# Springer

# Annals of the Institute of Statistical Mathematics

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### 2010, Volume 62, Issue 5

**835-853 Nonparametric analysis of doubly truncated data***by*Pao-sheng Shen**855-872 Decompounding random sums: a nonparametric approach***by*Martin Bøgsted & Susan Pitts**873-896 Dual connections in nonparametric classical information geometry***by*M. Grasselli**897-927 Uniform asymptotics for S- and MM-regression estimators***by*Marek Omelka & Matías Salibián-Barrera**929-941 Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model***by*Yongge Tian**943-966 Wavelet variance analysis for gappy time series***by*Debashis Mondal & Donald Percival**967-994 Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model***by*Ian Dryden & Alfred Kume & Huiling Le & Andrew Wood

### 2010, Volume 62, Issue 4

**601-602 Preface***by*Akimichi Takemura**603-638 Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry***by*Bernd Sturmfels & Caroline Uhler**639-644 Non-very ample configurations arising from contingency tables***by*Hidefumi Ohsugi & Takayuki Hibi**645-672 Graph presentations for moments of noncentral Wishart distributions and their applications***by*Satoshi Kuriki & Yasuhide Numata**673-698 Minimal average degree aberration and the state polytope for experimental designs***by*Yael Berstein & Hugo Maruri-Aguilar & Shmuel Onn & Eva Riccomagno & Henry Wynn**699-716 Some optimal criteria of model-robustness for two-level non-regular fractional factorial designs***by*Satoshi Aoki**717-726 Normal binary graph models***by*Seth Sullivant**727-745 Decompositions of binomial ideals***by*Thomas Kahle**747-773 A universal algebraic approach for conditional independence***by*Jinfang Wang**775-783 Finiteness of small factor analysis models***by*Mathias Drton & Han Xiao**785-805 Markov bases and subbases for bounded contingency tables***by*Fabio Rapallo & Ruriko Yoshida**807-822 About the maximal rank of 3-tensors over the real and the complex number field***by*Toshio Sumi & Mitsuhiro Miyazaki & Toshio Sakata

### 2010, Volume 62, Issue 3

**413-438 Optimal tuning parameter estimation in maximum penalized likelihood method***by*Masao Ueki & Kaoru Fueda**439-463 Estimation in nonparametric location-scale regression models with censored data***by*Cédric Heuchenne & Ingrid Keilegom**465-485 Generalized time-dependent conditional linear models under left truncation and right censoring***by*Bianca Teodorescu & Ingrid Keilegom & Ricardo Cao**487-514 Simultaneous estimation and variable selection in median regression using Lasso-type penalty***by*Jinfeng Xu & Zhiliang Ying**515-546 Bootstrap model selection for possibly dependent and heterogeneous data***by*Alessio Sancetta**547-569 Limiting behavior of relative Rényi entropy in a non-regular location shift family***by*Masahito Hayashi**571-600 Asymptotic second-order consistency for two-stage estimation methodologies and its applications***by*Makoto Aoshima & Kazuyoshi Yata

### 2010, Volume 62, Issue 2

**235-248 Boosting local quasi-likelihood estimators***by*Masao Ueki & Kaoru Fueda**249-275 Oracle inequality for conditional density estimation and an actuarial example***by*Sam Efromovich**277-298 On the tail index of a heavy tailed distribution***by*Yongcheng Qi**299-321 Markov basis and Gröbner basis of Segre–Veronese configuration for testing independence in group-wise selections***by*Satoshi Aoki & Takayuki Hibi & Hidefumi Ohsugi & Akimichi Takemura**323-341 Nonparametric estimation of a conditional distribution from length-biased data***by*Jacobo Uña-Álvarez & M. Iglesias-Pérez**343-362 Recursive parameter estimation: asymptotic expansion***by*Teo Sharia**363-381 An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators***by*Reinaldo Arellano-Valle & Marc Genton**383-412 Procedure of test to compare the tail indices***by*Mathilde Mougeot & Karine Tribouley

