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
An empirical likelihood approach under cluster sampling with missing observations
.......... Yves Guy Berger, Ph.D.
Discovering model structure for partially linear models
.......... Xin He and Junhui Wang
Estimating quantiles in imperfect simulation models using conditional density estimation
.......... Michael Kohler and Adam Krzyzak
Inference on a distribution function from ranked set samples
.......... Lutz Duembgen and Ehsan Zamanzade
New kernel estimators of the hazard ratio and their asymptotic properties
.......... Taku Moriyama and Yoshihiko Maesono
Marginal quantile regression for varying coefficient models with longitudinal data
.......... Weihua Zhao, Weiping Zhang and Heng Lian
A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
.......... Zehua Chen and Yiwei Jiang
Sequential fixed accuracy estimation for nonstationary autoregressive processes
.......... Victor Konev and Bogdan Nazarenko
Semiparametric quantile regression with random censoring
.......... Francesco Bravo
Strong model dependence in statistical analysis: goodness of fit is not enough for model choice
.......... John Copas and Shinto Eguchi
Asymptotic theory of the adaptive Sparse Group Lasso
.......... Benjamin Poignard
Sharp oracle inequalities for low-complexity priors
.......... Tung Duy Luu, Jalal Fadili and Christophe Chesneau
On the limiting distribution of sample central moments
.......... Georgios Afendras, Nickos Papadatos and Violetta E. Piperigou
Error density estimation in high-dimensional sparse linear model
.......... Feng Zou and Hengjian Cui
A test for the presence of stochastic ordering under censoring: the k-sample case
.......... Hammou Elbarmi
Convergence rates for kernel regression in infinite dimensional spaces
.......... Joydeep Chowdhury and Probal Chaudhuri
Theoretical properties of bandwidth selectors for kernel density estimation on the circle
.......... Yasuhito Tsuruta and Masahiko Sagae
Conditional waiting time distributions of runs and patterns and their applications
.......... Tung-Lung Wu
Particle-based, online estimation of tangent filters with application to parameter estimation in nonlinear state-space models
.......... Jimmy Olsson and Johan Westerborn Alenlöv
Semiparametric M-estimation with non-smooth criterion functions
.......... Laurent Delsol and Ingrid Van Keilegom
Spatially homogeneous copulas
.......... Fabrizio Durante, Juan Fernández-Sánchez and Wolfgang Trutschnig
On principal components regression with hilbertian predictors
.......... Ben Jones and Andreas Artemiou
Poisson Source Localization on the Plane. Change-Point Case.
.......... Christian Farinetto, Yury Kutoyants and Alioune Top
Properization: Constructing proper scoring rules via bayes acts
.......... Jonas Reiner Brehmer and Tilmann Gneiting
More good news on the HKM-test for multivariate reflected symmetry about an unknown center
.......... Norbert Henze and Celeste Mayer
Estimation and hypothesis test for partial linear single-index multiplicative models
.......... Jun Zhang, Xia Cui and Heng Peng
Nonparametric estimation of the cross ratio function
.......... Steven Abrams, Paul Janssen, Jan Swanepoel and Noël Veraverbeke
On univariate slash distributions, continuous and discrete
.......... M.C. Jones
Semiparametric Bayesian multiple imputation for regression models with missing mixed continuous-discrete covariates
.......... Ryo Kato and Takahiro Hoshino
Nonparametric variable selection and its application to additive models
.......... Zhenghui Feng, Lu Lin, Ruoqing Zhu and Lixing Zhu
Robust estimation in single index models when the errors have a unimodal density with unknown nuisance parameter
.......... Claudio Agostinelli, Ana M Bianco and Graciela Boente
Distributions of pattern statistics in sparse Markov models
.......... Donald Eugene Kemp Martin
Estimation of extreme conditional quantiles under a general tail first order condition
.......... Laurent Gardes, Armelle Guillou and Claire Roman
Space-time inhomogeneous background intensity estimators for semi-parametric space-time self-exciting point process models
.......... ChenLong Li, Zhanjie Song and Wenjun Wang
Large sample results for frequentist multiple imputation for Cox regression with missing covariate data
.......... Frank Eriksson, Torben Martinussen and Søren Feodor Nielsen
Nonparametric MANOVA in meaningful effects
.......... Dennis Dobler, Sarah Friedrich and Markus Pauly
Regression function estimation as a partly inverse problem
.......... Fabienne Comte and Valentine Genon-Catalot
Detecting deviations from second-order stationarity in locally stationary functional~time~series
.......... Axel Bücher, Holger Dette and Florian Heinrichs
On the indirect elicitability of the mode and modal interval
.......... Krisztina Dearborn and Rafael Frongillo
Testing for normality in any dimension based on a partial differential equation involving the moment generating function
.......... Norbert Henze and Jaco Visagie
Poisson source localization on the plane: cusp case
.......... Oleg Chernoyarov, Serguei Dachian and Yury Kutoyants
Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
.......... Kun Chen, Ngai Hang Chan and Chun Yip Yau
Wavelet estimation of the dimensionality of curve time series
.......... Rodney Vasconcelos Fonseca and Aluísio Pinheiro
Model selection for the robust efficient signal processing observed with small Lévy noise
.......... Slim Beltaief, Oleg Chernoyarov and Serguei Pergamenchtchikov
Some information inequalities for statistical inference
.......... K. V. Harsha and Alladi Subramanyam
Bias-corrected support vector machine with Gaussian kernel in high-dimension, low-sample-size settings
.......... Yugo Nakayama, Kazuyoshi Yata and Makoto Aoshima
Robust estimation for general integer-valued time series models
.......... Byungsoo Kim and Sangyeol Lee
An optimal test for the additive model with discrete or categorical predictors
.......... Abhijit Mandal
Comparing the marginal densities of two strictly stationary linear processes
.......... Paul Doukhan, Ieva Grublytė, Denys Pommeret and Laurence Reboul
Semi-parametric transformation boundary regression models
.......... Natalie Neumeyer, Leonie Selk and Charles Tillier
Bayesian forecasting of multivariate time series: Scalability, structure uncertainty and decisions
.......... Mike West
Flexible bivariate Poisson integer-valued GARCH model
.......... Yan Cui, Qi Li and Fukang Zhu
The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations
.......... Djihad Benelmadani, Karim Benhenni and Sana Louhichi
Equivalence between adaptive-Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters
.......... Mineaki Ohishi, Hirokazu Yanagihara and Shuichi Kawano
Integral transform methods in goodness-of-fit testing, II: the Wishart distributions
.......... Elena Hadjicosta and Donald St. P. Richards
Fixed point characterizations of continuous univariate probability distributions and their applications
.......... Steffen Betsch and Bruno Ebner
Some explicit solutions of c-optimal design problems for polynomial regression with no intercept
.......... Holger Dette, Viatcheslav Melas and Petr Shpilev
The kth power expectile regression
.......... Yingying Jiang, Fuming Lin and Yong Zhou
On the proportional hazards model with last observation carried forward covariates
.......... Hongyuan Cao and Jason P. Fine
The de-biased group Lasso estimation for varying coefficient models
.......... Toshio Honda
Reply to discussion of Bayesian forecasting of multivariate time series: Scalability, structure uncertainty and decisions
.......... Mike West
Discussion of "Bayesian forecasting of multivariate time series: Scalability, structure uncertainty and decisions"
.......... Christopher Glynn
Discussion of "Bayesian forecasting of multivariate time series: Scalability, structure uncertainty and decisions"
.......... Jouchi Nakajima
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