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
Ordered by accepted date
Compound empirical Bayes interval estimation
.......... Wenhua Jiang and Cun-Hui Zhang
Identifiability of latent-variable and structural-equation models: from linear to nonlinear
.......... Aapo Hyvärinen, Ilyes Khemakhem and Ricardo Monti
Model averaging for estimating treatment effects
.......... Zhihao Zhao, Xinyu Zhang, Guohua Zou, Alan T. K. Wan and Geoffrey K.F. TSO
Comparative evaluation of point process forecasts
.......... Jonas R. Brehmer, Tilmann Gneiting, Marcus Herrmann, Warner Marzocchi, Martin Schlather and Kirstin Strokorb
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression
.......... Kai Xu and Nan An
Gaussian quasi-information criteria for ergodic Lévy driven SDE
.......... Shoichi Eguchi and Hiroki Masuda
Comparing regression curves: an $L^1$-point of view
.......... Patrick Bastian, Holger Dette, Lukas Koletzko and Kathrin Möllenhoff
Approximating symmetrized estimators of scatter via balanced incomplete U-statistics
.......... Lutz Dümbgen and Klaus Nordhausen
Discussion of "Akaike Memorial Lecture 2022: Identifiability of latent-variable and structural-equation models: from linear to nonlinear"
.......... Takeru Matsuda
Discussion of "Akaike Memorial Lecture 2022: Identifiability of latent-variable and structural-equation models: from linear to nonlinear"
.......... Hiroshi Morioka
On a projection least squares estimator for jump diffusion processes
.......... Hélène Halconruy and Nicolas Marie
On estimation of nonparametric regression models with autoregressive and moving average errors
.......... Qi Zheng, Yunwei Cui and Rongning Wu
Multivariate frequency polygon for stationary random fields
.......... Michel Carbon, Thierry Duchesne
Rejoinder of "Akaike Memorial Lecture 2022: Identifiability of latent-variable and structural-equation models: from linear to nonlinear"
.......... Aapo Hyvärinen
Data segmentation for time series based on a general moving sum approach
.......... Claudia Kirch and Kerstin Reckruehm
On UMPS hypothesis testing
.......... Davy Paindaveine
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions
.......... M.N.M. van Lieshout
Test for Conditional Quantile Change in General Conditional Heteroscedastic Time Series Models
.......... Sangyeol Lee and Chang Kyeom Kim
Gradual change-point analysis based on Spearman matrices for multivariate time series
.......... Jean-Francois Quessy
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling.
.......... Katarzyna Adamczyk-Chauvat, Mouna Kassa, Julien Papaïx and Radu S. Stoica
