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
Quantile regression and variable selection of single-index coefficient model
.......... Weihua Zhao, Riquan Zhang, Yazhao Lv and Jicai Liu
Statistical estimation of composite risk functionals and risk optimization problems
.......... Darinka Dentcheva, Spiridon Ivanov Penev and Andrzej Ruszczynski
The degrees of freedom of partly smooth regularizers
.......... Samuel Vaiter, Charles Deledalle, Jalal Fadili, Gabriel Peyré and Charles Dossal
A simple approach to constructing quasi-sudoku-based sliced space-filling designs
.......... Diane Donovan, Benjamin Haaland and David J. Nott
A change detection procedure for an ergodic diffusion process
.......... Koji Tsukuda
The uniqueness of the Fisher metric as information metric
.......... Hong Van Le
A unified penalized method for sparse additive quantile models: An RKHS approach
.......... Shaogao Lv, Xin He and Junhui Wang
On the identifiability of start-up demonstration mixture models
.......... N. Balakrishnan, M.V. Koutras and F.S. Milienos
On the coverage probabilities of parametric confidence bands for continuous distribution and quantile functions constructed via confidence regions for a location-scale parameter
.......... Fabian Mies and Stefan Bedbur
The limit distribution of weighted $l^2$-goodness-of-fit statistics under fixed alternatives, with applications
.......... Ludwig Baringhaus, Bruno Ebner and Norbert Henze
A doubly sparse approach for group variable selection
.......... Sunghoon Kwon, Jeongyoun Ahn, Woncheol Jang, Sangin Lee and Yongdai Kim
Statistical inference with empty strata in judgment post stratified samples
.......... Omer Ozturk
Smoothed jackknife empirical likelihood for the difference of two quantiles
.......... Hanfang Yang and Yichuan Zhao
Additional aspects of the generalized linear-fractional branching process
.......... Nicolas Grosjean and Thierry Huillet
Estimation of the tail exponent of multivariate regular variation
.......... Moosup Kim and Sangyeol Lee
Efficient estimation of quasi-likelihood models using b-splines
.......... Minggen Lu
On coupon collector's and dixie cup problems under fixed and random sample size sampling schemes
.......... James C. Fu and Wan-Chen Lee
Moment convergence of regularized least-squares estimator for linear regression model
.......... Yusuke Shimizu
Collapsibility of some association measures and survival models
.......... P. Vellaisamy
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 Severien Nkurunziza