# Springer

&

The Institute of Statistical Mathematics

# Annals of the Institute of Statistical Mathematics

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### 2016, Volume 68, Issue 5

**929-954 Testing the constancy of Spearman’s rho in multivariate time series***by*Ivan Kojadinovic & Jean-François Quessy & Tom Rohmer**955-976 Testing for uniform stochastic ordering via empirical likelihood***by*Hammou El Barmi & Ian W. McKeague**977-1000 Robust estimation of generalized partially linear model for longitudinal data with dropouts***by*Guoyou Qin & Zhongyi Zhu & Wing K. Fung**1001-1024 Accelerated failure time model with quantile information***by*Mu Zhao & Yixin Wang & Yong Zhou**1025-1053 Antithetic sampling for sequential Monte Carlo methods with application to state-space models***by*Svetlana Bizjajeva & Jimmy Olsson**1055-1072 On monotonicity of expected values of some run-related distributions***by*Sigeo Aki & Katuomi Hirano**1073-1094 Semiparametric inference for an accelerated failure time model with dependent truncation***by*Takeshi Emura & Weijing Wang**1095-1109 Jackknife empirical likelihood for linear transformation models with right censoring***by*Hanfang Yang & Shen Liu & Yichuan Zhao**1111-1134 Spline-based semiparametric estimation of a zero-inflated Poisson regression single-index model***by*Minggen Lu & Chin-Shang Li**1135-1162 Kernel regression with Weibull-type tails***by*Tertius Wet & Yuri Goegebeur & Armelle Guillou & Michael Osmann

### 2016, Volume 68, Issue 4

**705-723 Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix***by*Hiroshi Kurata & Shun Matsuura**725-764 Parameter estimation for a generalized semiparametric model with repeated measurements***by*Shujie Ma & Zijian Huang & Chih-Ling Tsai**765-785 Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices***by*Huiqin Li & Zhi Dong Bai & Jiang Hu**787-803 Approximate theory-aided robust efficient factorial fractions under baseline parametrization***by*Rahul Mukerjee & S. Huda**805-825 Regression analysis of biased case–control data***by*Palash Ghosh & Anup Dewanji**827-853 Smooth backfitting in additive inverse regression***by*Nicolai Bissantz & Holger Dette & Thimo Hildebrandt & Kathrin Bissantz**855-876 Competing risks data analysis under the accelerated failure time model with missing cause of failure***by*Ming Zheng & Renxin Lin & Wen Yu**877-903 Bayesian model selection for a linear model with grouped covariates***by*Xiaoyi Min & Dongchu Sun**905-928 Summary statistics for inhomogeneous marked point processes***by*O. Cronie & M. N. M. Lieshout

### 2016, Volume 68, Issue 3

**469-490 Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions***by*Masafumi Akahira**491-539 Bootstrapping sample quantiles of discrete data***by*Carsten Jentsch & Anne Leucht**541-570 A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: illustrations using health and safety data***by*Swarnali Banerjee & Nitis Mukhopadhyay**571-588 Decision-theoretic issues in heterogeneity variance estimation***by*Andrew L. Rukhin**589-619 Influence diagnostics for robust P-splines using scale mixture of normal distributions***by*Felipe Osorio**621-637 Parameter change test for autoregressive conditional duration models***by*Sangyeol Lee & Haejune Oh**639-657 Inference in a model of successive failures with shape-adjusted hazard rates***by*Stefan Bedbur & Marco Burkschat & Udo Kamps**659-671 Optimality of pairwise blocked definitive screening designs***by*Yaping Wang & Mingyao Ai & Kang Li**673-703 Optimal restricted quadratic estimator of integrated volatility***by*Liang-Ching Lin & Meihui Guo