### 2010, Volume 62, Issue 1

**1-2 Preface: Special issue in honor of Dr. Hirotugu Akaike***by*Sadanori Konishi & Genshiro Kitagawa**3-9 Making statistical thinking more productive***by*Hirotugu Akaike**11-35 Latent class analysis variable selection***by*Nema Dean & Adrian Raftery**37-59 Bayesian decoding of neural spike trains***by*Shinsuke Koyama & Uri Eden & Emery Brown & Robert Kass**61-89 Smoothing algorithms for state–space models***by*Mark Briers & Arnaud Doucet & Simon Maskell**91-107 Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data—***by*Nobuhiko Terui & Masataka Ban & Toshihiko Maki**109-116 Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions***by*Chih-Ling Tsai & Hansheng Wang & Ning Zhu**117-125 Model selection bias and Freedman’s paradox***by*Paul Lukacs & Kenneth Burnham & David Anderson**127-143 Hybrid kernel estimates of space–time earthquake occurrence rates using the epidemic-type aftershock sequence model***by*Giada Adelfio & Yosihiko Ogata**145-159 Distribution of distances between topologies and its effect on detection of phylogenetic recombination***by*Leonardo Oliveira Martins & Hirohisa Kishino**161-187 Contrast-based information criterion for ergodic diffusion processes from discrete observations***by*Masayuki Uchida**189-208 Frequentist and Bayesian measures of confidence via multiscale bootstrap for testing three regions***by*Hidetoshi Shimodaira**209-234 Bias and variance reduction techniques for bootstrap information criteria***by*Genshiro Kitagawa & Sadanori Konishi

### 2009, Volume 61, Issue 4

**773-787 Generalized Neyman–Pearson optimality of empirical likelihood for testing parameter hypotheses***by*Taisuke Otsu**789-810 Uniformly robust tests in errors-in-variables models***by*Longcheen Huwang & Y. Steve Huang & Yi-Hua Tina Wang**811-833 Functional regression modeling via regularized Gaussian basis expansions***by*Yuko Araki & Sadanori Konishi & Shuichi Kawano & Hidetoshi Matsui**835-859 Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors***by*Taeryon Choi**861-886 A simple test for the parametric form of the variance function in nonparametric regression***by*Holger Dette & Benjamin Hetzler**887-903 Proportional hazards regression under progressive Type-II censoring***by*Sergio Alvarez-Andrade & N. Balakrishnan & Laurent Bordes**905-918 Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models***by*Qingming Zou & Zhongyi Zhu & Jinglong Wang**919-928 Goodness of fit test for ergodic diffusion processes***by*Ilia Negri & Yoichi Nishiyama**929-948 Point process diagnostics based on weighted second-order statistics and their asymptotic properties***by*Giada Adelfio & Frederic Schoenberg**949-967 Metropolis–Hastings Algorithms with acceptance ratios of nearly 1***by*Kengo Kamatani**969-993 Merging of opinions in game-theoretic probability***by*Vladimir Vovk**995-1017 Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality***by*Haruhiko Ogasawara

### 2009, Volume 61, Issue 3

**531-542 Improved prediction for a multivariate normal distribution with unknown mean and variance***by*Kengo Kato**543-578 Consistency of the instrumental weighted variables***by*Jan Víšek**579-598 Testing the tail index in autoregressive models***by*Jana Jurečková & Hira Koul & Jan Picek**599-628 Estimating the intensity of a cyclic Poisson process in the presence of linear trend***by*Roelof Helmers & I. Mangku**629-661 Third-order asymptotic expansion of M-estimators for diffusion processes***by*Yuji Sakamoto & Nakahiro Yoshida**663-690 Efficient and fast spline-backfitted kernel smoothing of additive models***by*Jing Wang & Lijian Yang**691-714 Optimal testing for additivity in multiple nonparametric regression***by*Felix Abramovich & Italia Feis & Theofanis Sapatinas**715-751 Jump-preserving surface reconstruction from noisy data***by*Peihua Qiu**753-772 Stochastic monotonicity of the MLE of exponential mean under different censoring schemes***by*N. Balakrishnan & G. Iliopoulos

