# Springer

# Annals of the Institute of Statistical Mathematics

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### 1995, Volume 47, Issue 4

**645-663 Deconvolving a density from contaminated dependent observations***by*Christian Hesse**665-674 On construction of improved estimators in multiple-design multivariate linear models under general restriction***by*T. Shiraishi & Y. Konno**675-691 A two-stage rank test using density estimation***by*Willem Albers**693-717 LAN of extreme order statistics***by*Michael Falk**719-730 Likelihood ratio tests for symmetry against one-sided alternatives***by*Richard Dykstra & Subhash Kochar & Tim Robertson**731-742 GeneralizedF-tests for unbalanced nested designs under heteroscedasticity***by*Malwane Ananda**743-766 Runs, scans and URN model distributions: A unified Markov chain approach***by*M. Koutras & V. Alexandrou**767-783 Approximating by the Wishart distribution***by*Tönu Kollo & Dietrich Rosen**785-799 Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones***by*G. Letac & H. Massam

### 1995, Volume 47, Issue 3

**401-414 Real estate price prediction under asymmetric loss***by*Michael Cain & Christian Janssen**415-433 Sooner and later waiting time problems in a two-state Markov chain***by*Masayuki Uchida & Sigeo Aki**435-446 Exact and limiting distributions of the number of successions in a random permutation***by*James Fu**447-459 Identifiability of mixtures of power-series distributions and related characterizations***by*Theofanis Sapatinas**461-464 Quasi profile and directed likelihoods from estimating functions***by*O. Barndorff-Nielsen**465-482 Parametric ranked set sampling***by*Lynne Stokes**483-491 Change point estimation in non-monotonic aging models***by*Murari Mitra & Sujit Basu**493-503 Bayes estimation in a mixture inverse Gaussian model***by*Ramesh Gupta & H. Akman**505-523 Testing homogeneity with an ordered alternative in a two-factor layout by combiningp-values***by*Ramal Moonesinghe & F. Wright**525-549 Generalized Cramér-von Mises tests of goodness of fit for doubly censored data***by*Jian-Jian Ren**551-579 Local asymptotic normality of multivariate ARMA processes with a linear trend***by*Bernard Garel & Marc Hallin**581-600 Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators***by*Masanobu Taniguchi & Madan Puri

### 1995, Volume 47, Issue 2

**195-209 Local asymptotic normality of a sequential model for marked point processes and its applications***by*Yoichi Nishiyama**211-224 Bayesian multiperiod forecasts for ARX models***by*Shu-Ing Liu**225-235 Joint distributions of numbers of success-runs and failures until the first consecutivek successes***by*Sigeo Aki & Katuomi Hirano**237-251 A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators***by*Xiaojing Xiang**253-266 Kernel-type density and failure rate estimation for associated sequences***by*Isha Bagai & B. Prakasa Rao**267-271 Estimating the asymptotic dispersion of theL 1 median***by*Arup Bose**273-286 Some modifications of improved estimators of a normal variance***by*Nobuo Shinozaki**287-307 Componentwise estimation of ordered parameters ofk (≥2) exponential populations***by*G. Vijayasree & Neeraj Misra & Harshinder Singh**309-320 LR test for random-effects covariance structure in a parallel profile model***by*Takahisa Yokoyama**321-350 Complete classes of tests for regularly varying distributions***by*Jacek Kowalski**351-369 Stochastic regression model with heteroscedastic disturbance***by*Der-Shin Chang & Guan-Chyun Lin**371-384 Relating quantiles and expectiles under weighted-symmetry***by*Belkacem Abdous & Bruno Remillard**385-399 Determinant formulas with applications to designing when the observations are correlated***by*Wolfgang Bischoff

