Sankhya A: The Indian Journal of Statistics

2016 - 2025

Current editor(s): Dipak Dey

From:
Springer
Indian Statistical Institute
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Volume 79, issue 2, 2017

On Concentration for (Regularized) Empirical Risk Minimization pp. 159-200

Sara Geer and Martin J. Wainwright

Discussion of “concentration for (regularized) empirical risk minimization” by Sara van de Geer and Martin Wainwright pp. 201-207

Stéphane Boucheron

Discussion of the Paper on Concentration for (Regularized) Empirical Risk Minimization by Sara van de Geer and Martin Wainwright pp. 208-211

Sourav Chatterjee

Rejoinder pp. 212-214

Sara Geer and Martin J. Wainwright

On Univariate Convex Regression pp. 215-253

Promit Ghosal and Bodhisattva Sen

New Asymptotic Results in Principal Component Analysis pp. 254-297

Vladimir Koltchinskii and Karim Lounici

Estimator Selection: a New Method with Applications to Kernel Density Estimation pp. 298-335

Claire Lacour, Pascal Massart and Vincent Rivoirard

Posterior Contraction Rates of Density Derivative Estimation pp. 336-354

Weining Shen and Subhashis Ghosal

The Bennett-Orlicz Norm pp. 355-383

Jon A. Wellner

Volume 79, issue 1, 2017

Asymptotic Properties of Hazard Rate Estimator in Censored Linear Regression pp. 1-12

Fuxia Cheng

Estimation of the Parameters of a Selected Multivariate Population pp. 13-38

Morteza Amini and Nader Nematollahi

Asymptotic Expansion of the Posterior Based on Pairwise Likelihood pp. 39-75

Yang Wu and Malay Ghosh

Extended Generalized Skew-Elliptical Distributions and their Moments pp. 76-100

Zinoviy Landsman, Udi Makov and Tomer Shushi

Characterizing D-optimal Rotatable Designs with Finite Reflection Groups pp. 101-132

Masanori Sawa and Masatake Hirao

A General Approach for Obtaining Wrapped Circular Distributions via Mixtures pp. 133-157

S. Rao Jammalamadaka and Tomasz J. Kozubowski

Volume 78, issue 2, 2016

Asymptotics for Regression Models Under Loss of Identifiability pp. 155-179

Joseph Rynkiewicz

A Berry-Esséen Inequality without Higher Order Moments pp. 180-187

Ningning Wang and Ibrahim A. Ahmad

Approximation by Normal Distribution for a Sample Sum in Sampling Without Replacement from a Finite Population pp. 188-220

Ibrahim Bin Mohamed and Sherzod M. Mirakhmedov

Characterizations of Probability Distributions Through Linear Forms of Q-Conditional Independent Random Variables pp. 221-230

B. L. S. Prakasa Rao

Characterizations of Noncentral Chi-Squared-Generating Covariance Structures for a Normally Distributed Random Vector pp. 231-247

Phil D. Young and Dean M. Young

Joint Estimation of Offspring Mean and Offspring Variance of Controlled Branching Process pp. 248-268

Arpita Inamdar and Mohan Kale

Semi-Parametric Models for Negative Binomial Panel Data pp. 269-303

Brajendra C. Sutradhar, Vandna Jowaheer and R. Prabhakar Rao

BPE and a Noncausal Girsanov’s Theorem pp. 304-323

Shigeyoshi Ogawa

Infinitesimal Distributions, Improper Priors and Bayesian Inference pp. 324-346

Leendert Huisman

Erratum: Complete Convergence Theorems for Extended Negatively Dependent Random Variables, By Tien-Chung Hu, Andrew Rosalsky, and Kuo-Lung Wang, Sankhyā Series A, Vol. 77, Part 1, 1-29, 2015 pp. 347-348

Tien-Chung Hu, Kuo-Lung Wang and Andrew Rosalsky

Volume 78, issue 1, 2016

Robust and Bias-Corrected Estimation of the Probability of Extreme Failure Sets pp. 52-86

Christophe Dutang, Yuri Goegebeur and Armelle Guillou

On Bayesian Quantile Regression Using a Pseudo-joint Asymmetric Laplace Likelihood pp. 87-104

Karthik Sriram, R. V. Ramamoorthi and Pulak Ghosh

A Version of Komlós Theorem for Additive Set Functions pp. 105-123

Gianluca Cassese