sampling: the profile likelihood approach pp. 1023-1052

Alan Lee and Yuichi Hirose

Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form pp. 1053-1082

Francisco Cribari-Neto and Maria Lima

General model selection estimation of a periodic regression with a Gaussian noise pp. 1083-1111

Victor Konev and Serguei Pergamenchtchikov

Tilted Edgeworth expansions for asymptotically normal vectors pp. 1113-1142

Christopher Withers and Saralees Nadarajah

Analysis of rounded data from dependent sequences pp. 1143-1173

Baoxue Zhang, Tianqing Liu and Z. Bai

Volume 62, issue 5, 2010

Nonparametric inference in multiplicative intensity model by discrete time observation pp. 823-833

Yoichi Nishiyama

Nonparametric analysis of doubly truncated data pp. 835-853

Pao-sheng Shen

Decompounding random sums: a nonparametric approach pp. 855-872

Martin Bøgsted and Susan Pitts

Dual connections in nonparametric classical information geometry pp. 873-896

M. Grasselli

Uniform asymptotics for S- and MM-regression estimators pp. 897-927

Marek Omelka and Matías Salibián-Barrera

Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model pp. 929-941

Yongge Tian

Wavelet variance analysis for gappy time series pp. 943-966

Debashis Mondal and Donald Percival

Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model pp. 967-994

Ian Dryden, Alfred Kume, Huiling Le and Andrew Wood

Volume 62, issue 4, 2010

Preface pp. 601-602

Akimichi Takemura

Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry pp. 603-638

Bernd Sturmfels and Caroline Uhler

Non-very ample configurations arising from contingency tables pp. 639-644

Hidefumi Ohsugi and Takayuki Hibi

Graph presentations for moments of noncentral Wishart distributions and their applications pp. 645-672

Satoshi Kuriki and Yasuhide Numata

Minimal average degree aberration and the state polytope for experimental designs pp. 673-698

Yael Berstein, Hugo Maruri-Aguilar, Shmuel Onn, Eva Riccomagno and Henry Wynn

Some optimal criteria of model-robustness for two-level non-regular fractional factorial designs pp. 699-716

Satoshi Aoki

Normal binary graph models pp. 717-726

Seth Sullivant

Decompositions of binomial ideals pp. 727-745

Thomas Kahle

A universal algebraic approach for conditional independence pp. 747-773

Jinfang Wang

Finiteness of small factor analysis models pp. 775-783

Mathias Drton and Han Xiao

Markov bases and subbases for bounded contingency tables pp. 785-805

Fabio Rapallo and Ruriko Yoshida

About the maximal rank of 3-tensors over the real and the complex number field pp. 807-822

Toshio Sumi, Mitsuhiro Miyazaki and Toshio Sakata

Volume 62, issue 3, 2010

Optimal tuning parameter estimation in maximum penalized likelihood method pp. 413-438

Masao Ueki and Kaoru Fueda

Estimation in nonparametric location-scale regression models with censored data pp. 439-463

Cédric Heuchenne and Ingrid Keilegom

Generalized time-dependent conditional linear models under left truncation and right censoring pp. 465-485

Bianca Teodorescu, Ingrid Keilegom and Ricardo Cao

Simultaneous estimation and variable selection in median regression using Lasso-type penalty pp. 487-514

Jinfeng Xu and Zhiliang Ying

Bootstrap model selection for possibly dependent and heterogeneous data pp. 515-546

Alessio Sancetta

Limiting behavior of relative Rényi entropy in a non-regular location shift family pp. 547-569

Masahito Hayashi

Asymptotic second-order consistency for two-stage estimation methodologies and its applications pp. 571-600

Makoto Aoshima and Kazuyoshi Yata

Volume 62, issue 2, 2010

Boosting local quasi-likelihood estimators pp. 235-248

Masao Ueki and Kaoru Fueda

Oracle inequality for conditional density estimation and an actuarial example pp. 249-275

Sam Efromovich

On the tail index of a heavy tailed distribution pp. 277-298

Yongcheng Qi

Markov basis and Gröbner basis of Segre–Veronese configuration for testing independence in group-wise selections pp. 299-321

Satoshi Aoki, Takayuki Hibi, Hidefumi Ohsugi and Akimichi Takemura

Nonparametric estimation of a conditional distribution from length-biased data pp. 323-341

Jacobo Uña-Álvarez and M. Iglesias-Pérez

Recursive parameter estimation: asymptotic expansion pp. 343-362

Teo Sharia

An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators pp. 363-381

Reinaldo Arellano-Valle and Marc Genton

Procedure of test to compare the tail indices pp. 383-412

Mathilde Mougeot and Karine Tribouley

Volume 62, issue 1, 2010

Preface: Special issue in honor of Dr. Hirotugu Akaike pp. 1-2

Sadanori Konishi and Genshiro Kitagawa

Making statistical thinking more productive pp. 3-9

Hirotugu Akaike

Latent class analysis variable selection pp. 11-35

Nema Dean and Adrian Raftery

Bayesian decoding of neural spike trains pp. 37-59

Shinsuke Koyama, Uri Eden, Emery Brown and Robert Kass

Smoothing algorithms for state–space models pp. 61-89

Mark Briers, Arnaud Doucet and Simon Maskell

Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data— pp. 91-107

Nobuhiko Terui, Masataka Ban and Toshihiko Maki

Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions pp. 109-116

Chih-Ling Tsai, Hansheng Wang and Ning Zhu

Model selection bias and Freedman’s paradox pp. 117-125

Paul Lukacs, Kenneth Burnham and David Anderson

Hybrid kernel estimates of space–time earthquake occurrence rates using the epidemic-type aftershock sequence model pp. 127-143

Giada Adelfio and Yosihiko Ogata

Distribution of distances between topologies and its effect on detection of phylogenetic recombination pp. 145-159

Leonardo Oliveira Martins and Hirohisa Kishino

Contrast-based information criterion for ergodic diffusion processes from discrete observations pp. 161-187

Masayuki Uchida

Frequentist and Bayesian measures of confidence via multiscale bootstrap for testing three regions pp. 189-208

Hidetoshi Shimodaira

Bias and variance reduction techniques for bootstrap information criteria pp. 209-234

Genshiro Kitagawa and Sadanori Konishi