Forthcoming AISM 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
Compound empirical Bayes interval estimation
.......... Wenhua Jiang and Cun-Hui Zhang
Data segmentation for time series based on a general moving sum approach
.......... Claudia Kirch and Kerstin Reckruehm
Gradual change-point analysis based on Spearman matrices for multivariate time series
.......... Jean-François Quessy
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling.
.......... Katarzyna Adamczyk-Chauvat, Mouna Kassa, Julien Papaïx, Kiên Kiêu and Radu S. Stoica
Regularized nonlinear regression with dependent errors and its application to a biomechanical model
.......... Hojun You, Kyubaek Yoon, Wei-Ying Wu, Jongeun Choi and Chae Young Lim
Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis
.......... Chenlong Li and Kaiyan Cui
Penalized estimation for non-identifiable models
.......... Junichiro Yoshida and Nakahiro Yoshida
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent
.......... Selina Drews and Michael Kohler
Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions
.......... Junichiro Yoshida and Nakahiro Yoshida
Multi-sample hypothesis testing of high dimensional mean vectors under covariance heterogeneity
.......... Lixiu Wu and Jiang Hu
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates
.......... Jian-Jian Ren and Yuyin Shi
Testing against ordered alternatives in one-way ANOVA model with exponential errors
.......... Anjana Mondal, Markus Pauly and Somesh Kumar
Using the growth curve model in classification of repeated measurements
.......... Dietrich von Rosen and Martin Singull
A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
.......... $017Dikica Luki$0107; Bojana Milo$0161evi$0107
A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers
.......... Shaul K. Bar-Lev, Gerard Letac and Ad Ridder
Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation
.......... Nadezhda Gribkova; Jianxi Su; Ricardas Zitikis
Minimizing robust density power-based divergences for general parametric density models
.......... Akifumi Okuno