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
Correction to: On the strong universal consistency of local averaging regression estimates
.......... Matthias Hansmann, Michael Kohler and Harro Walk
On Hodges' superefficiency and merits of oracle property in model selection
.......... Xianyi Wu and Xian Zhou
Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors
.......... Jungjun Choi and In Choi
The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model
.......... Xuejun Wang, Yi Wu and Shuhe Hu
Quantile estimations via modified Cholesky decomposition for longitudinal single index models
.......... Jing Lv and Chaohui Guo
Semiparametric Estimation in Regression with Missing Covariates Using Single-Index Models
.......... Zhuoer Sun and Suojin Wang
On the strong universal consistency of local averaging regression estimates
.......... Matthias Hansmann, Michael Kohler and Harro Walk
Joint feature screening for ultra-high dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
.......... Xiaolin Chen, Yi Liu and Qihua Wang
A recursive point process model for infectious diseases.
.......... Frederic Paik Schoenberg, Marc Hoffmann and Ryan Harrigan
CUSUM Test for General Nonlinear Integer-valued GARCH Models: Comparison Study
.......... Youngmi Lee and Sangyeol Lee
Robust statistical inference based on the C-divergence family
.......... Avijit Maji, Abhik Ghosh, Ayanendranath Basu and Leandro Pardo
Modified residual CUSUM test for location-scale time series models with heteroscedasticity
.......... Haejune Oh and Sangyeol Lee
An empirical likelihood approach under cluster sampling with missing observations
.......... Yves Guy Berger, Ph.D.
Estimating quantiles in imperfect simulation models using conditional density estimation
.......... Michael Kohler and Adam Krzyzak
Discovering model structure for partially linear models
.......... Xin He and Junhui Wang
Inference on a distribution function from ranked set samples
.......... Lutz Duembgen and Ehsan Zamanzade
New kernel estimators of the hazard ratio and their asymptotic properties
.......... Taku Moriyama and Yoshihiko Maesono
Marginal quantile regression for varying coefficient models with longitudinal data
.......... Weihua Zhao, Weiping Zhang and Heng Lian
A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
.......... Zehua Chen and Yiwei Jiang
Sequential fixed accuracy estimation for nonstationary autoregressive processes
.......... Victor Konev and Bogdan Nazarenko
Semiparametric quantile regression with random censoring
.......... Francesco Bravo
Strong model dependence in statistical analysis: goodness of fit is not enough for model choice
.......... John Copas and Shinto Eguchi
Asymptotic theory of the adaptive Sparse Group Lasso
.......... Benjamin Poignard
Sharp oracle inequalities for low-complexity priors
.......... Tung Duy Luu, Jalal Fadili and Christophe Chesneau
On the limiting distribution of sample central moments
.......... Georgios Afendras, Nickos Papadatos and Violetta E. Piperigou
Error density estimation in high-dimensional sparse linear model
.......... Feng Zou and Hengjian Cui
A test for the presence of stochastic ordering under censoring: the k-sample case
.......... Hammou Elbarmi
Convergence rates for kernel regression in infinite dimensional spaces
.......... Joydeep Chowdhury and Probal Chaudhuri
Theoretical properties of bandwidth selectors for kernel density estimation on the circle
.......... Yasuhito Tsuruta and Masahiko Sagae
Conditional waiting time distributions of runs and patterns and their applications
.......... Tung-Lung Wu
Particle-based, online estimation of tangent filters with application to parameter estimation in nonlinear state-space models
.......... Jimmy Olsson and Johan Westerborn Alenlöv
Semiparametric M-estimation with non-smooth criterion functions
.......... Laurent Delsol and Ingrid Van Keilegom
Spatially homogeneous copulas
.......... Fabrizio Durante, Juan Fernández-Sánchez and Wolfgang Trutschnig
On principal components regression with hilbertian predictors
.......... Ben Jones and Andreas Artemiou
Poisson Source Localization on the Plane. Change-Point Case.
.......... Christian Farinetto, Yury Kutoyants and Alioune Top
Properization: Constructing proper scoring rules via bayes acts
.......... Jonas Reiner Brehmer and Tilmann Gneiting
Estimation and hypothesis test for partial linear single-index multiplicative models
.......... Jun Zhang, Xia Cui and Heng Peng
More good news on the HKM-test for multivariate reflected symmetry about an unknown center
.......... Norbert Henze and Celeste Mayer
Nonparametric estimation of the cross ratio function
.......... Steven Abrams, Paul Janssen, Jan Swanepoel and Noël Veraverbeke
On univariate slash distributions, continuous and discrete
.......... M.C. Jones
Semiparametric Bayesian multiple imputation for regression models with missing mixed continuous-discrete covariates
.......... Ryo Kato and Takahiro Hoshino
Nonparametric variable selection and its application to additive models
.......... Zhenghui Feng, Lu Lin, Ruoqing Zhu and Lixing Zhu
Robust estimation in single index models when the errors have a unimodal density with unknown nuisance parameter
.......... Claudio Agostinelli, Ana M Bianco and Graciela Boente
Distributions of pattern statistics in sparse Markov models
.......... Donald Eugene Kemp Martin
Estimation of extreme conditional quantiles under a general tail first order condition
.......... Laurent Gardes, Armelle Guillou and Claire Roman
Space-time inhomogeneous background intensity estimators for semi-parametric space-time self-exciting point process models
.......... ChenLong Li, Zhanjie Song and Wenjun Wang
Large sample results for frequentist multiple imputation for Cox regression with missing covariate data
.......... Frank Eriksson, Torben Martinussen and Søren Feodor Nielsen
Nonparametric MANOVA in meaningful effects
.......... Dennis Dobler, Sarah Friedrich and Markus Pauly
Regression function estimation as a partly inverse problem
.......... Fabienne Comte and Valentine Genon-Catalot
Detecting deviations from second-order stationarity in locally stationary functional~time~series
.......... Axel Bücher, Holger Dette and Florian Heinrichs
On the indirect elicitability of the mode and modal interval
.......... Krisztina Dearborn and Rafael Frongillo
Testing for normality in any dimension based on a partial differential equation involving the moment generating function
.......... Norbert Henze and Jaco Visagie
Poisson source localization on the plane: cusp case
.......... Oleg Chernoyarov, Serguei Dachian and Yury Kutoyants
Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
.......... Kun Chen, Ngai Hang Chan and Chun Yip Yau
Wavelet estimation of the dimensionality of curve time series
.......... Rodney Vasconcelos Fonseca and Aluísio Pinheiro
Model selection for the robust efficient signal processing observed with small Lévy noise
.......... Slim Beltaief, Oleg Chernoyarov and Serguei Pergamenchtchikov
Some information inequalities for statistical inference
.......... Harsha K V and Alladi Subramanyam
Bias-corrected support vector machine with Gaussian kernel in high-dimension, low-sample-size settings
.......... Yugo Nakayama, Kazuyoshi Yata and Makoto Aoshima
Robust estimation for general integer-valued time series models
.......... Byungsoo Kim and Sangyeol Lee
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