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
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 for the difference of two volumes under 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
.......... C.F. Jeff Wu
Discussion
.......... Chien-Yu Peng
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
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 robust adaptive-to-model enhancement test for parametric single-index models
.......... Cuizhen Niu and Lixing Zhu
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
A generalized partially linear framework for variance functions
.......... Yixin Fang, Heng Lian and Hua Liang
Discussion on the paper by Professor Wu
.......... Ryo Yoshida
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
A class of uniform tests for goodness-of-fit of the multivariate $L_p$-norm spherical distributions and the $l_p$-norm symmetric distributions
.......... Jiajuan Liang, Kai Wang Ng and Guoliang Tian
An asymptotic expansion for the normalizing constant of the Conway-Maxwell-Poisson distribution
.......... Robert Edward Gaunt, Satish Iyengar, Adri Olde Daalhuis and Burcin Simsek
Inference about the slope in linear regression: An empirical likelihood approach
.......... Ursula U. Muller, Hanxiang Peng and Anton Schick
Correction to: A robust adaptive-to-model enhancement test for parametric single-index models
.......... Cuizhen Niu and Lixing Zhu
Rejoinder
.......... C.F. Jeff Wu
Bootstrapping the Kaplan-Meier Estimator on the Whole Line
.......... Dennis Dobler
Frequentist Model Averaging for Threshold Models
.......... Yan Gao, Xinyu Zhang, Shouyang Wang, Terence Tai-leung Chong and Guohua Zou
Waiting time for consecutive repetitions of a pattern and related distributions
.......... Sigeo Aki
Testing in nonparametric ANCOVA model based on ridit reliability functional
.......... Debajit Chatterjee and Uttam Bandyopadhyay