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
Mode-based estimation of the center of symmetry
.......... Jose E. Chacon and Javier Fernandez Serrano
Discussion of "Mode-based estimation of the center of symmetry"
.......... Hideitsu Hino
A distance covariance test of independence in high dimension, low sample size contexts
.......... Kai Xu and Minghui Yang
The family of multivariate beta copulas revisited
.......... Enagnon Narcisse Agbangla, Jean-Francois Quessy and Louis-Paul Rivest
Posterior contraction rate and asymptotic Bayes optimality for one group global-local shrinkage priors in sparse normal means problem
.......... Sayantan Paul and Arijit Chakrabarti
Central limit theorems for vector-valued composite functionals with smoothing and applications
.......... Huihui Chen, Darinka Dentcheva, Yang Lin and Gregory J. Stock
Quadratic functional estimation from observations with multiplicative measurement error
.......... Fabienne Comte, Jan Johannes and Bianca Neubert
Localization of moving poisson source on the plane
.......... O. V. Chernoyarov, S. Dachian and Y. A. Kutoyants
Discussion of "Mode-based estimation of the center of symmetry"
.......... Juan Carlos Pardo-Fernandez
Application of some L2 optimization to a discrete distribution
.......... Jiwoong Kim
Inference in models with omitted covariates: Cramer-type moderate deviations and applications to high-dimensional regression
.......... Rebecca M. Lewis, Heather S. Battey and Wen-Xin Zhou
Robust empirical likelihood variable selection for the high dimensional single-index regression model
.......... Huybrechts F. Bindele and Olivia Atutey
Robust variable selection in high-dimensional nonparametric additive model
.......... Suneel Babu Chatla and Abhijit Mandal
Sparse quantile regression via l0-penalty
.......... Toshio Honda and Wei-Ying Wu
Variable selection via penalized ridge regression with error-prone variables
.......... Li-Pang Chen
Rejoinder to the discussion of "Mode-based estimation of the center of symmetry"
.......... Jose E. Chacon and Javier Fernandez Serrano
Exact two-sided confidence sets for a level set in simple linear regression
.......... Fang Wan, Wei Liu and Frank Bretz
Restricted estimation in partially linear varying coefficient errors-in-variables models with missing response variables
.......... Xiaoqian Zheng, Xuejun Wang and Liangxue Li
A greedy and optimistic clustering for leveraging individual covariate uncertainty
.......... Akifumi Okuno and Kohei Hattori
Tests for independence against regression and expectation dependence
.......... Sudheesh K. Kattumannil, Deepesh Bhati and Isha Dewan
Asymptotic normality of multivariate frequency polygons for stationary random fields
.......... Michel Carbon and Thierry Duchesne
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
