Sankhya A: The Indian Journal of Statistics

2016 - 2025

Current editor(s): Dipak Dey

From:
Springer
Indian Statistical Institute
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Volume 82, issue 2, 2020

M-estimation in Multistage Sampling Procedures pp. 261-309

Atul Mallik, Moulinath Banerjee and George Michailidis

Frequentist Properties of Bayesian Multiplicity Control for Multiple Testing of Normal Means pp. 310-329

Sean Chang and James O. Berger

Density Prediction and the Stein Phenomenon pp. 330-352

Malay Ghosh, Tatsuya Kubokawa and Gauri Sankar Datta

Bayesian Fusion Estimation via t Shrinkage pp. 353-385

Qifan Song and Guang Cheng

Adaptive Bayesian credible bands in regression with a Gaussian process prior pp. 386-425

Suzanne Sniekers and Aad Vaart

Global-Local Mixtures: A Unifying Framework pp. 426-447

Anindya Bhadra, Jyotishka Datta, Nicholas G. Polson and Brandon T. Willard

Posterior Contraction Rates for Stochastic Block Models pp. 448-476

Prasenjit Ghosh, Debdeep Pati and Anirban Bhattacharya

Empirical Priors and Coverage of Posterior Credible Sets in a Sparse Normal Mean Model pp. 477-498

Ryan Martin and Bo Ning

On the Asymptotic Properties of SLOPE pp. 499-532

Michał Kos and Małgorzata Bogdan

Volume 82, issue 1, 2020

An Abstract Law of Large Numbers pp. 1-12

Nabil I. Al-Najjar and Luciano Pomatto

On a Simple Identity for the Conditional Expectation of Orthogonal Polynomials pp. 13-27

Thomas A. Severini

An Alternative Matrix Skew-Normal Random Matrix and Some Properties pp. 28-49

Phil D. Young, Joshua D. Patrick, John A. Ramey and Dean M. Young

Bivariate Limit Theorems for Record Values Based on Random Sample Sizes pp. 50-67

M. A. Abd Elgawad, H. M. Barakat and Ting Yan

A Test for Multivariate Location Parameter in Elliptical Model Based on Forward Search Method pp. 68-95

Chitradipa Chakraborty and Subhra Sankar Dhar

A Note on Bootstrap for Gupta’s Subset Selection Procedure pp. 96-114

Jun-ichiro Fukuchi

Parametric Inference Using Nomination Sampling with an Application to Mercury Contamination in Fish pp. 115-146

Mohammad Nourmohammadi, Mohammad Jafari Jozani and Brad C. Johnson

Hyper Nonlocal Priors for Variable Selection in Generalized Linear Models pp. 147-185

Ho-Hsiang Wu, Marco A. R. Ferreira, Mohamed Elkhouly and Tieming Ji

Multiple Categorical Covariates-Based Multinomial Dynamic Response Model pp. 186-219

R. Prabhakar Rao and Brajendra C. Sutradhar

On the Construction of Unbiased Estimators for the Group Testing Problem pp. 220-241

Gregory Haber and Yaakov Malinovsky

Lindley Power Series Distributions pp. 242-256

Yuancheng Si and Saralees Nadarajah

A Note on a New Member from the T-X Family of Distributions: The Gumbel-Burr XII Distribution and its Properties pp. 257-259

Saralees Nadarajah and Idika E. Okorie

Volume 81, issue 2, 2019

The Bivariate Lack-of-Memory Distributions pp. 273-297

Gwo Dong Lin, Xiaoling Dou and Satoshi Kuriki

A New Member from the T − X Family of Distributions: the Gumbel-Burr XII Distribution and Its Properties pp. 298-322

Patrick Osatohanmwen, Francis O Oyegue and Sunday M Ogbonmwan

A New Odd Log-Logistic Lindley Distribution with Properties and Applications pp. 323-346

Morad Alizadeh, Emrah Altun, Gamze Ozel, Mahmoud Afshari and Abbas Eftekharian

Neural Random Forests pp. 347-386

Gérard Biau, Erwan Scornet and Johannes Welbl

Uniform Hyperbolicity on Random Sets pp. 387-398

Abbas Ali Rashid and Alireza Zamani Bahabadi

Kolmogorov Consistency Theorem for Nonstochastic Random Processes pp. 399-405

Victor Ivanenko and Illia Pasichnichenko

A Criterion for Local Model Selection pp. 406-444

G. Avlogiaris, A. C. Micheas and K. Zografos

Statistical Theory of Shape Under Elliptical Models via Polar Decompositions pp. 445-465

José A. Daíz-García and Francisco J. Caro-Lopera

Compressed Covariance Estimation with Automated Dimension Learning pp. 466-481

Gautam Sabnis, Debdeep Pati and Anirban Bhattacharya

Asymptotically Normal Estimators for Zipf’s Law pp. 482-492

Mikhail Chebunin and Artyom Kovalevskii

Empirical Priors and Posterior Concentration Rates for a Monotone Density pp. 493-509

Ryan Martin

Volume 81, issue 1, 2019

Nonparametric Analysis of Non-Euclidean Data on Shapes and Images pp. 1-36

Rabi Bhattacharya and Rachel Oliver

An Infinitesimal Probabilistic Model for Principal Component Analysis of Manifold Valued Data pp. 37-62