### 1995, Volume 47, Issue 1

**1-20 On the approximation of continuous time threshold ARMA processes***by*P. Brockwell & O. Stramer**21-29 Some properties of convex hulls generated by homogeneous Poisson point processes in an unbounded convex domain***by*A. Nagaev**31-48 Optimal order for two servers in tandem***by*Genji Yamazaki & Hiroshi Ito**49-64 Quasi-likelihood or extended quasi-likelihood? An information-geometric approach***by*Paul Vos**65-80 Optimizing the smoothed bootstrap***by*Suojin Wang**81-97 The convergence rates of empirical Bayes estimation in a multiple linear regression model***by*Laisheng Wei & Shunpu Zhang**99-104 A note on accelerated sequential estimation of the mean of NEF-PVF distributions***by*Arup Bose & Nitis Mukhopadhyay**105-117 Estimation of a quantile in some nonstandard cases***by*Xiaojing Xiang**119-128 Admissibility of prediction intervals***by*Yoshikazu Takada**129-136 Residuals in the growth curve model***by*Dietrich Rosen**137-153 Multiple outlier detection in growth curve model with unstructured covariance matrix***by*Jian-Xin Pan & Kai-Tai Fang**155-165 Minimax tests for convex cones***by*Lutz Dümbgen**167-170 An example of a two-sided Wilcoxon signed rank test which is not unbiased***by*Peter Amrhein**171-176 A characterization of the Pearson system of distributions and the associated orthogonal polynomials***by*V. Papathanasiou**177-183 Bivariate distributions via a Pareto conditional distribution and a regression function***by*Jacek Wesolowski**185-193 Maximum variance of order statistics***by*Nickos Papadatos

### 1994, Volume 46, Issue 4

**605-623 The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother***by*Genshiro Kitagawa**625-631 Canonical correlation and reduction of multiple time series***by*Mohsen Pourahmadi**633-640 Asymptotic distribution of maximal autoregressive process with weight tending to 1***by*Nobuo Inagaki**641-648 Weibull renewal processes***by*Nikos Yannaros**649-666 The geometric structure of the expected/observed likelihood expansions***by*Luigi Pace & Alessandra Salvan**667-682 Edgeworth expansions for spectral mean estimates with applications to Whittle estimates***by*Daniel Janas**683-705 Minimum disparity estimation for continuous models: Efficiency, distributions and robustness***by*Ayanendranath Basu & Bruce Lindsay**707-722 Sampling designs for regression coefficient estimation with correlated errors***by*Yingcai Su & Stamatis Cambanis**723-736 Estimation of parameters in a two-parameter exponential distribution using ranked set sample***by*Kin Lam & Bimal Sinha & Zhong Wu**737-755 Adaptive choice of trimming proportions***by*Jana Jurečková & Roger Koenker & A. Welsh**757-768 Tukey's linear sensitivity and order statistics***by*H. Nagaraja**769-775 On the joint distribution of Grubbs' statistics***by*Tea-Yuan Hwang & Chin-Yuan Hu**777-796 Success runs of lengthk in Markov dependent trials***by*S. Mohanty**797-802 Necessary conditions for characterization of laws via mixed sums***by*Anthony Pakes

### 1994, Volume 46, Issue 3

**405-428 Separation of spin synchronized signals***by*T. Higuchi & G. Crawford & R. Strangeway & C. Russell**429-452 Multiperiod Bayesian forecasts forAR models***by*Shu-Ing Liu**453-474 Estimating non-linear functions of the spectral density, using a data-taper***by*Rainer Sachs**475-486 On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes***by*Jens Jensen & Hans Künsch**487-495 Bootstrapping a Bayes estimator of a survival function with censored data***by*Martin Wells & Ram Tiwari**497-507 Approximate Bayesian shrinkage estimation***by*Wang-Shu Lu**509-519 Improved sequential estimation of means of exponential distributions***by*N. Mukhopadhyay**521-535 Variable location and scale kernel density estimation***by*M. Jones & I. McKay & T. Hu**537-555 Nonparametric estimation of compound distributions with applications in insurance***by*S. Pitts**557-571 The exact density function of the ratio of two dependent linear combinations of chi-square variables***by*Serge Provost & Edmund Rudiuk**573-586 Decentered directional data***by*Bernard Boulerice & Gilles Ducharme**587-592 On equivalence of weak convergence and moment convergence of life distributions***by*Gwo Lin**593-604 On Fisher information inequalities in the presence of nuisance parameters***by*Vasant Bhapkar & Cidambi Srinivasan