### 2009, Volume 61, Issue 2

**275-289 $${\mathcal{M}}$$ -decomposability and symmetric unimodal densities in one dimension***by*Nicholas Chia & Junji Nakano**291-308 On regression model selection for the data with correlated errors***by*Wen Wei**309-329 Log-linear modeling using conditional log-linear structures***by*P. Vellaisamy & V. Vijay**331-353 Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data***by*Tomohiro Ando & Sadanori Konishi**355-370 Bayesian isotonic changepoint analysis***by*Enrique Alvarez & Dipak Dey**371-390 On a model of sequential point patterns***by*V. Shcherbakov**391-411 M-estimation in nonparametric regression under strong dependence and infinite variance***by*Ngai Chan & Rongmao Zhang**413-439 Nonparametric density estimation for linear processes with infinite variance***by*Toshio Honda**441-460 Conditional independence, conditional mixing and conditional association***by*B. Prakasa Rao**461-476 A class of rank-based test for left-truncated and right-censored data***by*Pao-sheng Shen**477-498 Higher-order accurate polyspectral estimation with flat-top lag-windows***by*Arthur Berg & Dimitris Politis**499-516 On waiting time distributions associated with compound patterns in a sequence of multi-state trials***by*Kiyoshi Inoue & Sigeo Aki**517-530 On V-orthogonal projectors associated with a semi-norm***by*Yongge Tian & Yoshio Takane

### 2009, Volume 61, Issue 1

**1-26 Multiple comparisons of several homoscedastic multivariate populations***by*Yoshihide Kakizawa**27-46 Generalized partially linear mixed-effects models incorporating mismeasured covariates***by*Hua Liang**47-84 Statistical estimation in partial linear models with covariate data missing at random***by*Qi-Hua Wang**85-109 Asymptotic properties of local polynomial regression with missing data and correlated errors***by*A. Pérez-González & J. Vilar-Fernández & W. González-Manteiga**111-141 On the estimation of a monotone conditional variance in nonparametric regression***by*Holger Dette & Kay Pilz**143-157 Constrained optimal discrimination designs for Fourier regression models***by*Stefanie Biedermann & Holger Dette & Philipp Hoffmann**159-179 Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law***by*Sylvia Frühwirth-Schnatter & Leopold Sögner**181-195 Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling***by*Hiroki Masuda**197-213 Varying-coefficient model for the occurrence rate function of recurrent events***by*Chin-Tsang Chiang & Mei-Cheng Wang**215-234 Estimating a bounded parameter for symmetric distributions***by*Éric Marchand & François Perron**235-249 Exact two-sample nonparametric test for quantile difference between two populations based on ranked set samples***by*Omer Ozturk & N. Balakrishnan**251-274 Exact inference for a simple step-stress model from the exponential distribution under time constraint***by*N. Balakrishnan & Qihao Xie & D. Kundu

### 2008, Volume 60, Issue 4

**697-698 Preface: Featured section on data-mining and statistical science***by*Tomoyuki Higuchi & Takashi Washio**699-746 Direct importance estimation for covariate shift adaptation***by*Masashi Sugiyama & Taiji Suzuki & Shinichi Nakajima & Hisashi Kashima & Paul Bünau & Motoaki Kawanabe**747-761 A preferential attachment model with Poisson growth for scale-free networks***by*Paul Sheridan & Yuichi Yagahara & Hidetoshi Shimodaira**763-780 Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach***by*Tomohiro Ando**781-800 An angular–linear time series model for waveheight prediction***by*Tsukasa Hokimoto & Kunio Shimizu**801-812 On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game***by*Masayuki Kumon & Akimichi Takemura**813-842 Local empirical processes near boundaries of convex bodies***by*Estate Khmaladze & Wolfgang Weil**843-864 Estimating a mean matrix: boosting efficiency by multiple affine shrinkage***by*Rudolf Beran**865-882 On potentially negative space time covariances obtained as sum of products of marginal ones***by*P. Gregori & E. Porcu & J. Mateu & Z. Sasvári**883-900 Second-order nonlinear least squares estimation***by*Liqun Wang & Alexandre Leblanc**901-917 Semi-self-decomposable distributions on Z +***by*Nadjib Bouzar

