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Search: isPartOf:"Annals of the Institute of Statistical Mathematics"
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Asymptotic normality
28
Bootstrap
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Edgeworth expansion
22
Nonparametric regression
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order statistics
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consistency
19
exponential distribution
19
Empirical likelihood
18
asymptotic normality
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Markov chain
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maximum likelihood estimator
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probability generating function
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Maximum likelihood estimation
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Consistency
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exponential family
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nonparametric regression
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AIC
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Robustness
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central limit theorem
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model selection
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Markov chain Monte Carlo
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regression
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likelihood ratio test
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Aki, Sigeo
48
Balakrishnan, N.
46
Dette, Holger
27
Takemura, Akimichi
22
Hirano, Katuomi
21
Akahira, Masafumi
17
Inoue, Kiyoshi
17
Sibuya, Masaaki
16
Bouzar, Nadjib
15
Honda, Toshio
15
Konishi, Sadanori
15
Sun, Dongchu
15
Beran, Rudolf
14
Kitagawa, Genshiro
14
Mukerjee, Rahul
14
Yoshida, Nakahiro
14
Akaike, Hirotugu
13
Nishiyama, Yoichi
13
Ebrahimi, Nader
12
Bolfarine, Heleno
11
Ogata, Yosihiko
11
Wang, Qi-Hua
11
Doucet, Arnaud
10
Fujikoshi, Yasunori
10
Inagaki, Nobuo
10
Lee, Sangyeol
10
Bose, Arup
9
Chiang, Chin-Tsang
9
Cramer, Erhard
9
Fu, James
9
Gupta, Ramesh
9
Kuriki, Satoshi
9
Uchida, Masayuki
9
Aoki, Satoshi
8
Falk, Michael
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Gupta, Arjun K.
8
Gupta, Ramesh C.
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Hall, Peter
8
Hu, Chin-Yuan
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Hwang, Tea-Yuan
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Annals of the Institute of Statistical Mathematics
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Annals of the Institute of Statistical Mathematics : AISM
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391
Uniform asymptotics for S- and MM-regression estimators
Omelka, Marek
;
Salibián-Barrera, Matías
- In:
Annals of the Institute of Statistical Mathematics
62
(
2010
)
5
,
pp. 897-927
Persistent link: https://www.econbiz.de/10008533953
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392
Dual connections in nonparametric classical information geometry
Grasselli, M.
- In:
Annals of the Institute of Statistical Mathematics
62
(
2010
)
5
,
pp. 873-896
Persistent link: https://www.econbiz.de/10008533954
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393
Nonparametric analysis of doubly truncated data
Shen, Pao-sheng
- In:
Annals of the Institute of Statistical Mathematics
62
(
2010
)
5
,
pp. 835-853
Persistent link: https://www.econbiz.de/10008533955
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394
Wavelet variance analysis for gappy time series
Mondal, Debashis
;
Percival, Donald
- In:
Annals of the Institute of Statistical Mathematics
62
(
2010
)
5
,
pp. 943-966
Persistent link: https://www.econbiz.de/10008533956
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395
Nonparametric estimation of a conditional distribution from length-biased data
Uña-Álvarez, Jacobo
;
Iglesias-Pérez, M.
- In:
Annals of the Institute of Statistical Mathematics
62
(
2010
)
2
,
pp. 323-341
Persistent link: https://www.econbiz.de/10008596115
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396
Oracle inequality for conditional density estimation and an actuarial example
Efromovich, Sam
- In:
Annals of the Institute of Statistical Mathematics
62
(
2010
)
2
,
pp. 249-275
Persistent link: https://www.econbiz.de/10008596116
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397
Procedure of test to compare the tail indices
Mougeot, Mathilde
;
Tribouley, Karine
- In:
Annals of the Institute of Statistical Mathematics
62
(
2010
)
2
,
pp. 383-412
Persistent link: https://www.econbiz.de/10008596117
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398
On the tail index of a heavy tailed distribution
Qi, Yongcheng
- In:
Annals of the Institute of Statistical Mathematics
62
(
2010
)
2
,
pp. 277-298
Persistent link: https://www.econbiz.de/10008596118
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399
Recursive parameter estimation: asymptotic expansion
Sharia, Teo
- In:
Annals of the Institute of Statistical Mathematics
62
(
2010
)
2
,
pp. 343-362
Persistent link: https://www.econbiz.de/10008596119
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400
Markov basis and Gröbner basis of Segre–Veronese configuration for testing independence in group-wise selections
Aoki, Satoshi
;
Hibi, Takayuki
;
Ohsugi, Hidefumi
; …
- In:
Annals of the Institute of Statistical Mathematics
62
(
2010
)
2
,
pp. 299-321
Persistent link: https://www.econbiz.de/10008596120
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