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
Compound empirical Bayes interval estimation
.......... Wenhua Jiang and Cun-Hui Zhang
Nonparametric tests for multistate processes with clustered data
.......... Giorgos Bakoyannis and Dipankar Bandyopadhyay
Multi-round smoothed composite quantile regression for distributed data
.......... Fengrui Di and Lei Wang
Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
.......... Yuichi Akaoka, Kazuki Okamura and Yoshiki Otobe
Adaptive efficient estimation for generalized semi-Markov big data models
.......... Vlad Stefan Barbu, Slim Beltaief and Serguei Pergamenchtchikov
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms
.......... Tiandong Wang and Panpan Zhang
Outcome regression-based estimation of conditional average treatment effect
.......... Lu Li, Niwen Zhou and Lixing Zhu
A blockwise network autoregressive model with application for fraud detection
.......... Bofei Xiao, Bo Lei, Wei Lan and Bin Guo
On comparing competing risks using the ratio of their cumulative incidence functions
.......... Hammou El Barmi
On the rate of convergence of image classifiers based on convolutional neural networks
.......... Michael Kohler, Adam Krzyżak and Benjamin Walter
A sequential feature selection procedure for high-dimensional Cox proportional hazards model
.......... Ke Yu and Shan Luo
Inference of random effects for linear mixed-effects models with a fixed number of clusters
.......... Chih-Hao Chang, Hsin-Cheng Huang and Ching-Kang Ing
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
.......... Holger Dette and Martin Kroll
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation
.......... Toshiaki Tsukurimichi, Yu Inatsu, Vo Nguyen Le Duy and Ichiro Takeuchi
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 PANCZYK
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