Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 61, issue 4, 2009

Generalized Neyman–Pearson optimality of empirical likelihood for testing parameter hypotheses pp. 773-787

Taisuke Otsu

Uniformly robust tests in errors-in-variables models pp. 789-810

Longcheen Huwang, Y. Steve Huang and Yi-Hua Tina Wang

Functional regression modeling via regularized Gaussian basis expansions pp. 811-833

Yuko Araki, Sadanori Konishi, Shuichi Kawano and Hidetoshi Matsui

Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors pp. 835-859

Taeryon Choi

A simple test for the parametric form of the variance function in nonparametric regression pp. 861-886

Holger Dette and Benjamin Hetzler

Proportional hazards regression under progressive Type-II censoring pp. 887-903

Sergio Alvarez-Andrade, N. Balakrishnan and Laurent Bordes

Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models pp. 905-918

Qingming Zou, Zhongyi Zhu and Jinglong Wang

Goodness of fit test for ergodic diffusion processes pp. 919-928

Ilia Negri and Yoichi Nishiyama

Point process diagnostics based on weighted second-order statistics and their asymptotic properties pp. 929-948

Giada Adelfio and Frederic Schoenberg

Metropolis–Hastings Algorithms with acceptance ratios of nearly 1 pp. 949-967

Kengo Kamatani

Merging of opinions in game-theoretic probability pp. 969-993

Vladimir Vovk

Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality pp. 995-1017

Haruhiko Ogasawara

Volume 61, issue 3, 2009

Improved prediction for a multivariate normal distribution with unknown mean and variance pp. 531-542

Kengo Kato

Consistency of the instrumental weighted variables pp. 543-578

Jan Víšek

Testing the tail index in autoregressive models pp. 579-598

Jana Jurečková, Hira Koul and Jan Picek

Estimating the intensity of a cyclic Poisson process in the presence of linear trend pp. 599-628

Roelof Helmers and I. Mangku

Third-order asymptotic expansion of M-estimators for diffusion processes pp. 629-661

Yuji Sakamoto and Nakahiro Yoshida

Efficient and fast spline-backfitted kernel smoothing of additive models pp. 663-690

Jing Wang and Lijian Yang

Optimal testing for additivity in multiple nonparametric regression pp. 691-714

Felix Abramovich, Italia Feis and Theofanis Sapatinas

Jump-preserving surface reconstruction from noisy data pp. 715-751

Peihua Qiu

Stochastic monotonicity of the MLE of exponential mean under different censoring schemes pp. 753-772

N. Balakrishnan and G. Iliopoulos

Volume 61, issue 2, 2009

$${\mathcal{M}}$$ -decomposability and symmetric unimodal densities in one dimension pp. 275-289

Nicholas Chia and Junji Nakano

On regression model selection for the data with correlated errors pp. 291-308

Wen Wei

Log-linear modeling using conditional log-linear structures pp. 309-329

P. Vellaisamy and V. Vijay

Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data pp. 331-353

Tomohiro Ando and Sadanori Konishi

Bayesian isotonic changepoint analysis pp. 355-370

Enrique Alvarez and Dipak Dey

On a model of sequential point patterns pp. 371-390

V. Shcherbakov

M-estimation in nonparametric regression under strong dependence and infinite variance pp. 391-411

Ngai Chan and Rongmao Zhang

Nonparametric density estimation for linear processes with infinite variance pp. 413-439

Toshio Honda

Conditional independence, conditional mixing and conditional association pp. 441-460

B. Prakasa Rao

A class of rank-based test for left-truncated and right-censored data pp. 461-476

Pao-sheng Shen

Higher-order accurate polyspectral estimation with flat-top lag-windows pp. 477-498

Arthur Berg and Dimitris Politis

On waiting time distributions associated with compound patterns in a sequence of multi-state trials pp. 499-516

Kiyoshi Inoue and Sigeo Aki

On V-orthogonal projectors associated with a semi-norm pp. 517-530

Yongge Tian and Yoshio Takane

Volume 61, issue 1, 2009

Multiple comparisons of several homoscedastic multivariate populations pp. 1-26

Yoshihide Kakizawa

Generalized partially linear mixed-effects models incorporating mismeasured covariates pp. 27-46

Hua Liang

Statistical estimation in partial linear models with covariate data missing at random pp. 47-84

Qi-Hua Wang

Asymptotic properties of local polynomial regression with missing data and correlated errors pp. 85-109

A. Pérez-González, J. Vilar-Fernández and W. González-Manteiga

On the estimation of a monotone conditional variance in nonparametric regression pp. 111-141

Holger Dette and Kay Pilz

Constrained optimal discrimination designs for Fourier regression models pp. 143-157

Stefanie Biedermann, Holger Dette and Philipp Hoffmann

Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law pp. 159-179

Sylvia Frühwirth-Schnatter and Leopold Sögner

Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling pp. 181-195

Hiroki Masuda

Varying-coefficient model for the occurrence rate function of recurrent events pp. 197-213

Chin-Tsang Chiang and Mei-Cheng Wang

Estimating a bounded parameter for symmetric distributions pp. 215-234

Éric Marchand and François Perron

Exact two-sample nonparametric test for quantile difference between two populations based on ranked set samples pp. 235-249

Omer Ozturk and N. Balakrishnan

Exact inference for a simple step-stress model from the exponential distribution under time constraint pp. 251-274