### 2008, Volume 60, Issue 3

**465-482 Comparison of methods for ordinal lens opacity data from atomic-bomb survivors: univariate worse-eye method and bivariate GEE method using global odds ratio***by*Eiji Nakashima & Kazuo Neriishi & Atsushi Minamoto**483-498 Some remarks on Bayesian inference for one-way ANOVA models***by*Fabrizio Solari & Brunero Liseo & Dongchu Sun**499-517 Bayesian hierarchical linear mixed models for additive smoothing splines***by*Dongchu Sun & Paul Speckman**519-543 A bootstrap approach to model checking for linear models under length-biased data***by*J. Ojeda & J. Cristóbal & J. Alcalá**545-574 Maximum likelihood estimation in the proportional hazards cure model***by*Wenbin Lu**575-589 Empirical likelihood confidence intervals for hazard and density functions under right censorship***by*Junshan Shen & Shuyuan He**591-603 Some results on lower variance bounds useful in reliability modeling and estimation***by*N. Nair & K. Sudheesh**605-626 Nonparametric inference for sequential k-out-of-n systems***by*Eric Beutner**627-649 Properties of residuals for spatial point processes***by*A. Baddeley & J. Møller & A. Pakes**651-677 Higher order estimation at Lebesgue points***by*J. Beirlant & A. Berlinet & G. Biau**679-696 Some necessary uniform tests for spherical symmetry***by*Jiajuan Liang & Kai-Tai Fang & Fred Hickernell

### 2008, Volume 60, Issue 2

**229-256 Minimal invariant Markov basis for sampling contingency tables with fixed marginals***by*Satoshi Aoki & Akimichi Takemura**257-271 Consistent estimation of the dimensionality in sliced inverse regression***by*Guy Nkiet**273-300 Plug-in bandwidth selector for the kernel relative density estimator***by*Elisa Molanes-López & Ricardo Cao**301-318 Estimation of a parameter of Morgenstern type bivariate exponential distribution by ranked set sampling***by*Manoj Chacko & P. Thomas**319-343 Limit laws for the Randić index of random binary tree models***by*Qunqiang Feng & Hosam Mahmoud & Alois Panholzer**345-365 On weak convergence of random fields***by*Youri Davydov & Ričardas Zitikis**367-406 Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes***by*Takaki Hayashi & Nakahiro Yoshida**407-426 The admissible parameter space for exponential smoothing models***by*Rob Hyndman & Muhammad Akram & Blyth Archibald**427-440 Small-sample studies on right censored data with discrete failure times***by*Jiantian Wang**441-457 Empirical likelihood inference for censored median regression with weighted empirical hazard functions***by*Yichuan Zhao & Song Yang**459-464 The semi-Sibuya distribution***by*Nadjib Bouzar

### 2008, Volume 60, Issue 1

**1-20 A first–passage time random walk distribution with five transition probabilities: a generalization of the shifted inverse trinomial***by*Kazuki Aoyama & Kunio Shimizu & S. Ong**21-44 A cross-validation method for data with ties in kernel density estimation***by*Kamila Żychaluk & Prakash Patil**45-59 Randomized group up and down experiments***by*Alessandro Antognini & Paola Bortot & Alessandra Giovagnoli**61-83 Accurate confidence intervals in regression analyses of non-normal data***by*Robert Boik**85-119 Estimating a general function of a quadratic function***by*D. Fourdrinier & P. Lepelletier**121-150 The estimation of M4 processes with geometric moving patterns***by*Zhengjun Zhang**151-171 Progressive censoring from heterogeneous distributions with applications to robustness***by*N. Balakrishnan & Erhard Cramer**173-191 Bivariate Markov chain embeddable variables of polynomial type***by*M. Koutras & S. Bersimis & D. Antzoulakos**193-203 On occurrence of subpattern and method of gambling teams***by*Vladimir Pozdnyakov**205-224 Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy***by*Chris Field & John Robinson & Elvezio Ronchetti**225-227 Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy***by*Chris Field & John Robinson & Elvezio Ronchetti

