Annals of the Institute of Statistical Mathematics
Latest Publications

TOTAL DOCUMENTS

3003

(FIVE YEARS 108)

H-INDEX

63

(FIVE YEARS 3)

Published By Springer-Verlag

1572-9052, 0020-3157

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-021-00818-y ◽

2022 ◽

Author(s):

Yuichi Akaoka ◽

Kazuki Okamura ◽

Yoshiki Otobe

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Cauchy Distribution ◽

Bahadur Efficiency ◽

Likelihood Estimator ◽

Arithmetic Means ◽

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Multi-round smoothed composite quantile regression for distributed data

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-021-00816-0 ◽

2022 ◽

Author(s):

Fengrui Di ◽

Lei Wang

Keyword(s):

Quantile Regression ◽

Distributed Data ◽

Composite Quantile Regression

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Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-021-00814-2 ◽

2022 ◽

Author(s):

Salim Bouzebda ◽

Mohamed Chaouch ◽

Sultana Didi Biha

Keyword(s):

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Empirical tail conditional allocation and its consistency under minimal assumptions

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-021-00813-3 ◽

2021 ◽

Author(s):

N. V. Gribkova ◽

J. Su ◽

R. Zitikis

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Fixed accuracy estimation of parameters in a threshold autoregressive model

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-021-00812-4 ◽

2021 ◽

Author(s):

Victor V. Konev ◽

Sergey E. Vorobeychikov

Keyword(s):

Autoregressive Model ◽

Estimation Of Parameters ◽

Accuracy Estimation ◽

Threshold Autoregressive ◽

Threshold Autoregressive Model

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Two-stage data segmentation permitting multiscale change points, heavy tails and dependence

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-021-00811-5 ◽

2021 ◽

Author(s):

Haeran Cho ◽

Claudia Kirch

Keyword(s):

Heavy Tails ◽

Change Points ◽

Two Stage ◽

Data Segmentation

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Bayes factor asymptotics for variable selection in the Gaussian process framework

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-021-00810-6 ◽

2021 ◽

Author(s):

Minerva Mukhopadhyay ◽

Sourabh Bhattacharya

Keyword(s):

Variable Selection ◽

Gaussian Process ◽

Bayes Factor ◽

Process Framework

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A high-dimensional M-estimator framework for bi-level variable selection

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-021-00809-z ◽

2021 ◽

Author(s):

Bin Luo ◽

Xiaoli Gao

Keyword(s):

Variable Selection ◽

High Dimensional ◽

M Estimator ◽

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Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-021-00808-0 ◽

2021 ◽

Author(s):

Alexander I. Jordan ◽

Anja Mühlemann ◽

Johanna F. Ziegel

Keyword(s):

Isotonic Regression ◽

Optimal Solutions ◽

Regression Problem

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The variable selection by the Dantzig selector for Cox’s proportional hazards model

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-021-00807-1 ◽

2021 ◽

Author(s):

Kou Fujimori

Keyword(s):

Variable Selection ◽

Proportional Hazards ◽

Proportional Hazards Model ◽

Dantzig Selector ◽

Hazards Model ◽

Cox's Proportional Hazards Model

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