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
Ordered by accepted date
Copula and composite quantile regression based estimating equations for longitudinal data
.......... Kangning Wang and Wen Shan
Semiparametric methods for left-truncated and right-censored survival data with covariate measurement error
.......... Li-Pang Chen and Grace Yi
Model identification and selection for the single-index varying coefficient models
.......... Peng Lai, Fangjian Wang, Tingyu Zhu and Qingzhao Zhang
Instrument search in pseudo likelihood approach for nonignorable nonresponse
.......... Ji Chen, Jun Shao and Fang Fang
Model averaging for linear models with responses missing at random
.......... Yuting Wei, Qihua Wang and Wei Liu
Global jump filters and quasi-likelihood analysis for volatility
.......... Haruhiko Inatsugu and Nakahiro Yoshida
Hypothesis tests for high-dimensional covariance structures
.......... Aki Ishii, Kazuyoshi Yata and Makoto Aoshima
Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
.......... Lei Wang and Wei Ma
Estimation for high-frequency data under parametric market microstructure noise
.......... Simon Clinet and Yoann Potiron
On localization of source by hidden Gaussian processes with small noise
.......... Yury A. Kutoyants
Robust high-dimensional regression for data with anomalous responses
.......... Mingyang Ren, Sanguo Zhang and Qingzhao Zhang
Determining the number of canonical correlation pairs for high-dimensional vectors
.......... Jiasen Zheng and Lixing Zhu
Gaussian graphical models with toric vanishing ideals
.......... Pratik Misra and Seth Sullivant
High-dimensional sign-constrained feature selection and grouping
.......... Shanshan Qin, Hao Ding, Yuehua Wu and Feng Liu
Identifying shifts between two regression curves
.......... Holger Dette, Subhra Sankar Dhar and Weichi Wu
Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification
.......... Noirrit Kiran Chandra and Sourabh Bhattacharya
Regularized bridge-type estimation with multiple penalties
.......... Alessandro De Gregorio and Francesco Iafrate
Mellin-Meijer kernel density estimation on R+
.......... Gery Geenens
Robust test for structural instability in dynamic factor models
.......... Byungsoo Kim, Junmo Song and Changryong Baek
Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data
.......... Luiza S.C. Piancastelli, Wagner Barreto-Souza and Vinícius D. Mayrink
Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case
.......... Federico Camerlenghi, Claudio Macci and Elena Villa
A permutation test for the two-sample right-censored model
.......... Grzegorz Wyłupek
A universal approach to estimate the conditional variance in semimartingale limit theorems
.......... Mathias Vetter
Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
.......... Baichuan Yuan, Frederic P. Schoenberg and Andrea L. Bertozzi
Efficient likelihood-based inference for the generalized Pareto distribution
.......... Hideki Nagatsuka and N. Balakrishnan
Improper vs finitely additive distributions as limits of countably additive probabilities
.......... Pierre Druilhet and Erwan Saint Loubert Bié
Distribution-free testing in linear and parametric regression
.......... Estate V. Khmaladze
Nonparametric regression with warped wavelets and strong mixing processes
.......... Luz M. Gómez, Rogério F. Porto and Pedro A. Morettin
Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators
.......... Ariane Hanebeck and Bernhard Klar
Simultaneous confidence bands for nonparametric regression with missing covariate data
.......... Li Cai, Lijie Gu, Qihua Wang and Suojin Wang
The finite sample properties of sparse M-estimators with pseudo-observations
.......... Benjamin Poignard and Jean-David Fermanian
Wasserstein statistics in one-dimensional location scale models
.......... Shun-ichi Amari and Takeru Matsuda
A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal data
.......... Kai Yang and Peihua Qiu
Empirical likelihood meta analysis with publication bias correction under Copas-like selection model
.......... Mengke Li, Yukun Liu, Pengfei Li and Jing Qin
Broken adaptive ridge regression for right-censored survival data
.......... Zhihua Sun, Yi Liu, Kani Chen and Gang Li
Efficient estimation methods for non-Gaussian regression models in continuous time
.......... Evgeny Pchelintsev, Serguei Pergamenshchikov and Maria Povzun
Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process
.......... Pierpaolo De Blasi, Ramsés H. Mena and Igor Prünster
Asymptotic linear expansion of regularized M-estimators
.......... Tino Werner
Detecting relevant differences in the covariance operators of functional time series - a sup-norm approach
.......... Holger Dette and Kevin Kokot
Whittle estimation for continuous-time stationary state space models with finite second moments
.......... Vicky Fasen-Hartmann and Celeste Mayer
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