### 2016, Volume 68, Issue 2

**237-267 On the tail index inference for heavy-tailed GARCH-type innovations***by*Moosup Kim & Sangyeol Lee**269-297 Parameterizing mixture models with generalized moments***by*Zhiyue Huang & Paul Marriott**299-300 Erratum to: Parameterizing mixture models with generalized moments***by*Zhiyue Huang & Paul Marriott**301-327 Kernel estimators of mode under $$\psi $$ ψ -weak dependence***by*Eunju Hwang & Dong Shin**329-351 Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data***by*Ke-Hai Yuan & Wai Chan & Yubin Tian**353-384 A semiparametric generalized proportional hazards model for right-censored data***by*M. Avendaño & M. Pardo**385-412 Strictly stationary solutions of spatial ARMA equations***by*Martin Drapatz**413-437 Robust Bayes estimation using the density power divergence***by*Abhik Ghosh & Ayanendranath Basu**439-468 Escort distributions minimizing the Kullback–Leibler divergence for a large deviations principle and tests of entropy level***by*Valérie Girardin & Philippe Regnault**439-468 Escort distributions minimizing the Kullback–Leibler divergence for a large deviations principle and tests of entropy level***by*Valérie Girardin & Philippe Regnault**413-437 Robust Bayes estimation using the density power divergence***by*Abhik Ghosh & Ayanendranath Basu**385-412 Strictly stationary solutions of spatial ARMA equations***by*Martin Drapatz**353-384 A semiparametric generalized proportional hazards model for right-censored data***by*M. L. Avendaño & M. C. Pardo**329-351 Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data***by*Ke-Hai Yuan & Wai Chan & Yubin Tian**301-327 Kernel estimators of mode under $$\psi $$ ψ -weak dependence***by*Eunju Hwang & Dong Wan Shin**299-300 Erratum to: Parameterizing mixture models with generalized moments***by*Zhiyue Huang & Paul Marriott**269-297 Parameterizing mixture models with generalized moments***by*Zhiyue Huang & Paul Marriott**237-267 On the tail index inference for heavy-tailed GARCH-type innovations***by*Moosup Kim & Sangyeol Lee

### 2016, Volume 68, Issue 1

**1-24 Intrinsically weighted means and non-ergodic marked point processes***by*Alexander Malinowski & Martin Schlather & Zhengjun Zhang**25-75 Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation***by*Sam Efromovich**77-104 The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution***by*Gilles Ducharme & Pierre Lafaye de Micheaux & Bastien Marchina**105-133 Fourier methods for model selection***by*M. Jiménez-Gamero & A. Batsidis & M. Alba-Fernández**135-153 Testing for positive expectation dependence***by*Xuehu Zhu & Xu Guo & Lu Lin & Lixing Zhu**155-180 The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data***by*Yawei He & Zehua Chen**181-208 Estimation and inference in functional single-index models***by*Shujie Ma**209-236 On confidence bands for multivariate nonparametric regression***by*Katharina Proksch**77-104 The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution***by*Gilles R. Ducharme & Pierre Lafaye de Micheaux & Bastien Marchina**25-75 Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation***by*Sam Efromovich**209-236 On confidence bands for multivariate nonparametric regression***by*Katharina Proksch**181-208 Estimation and inference in functional single-index models***by*Shujie Ma**155-180 The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data***by*Yawei He & Zehua Chen**135-153 Testing for positive expectation dependence***by*Xuehu Zhu & Xu Guo & Lu Lin & Lixing Zhu**105-133 Fourier methods for model selection***by*M. D. Jiménez-Gamero & A. Batsidis & M. V. Alba-Fernández**1-24 Intrinsically weighted means and non-ergodic marked point processes***by*Alexander Malinowski & Martin Schlather & Zhengjun Zhang

### 2015, Volume 67, Issue 5

**817-841 Partially varying coefficient single-index additive hazard models***by*Xuan Wang & Qihua Wang & Xiao-Hua Zhou**843-862 On a class of circulas: copulas for circular distributions***by*M. Jones & Arthur Pewsey & Shogo Kato**863-883 Estimation of two ordered normal means under modified Pitman nearness criterion***by*Yuan-Tsung Chang & Nobuo Shinozaki**885-895 On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models***by*Artur Lemonte**897-915 Estimation of copula-based models for lifetime medical costs***by*Xiao Zhao & Xian Zhou**917-941 Depth-based runs tests for bivariate central symmetry***by*Rainer Dyckerhoff & Christophe Ley & Davy Paindaveine**943-961 Change-point model selection via AIC***by*Yoshiyuki Ninomiya**963-997 On consistency and optimality of Bayesian variable selection based on $$g$$ g -prior in normal linear regression models***by*Minerva Mukhopadhyay & Tapas Samanta & Arijit Chakrabarti**999-1028 Quantile residual lifetime with right-censored and length-biased data***by*Peng Liu & Yixin Wang & Yong Zhou

