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
The finite sample properties of sparse M-estimators with pseudo-observations
.......... Benjamin Poignard and Jean-David Fermanian
Wasserstein statistics in one-dimensional location scale models
.......... Shun-ichi Amari and Takeru Matsuda
A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal data
.......... Kai Yang and Peihua Qiu
Empirical likelihood meta analysis with publication bias correction under Copas-like selection model
.......... Mengke Li, Yukun Liu, Pengfei Li and Jing Qin
Broken adaptive ridge regression for right-censored survival data
.......... Zhihua Sun, Yi Liu, Kani Chen and Gang Li
Efficient estimation methods for non-Gaussian regression models in continuous time
.......... Evgeny Pchelintsev, Serguei Pergamenshchikov and Maria Povzun
Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process
.......... Pierpaolo De Blasi, Ramsés H. Mena and Igor Prünster
Asymptotic linear expansion of regularized M-estimators
.......... Tino Werner
Detecting relevant differences in the covariance operators of functional time series - a sup-norm approach
.......... Holger Dette and Kevin Kokot
Whittle estimation for continuous-time stationary state space models with finite second moments
.......... Vicky Fasen-Hartmann and Celeste Mayer
Search for minimum aberration designs with uniformity
.......... Bochuan Jiang, Yaping Wang and Mingyao Ai
On the usage of randomized p-values in the Schweder-Spjøtvoll estimator
.......... Anh-Tuan Hoang and Thorsten Dickhaus
Variable selection for functional linear models with strong heredity constraint
.......... Sanying Feng, Menghan Zhang and Tiejun Tong
Local polynomial expectile regression
.......... Cécile Adam and Irène Gijbels
Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism
.......... Jing Zhang, Qihua Wang and Xuan Wang
Wigner and Wishart ensembles for sparse Vinberg models
.......... Hideto Nakashima and Piotr Graczyk
Robust distributed estimation and variable selection for massive datasets via rank regression
.......... Jiaming Luan, Hongwei Wang, Kangning Wang and Benle Zhang
Semiparametric inference on general functionals of two semicontinuous populations
.......... Meng Yuan, Chunlin Wang, Boxi Lin and Pengfei Li
Compound empirical Bayes interval estimation
.......... Wenhua Jiang and Cun-Hui Zhang
Characterizations of the normal distribution via the independence of the sample mean and the feasible definite statistics with ordered arguments
.......... Chin-Yuan Hu and Gwo Dong Lin
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals
.......... Alexander I. Jordan, Anja Mühlemann and Johanna F. Ziegel
Akaike Memorial Lecture 2020: Some of the challenges of statistical applications
.......... John Copas
The variable selection by the Dantzig selector for Cox's proportional hazards model
.......... Kou Fujimori
Robust model selection with covariables missing at random
.......... Zhongqi Liang, Qihua Wang and Yuting Wei
A high-dimensional M-estimator framework for bi-level variable selection
.......... Bin Luo, Ph.D; Xiaoli Gao, Ph.D
Bayes factor asymptotics for variable selection in the gaussian process framework
.......... Minerva Mukhopadhyay, Ph.D.; Sourabh Bhattacharya, Ph.D.
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
.......... Haeran Cho and Claudia Kirch
Fixed accuracy estimation of parameters in a threshold autoregressive model
.......... Victor Konev and Sergey Vorobeychikov
Empirical tail conditional allocation and its consistency under minimal assumptions
.......... N.V.Gribkova, J. Su and R. Zitikis
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
.......... Salim Bouzebda, Mohamed Chaouch and Sultana Didi Biha
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