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
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
Clustering of subsample means based on pairwise L1 regularized empirical likelihood
.......... Quynh Van Nong and Chi Tim Ng
Clustering of subsample means based on pairwise l1 regularized empirical likelihood
.......... Quynh Van Nong and Chi Tim Ng
Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
.......... Shogo H Nakakita; Yusuke Kaino; Masayuki Uchida, PhD
Valid p-values and expectations of p-values revisited
.......... Albert Vexler
Estimation of an improved surrogate model in uncertainty quantification by neural networks
.......... Benedict Götz, Sebastian Kersting and Michael Kohler
Consistent multiple changepoint estimation with Fused Gaussian Graphical Models
.......... Alexander Gibberd and Sandipan Roy
On the power of some sequential multiple testing procedures
.......... Shiyun Chen and Ery Arias-Castro
Multivariate matrix Mittag-Leffler distributions
.......... Hansjörg Albrecher, Martin Bladt and Mogens Bladt
Nonparametric estimation of the kernel function of symmetric stable moving average random functions
.......... Jürgen Kampf, Georgiy Shevchenko and Evgeny Spodarev
Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation
.......... Youssef Taleb and Edward Cohen
Poles of pair correlation functions - when they are real?
.......... Ka Yiu Wong and Dietrich Stoyan
Copula and composite quantile regression based estimating equations for longitudinal data
.......... Kangning Wang and Wen Shan
Semiparametric methods for left-truncated and right-censored survival data with covariate measurement error
.......... Li-Pang Chen and Grace Yi
Model identification and selection for the single-index varying coefficient models
.......... Peng Lai, Fangjian Wang, Tingyu Zhu and Qingzhao Zhang
Instrument search in pseudo likelihood approach for nonignorable nonresponse
.......... Ji Chen, Jun Shao and Fang Fang
Model averaging for linear models with responses missing at random
.......... Yuting Wei, Qihua Wang and Wei Liu
Global jump filters and quasi-likelihood analysis for volatility
.......... Haruhiko Inatsugu and Nakahiro Yoshida
Hypothesis tests for high-dimensional covariance structures
.......... Aki Ishii, Kazuyoshi Yata and Makoto Aoshima
Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
.......... Lei Wang and Wei Ma
Estimation for high-frequency data under parametric market microstructure noise
.......... Simon Clinet and Yoann Potiron
On localization of source by hidden Gaussian processes with small noise
.......... Yury A. Kutoyants
Robust high-dimensional regression for data with anomalous responses
.......... Mingyang Ren, Sanguo Zhang and Qingzhao Zhang
Determining the number of canonical correlation pairs for high-dimensional vectors
.......... Jiasen Zheng and Lixing Zhu
Gaussian graphical models with toric vanishing ideals
.......... Pratik Misra and Seth Sullivant
High-dimensional sign-constrained feature selection and grouping
.......... Shanshan Qin, Hao Ding, Yuehua Wu and Feng Liu
Identifying shifts between two regression curves
.......... Holger Dette, Subhra Sankar Dhar and Weichi Wu
Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification
.......... Noirrit Kiran Chandra and Sourabh Bhattacharya
Regularized bridge-type estimation with multiple penalties
.......... Alessandro De Gregorio and Francesco Iafrate
Mellin-Meijer kernel density estimation on R+
.......... Gery Geenens
Robust test for structural instability in dynamic factor models
.......... Byungsoo Kim, Junmo Song and Changryong Baek
Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data
.......... Luiza S.C. Piancastelli, Wagner Barreto-Souza and Vinícius D. Mayrink
Asymptotic behaviour of mean density estimators based on a single observation: the Boolean model case
.......... Federico Camerlenghi, Claudio Macci and Elena Villa
A permutation test for the two-sample right-censored model
.......... Grzegorz Wyłupek
A universal approach to estimate the conditional variance in semimartingale limit theorems
.......... Mathias Vetter
Report of the Editors
.......... Hironori Fujisawa, Yoshiyuki Ninomiya and Tomonari Sei
Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
.......... Baichuan Yuan, Frederic P. Schoenberg and Andrea L. Bertozzi
Efficient likelihood-based inference for the generalized pareto distribution
.......... Hideki Nagatsuka and N. Balakrishnan
Improper vs finitely additive distributions as limits of countably additive probabilities
.......... Pierre Druilhet and Erwan Saint Loubert Bié