Forthcoming Papers

The papers listed below have been accepted for publication in future issues of Ann. Inst. Statist. Math. Please note that this is a preliminary publication list and is subject to change.

Last Updated: (The following data is updated monthly)
Ordered by accepted date
Identifiability issues in dynamic stress-strength modeling
.......... Prajamitra Bhuyan, Murari Mitra and Anup Dewanji
Clustering dynamics in a class of normalised generalised gamma dependent priors
.......... Matteo Ruggiero and Matteo Sordello
On parameter estimation for cusp-type signals
.......... Oleg Chernoyarov, Serguei Dachian and Yury A. Kutoyants
Limiting behaviour of frechet means in the space of phylogenetic trees
.......... Dennis Barden, Huiling Le and Megan Owen
Semiparametric mixtures of nonparametric regressions
.......... Sijia Xiang and Weixin Yao
A weighted estimator of conditional hazard rate with left-truncated and dependent data
.......... Han-Ying Liang and Elias Ould-Said
Variable selection and estimation using a continuous approximation to the L0 penalty
.......... Yanxin Wang, Qibin Fan and Li Zhu
Inferences in semi-parametric dynamic mixed models for longitudinal count data
.......... Nan Zheng and Brajendra C. Sutradhar
Variable selection for spatial semivarying coefficient models
.......... Kangning Wang
Fixed-width confidence interval for covariate-adjusted response-adaptive designs
.......... Uttam Bandyopadhyay and Atanu Biswas
Self-exciting jump processes with applications to energy markets
.......... Heidar Eyjolfsson and Dag Tjøstheim
Quantile regression based on counting process approach under semi-competing risks data
.......... Jin-Jian Hsieh and Hong-Rui Wang
The continuous-time triangular Polya process
.......... Chen Chen and Hosam Mahmoud
An information criterion for model selection with missing data via complete-data divergence
.......... Hidetoshi Shimodaira and Haruyoshi Maeda
Nonparametric quantile estimation using importance sampling
.......... Michael Kohler, Adam Krzyzak, Reinhard Tent and Harro Walk
Model free feature screening for ultrahigh-dimensional data conditional on some variables
.......... Yi Liu and Qihua Wang
Robust variable selection for finite mixture regression models
.......... Qingguo Tang and Rohana J. Karunamuni
Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes
.......... Peter Kevei
Versatile Estimation in Censored Single-Index Hazards Regression
.......... Chin-Tsang Chiang, Shao-Hsuan Wang and Ming-Yueh Huang
Adaptive varying-coefficient linear quantile model: A profiled estimating equations approach
.......... Weihua Zhao, Jianbo Li and Heng Lian
Statistical inferences based on INID progressively Type-II censored order statistics
.......... Mostafa Razmkhah and Saeedeh Simriz
Bootstrap inference for misspecified moment condition models
.......... Mihai Giurcanu and Brett Presnell
Flexible sliced designs for computer experiments
.......... Xiangshun Kong, Mingyao Ai and Kwok Leung Tsui
Multiscale inference for a multivariate density with applications to X-ray astronomy
.......... Konstantin Eckle, Nicolai Bissantz, Holger Dette, Katharina Proksch and Sabrina Einecke
A more powerful test identifying the change in mean of functional data
.......... Buddhananda Banerjee and Satyaki Mazumder
Asymptotic theory for varying coefficient regression models with dependent data
.......... Soutir Bandyopadhyay and Arnab Maity
Efficient and robust tests for semiparametric models
.......... Jingjing Wu and Rohana J. Karunamuni
Pointwise convergence in probability of general smoothing splines
.......... Matthew Thorpe and Adam Johansen
Jackknife empirical likelihood inference for the difference of two volumes under the ROC surfaces
.......... Yueheng An and Yichuan Zhao
Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting
.......... Fuqi Chen, Rogemar Mamon and Sévérien Nkurunziza
A generalized Sibuya distribution
.......... Tomasz J. Kozubowski and Krzysztof Podgórski
A fresh look at effect aliasing and interactions: some new wine in old bottles
.......... Chien-Fu Jeff Wu
Hazard rate estimation for left truncated and right censored data
.......... Sam Efromovich and Jufen Chu
Smoothed nonparametric tests and approximations of p-values
.......... Yoshihiko Maesono, Taku Moriyama and Mengxin Lu
Testing equality between several populations covariance operators
.......... Graciela Boente, Daniela Rodriguez and Mariela Sued
Hybrid schemes for exact conditional inference in discrete exponential families
.......... David Kahle, Ruriko Yoshida and Luis Garcia-Puente
A robust adaptive-to-model enhancement test for parametric single-index models
.......... Cuizhen Niu and Lixing Zhu
Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem
.......... Nitis Mukhopadhyay and Sudeep R. Bapat
A constructive hypothesis test for the single-index models with two groups
.......... Jun Zhang, Zhenghui Feng and Xiaoguang Wang
General rank-based estimation for regression single index models
.......... Huybrechts Frazier A. Bindele, Ash Abebe and Karlene N. Meyer
Fold-up derivatives of set-valued functions and the change-set problem. A survey
.......... Estate V. Khmaladze and Wolfgang Weil
A generalized partially linear framework for variance functions
.......... Yixin Fang, Heng Lian and Hua Liang
Asymptotic results for jump probabilities associated to the multiple scan statistic
.......... Markos V. Koutras and Demetrios P. Lyberopoulos
Sobolev-Hermite versus Sobolev nonparametric density estimation on R
.......... Denis Belomestny, Fabienne Comte and Valentine Genon-Catalot
Pseudo-Gibbs sampler for discrete conditional distributions
.......... Kun-Lin Kuo and Yuchung J. Wang
Two-stage cluster samples with ranked set sampling designs
.......... Omer Ozturk
Semiparametric efficient estimators in heteroscedastic error models
.......... Mijeong Kim and Yanyuan Ma
On estimation of surrogate models for multivariate computer experiments
.......... Benedikt Bauer, Felix Heimrich, Michael Kohler and Adam Krzyzak