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Search: isPartOf:"Annals of the Institute of Statistical Mathematics"
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Asymptotic normality
28
Bootstrap
26
Edgeworth expansion
22
Nonparametric regression
21
order statistics
21
consistency
19
exponential distribution
19
Empirical likelihood
18
asymptotic normality
18
Markov chain
17
maximum likelihood estimator
17
probability generating function
17
Maximum likelihood estimation
15
Consistency
14
M-estimator
14
Probability generating function
14
exponential family
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nonparametric regression
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maximum likelihood estimation
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AIC
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Asymptotic expansion
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EM algorithm
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Poisson process
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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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Fisher information
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Model selection
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Order statistics
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bootstrap
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likelihood ratio test
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robustness
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waiting time
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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
8
Gupta, Arjun K.
8
Gupta, Ramesh C.
8
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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831
Strong universal consistency of smooth kernel regression estimates
Walk, Harro
- In:
Annals of the Institute of Statistical Mathematics
57
(
2005
)
4
,
pp. 665-685
Persistent link: https://www.econbiz.de/10005395651
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832
ASP fits to multi-way layouts
Beran, Rodolf
- In:
Annals of the Institute of Statistical Mathematics
57
(
2005
)
2
,
pp. 201-220
Persistent link: https://www.econbiz.de/10005395653
Saved in:
833
Optimisation of linear unbiased intensity estimators for point processes
Mrkvička, Tomáš
;
Molchanov, Ilya
- In:
Annals of the Institute of Statistical Mathematics
57
(
2005
)
1
,
pp. 71-81
Persistent link: https://www.econbiz.de/10005395687
Saved in:
834
The empirical distribution function and partial sum process of residuals from a stationary arch with drift process
Kawczak, Janusz
;
Kulperger, Reg
;
Yu, Hao
- In:
Annals of the Institute of Statistical Mathematics
57
(
2005
)
4
,
pp. 747-765
Persistent link: https://www.econbiz.de/10005395698
Saved in:
835
Necessary conditions for dominating the James-Stein estimator
Maruyama, Yuzo
;
Strawderman, William
- In:
Annals of the Institute of Statistical Mathematics
57
(
2005
)
1
,
pp. 157-165
Persistent link: https://www.econbiz.de/10005395718
Saved in:
836
On a functional equation generalizing the class of semistable distributions
Alaya, Mohamed
;
Huillet, Thierry
- In:
Annals of the Institute of Statistical Mathematics
57
(
2005
)
4
,
pp. 817-831
Persistent link: https://www.econbiz.de/10005395724
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837
Estimation of the number of components of finite mixtures of multivariate distributions
Henna, Jogi
- In:
Annals of the Institute of Statistical Mathematics
57
(
2005
)
4
,
pp. 655-664
Persistent link: https://www.econbiz.de/10005395741
Saved in:
838
Nonlinear regression modeling using regularized local likelihood method
Nonaka, Yoshisuke
;
Konishi, Sadanori
- In:
Annals of the Institute of Statistical Mathematics
57
(
2005
)
4
,
pp. 617-635
Persistent link: https://www.econbiz.de/10005395774
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839
Minimax confidence bound of the normal mean under an asymmetric loss function
Xiao, Yushan
;
Takada, Yoshikazu
;
Shi, Ningzhong
- In:
Annals of the Institute of Statistical Mathematics
57
(
2005
)
1
,
pp. 167-182
Persistent link: https://www.econbiz.de/10005395800
Saved in:
840
Comparisons between simultaneous and componentwise splines for varying coefficient models
Chiang, Chin-Tsang
- In:
Annals of the Institute of Statistical Mathematics
57
(
2005
)
4
,
pp. 637-653
Persistent link: https://www.econbiz.de/10005395809
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