### 2015, Volume 67, Issue 4

**621-648 Fibers of multi-way contingency tables given conditionals: relation to marginals, cell bounds and Markov bases***by*Aleksandra Slavković & Xiaotian Zhu & Sonja Petrović**649-671 Testing for symmetry and conditional symmetry using asymmetric kernels***by*Marcelo Fernandes & Eduardo Mendes & Olivier Scaillet**673-685 Minimax design criterion for fractional factorial designs***by*Yue Yin & Julie Zhou**687-706 Exact tests for singular network data***by*Ian Dinwoodie & Kruti Pandya**707-743 Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps***by*Markus Bibinger & Mathias Vetter**745-772 Empirical identifiability in finite mixture models***by*Daeyoung Kim & Bruce Lindsay**773-791 On estimation in hierarchical models with block circular covariance structures***by*Yuli Liang & Dietrich Rosen & Tatjana Rosen**793-815 Nonparametric check for partial linear errors-in-covariables models with validation data***by*Wangli Xu & Lixing Zhu

### 2015, Volume 67, Issue 3

**411-436 Testing regression models with selection-biased data***by*J. Ojeda & W. González-Manteiga & J. Cristóbal**437-477 Testing for additivity in nonparametric quantile regression***by*Holger Dette & Matthias Guhlich & Natalie Neumeyer**479-514 Robust conditional Weibull-type estimation***by*Yuri Goegebeur & Armelle Guillou & Théo Rietsch**515-540 Spacings around an order statistic***by*H. Nagaraja & Karthik Bharath & Fangyuan Zhang**541-555 On the equivariance criterion in statistical prediction***by*Haojin Zhou & Tapan Nayak**557-572 Probabilistic properties of second order branching process***by*Akanksha Kashikar & S. Deshmukh**573-594 The sinh-arcsinhed logistic family of distributions: properties and inference***by*Arthur Pewsey & Toshihiro Abe**595-619 Smooth change point estimation in regression models with random design***by*Maik Döring & Uwe Jensen

### 2015, Volume 67, Issue 2

**211-227 An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions***by*Binyan Jiang**229-259 Model checking for parametric regressions with response missing at random***by*Xu Guo & Wangli Xu & Lixing Zhu**261-285 Minimaxity in estimation of restricted and non-restricted scale parameter matrices***by*Hisayuki Tsukuma & Tatsuya Kubokawa**287-311 Extended Bayesian information criterion in the Cox model with a high-dimensional feature space***by*Shan Luo & Jinfeng Xu & Zehua Chen**313-333 A normal hierarchical model and minimum contrast estimation for random intervals***by*Yan Sun & Dan Ralescu**335-357 Strong consistency of factorial $$K$$ K -means clustering***by*Yoshikazu Terada**359-373 On generalized expectation-based estimation of a population spectral distribution from high-dimensional data***by*Weiming Li & Jianfeng Yao**375-409 Quantile regression and variable selection of partial linear single-index model***by*Yazhao Lv & Riquan Zhang & Weihua Zhao & Jicai Liu

### 2015, Volume 67, Issue 1

**1-18 Estimation of the error density in a semiparametric transformation model***by*Benjamin Colling & Cédric Heuchenne & Rawane Samb & Ingrid Van Keilegom**19-38 Maximizing leave-one-out likelihood for the location parameter of unbounded densities***by*Krzysztof Podgórski & Jonas Wallin**39-73 The limited information maximum likelihood approach to dynamic panel structural equation models***by*Kentaro Akashi & Naoto Kunitomo**75-91 Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk***by*Nenghui Kuang & Huantian Xie**93-127 Sparse and efficient estimation for partial spline models with increasing dimension***by*Guang Cheng & Hao Zhang & Zuofeng Shang**129-156 Generalized duration models and optimal estimation using estimating functions***by*Aerambamoorthy Thavaneswaran & Nalini Ravishanker & You Liang**157-176 On the convergence and consistency of the blurring mean-shift process***by*Ting-Li Chen**177-193 Intrinsic means on the circle: uniqueness, locus and asymptotics***by*T. Hotz & S. Huckemann**195-210 Compound Poisson approximation to weighted sums of symmetric discrete variables***by*A. Elijio & V. Čekanavičius

