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
Restricted estimation in partially linear varying coefficient errors-in-variables models with missing response variables
.......... Xiaoqian Zheng, Xuejun Wang and Liangxue Li
Consistent group selection using global-local shrinkage priors in sparse normal linear regression
.......... Sayantan Paul, Prasenjit Ghosh and Arijit Chakrabarti
Optimal averaging estimator of heterogeneous treatment effects for single-index models
.......... Na Li, Maoyuan Wang, Yu Fei and Xinyu Zhang
Empirical likelihood simultaneous confidence band for conditional variance function
.......... Manandhar Sareeta, Li Cai, Rong Liu and Yichuan Zhao
Unveiling low-dimensional patterns induced by convex non-differentiable regularizers
.......... Ivan Hejný, Jonas Wallin, Małgorzata Bogdan and Michał Kos
Statistical inference for the dynamic time warping distance, with application to abnormal time-series detection
.......... Vo Nguyen Le Duy and Ichiro Takeuchi
Simultaneously sparse and low-rank matrix estimation via l1-norm and nonconvex regularization
.......... Ling Peng, Shanshan Tang, Fei Huang and Weiying Ping
Debiased group lasso for multiple compositional data
.......... Sujin Lee and Sungkyu Jung
Rate of convergence of over-parametrized deep neural network regression estimates learned by stochastic gradient descent
.......... Michael Kohler and Adam Krzyżak
Continuous logistic Gaussian random measure fields for spatial distributional modelling
.......... Athenais Gautier and David Ginsbourger
Building a theoretical foundation for combining negative controls and replicates
.......... Jiming Jiang, Johann A. Gagnon-Bartsch and Terence P. Speed
Generalized high-dimensional tensor learning with nuclear norm regularization
.......... Weilin Shen, Yao Wang and Xuehu Zhu
Combining variable screening methods for model averaging in high-dimensional data analysis
.......... Zhihao Zhao, Yuhong Yang and Li Wen
An information criterion for robust estimation with unnormalized statistical models
.......... Takashi Takenouchi and Hiroaki Sasaki
Threshold detection under a semiparametric regression model
.......... Graciela Boente, Florencia Leonardi, Daniela Rodriguez and Mariela Sued
Estimation of bivariate minimum information dependence models using the density-ratio framework
.......... Tomonari Sei and Keisuke Yano
On the differentiability of ϕ-projections in the discrete finite case
.......... G. Geenens, I. Kojadinovic and T. Martini
Bayesian group regularization in generalized linear models with a continuous spike-and-slab prior
.......... Ray Bai
The space of positive transition measures on a Markov chain
.......... Naomichi Nakajima
Adaptive thresholds for monitoring and screening in imbalanced samples: optimality and boosting sensitivity
.......... Ansgar Steland
Methods for generating new families of continuous univariate distributions
.......... Markos V. Koutras and Spiros D. Dafnis
Analysis of a truncated kernel ridge regression estimator based on two varying probability measures
.......... Asma BenSaber and Abderrazek Karoui
Infill asymptotics for logistic regression estimators for parameters of the intensity function of spatial point processes
.......... M.N.M. van Lieshout and C. Lu
Thresholded Lasso for high dimensional variable selection
.......... Shuheng Zhou
Estimation and variable selection of higher-order spatial autoregressive functional coefficient model with endogenous covariates and diverging dimension
.......... Jing Yang and Fang Lu
Discussion of "Estimation of bivariate minimum information dependence models using the density-ratio framework"
.......... Shogo Kato
Discussion on "Estimation of bivariate minimum information dependence models using the density-ratio framework"
.......... Hironori Fujisawa
Asymptotic properties of empirical likelihood MLE for joint modeling right censored survival data and intensive longitudinal covariates
.......... Jian-Jian Ren and Charles Zhao
Limit theorems for self-similar symmetric stable moving average processes: a study with p-variations
.......... Marie-Eliette Dury, Nourddine Azzaoui and Arnaud Guillin
Non parametric regression function estimation in presence of common noise
.......... F. Comte and V. Genon-Catalot
Nonparametric estimation of hitting-time variance
.......... Julian Kota Kikuchi, Chang Yuan Li and Yoann Potiron
Disentangling endogeneity and exogeneity in cryptocurrency markets using the modulated renewal Hawkes process with marks
.......... Zhe Han, Tom Stindl and Feng Chen
Quasi-likelihood analysis for adaptive estimation of a degenerate diffusion process
.......... Arnaud Gloter and Nakahiro Yoshida