### 1994, Volume 46, Issue 2

**203-220 Bayesian and likelihood inference from equally weighted mixtures***by*Tom Leonard & John Hsu & Kam-Wah Tsui & James Murray**221-249 Bayesian sequential reliability for Weibull and related distributions***by*Dongchu Sun & James Berger**251-265 Testing for no effect in nonparametric regression via spline smoothing techniques***by*Juei-Chao Chen**267-278 On statistical models for regression diagnostics***by*Bo-Cheng Wei & Jian-Qing Shih**279-293 Nonparametric time series regression***by*Young Truong**295-308 Minimax estimation of a variance***by*Thomas Ferguson & Lynn Kuo**309-315 An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process***by*W. Wefelmeyer**317-331 Estimation of parameters in the beta binomial model***by*Ram Tripathi & Ramesh Gupta & John Gurland**333-342 Positive dependence orderings and stopping times***by*Bruno Bassan & Marco Scarsini**343-349 On the limit behaviour of the joint distribution function of order statistics***by*H. Finner & M. Roters**351-360 Characterizations of the Poisson process as a renewal process via two conditional moments***by*Shun-Hwa Li & Wen-Jang Huang & Mong-Na Huang**361-371 On some multivariate gamma-distributions connected with spanning trees***by*T. Royen**373-388 The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family***by*Dankmar Böhning & Ekkehart Dietz & Rainer Schaub & Peter Schlattmann & Bruce Lindsay**389-403 Optimal designs with respect to Elfving's partial minimax criterion in polynomial regression***by*Holger Dette & William Studden

### 1994, Volume 46, Issue 1

**1-19 Robust priors for smoothing and image restoration***by*Hans Künsch**21-28 Conditional properties of Bayesian interval estimates***by*Anna Nicolaou**29-41 The Kullback-Leibler risk of the Stein estimator and the conditional MLE***by*Takemi Yanagimoto**43-55 Maximum likelihood estimation in exponential orthogeodesic models***by*Preben Blæsild**57-66 The singly truncated normal distribution: A non-steep exponential family***by*Joan Castillo**67-75 Estimation of density functionals***by*Rudolf Grübel**77-82 Sequential estimation of a parameter of an exponential distribution***by*Eiichi Isogal & Chikara Uno**83-93 Robust estimation ofk-component univariate normal mixtures***by*B. Clarke & C. Heathcote**95-116 Double shrinkage estimation of ratio of scale parameters***by*Tatsuya Kubokawa**117-126 Semi-empirical likelihood ratio confidence intervals for the difference of two sample means***by*Jing Qin**127-136 LBI tests of independence in bivariate exponential distributions***by*Martin Bilodeau & Takeaki Kariya**137-145 Likelihood ratio tests for a class of non-oblique hypotheses***by*Xiaomi Hu & F. Wright**147-164 Onm-dependence and Edgeworth expansions***by*Wei-Liem Loh**165-177 On the joint distribution of studentized order statistics***by*Tea-Yuan Hwang & Chin-Yuan Hu**179-192 Poisson approximations for 2-dimensional patterns***by*James Fu & Markos Koutras**193-202 Distributions of numbers of failures and successes until the first consecutivek successes***by*Sigeo Aki & Katuomi Hirano

### 1993, Volume 45, Issue 4

**603-614 A characterization of discrete unimodality with applications to variance upper bounds***by*Sharon Navard & John Seaman & Dean Young**615-620 On rates of convergence of information theoretic criterion in rank determination of one-way random effects models***by*Y. Wu**621-637 On the accuracy of empirical likelihood confidence regions for linear regression model***by*Song Chen**639-654 Semiparametric random coefficient regression models***by*Rudolf Beran**655-664 A measure of rotatability for second order response surface designs***by*Sung Park & Jun Lim & Yasumasa Baba**665-686 Order statistics for nonstationary time series***by*Lanh Tran & Berlin Wu**687-701 Asymptotic behavior ofL-statistics for a large class of time series***by*Madan Puri & Frits Ruymgaart**703-719 On the consistency of conditional maximum likelihood estimators***by*J. Pfanzagl**721-729 A note on smoothed estimating functions***by*A. Thavaneswaran & Jagbir Singh**731-739 Orthogonally invariant estimation of the skew-symmetric normal mean matrix***by*Satoshi Kuriki**741-758 On the existence of minimum contrast estimates in binary response model***by*Tadashi Nakamura & Chae-Shin Lee**759-771 An extension of the conditional likelihood ratio test to the general multiparameter case***by*Rahul Mukerjee**773-786 Statistical tests involving several independent gamma distributions***by*Ram Tripathi & Ramesh Gupta & Robert Pair**787-800 On nonparametric tests for symmetry inR m***by*Sigeo Aki