### 2014, Volume 66, Issue 5

**833-864 Prediction in Ewens–Pitman sampling formula and random samples from number partitions***by*Masaaki Sibuya**865-895 Root $$n$$ n estimates of vectors of integrated density partial derivative functionals***by*Tiee-Jian Wu & Chih-Yuan Hsu & Huang-Yu Chen & Hui-Chun Yu**897-912 Proportional odds frailty model and stochastic comparisons***by*Ramesh Gupta & Cheng Peng**913-930 Empirical likelihood bivariate nonparametric maximum likelihood estimator with right censored data***by*Jian-Jian Ren & Tonya Riddlesworth**931-960 On estimation and inference in a partially linear hazard model with varying coefficients***by*Yunbei Ma & Alan Wan & Xuerong Chen & Yong Zhou**961-981 Extensions of saddlepoint-based bootstrap inference***by*Robert Paige & A. Trindade & R. Wickramasinghe**983-1010 A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data***by*Makoto Aoshima & Kazuyoshi Yata

### 2014, Volume 66, Issue 4

**647-685 Recent results in the theory and applications of CARMA processes***by*P. Brockwell**687-702 Identification and estimation of superposed Neyman–Scott spatial cluster processes***by*Ushio Tanaka & Yosihiko Ogata**703-723 On the construction of minimum information bivariate copula families***by*Tim Bedford & Kevin Wilson**725-757 Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions***by*Satoshi Kuriki & Yoshiaki Harushima & Hironori Fujisawa & Nori Kurata**759-787 Some binary start-up demonstration tests and associated inferential methods***by*N. Balakrishnan & M. Koutras & F. Milienos**789-809 Permissible boundary prior function as a virtually proper prior density***by*Takemi Yanagimoto & Toshio Ohnishi**811-832 Estimation of a non-negative location parameter with unknown scale***by*Mohammad Jafari Jozani & Éric Marchand & William Strawderman

### 2014, Volume 66, Issue 3

**441-442 Preface***by*Ryo Yoshida & Genta Ueno & Arnaud Doucet**443-471 Computational aspects of sequential Monte Carlo filter and smoother***by*Genshiro Kitagawa**473-494 Spatially varying SAR models and Bayesian inference for high-resolution lattice data***by*Chiranjit Mukherjee & Prasad Kasibhatla & Mike West**495-526 Bayesian nonparametric modeling for functional analysis of variance***by*XuanLong Nguyen & Alan Gelfand**527-552 Simulated likelihood inference for stochastic volatility models using continuous particle filtering***by*Michael Pitt & Sheheryar Malik & Arnaud Doucet**553-575 Parallel sequential Monte Carlo samplers and estimation of the number of states in a Hidden Markov Model***by*Christopher Nam & John Aston & Adam Johansen**577-609 Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers***by*Axel Finke & Adam Johansen & Dario Spanò**611-645 Multicanonical MCMC for sampling rare events: an illustrative review***by*Yukito Iba & Nen Saito & Akimasa Kitajima

### 2014, Volume 66, Issue 2

**221-244 Bayesian adaptive Lasso***by*Chenlei Leng & Minh-Ngoc Tran & David Nott**245-278 Objective Bayesian analysis for a capture–recapture model***by*Chang Xu & Dongchu Sun & Chong He**279-301 Testing covariates in high-dimensional regression***by*Wei Lan & Hansheng Wang & Chih-Ling Tsai**303-324 On data depth in infinite dimensional spaces***by*Anirvan Chakraborty & Probal Chaudhuri**325-344 Jump detection in time series nonparametric regression models: a polynomial spline approach***by*Yujiao Yang & Qiongxia Song**345-367 Qualitative inequalities for squared partial correlations of a Gaussian random vector***by*Sanjay Chaudhuri**369-382 Asymptotics of the Empirical Cross-over Function***by*Karthik Bharath & Vladimir Pozdnyakov & Dipak Dey**383-412 Varying coefficients partially linear models with randomly censored data***by*Francesco Bravo**413-439 Testing linearity against threshold effects: uniform inference in quantile regression***by*Antonio Galvao & Kengo Kato & Gabriel Montes-Rojas & Jose Olmo

