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Search: isPartOf:"Annals of the Institute of Statistical Mathematics"
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Asymptotic normality
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Edgeworth expansion
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order statistics
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consistency
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exponential distribution
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Empirical likelihood
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asymptotic normality
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exponential family
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Aki, Sigeo
48
Balakrishnan, N.
46
Dette, Holger
27
Takemura, Akimichi
22
Hirano, Katuomi
21
Akahira, Masafumi
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Inoue, Kiyoshi
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Sibuya, Masaaki
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Bouzar, Nadjib
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Honda, Toshio
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Konishi, Sadanori
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Sun, Dongchu
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Beran, Rudolf
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Kitagawa, Genshiro
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Mukerjee, Rahul
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Yoshida, Nakahiro
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Akaike, Hirotugu
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Nishiyama, Yoichi
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Ebrahimi, Nader
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Bolfarine, Heleno
11
Ogata, Yosihiko
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Wang, Qi-Hua
11
Doucet, Arnaud
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Fujikoshi, Yasunori
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Inagaki, Nobuo
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Lee, Sangyeol
10
Bose, Arup
9
Chiang, Chin-Tsang
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Cramer, Erhard
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Fu, James
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Gupta, Ramesh
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Kuriki, Satoshi
9
Uchida, Masayuki
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Aoki, Satoshi
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Falk, Michael
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Gupta, Arjun K.
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Gupta, Ramesh C.
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Hall, Peter
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Hu, Chin-Yuan
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Hwang, Tea-Yuan
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Annals of the Institute of Statistical Mathematics
1,669
Annals of the Institute of Statistical Mathematics : AISM
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Exact inference for a simple step-stress model from the exponential distribution under time constraint
Balakrishnan, N.
;
Xie, Qihao
;
Kundu, D.
- In:
Annals of the Institute of Statistical Mathematics : AISM
61
(
2009
)
1
,
pp. 251
Persistent link: https://www.econbiz.de/10008173288
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502
Exact two-sample nonparametric test for quantile difference between two populations based on ranked set samples
Ozturk, Omer
;
Balakrishnan, N.
- In:
Annals of the Institute of Statistical Mathematics : AISM
61
(
2009
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008173289
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503
Estimating a bounded parameter for symmetric distributions
Marchand, Éric
;
Perron, François
- In:
Annals of the Institute of Statistical Mathematics : AISM
61
(
2009
)
1
,
pp. 215-234
Persistent link: https://www.econbiz.de/10008173290
Saved in:
504
Varying-coefficient model for the occurrence rate function of recurrent events
Chiang, Chin-Tsang
;
Wang, Mei-Cheng
- In:
Annals of the Institute of Statistical Mathematics : AISM
61
(
2009
)
1
,
pp. 197-214
Persistent link: https://www.econbiz.de/10008173291
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505
Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling
Masuda, Hiroki
- In:
Annals of the Institute of Statistical Mathematics : AISM
61
(
2009
)
1
,
pp. 181-196
Persistent link: https://www.econbiz.de/10008173292
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506
Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
Frühwirth-Schnatter, Sylvia
;
Sögner, Leopold
- In:
Annals of the Institute of Statistical Mathematics : AISM
61
(
2009
)
1
,
pp. 159-180
Persistent link: https://www.econbiz.de/10008173293
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507
Constrained optimal discrimination designs for Fourier regression models
Biedermann, Stefanie
;
Dette, Holger
;
Hoffmann, Philipp
- In:
Annals of the Institute of Statistical Mathematics : AISM
61
(
2009
)
1
,
pp. 143-158
Persistent link: https://www.econbiz.de/10008173294
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508
On the estimation of a monotone conditional variance in nonparametric regression
Dette, Holger
;
Pilz, Kay
- In:
Annals of the Institute of Statistical Mathematics : AISM
61
(
2009
)
1
,
pp. 111-142
Persistent link: https://www.econbiz.de/10008173295
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509
Asymptotic properties of local polynomial regression with missing data and correlated errors
Pérez-González, A.
;
Vilar-Fernández, J.M.
; …
- In:
Annals of the Institute of Statistical Mathematics : AISM
61
(
2009
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10008173296
Saved in:
510
Statistical estimation in partial linear models with covariate data missing at random
Wang, Qi-Hua
- In:
Annals of the Institute of Statistical Mathematics : AISM
61
(
2009
)
1
,
pp. 47-84
Persistent link: https://www.econbiz.de/10008173297
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