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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
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Markov chain
17
maximum likelihood estimator
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probability generating function
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Maximum likelihood estimation
15
Consistency
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M-estimator
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exponential family
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nonparametric regression
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maximum likelihood estimation
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AIC
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EM algorithm
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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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Order statistics
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bootstrap
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likelihood ratio test
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robustness
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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
1,669
Annals of the Institute of Statistical Mathematics : AISM
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891
Time series - Estimation of nonlinear autoregressive models using design-adapted wavelets
Delouille, Véroniquc
;
Sachs, Rainer von
- In:
Annals of the Institute of Statistical Mathematics : AISM
57
(
2005
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10006545360
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892
Spatio-temporal model - Semiparametric spatio-temporal covariance models with the ARMA temporal margin
Ma, Chunsheng
- In:
Annals of the Institute of Statistical Mathematics : AISM
57
(
2005
)
2
,
pp. 221-234
Persistent link: https://www.econbiz.de/10006545361
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893
Multivariate analysis - ASP fits to multi-way layouts
Beran, Rudolf
- In:
Annals of the Institute of Statistical Mathematics : AISM
57
(
2005
)
2
,
pp. 201-220
Persistent link: https://www.econbiz.de/10006545362
Saved in:
894
Test - Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
Matsui, Muneya
;
Takemura, Akimichi
- In:
Annals of the Institute of Statistical Mathematics : AISM
57
(
2005
)
1
,
pp. 183
Persistent link: https://www.econbiz.de/10006545997
Saved in:
895
Estimation - 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 : AISM
57
(
2005
)
1
,
pp. 167-182
Persistent link: https://www.econbiz.de/10006545998
Saved in:
896
Estimation - Necessary conditions for dominating the James-Stein estimator
Maruyama, Yuzo
;
Strawderman, William E.
- In:
Annals of the Institute of Statistical Mathematics : AISM
57
(
2005
)
1
,
pp. 157-166
Persistent link: https://www.econbiz.de/10006545999
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897
Estimation - Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
Maruyama, Yuzo
;
Iwasaki, Katsunori
- In:
Annals of the Institute of Statistical Mathematics : AISM
57
(
2005
)
1
,
pp. 145-156
Persistent link: https://www.econbiz.de/10006546000
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898
Estimation - Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
Marchand, Éric
;
Strawderman, William E.
- In:
Annals of the Institute of Statistical Mathematics : AISM
57
(
2005
)
1
,
pp. 129-144
Persistent link: https://www.econbiz.de/10006546001
Saved in:
899
Time series - A test for independence of two stationary infinite order autoregressive processes
Kim, Eunhee
;
Lee, Sangyeol
- In:
Annals of the Institute of Statistical Mathematics : AISM
57
(
2005
)
1
,
pp. 105-128
Persistent link: https://www.econbiz.de/10006546002
Saved in:
900
Time series - Joint modeling of cointegration and conditional heteroscedasticity with applications
Wong, Heung
;
Li, W.K.
;
Ling, Shiqing
- In:
Annals of the Institute of Statistical Mathematics : AISM
57
(
2005
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10006546003
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