### 2014, Volume 66, Issue 1

**1-31 Bayesian nonparametric regression with varying residual density***by*Debdeep Pati & David Dunson**33-61 A $$U$$ -statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens–Fisher setting***by*M. Ahmad**63-74 Local consistency of Markov chain Monte Carlo methods***by*Kengo Kamatani**75-92 Bootstrapping continuous-time autoregressive processes***by*Peter Brockwell & Jens-Peter Kreiss & Tobias Niebuhr**93-120 Momentum-space approach to asymptotic expansion for stochastic filtering***by*Masaaki Fujii**121-140 Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition***by*Sanying Feng & Liugen Xue**141-163 A truncated estimation method with guaranteed accuracy***by*Vyacheslav Vasiliev**165-191 Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression***by*Weihua Zhao & Riquan Zhang & Jicai Liu & Yazhao Lv**193-220 The harmonic moment tail index estimator: asymptotic distribution and robustness***by*Jan Beran & Dieter Schell & Milan Stehlík

### 2013, Volume 65, Issue 5

**807-832 On constrained and regularized high-dimensional regression***by*Xiaotong Shen & Wei Pan & Yunzhang Zhu & Hui Zhou**833-858 Extending circular distributions through transformation of argument***by*Toshihiro Abe & Arthur Pewsey & Kunio Shimizu**859-888 Asymptotic distribution of the nonparametric distribution estimator based on a martingale approach in doubly censored data***by*Tomoyuki Sugimoto**889-912 On the convergence rate of the unscented transformation***by*Kwang Ahn & Kung-Sik Chan**913-939 Covariance tapering for prediction of large spatial data sets in transformed random fields***by*Toshihiro Hirano & Yoshihiro Yajima**941-958 Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions***by*Chunsheng Ma**959-992 Estimation in threshold autoregressive models with correlated innovations***by*P. Chigansky & Yu. Kutoyants**993-1006 One-armed bandit process with a covariate***by*You Liang & Xikui Wang & Yanqing Yi

### 2013, Volume 65, Issue 4

**617-638 Robust estimation in joint mean–covariance regression model for longitudinal data***by*Xueying Zheng & Wing Fung & Zhongyi Zhu**639-665 Empirical likelihood semiparametric nonlinear regression analysis for longitudinal data with responses missing at random***by*Nian-Sheng Tang & Pu-Ying Zhao**667-686 Alexander duality in experimental designs***by*Hugo Maruri-Aguilar & Eduardo Sáenz-de-Cabezón & Henry Wynn**687-702 Unified extension of variance bounds for integrated Pearson family***by*Giorgos Afendras**703-719 Large deviations for posterior distributions on the parameter of a multivariate $$\text{ AR}(p)$$ process***by*Claudio Macci & Stefano Trapani**721-762 Partially linear varying coefficient models with missing at random responses***by*Francesco Bravo**763-783 Estimating the number of zero-one multi-way tables via sequential importance sampling***by*Jing Xi & Ruriko Yoshida & David Haws**785-805 Estimation in semiparametric models with missing data***by*Song Chen & Ingrid Van Keilegom

### 2013, Volume 65, Issue 3

**413-437 Inference for a class of partially observed point process models***by*James Martin & Ajay Jasra & Emma McCoy**439-456 Forecasting continuous-time processes with applications to signal extraction***by*Tucker McElroy**457-472 Objective Bayesian analysis for CAR models***by*Cuirong Ren & Dongchu Sun**473-490 Checking the adequacy of partial linear models with missing covariates at random***by*Wangli Xu & Xu Guo**491-511 Modelling conflicting information using subexponential distributions and related classes***by*J. Andrade & Edward Omey**513-527 Recursive equations in finite Markov chain imbedding***by*Yu-Fei Hsieh & Tung-Lung Wu**529-550 Calibration of the empirical likelihood for high-dimensional data***by*Yukun Liu & Changliang Zou & Zhaojun Wang**551-569 Variance estimation using judgment post-stratification***by*Jesse Frey & Timothy Feeman**571-587 Coupon collector’s problems with statistical applications to rankings***by*Sigeo Aki & Katuomi Hirano**589-615 New estimating equation approaches with application in lifetime data analysis***by*Keming Yu & Bing Wang & Valentin Patilea

