Annals of the Institute of Statistical Mathematics
Latest Publications

TOTAL DOCUMENTS

3003

(FIVE YEARS 41)

H-INDEX

(FIVE YEARS 0)

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 ◽

One Step

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

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):

Discrete Time

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

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

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

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

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 ◽

Level Variable

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

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

Annals of the Institute of Statistical MathematicsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer-Verlag

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

Multi-round smoothed composite quantile regression for distributed data

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

Empirical tail conditional allocation and its consistency under minimal assumptions

Fixed accuracy estimation of parameters in a threshold autoregressive model

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

Bayes factor asymptotics for variable selection in the Gaussian process framework

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

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

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

Annals of the Institute of Statistical Mathematics
Latest Publications