Forthcoming Papers
The papers listed below have been accepted for publication in future issues of Ann. Inst. Statist. Math. Click on links for unedited preprints of the accepted papers provided by the authors. The online version doesn't take into account corrections made during copy-editing and production processes. Please note that this is a preliminary publication list and is subject to change.
Last Updated: (The following data is updated monthly)
Listed alphabetically by authors' last names
Listed alphabetically by authors' last names
Loss of information of a statistic for a family of non-regular distributions, II: More general case
.......... Masafumi Akahira, Hyo Gyeong Kim and Nao Ohyauchi
.......... Adelchi Azzalini
.......... Adelchi Azzalini and Giuliana Regoli
Strong consistency of nonparametric Bayes density estimation on compact metric spaces
.......... Abhishek Bhattacharya and David B. Dunson
Converting information into probability measures with the Kullback-Leibler divergence
.......... Pier Giovanni Bissiri and Stephen G. Walker
Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise
.......... Peter J. Brockwell, Alexander Lindner and Bernd Vollenbroker
Space alternating penalized Kullback proximal point algorithms for maximing likelihood with nondifferentiable penalty
.......... Stephane Chretien, Alfred Hero and Herve Perdry
Testing for a constant coefficient of variation in nonparametric regression
.......... Holger Dette, Mareen Marchlewski and Jens Wagener
A general transformation class of semiparametric cure rate frailty models
.......... Guoqing Diao and Guosheng Yin
Asymptotic conditional distribution of exceedance counts: Fragility index with different margins
.......... Michael Falk and Diana Tichy
Optimal inferences for proportional hazards model with parametric covariate transformations
.......... Chunpeng Fan, Jason P. Fine and Jong-Hyeon Jeong
Nonlinear Poisson autoregression
.......... Konstantinos Fokianos and Dag B. Tjostheim
Some problems in nonparametric inference for the stress release process related to the local time
.......... Takayuki Fujii and Yoichi Nishiyama
Tests of symmetry for bivariate copulas
.......... Christian Genest, Johanna Neslehova and Jean-Francois Quessy
.......... Aurea Grane
Predicting a cyclic Poisson process
.......... Roelof Helmers and I Wayan Mangku
On the meaning of mean shape: Manifold stability, locus and the two sample test
.......... Stephan Huckemann
The efficiency of the second-order nonlinear least squares estimator and its extension
.......... Mijeong Kim and Yanyuan Ma
An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity
.......... Naoto Kunitomo
On estimating distribution functions using Bernstein polynomials
.......... Alexandre Leblanc
Optimal and efficient designs for Gompertz regression models
.......... Gang Li
Empirical likelihood for conditional quantile with left-truncated and dependent data
.......... Han-Ying Liang and Jacobo de Una-Alvarez
Asymptotically distribution free test for parameter change in a diffusion process model
.......... Ilia Negri and Yoichi Nishiyama
Empirical likelihood-based inferences for the Lorenz curve
.......... Gengsheng Qin, Baoying Yang and Nelly E. Belinga-Hall
Resampling-based information criteria for best-subset regression
.......... Philip T. Reiss, Lei Huang, Joseph E. Cavanaugh and Amy Krain Roy
Density-ratio matching under the Bregman divergence: A unified framework of density-ratio estimation
.......... Masashi Sugiyama, Taiji Suzuki and Takafumi Kanamori
Estimation and model selection in a class of semiparametric models for cluster data
.......... Yan Sun, Jialiang Li and Wenyang Zhang
TOP of This Page