### 2007, Volume 59, Issue 4

**617-654 Optimal nonparametric estimation of the density of regression errors with finite support***by*Sam Efromovich**655-673 Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models***by*Holger Dette & Viatcheslav Melas & Piter Shpilev**675-695 Buckley–James-type of estimators under the classical case cohort design***by*Qiqing Yu & George Wong & Menggang Yu**697-725 Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases***by*D. Poskitt**727-740 Toric statistical models: parametric and binomial representations***by*Fabio Rapallo**741-755 Exact Distribution of the Local Score for Markovian Sequences***by*Claudie Hassenforder & Sabine Mercier**757-787 Empirical process approach to some two-sample problems based on ranked set samples***by*Kaushik Ghosh & Ram Tiwari**789-806 Multivariate measures of concordance***by*M. Taylor**807-820 On constrained generalized inverses of matrices and their properties***by*Yoshio Takane & Yongge Tian & Haruo Yanai

### 2007, Volume 59, Issue 3

**403-423 Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors***by*Nunzio Cappuccio & Diego Lubian**425-434 Pointwise optimality of Bayesian wavelet estimators***by*Felix Abramovich & Claudia Angelini & Daniela Canditiis**435-464 Improved Model Selection Method for a Regression Function with Dependent Noise***by*D. Fourdrinier & S. Pergamenshchikov**465-486 Image segmentation by polygonal Markov Fields***by*R. Kluszczyński & M. Lieshout & T. Schreiber**487-498 A Generalization of the Archimedean Class of Bivariate Copulas***by*Fabrizio Durante & José Quesada-Molina & Carlo Sempi**499-513 Integral Representations and Approximations for Multivariate Gamma Distributions***by*T. Royen**515-530 Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models***by*Arturo Zavala & Heleno Bolfarine & Mário Castro**531-556 Asymptotic Expansion for the Null Distribution of the F-statistic in One-way ANOVA under Non-normality***by*Solomon Harrar & Arjun Gupta**557-576 Some collapsibility results for n-dimensional contingency tables***by*P. Vellaisamy & V. Vijay**577-595 Joint Distributions of Numbers of Runs of Specified Lengths in a Sequence of Markov Dependent Multistate Trials***by*Kiyoshi Inoue & Sigeo Aki**597-602 On the Waiting Time for the First Success Run***by*Sigeo Aki & Katuomi Hirano**603-615 Asymptotics for a Population Size Estimator of a Partially Uncatchable Population***by*Cibele da-Silva

### 2007, Volume 59, Issue 2

**171-195 Multiple Penalty Regression: Fitting and Extrapolating a Discrete Incomplete Multi-way Layout***by*Rudolf Beran**197-210 Testing for the Absence of Random Effects in a Two-way Nested Design with Mixed Effects Model: A Nonparametric Approach***by*Tathagata Banerjee & Atanu Biswas**211-233 Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data***by*Xiaoqian Sun & Dongchu Sun**235-272 Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise***by*Irène Gijbels & Alexandre Lambert & Peihua Qiu**273-297 Polynomial Regression with Censored Data based on Preliminary Nonparametric Estimation***by*Cédric Heuchenne & Ingrid Keilegom**299-324 Mean Integrated Squared Error of Nonlinear Wavelet-based Estimators with Long Memory Data***by*Linyuan Li & Yimin Xiao**325-348 On the Stationary Version of the Generalized Hyperbolic ARCH Model***by*Ramsés Mena & Stephen Walker**349-366 Dynamic Detection of Change Points in Long Time Series***by*Nicolas Chopin**367-384 Asymptotic Normality of the Recursive M-estimators of the Scale Parameters***by*Baiqi Miao & Yuehua Wu & Donghai Liu & Qian Tong**385-402 Second-order Linearity of Wilcoxon Statistics***by*Marek Omelka

