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
Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays
.......... Jinhui Guo and Yingyin Lu
Estimation with multivariate outcomes having nonignorable item nonresponse
.......... Lyu Ni and Jun Shao
Semiparametric modelling of two-component mixtures with stochastic dominance
.......... Jingjing Wu, Tasnima Abedin and Qiang Zhao
Nonparametric inference forツadditive models estimated via simplified smooth backfitting
.......... Suneel Babu Chatla
Selective inference after feature selection via multiscale bootstrap
.......... Yoshikazu Terada and Hidetoshi Shimodaira
Exact statistical inference for the Wasserstein distance by selective inference
.......... Vo Nguyen Le Duy and Ichiro Takeuchi
Flexible asymmetric multivariate distributions based on two-piece univariate distributions
.......... Jonas Baillien, Irène Gijbels and Anneleen Verhasselt
Robust estimation of the conditional stable tail dependence function
.......... Yuri Goegebeur, Armelle Guillou and Jing Qin
Group least squares regression for linear models with strongly correlated predictor variables
.......... Min Tsao
Inhomogeneous hidden semi-Markov models for incompletely observed point processes
.......... Amina Shahzadi, Ting Wang, Mark Bebbington and Matthew Parry
Inference using an exact distribution of test-statistic for random-effects meta-analysis
.......... Keisuke Hanada and Tomoyuki Sugimoto
On the choice of the optimal single order statistic in quantile estimation
.......... Mariusz Bieniek and Luiza Pańczyk
Quantitative robustness of instance ranking problems
.......... Tino Werner
Asymptotic theory in network models with covariates and a growing number of node parameters
.......... Qiuping Wang, Yuan Zhang and Ting Yan
Forward variable selection for ultra-high dimensional quantile regression models
.......... Toshio Honda and Chien-Tong Lin
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample
.......... Brajendra C. Sutradhar
Robust estimation for nonrandomly distributed data
.......... Shaomin Li, Kangning Wang and Yong Xu
Matrix completion under complex survey sampling
.......... Xiaojun Mao, Zhonglei Wang and Shu Yang
Tests for the existence of group effects and interactions for two-way models with dependent errors
.......... Yuichi Goto, Kotone Suzuki, Xiaofei Xu and Masanobu Taniguchi
Bootstrap method for misspecified ergodic Levy driven stochastic differential equation models
.......... Yuma Uehara
Data-driven model selection for same-realization predictions in autoregressive processes
.......... Kare Kamila
Slash distributions, generalized convolutions, and extremes
.......... Marek Arendarczyk, Tomasz J. Kozubowski and Anna K Panorska
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity
.......... Zeyu Wu, Cheng Wang and Weidong Liu
Model averaging for semiparametric varying coefficient quantile regression models
.......... Zishu Zhan, Yang Li, Yuhong Yang and Cunjie Lin
Generation of all randomizations using circuits
.......... Elena Pesce, Fabio Rapallo, Eva Riccomagno and Henry P. Wynn
Nonparametric multiple regression by projection on non-compactly supported bases
.......... Florian Dussap
A copula spectral test for pairwise time reversibility
.......... Shibin Zhang