Annals of the Institute of Statistical Mathematics

Volume 61.

(as bibtex)

61 references.

Articles

• 1-26. Multiple comparisons of several homoscedastic multivariate populations
  Kakizawa, Yoshihide
• 111-141. On the estimation of a monotone conditional variance in nonparametric regression
  Dette, Holger, Pilz, Kay
• 143-157. Constrained optimal discrimination designs for Fourier regression models
  Biedermann, Stefanie, Dette, Holger, Hoffmann, Philipp
• 159-179. Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
  Soegner, Leopold, Sogner, Leopold, Fruehwirth-Schnatter, Sylvia, Fruhwirth-Schnatter, Sylvia, Frühwirth-Schnatter, Sylvia, Sögner, Leopold
• 181-195. Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling
  Masuda, Hiroki
• 197-213. Varying-coefficient model for the occurrence rate function of recurrent events
  Chiang, Chin-Tsang, Wang, Mei-Cheng
• 215-234. Estimating a bounded parameter for symmetric distributions
  Marchand, Eric, Perron, Francois, Marchand, Éric, Perron, François
• 235-249. Exact two-sample nonparametric test for quantile difference between two populations based on ranked set samples
  Ozturk, Omer, Balakrishnan, N.
• 251-274. Exact inference for a simple step-stress model from the exponential distribution under time constraint
  Balakrishnan, N., Xie, Qihao, Kundu, D.
• 27-46. Generalized partially linear mixed-effects models incorporating mismeasured covariates
  Liang, Hua
• 27-46. Generalized partially mixed-effects models incorporating mismeasured covariates
  Liang, Hua
• 275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
  
• 275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
  
• 275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
  
• 275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
  
• 275-289. M-decomposability and symmetric unimodal densities in one dimension
  Chia, Nocholas, Nakano, Junji
• 275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
  
• 275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
  
• 275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
  
• 275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
  
• 275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
  
• 275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
  Nakano, Junji, Chia, Nicholas
• 291-308. On regression model selection for the data with correlated errors
  Wei, Wen Hsiang
• 309-329. Log-linear modeling using conditional log-linear structures
  Vellaisamy, P., Vijay, V.
• 331-353. Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data
  Ando, Tomohiro, Konishi, Sadanori
• 355-370. Bayesian isotonic changepoint analysis
  Alvarez, Enrique E., Dey, Dipak K.
• 371-390. On a model of sequential point patterns
  Shecherbakov, V.
• 391-411. M-estimation in nonparametric regression under strong dependence and infinite variance
  Chan, Ngai Hang, Zhang, Rongmao
• 413-439. Nonparametric density estimation for linear processes with infinite variance
  Honda, Toshio
• 441-460. Conditional independence, conditional mixing and conditional association
  Rao, B. L. S. Prakasa
• 461-476. A class of rank-based test for left-truncated and right-censored data
  Shen, Pao-sheng
• 47-84. Statistical estimation in partial linear models with covariate data missing at random
  Wang, Qi-Hua
• 477-498. Higher-order accurate polyspectral estimation with flat-top lag-windows
  Berg, Arthur, Politis, Dimitris N.
• 499-516. On waiting time distributions associated with compound patterns in a sequence of multi-state trials
  Inoue, Kiyoshi, Aki, Sigeo
• 517-530. On V-orthogonal projectors associated with a semi-norm
  Tian, Yongge, Takane, Yoshio
• 531-542. Improved prediction for a multivariate normal distribution with unknown mean and variance
  Kato, Kengo
• 543-578. Consistency of the instrumental weighted variables
  Víšek, Jan Ámos
• 579-598. Testing the tail index in autoregressive models
  Jureckova, Jana, Jurečková, Jana, Koul, Hira L., Picek, Jan
• 599-628. Estimating the intensity of a cyclic Poisson process in the presence of linear trend
  Helmers, Roelof, Mangku, I. Wayan
• 629-661. Third-order asymptotic expansion of $M$-estimators for diffusion processes
  Sakamoto, Yuji, Yoshida, Nakahiro
• 629-661. Third-order asymptotic expansion of M-estimators for diffusion processes
  Yoshida, Nakahiro, Sakamoto, Yuji
• 663-690. Efficient and fast spline-backfitted kernel smoothing of additive models
  Wang, Jing, Yang, Lijian
• 691-714. Optimal testing for additivity in multiple nonparametric regression
  Abramovich, Felix, De Feis, Italia, Sapatinas, Theofanis
• 715-751. Jump-preserving surface reconstruction from noisy data
  Qiu, Peihua
• 753-772. Stochastic monotonicity of the MLE of exponential mean under different censoring schemes
  Balakrishnan, N., Iliopoulos, G.
• 773-787. Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses
  Otsu, Taisuke
• 789-810. Uniformly robust tests in errors-in-variables models
  Huwang, Longcheen, Steve Huang, Y. H., Tina Wang, Yi-Hua
• 811-833. Functional regression modeling via regularized Gaussian basis expansions
  Araki, Yuko, Konishi, Sadanori, Kawano, Shuichi, Matsui, Hidetoshi
• 835-859. Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
  Choi, Taeryon
• 85-109. Asymptotic properties of local polynomial regression with missing data and correlated errors
  Perez-Gonzalez, A., Vilar-Fernandez, J. M., Gonzalez-Manteiga, W., Pérez-González, A., Vilar-Fernández, J. M., González-Manteiga, W.
• 861-886. A simple test for the parametric form of the variance function in nonparametric regression
  Dette, Holger, Hetzler, Benjamin
• 887-903. Proportional hazards regression under progressive type-II censoring
  Alvarez-Andrade, Sergio, Balakrishnan, N., Bordes, Laurent
• 905-918. Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models
  Zou, Qingming, Zhu, Zhongyi, Wang, Jinglong
• 919-928. Goodness of fit test for ergodic diffusion processes
  Negri, Ilia, Nishiyama, Yoichi
• 929-948. Point process diagnostics based on weighted second-order statistics and their asymptotic properties
  Adelfio, Giada, Schoenberg, Frederic Paik
• 929-948. Point process diagnostics based on weighted second-order statistics and their asymptotic properties
  Adelfio, Giada, Schoenberg, Frederic Paik
• 949-967. Metropolis-Hastings algorithms with acceptance ratios of nearly 1
  Kamatani, Kengo
• 969-993. Merging of opinions in game-theoretic probability
  Vovk, Vladimir
• 995-1017. Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
  Ogasawara, Haruhiko
• -. Generalized Neyman–Pearson optimality of empirical likelihood for testing parameter hypotheses
  Otsu, Taisuke
• -. Metropolis–Hastings Algorithms with acceptance ratios of nearly 1
  Kamatani, Kengo