### 2007, Volume 59, Issue 1

**1-2 Preface***by*Shun-ichi Amari & Shiro Ikeda**3-25 A modified EM algorithm for mixture models based on Bregman divergence***by*Yu Fujimoto & Noboru Murata**27-56 Exponential statistical manifold***by*Alberto Cena & Giovanni Pistone**57-75 A new algorithm of non-Gaussian component analysis with radial kernel functions***by*Motoaki Kawanabe & Masashi Sugiyama & Gilles Blanchard & Klaus-Robert Müller**77-93 The geometry of proper scoring rules***by*A. Dawid**95-110 Extending local mixture models***by*Paul Marriott**111-134 Local mixtures of the exponential distribution***by*K. Anaya-Izquierdo & P. Marriott**135-146 Bayesian prediction based on a class of shrinkage priors for location-scale models***by*Fumiyasu Komaki**147-159 Uncertainty principle and quantum Fisher information***by*Paolo Gibilisco & Tommaso Isola**161-170 A note on curvature of α-connections of a statistical manifold***by*Jun Zhang

### 2006, Volume 58, Issue 4

**647-674 Properties of estimators of baseline hazard functions in a semiparametric cure model***by*Tomoyuki Sugimoto & Toshimitsu Hamasaki**675-686 Lorenz Curve for Truncated and Censored Data***by*Sze-Man Tse**687-706 Semiparametric Maximum Likelihood for Missing Covariates in Parametric Regression***by*Zhiwei Zhang & Howard Rockette**707-719 A Partial Empirical Likelihood Based Score Test Under a Semiparametric Finite Mixture Model***by*Biao Zhang**721-738 Generalized Moment Theory and Bayesian Robustness Analysis for Hierarchical Mixture Models***by*Bruno Betrò & Antonella Bodini & Alessandra Guglielmi**739-756 Estimation of error variance in ANOVA model and order restricted scale parameters***by*Youhei Oono & Nobuo Shinozaki**757-777 Confidence Intervals for Quantiles and Tolerance Intervals Based on Ordered Ranked Set Samples***by*N. Balakrishnan & T. Li**779-807 Wavelet-Based Estimation for Univariate Stable Laws***by*Anestis Antoniadis & Andrey Feuerverger & Paulo Gonçalves**809-809 Testing homogeneity in Weibull error in variables models***by*Dione Valença & Heleno Bolfarine**811-811 Optimality of AIC in inference about Brownian motion***by*Arijit Chakrabarti & Jayanta Ghosh**813-813 Exact and limiting distributions in diagonal Pólya processes***by*Srinivasan Balaji & Hosam Mahmoud**815-815 Compound binomial approximations***by*Vydas Čekanavičius & Bero Roos

### 2006, Volume 58, Issue 3

**427-440 Asymptotic Results on a General Class of Empirical Statistics: Power and Confidence Interval Properties***by*In Chang & Rahul Mukerjee**441-456 Confidence estimation for tolerance intervals***by*C. Tsao & Yu-Ling Tseng**457-473 Likelihood-based Inference for the Ratios of Regression Coefficients in Linear Models***by*Malay Ghosh & Gauri Datta & Dalho Kim & Trevor Sweeting**475-497 On the Effect of Misspecifying the Density Ratio Model***by*Konstantinos Fokianos & Irene Kaimi**499-509 An Information-theoretic Approach to the Effective Usage of Auxiliary Information from Survey Data***by*Changchun Wu & Runchu Zhang**511-526 Adaptive penalized M-estimation with current status data***by*Shuangge Ma & Michael Kosorok**527-535 On Continuity of the Pearson Statistic and Sample Quantiles***by*R. Al-Jarallah & A. Soltani & N. Al-Kandari**537-554 Joint distributions of runs in a sequence of higher-order two-state Markov trials***by*K. Kotwal & R. Shinde**555-571 A Skew Laplace Distribution on Integers***by*Tomasz Kozubowski & Seidu Inusah**573-593 Statistical Problems Related to Irrational Rotations***by*Teturo Kamae & Hayato Takahashi

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