### 1993, Volume 45, Issue 3

**401-418 Bayesian analysis of lymphatic spreading patterns in cancer of the thoracic esophagus***by*Akifumi Yafune & Toshiki Matsubara & Makio Ishiguro**419-432 Simulation of stochastic differential equations***by*Yoshihiro Saito & Taketomo Mitsui**433-444 Strong convergence of multivariate point processes of exceedances***by*E. Kaufmann & R. Reiss**445-452 On a singularity occurring in a self-correcting point process model***by*Harald Luschgy**453-458 A pólya urn model with a continuum of colors***by*Hajime Yamato**459-465 A random clustering process***by*Masaaki Sibuya**467-475 Asymptotic expansions of some matrix argument hypergeometric functions, with applications to macromolecules***by*Gaoyuan Wei & B. Eichinger**477-498 On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation***by*J. Fu & Gang Li & D. Zhao**499-510 Estimating function with asymptotic bias and its estimator***by*Yoshiji Takagi & Nobuo Inagaki**511-530 Maximum likelihood estimation in the multi-path change-point problem***by*Lawrence Joseph & David Wolfson**531-540 Estimation of a structural linear regression model with a known reliability ratio***by*Heleno Bolfarine & Lisbeth Cordani**541-550 On the dispersion of multivariate median***by*Arup Bose & Probal Chaudhuri**551-565 Shrinkage estimators of the location parameter for certain spherically symmetric distributions***by*Ann Brandwein & Stefan Ralescu & William Strawderman**567-578 Inferential distributions for non-Bayesian predictive fit***by*Hisataka Kuboki**579-597 On optimum invariant tests of equality of intraclass correlation coefficients***by*Wen-Tao Huang & Bimal Sinha**599-601 Corrections to “Admissibility of estimators of the probability of unobserved outcomes”***by*Arthur Cohen & H. Sackrowitz**602-602 Corrections to “Frequentist validity of highest posterior density regions in the multiparameter case”***by*J. Ghosh & Rahul Mukerjee

### 1993, Volume 45, Issue 2

**201-210 On a generalization of Morisita's model for estimating the habitat preference***by*Ch. Charalambides & M. Koutras**211-221 Estimation variances for estimators of product densities and pair correlation functions of planar point processes***by*D. Stoyan & U. Bertram & H. Wendrock**223-232 Some autoregressive moving average processes with generalized Poisson marginal distributions***by*A. Alzaid & M. Al-Osh**233-242 The asymptotic normality of an intermediate order statistic of the ranges of sub-samples***by*J. Swanepoel**243-247 Relationships between moments of two related sets of order statistics and some extensions***by*N. Balakrishnan & Z. Govindarajulu & K. Balasubramanian**249-264 Nonparametric estimation of hazard functions and their derivatives under truncation model***by*Ülkü Gürler & Jane-Ling Wang**265-278 Statistical procedures based on signed ranks ink samples with unequal variances***by*Taka-aki Shiraishi**279-292 The level probabilities for a simple loop ordering***by*Bahadur Singh & F. Wright**293-302 Frequentist validity of highest posterior density regions in the multiparameter case***by*J. Ghosh & Rahul Mukerjee**303-315 Unbiased Bayes estimates and improper priors***by*Guido Consonni & Piero Veronese**317-329 A smoothed bootstrap estimator for a studentized sample quantile***by*Daniel Janas**331-340 Bootstrapping the change-point of a hazard rate***by*Tuan Pham & Hung Nguyen**341-351 Interpretation and manipulation of Edgeworth expansions***by*W. Kallenberg**353-360 A note on asymptotic expansions for sums over a weakly dependent random field with application to the Poisson and Strauss processes***by*J. Jensen**361-365 A generalization of the results of Pillai***by*Yasuhiro Fujita**367-381 Generalized multivariate Hermite distributions and related point processes***by*R. Milne & M. Westcott**383-399 Relative difference in diversity between populations***by*Khursheed Alam & Calvin Williams

