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Nonparametric regression with current status data

Honda, Toshio - In: Annals of the Institute of Statistical Mathematics 56 (2004) 1, pp. 49-72

Persistent link: https://www.econbiz.de/10005616137

Spectral density estimation with amplitude modulation and outlier detection

Jiang, Jiancheng; Hui, Y. - In: Annals of the Institute of Statistical Mathematics 56 (2004) 4, pp. 611-630

Persistent link: https://www.econbiz.de/10005616225

Nonparametric quantile regression with heavy-tailed and strongly dependent errors

Honda, Toshio - In: Annals of the Institute of Statistical Mathematics 65 (2013) 1, pp. 23-47

We consider nonparametric estimation of the conditional qth quantile for stationary time series. We deal with stationary time series with strong time dependence and heavy tails under the setting of random design. We estimate the conditional qth quantile by local linear regression and investigate...

Persistent link: https://www.econbiz.de/10010634437

On the estimation of ordered means of two exponential populations

Kaur, Amarjot; Singh, Harshinder - In: Annals of the Institute of Statistical Mathematics 43 (1991) 2, pp. 347-356

Persistent link: https://www.econbiz.de/10005616209

Local Asymptotic Normality in Extreme Value Index Estimation

Marohn, Frank - In: Annals of the Institute of Statistical Mathematics 49 (1997) 4, pp. 645-666

Persistent link: https://www.econbiz.de/10005616231

Incorporating historical information in testing for a trend in Poisson means

Kikuchi, Yasuki; Yanagawa, Takashi - In: Annals of the Institute of Statistical Mathematics 40 (1988) 2, pp. 367-379

Persistent link: https://www.econbiz.de/10005616251

Statistical inference based on aligned ranks for two-way MANOVA with interaction

Shiraishi, Taka-aki - In: Annals of the Institute of Statistical Mathematics 43 (1991) 4, pp. 715-734

Persistent link: https://www.econbiz.de/10005616295

The information matrix, skewness tensor and a-connections for the general multivariate elliptic distribution

Mitchell, Ann - In: Annals of the Institute of Statistical Mathematics 41 (1989) 2, pp. 289-304

Persistent link: https://www.econbiz.de/10005616319

Sequential estimation in regression models using analogues of trimmed means

Martinsek, Adam - In: Annals of the Institute of Statistical Mathematics 41 (1989) 3, pp. 521-540

Persistent link: https://www.econbiz.de/10005760154

Identification of non-minimum phase transfer function using higher-order spectrum

Kumon, Masayuki - In: Annals of the Institute of Statistical Mathematics 44 (1992) 2, pp. 239-260

Persistent link: https://www.econbiz.de/10005169196