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
Correction to: On the strong universal consistency of local averaging regression estimates
.......... Matthias Hansmann, Michael Kohler and Harro Walk
Regression Estimation under Strong Mixing Data
.......... Huijun Guo and Youming Liu
M-Based Simultaneous Inference for the Mean Function of Functional Data
.......... Italo R. Lima, Guanqun Cao and Nedret Billor
Testing for a \delta-neighborhood of a generalized Pareto copula
.......... Stefan Aulbach, Michael Falk and Timo Fuller
Statistical inference based on bridge divergences
.......... Arun Kumar Kuchibhotla, Somabha Mukherjee and Ayanendranath Basu
Spline estimator for ultra-high dimensional partially linear varying coefficient models
.......... Zhaoliang Wang, Liugen Xue, Gaorong Li and Fei Lu
Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
.......... Makoto Aoshima and Kazuyoshi Yata
Semiparametric generalized exponential frailty model for clustered survival data
.......... Wagner Barreto-Souza and Vinícius Diniz Mayrink
Robust functional estimation in the multivariate partial linear model
.......... Michael Levine
Asymptotic properties of parallel Bayesian kernel density estimators
.......... Alexey Miroshnikov and Evgeny Savelev
Weighted allocations, their concomitant-based estimators, and asymptotics
.......... Nadezhda Gribkova and Ricardas Zitikis
Asymptotic properties of the realized skewness and related statistics
.......... Yuta Koike and Zhi Liu
Bias Reduction using Surrogate Endpoints as Auxiliary Variables
.......... Yoshiharu Takagi and Yutaka Kano
Unified estimation of densities on bounded and unbounded domains
.......... Kairat Mynbaev and Carlos Martins-Filho
Dimension Reduction for Kernel-assisted M-estimators with Missing Response at Random
.......... Lei Wang
Limiting Distributions of Likelihood Ratio Test for Independence of Components for High-dimensional Normal Vectors
.......... Yongcheng Qi, Fang Wang, and Lin Zhang
Test for Tail Index Constancy of GARCH Innovations based on Conditional Volatility
.......... Moosup Kim and Sangyeol Lee
Simultaneous confidence bands for the distribution function of a finite population in stratified sampling
.......... Lijie Gu, Suojin Wang and Lijian Yang
On Hodges' superefficiency and merits of oracle property in model selection
.......... Xianyi Wu and Xian Zhou
Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors
.......... Jungjun Choi and In Choi
The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model
.......... Xuejun Wang, Yi Wu and Shuhe Hu
Quantile estimations via modified Cholesky decomposition for longitudinal single index models
.......... Jing Lv and Chaohui Guo
Semiparametric Estimation in Regression with Missing Covariates Using Single-Index Models
.......... Zhuoer Sun and Suojin Wang
On the strong universal consistency of local averaging regression estimates
.......... Matthias Hansmann, Michael Kohler and Harro Walk
Joint feature screening for ultra-high dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
.......... Xiaolin Chen, Yi Liu and Qihua Wang
A recursive point process model for infectious diseases.
.......... Frederic Paik Schoenberg, Marc Hoffmann and Ryan Harrigan
CUSUM Test for General Nonlinear Integer-valued GARCH Models: Comparison Study
.......... Youngmi Lee and Sangyeol Lee
Robust statistical inference based on the C-divergence family
.......... Avijit Maji, Abhik Ghosh, Ayanendranath Basu and Leandro Pardo
Modified residual CUSUM test for location-scale time series models with heteroscedasticity
.......... Haejune Oh and Sangyeol Lee
An empirical likelihood approach under cluster sampling with missing observations
.......... Yves Guy Berger, Ph.D.
Estimating quantiles in imperfect simulation models using conditional density estimation
.......... Michael Kohler and Adam Krzyzak
Discovering model structure for partially linear models
.......... Xin He and Junhui Wang
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
Estimation and hypothesis test for partial linear single-index multiplicative models
.......... Jun Zhang, Xia Cui and Heng Peng
More good news on the HKM-test for multivariate reflected symmetry about an unknown center
.......... Norbert Henze and Celeste Mayer
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
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