### 1993, Volume 45, Issue 1

**1-7 Heavy and light traffic in fluid models with burst arrivals***by*Karl Sigman & Genji Yamazaki**9-19 Estimation of system reliability in Brownian stress-strength models based on sample paths***by*Nader Ebrahimi & T. Ramallingam**21-34 On use of the Kalman filter for spatial smoothing***by*Nobuhisa Kashiwagi**35-54 Model selection and prediction: Normal regression***by*T. Speed & Bin Yu**55-67 Estimating functions for conditional inference: Many nuisance parameter case***by*H. Mantel & V. Godambe**69-88 On the estimation of entropy***by*Peter Hall & Sally Morton**89-104 Approximate maximum likelihood estimation in linear regression***by*Michael Magdalinos**105-111 On the estimation of prediction errors in linear regression models***by*Ping Zhang**113-127 A general ratio estimator and its application in model based inference***by*Z. Ouyang & J. Srivastava & H. Schreuder**129-136 A minimum discrimination information estimator of preliminary conjectured normal variance***by*D. Gokhale & Koichi Inada & Hea-Jung Kim**137-146 Optimal tests for no contamination in symmetric multivariate normal mixtures***by*Ashis Sengupta & Chandranath Pal**147-158 An approximate test for common principal component subspaces in two groups***by*Teruo Fujioka**159-171 Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model***by*Mervyn Silvapulle & Pranab Sen**173-186 Convergence of the Gram-Charier expansion after the normalizing Box-Cox transformation***by*Ryuei Nishii**187-199 Range of the posterior probability of an interval for priors with unimodality preserving contaminations***by*S. Sivaganesan

### 1992, Volume 44, Issue 4

**605-612 Consecutive k-out-of-n systems with maintenance***by*Stavros Papastavridis & Markos Koutras**613-622 Truncated selection procedures for the most probable event and the least probable event***by*Pinyuen Chen**623-639 Bayesian inference for the power law process***by*Shaul Bar-Lev & Idit Lavi & Benjamin Reiser**641-657 Assessing the performance of empirical bayes estimators***by*J. Maritz & T. Lwin**659-671 Treating bias as variance for experimental design purposes***by*Norman Draper & Irwin Guttman**673-686 Jackknifing in generalized linear models***by*Jun Shao**687-701 One-step jackknife for M-estimators computed using Newton's method***by*Jun Shao**703-720 Subsample and half-sample methods***by*Gutti Babu**721-727 Estimating densities, quantiles, quantile densities and density quantiles***by*M. Jones**729-735 Minimax invariant estimator of a continuous distribution function***by*Qiqing Yu**737-744 Upper bounds for the L 1 -risk of the minimum L 1 -distance regression estimator***by*L. Gajek & M. Kaluszka**745-753 Symmetrized approximate score rank tests for the two-sample case***by*Michael Akritas & Richard Johnson**755-768 A procedure for assessing vector correlations***by*Jérôme Allaire & Yves Lepage**769-779 On bilinear forms in normal variables***by*A. Mathai**781-798 Some exact expressions for the mean and higher moments of functions of sample moments***by*K. Bowman & L. Shenton

### 1992, Volume 44, Issue 3

**405-416 Bayesian priors based on a parameter transformation using the distribution function***by*Martin Crowder**417-434 Posterior mode estimation for the generalized linear model***by*D. Eaves & T. Chang**435-449 Empirical Bayes with rates and best rates of convergence in u(x)C(θ) exp(-x/θ)-family: Estimation case***by*R. Singh & Laisheng Wei**451-462 Sufficiency and fuzziness in random experiments***by*María Gil**463-477 Information theory and the failure time of a system***by*Nader Ebrahimi**479-499 Approximations to the birthday problem with unequal occurrence probabilities and their application to the surname problem in Japan***by*Shigeru Mase**501-517 Further developments on some dependence orderings for continuous bivariate distributions***by*Z. Fang & H. Joe**519-528 MSE's of prediction in growth curve model with covariance structures***by*T. Kanda**529-535 On inconsistency of the common rate difference estimators from sparse follow-up data***by*Tosiya Sato**537-550 Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation***by*M. Tan & L. Gleser**551-562 Average worth and simultaneous estimation of the selected subset***by*P. Vellaisamy**563-577 Optimum bandwidths and kernels for estimating certain discontinuous densities***by*B. Ghosh & Wei-Min Huang**579-591 Integrated squared error of kernel-type estimator of distribution function***by*Shingo Shirahata & In-Sun Chu**593-603 Efficiency of connected binary block designs when a single observation is unavailable***by*Subir Ghosh & Sanpei Kageyama & Rahul Mukerjee

### 1992, Volume 44, Issue 2

**201-211 Bayesian inferences on nonlinear functions of the parameters in linear regression***by*A. Merwe & C. Merwe & P. Groenewald