### 2013, Volume 65, Issue 2

**213-236 Minimum density power divergence estimator for diffusion processes***by*Sangyeol Lee & Junmo Song**237-267 Partial linear single index models with distortion measurement errors***by*Jun Zhang & Yao Yu & Li-Xing Zhu & Hua Liang**269-293 The algebra of reversible Markov chains***by*Giovanni Pistone & Maria Rogantin**295-318 Model selection via standard error adjusted adaptive lasso***by*Wei Qian & Yuhong Yang**319-348 Testing statistical hypotheses based on the density power divergence***by*A. Basu & A. Mandal & N. Martin & L. Pardo**349-386 Degenerate $$U$$ - and $$V$$ -statistics under ergodicity: asymptotics, bootstrap and applications in statistics***by*Anne Leucht & Michael Neumann**387-412 Asymptotic Palm likelihood theory for stationary point processes***by*Michaela Prokešová & Eva Jensen

### 2013, Volume 65, Issue 1

**1-21 Empirical likelihood-based inferences for the Lorenz curve***by*Gengsheng Qin & Baoying Yang & Nelly Belinga-Hall**23-47 Nonparametric quantile regression with heavy-tailed and strongly dependent errors***by*Toshio Honda**49-67 Strong large deviations for arbitrary sequences of random variables***by*Cyrille Joutard**69-87 Equal percent bias reduction and variance proportionate modifying properties with mean–covariance preserving matching***by*Yannis Yatracos**89-103 A least squares estimator for discretely observed Ornstein–Uhlenbeck processes driven by symmetric α-stable motions***by*Shibin Zhang & Xinsheng Zhang**105-124 Estimation of central shapes of error distributions in linear regression problems***by*P. Lai & Stephen Lee**125-147 Nonparametric pseudo-Lagrange multiplier stationarity testing***by*Manuel Landajo & María Presno**149-166 On Mann–Whitney tests for comparing sojourn time distributions when the transition times are right censored***by*Jie Fan & Somnath Datta**167-189 Improved confidence intervals for quantiles***by*Yoshihiko Maesono & Spiridon Penev**191-212 Graver basis for an undirected graph and its application to testing the beta model of random graphs***by*Mitsunori Ogawa & Hisayuki Hara & Akimichi Takemura

### 2012, Volume 64, Issue 6

**1089-1119 Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise***by*Peter Brockwell & Alexander Lindner & Bernd Vollenbröker**1121-1138 Loss of information of a statistic for a family of non-regular distributions, II: more general case***by*Masafumi Akahira & Hyo Kim & Nao Ohyauchi**1139-1160 Converting information into probability measures with the Kullback–Leibler divergence***by*Pier Bissiri & Stephen Walker**1161-1186 Resampling-based information criteria for best-subset regression***by*Philip Reiss & Lei Huang & Joseph Cavanaugh & Amy Roy**1187-1203 Exact goodness-of-fit tests for censored data***by*Aurea Grané**1205-1225 Nonlinear Poisson autoregression***by*Konstantinos Fokianos & Dag Tjøstheim**1227-1259 On the meaning of mean shape: manifold stability, locus and the two sample test***by*Stephan Huckemann**1261-1279 Predicting a cyclic Poisson process***by*Roelof Helmers & I. Mangku

### 2012, Volume 64, Issue 5

**881-910 An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity***by*Naoto Kunitomo**911-918 Asymptotically distribution free test for parameter change in a diffusion process model***by*Ilia Negri & Yoichi Nishiyama**919-943 On estimating distribution functions using Bernstein polynomials***by*Alexandre Leblanc**945-957 Optimal and efficient designs for Gompertz regression models***by*Gang Li**959-989 A general transformation class of semiparametric cure rate frailty models***by*Guoqing Diao & Guosheng Yin