Search Results - isPartOf:"Annals of the Institute of Statistical Mathematics"

Testing statistical hypotheses based on the density power divergence

Basu, A.; Mandal, A.; Martin, N.; Pardo, L. - In: Annals of the Institute of Statistical Mathematics : AISM 65 (2013) 2, pp. 319-348

Persistent link: https://www.econbiz.de/10010062649

Degenerate $$U$$ - and -statistics under ergodicity: asymptotics, bootstrap and applications in statistics

Leucht, Anne; Neumann, Michael H. - In: Annals of the Institute of Statistical Mathematics : AISM 65 (2013) 2, pp. 349-386

Persistent link: https://www.econbiz.de/10010062650

Asymptotic Palm likelihood theory for stationary point processes

Prokešová, Michaela; Jensen, Eva B. Vedel - In: Annals of the Institute of Statistical Mathematics : AISM 65 (2013) 2, pp. 387-412

Persistent link: https://www.econbiz.de/10010062651

Estimation and model selection in a class of semiparametric models for cluster data

Sun, Yan; Li, Jialiang; Zhang, Wenyang - In: Annals of the Institute of Statistical Mathematics 64 (2012) 4, pp. 835-856

Persistent link: https://www.econbiz.de/10010848627

Priors for Bayesian adaptive spline smoothing

Yue, Yu; Speckman, Paul; Sun, Dongchu - In: Annals of the Institute of Statistical Mathematics 64 (2012) 3, pp. 577-613

Persistent link: https://www.econbiz.de/10010848629

Asymptotic normality of Powell’s kernel estimator

Kato, Kengo - In: Annals of the Institute of Statistical Mathematics 64 (2012) 2, pp. 255-273

Persistent link: https://www.econbiz.de/10010848630

A general transformation class of semiparametric cure rate frailty models

Diao, Guoqing; Yin, Guosheng - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 959-989

We consider a class of cure rate frailty models for multivariate failure time data with a survival fraction. This class is formulated through a transformation on the unknown population survival function. It incorporates random effects to account for the underlying correlation, and includes the...

Persistent link: https://www.econbiz.de/10010848631

Estimators for the binomial distribution that dominate the MLE in terms of Kullback–Leibler risk

Vos, Paul; Wu, Qiang - In: Annals of the Institute of Statistical Mathematics 64 (2012) 2, pp. 359-371

Persistent link: https://www.econbiz.de/10010848632

Testing for a constant coefficient of variation in nonparametric regression by empirical processes

Dette, Holger; Marchlewski, Mareen; Wagener, Jens - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 1045-1070

In the common nonparametric regression model, we consider the problem of testing the hypothesis that the coefficient of the scale and location function is constant. The test is based on a comparison of the standardized (by a local linear estimate of the scale function) observations with their...

Persistent link: https://www.econbiz.de/10010848637

Modelling time trend via spline confidence band

Wang, Jing - In: Annals of the Institute of Statistical Mathematics 64 (2012) 2, pp. 275-301

Persistent link: https://www.econbiz.de/10010848638