Stefan Sommer

Gaussian Asymptotic Limits for the α-transformation in the Analysis of Compositional Data pp. 63-82

Yannis Pantazis, Michail Tsagris and Andrew T. A. Wood

Bayesian Linear Size-and-Shape Regression with Applications to Face Data pp. 83-103

Ian L. Dryden, Kwang-Rae Kim and Huiling Le

Geometric Sensitivity Measures for Bayesian Nonparametric Density Estimation Models pp. 104-143

Abhijoy Saha and Sebastian Kurtek

Robust Comparison of Kernel Densities on Spherical Domains pp. 144-171

Zhengwu Zhang, Eric Klassen and Anuj Srivastava

Procrustes Metrics on Covariance Operators and Optimal Transportation of Gaussian Processes pp. 172-213

Valentina Masarotto, Victor M. Panaretos and Yoav Zemel

Inference on Covariance Operators via Concentration Inequalities: k-sample Tests, Classification, and Clustering via Rademacher Complexities pp. 214-243

Adam B. Kashlak, John A. D. Aston and Richard Nickl

Challenges in Topological Object Data Analysis pp. 244-271

Vic Patrangenaru, Peter Bubenik, Robert L. Paige and Daniel Osborne

Volume 80, issue 2, 2018

Finite Partially Exchangeable Laws Are Signed Mixtures of Product Laws pp. 195-214

Paolo Leonetti

Bayesian Variable Selection and Estimation Based on Global-Local Shrinkage Priors pp. 215-246

Xueying Tang, Xiaofan Xu, Malay Ghosh and Prasenjit Ghosh

Multivariate Density Estimation Using a Multivariate Weighted Log-Normal Kernel pp. 247-266

Gaku Igarashi

Direct Inversion Formulas for the Natural SFT pp. 267-279

Shigeyoshi Ogawa

Reduced Basis Kriging for Big Spatial Fields pp. 280-300

Karl Pazdernik, Ranjan Maitra, Douglas Nychka and Stephan Sain

A Parameter Dimension-Split Based Asymptotic Regression Estimation Theory for a Multinomial Panel Data Model pp. 301-329

Brajendra C Sutradhar

Moderate Deviations for Ewens-Pitman Sampling Models pp. 330-341

Stefano Favaro, Shui Feng and Fuqing Gao

A Characterization of Exponential Distribution in Risk Model pp. 342-355

Chin-Yuan Hu, Jheng-Ting Wang and Tsung-Lin Cheng

Randomness Criterion Σ and Its Applications pp. 356-384

Teturo Kamae, Dong Han Kim and Yu-Mei Xue

Efficient Shrinkage for Generalized Linear Mixed Models Under Linear Restrictions pp. 385-410

T. Thomson and S. Hossain

Volume 80, issue 1, 2018

Phase Transition in Inhomogenous Erdős-Rényi Random Graphs via Tree Counting pp. 1-27

Ghurumuruhan Ganesan

Statistical Shape Methodology for the Analysis of Helices pp. 8-32

Mai F. Alfahad, John T. Kent and Kanti V. Mardia

The Effect of Data Contamination in Sliced Inverse Regression and Finite Sample Breakdown Point pp. 28-58

Ulrike Genschel

Subsampling MCMC - an Introduction for the Survey Statistician pp. 33-69

Matias Quiroz, Mattias Villani, Robert Kohn, Minh-Ngoc Tran and Khue-Dung Dang

On Approximations of the Beta Process in Latent Feature Models: Point Processes Approach pp. 59-79

Luai Al Labadi and Mahmoud Zarepour

Hierarchical Empirical Bayes Estimation of Two Sample Means Under Divergence Loss pp. 70-83

Malay Ghosh and Tatsuya Kubokawa

Semi-parametric Dynamic Models for Longitudinal Ordinal Categorical Data pp. 80-109

Brajendra C. Sutradhar

Analytic Expressions for Multivariate Lorenz Surfaces pp. 84-111

Barry C. Arnold and José María Sarabia

Multivariate Order Statistics: the Intermediate Case pp. 110-120

Michael Falk and Florian Wisheckel

Bayesian Discriminant Analysis Using a High Dimensional Predictor pp. 112-145

Xingqi Du and Subhashis Ghosal

A New Look at Portmanteau Tests pp. 121-137

Fumiya Akashi, Hiroaki Odashima, Masanobu Taniguchi and Anna Clara Monti

A Note on Inverse Stereographic Projection of Elliptical Distributions pp. 138-151

Jean-Luc Dortet-Bernadet and Nicolas Wicker

Bayesian Subset Selection Methods for Finding Engineering Design Values: an Application to Lumber Strength pp. 146-172

Yumi Kondo, James V Zidek, Carolyn G Taylor and Constance Eeden

On Being Bayes and Unbiasedness pp. 152-167

Siamak Noorbaloochi and Glen Meeden

New and Fast Block Bootstrap-Based Prediction Intervals for GARCH(1,1) Process with Application to Exchange Rates pp. 168-194

Beste Hamiye Beyaztas, Ufuk Beyaztas, Soutir Bandyopadhyay and Wei-Min Huang

Uncertainty Quantification in Robust Inference for Irregularly Spaced Spatial Data Using Block Bootstrap pp. 173-221

S. N. Lahiri