N. Balakrishnan, Qihao Xie and D. Kundu

Volume 60, issue 4, 2008

Preface: Featured section on data-mining and statistical science pp. 697-698

Tomoyuki Higuchi and Takashi Washio

Direct importance estimation for covariate shift adaptation pp. 699-746

Masashi Sugiyama, Taiji Suzuki, Shinichi Nakajima, Hisashi Kashima, Paul Bünau and Motoaki Kawanabe

A preferential attachment model with Poisson growth for scale-free networks pp. 747-761

Paul Sheridan, Yuichi Yagahara and Hidetoshi Shimodaira

Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach pp. 763-780

Tomohiro Ando

An angular–linear time series model for waveheight prediction pp. 781-800

Tsukasa Hokimoto and Kunio Shimizu

On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game pp. 801-812

Masayuki Kumon and Akimichi Takemura

Local empirical processes near boundaries of convex bodies pp. 813-842

Estate Khmaladze and Wolfgang Weil

Estimating a mean matrix: boosting efficiency by multiple affine shrinkage pp. 843-864

Rudolf Beran

On potentially negative space time covariances obtained as sum of products of marginal ones pp. 865-882

P. Gregori, E. Porcu, J. Mateu and Z. Sasvári

Second-order nonlinear least squares estimation pp. 883-900

Liqun Wang and Alexandre Leblanc

Semi-self-decomposable distributions on Z + pp. 901-917

Nadjib Bouzar

Volume 60, issue 3, 2008

Comparison of methods for ordinal lens opacity data from atomic-bomb survivors: univariate worse-eye method and bivariate GEE method using global odds ratio pp. 465-482

Eiji Nakashima, Kazuo Neriishi and Atsushi Minamoto

Some remarks on Bayesian inference for one-way ANOVA models pp. 483-498

Fabrizio Solari, Brunero Liseo and Dongchu Sun

Bayesian hierarchical linear mixed models for additive smoothing splines pp. 499-517

Dongchu Sun and Paul Speckman

A bootstrap approach to model checking for linear models under length-biased data pp. 519-543

J. Ojeda, J. Cristóbal and J. Alcalá

Maximum likelihood estimation in the proportional hazards cure model pp. 545-574

Wenbin Lu

Empirical likelihood confidence intervals for hazard and density functions under right censorship pp. 575-589

Junshan Shen and Shuyuan He

Some results on lower variance bounds useful in reliability modeling and estimation pp. 591-603

N. Nair and K. Sudheesh

Nonparametric inference for sequential k-out-of-n systems pp. 605-626

Eric Beutner

Properties of residuals for spatial point processes pp. 627-649

A. Baddeley, J. Møller and A. Pakes

Higher order estimation at Lebesgue points pp. 651-677

J. Beirlant, A. Berlinet and G. Biau

Some necessary uniform tests for spherical symmetry pp. 679-696

Jiajuan Liang, Kai-Tai Fang and Fred Hickernell

Volume 60, issue 2, 2008

Minimal invariant Markov basis for sampling contingency tables with fixed marginals pp. 229-256

Satoshi Aoki and Akimichi Takemura

Consistent estimation of the dimensionality in sliced inverse regression pp. 257-271

Guy Nkiet

Plug-in bandwidth selector for the kernel relative density estimator pp. 273-300

Elisa Molanes-López and Ricardo Cao

Estimation of a parameter of Morgenstern type bivariate exponential distribution by ranked set sampling pp. 301-318

Manoj Chacko and P. Thomas

Limit laws for the Randić index of random binary tree models pp. 319-343

Qunqiang Feng, Hosam Mahmoud and Alois Panholzer

On weak convergence of random fields pp. 345-365

Youri Davydov and Ričardas Zitikis

Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes pp. 367-406

Takaki Hayashi and Nakahiro Yoshida

The admissible parameter space for exponential smoothing models pp. 407-426

Rob Hyndman, Muhammad Akram and Blyth Archibald

Small-sample studies on right censored data with discrete failure times pp. 427-440

Jiantian Wang

Empirical likelihood inference for censored median regression with weighted empirical hazard functions pp. 441-457

Yichuan Zhao and Song Yang

The semi-Sibuya distribution pp. 459-464

Nadjib Bouzar

Volume 60, issue 1, 2008

A first–passage time random walk distribution with five transition probabilities: a generalization of the shifted inverse trinomial pp. 1-20

Kazuki Aoyama, Kunio Shimizu and S. Ong

A cross-validation method for data with ties in kernel density estimation pp. 21-44

Kamila Żychaluk and Prakash Patil

Randomized group up and down experiments pp. 45-59

Alessandro Antognini, Paola Bortot and Alessandra Giovagnoli

Accurate confidence intervals in regression analyses of non-normal data pp. 61-83

Robert Boik

Estimating a general function of a quadratic function pp. 85-119

D. Fourdrinier and P. Lepelletier

The estimation of M4 processes with geometric moving patterns pp. 121-150

Zhengjun Zhang

Progressive censoring from heterogeneous distributions with applications to robustness pp. 151-171

N. Balakrishnan and Erhard Cramer

Bivariate Markov chain embeddable variables of polynomial type pp. 173-191

M. Koutras, S. Bersimis and D. Antzoulakos

On occurrence of subpattern and method of gambling teams pp. 193-203

Vladimir Pozdnyakov

Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy pp. 205-224

Chris Field, John Robinson and Elvezio Ronchetti

Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy pp. 225-227

Chris Field, John Robinson and Elvezio Ronchetti