# Springer

&

The Institute of Statistical Mathematics

# Annals of the Institute of Statistical Mathematics

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**ISSN:**0020-3157

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### 1993, Volume 45, Issue 3

**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**213-227 Optimal estimation in random coefficient regression models***by*T. Ramanathan & M. Rajarshi**229-238 On exact D-optimal designs for regression models with correlated observations***by*Wolfgang Bischoff**239-260 Identification of non-minimum phase transfer function using higher-order spectrum***by*Masayuki Kumon**261-279 Minimum f-divergence estimators and quasi-likelihood functions***by*Paul Vos**281-297 Some contributions to selection and estimation in the normal linear model***by*J. Venter & S. Steel**299-311 Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean***by*Andrew Rukhin**313-333 A rank estimator in the two-sample transformation model with randomly censored data***by*Hideatsu Tsukahara**335-356 Asymptotic expansions for two-stage rank tests***by*Willem Albers**357-362 On an optimum test of the equality of two covariance matrices***by*N. Giri**363-378 Waiting time problems for a sequence of discrete random variables***by*Sigeo Aki**379-385 Some characterizations of the uniform distribution with applications to random number generation***by*Lih-Yuan Deng & E. George**387-403 Expansions for statistics involving the mean absolute deviations***by*Gutti Babu & C. Rao

### 1992, Volume 44, Issue 1

**1-11 A space-time clustering model for historical earthquakes***by*F. Musmeci & D. Vere-Jones**13-25 Signal estimation using stochastic velocity models and irregular arrays***by*P. Thomson**27-43 Mean squared prediction error in the spatial linear model with estimated covariance parameters***by*Dale Zimmerman & Noel Cressie**45-61 Statistical morphisms and related invariance properties***by*Dominique Picard**63-83 Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator***by*Marianne Mora**85-95 Large sample properties of estimates of a discrete grade of membership model***by*H. Tolley & Kenneth Manton**97-106 A form of multivariate gamma distribution***by*A. Mathal & P. Moschopoulos**107-120 On laplace continued fraction for the normal integral***by*Chu-In Lee**121-131 Limit theorems for the minimum interpoint distance between any pair of i.i.d. random points in R d***by*S. Kanagawa & Y. Mochizuki & H. Tanaka**133-140 On a monotone empirical bayes test procedure in geometric model***by*TaChen Liang & S. Panchapakesan**141-145 A note on the uniformly most powerful tests in the presence of nuisance parameters***by*Kentaro Nomakuchi**147-156 Tests for a given linear structure of the mean direction of the langevin distribution***by*Yoko Watamori**157-167 Fixed-width confidence intervals for contrasts in the means***by*Ajit Chaturvedi & N. Shukla & Pramod Shukla**169-175 Inequalities concerning the expected selection differentials***by*Brian English & Raphael Gillett & Michael Phillips**177-183 General relations and identities for order statistics from non-independent non-identical variables***by*N. Balakrishnan & S. Bendre & H. Malik**185-196 A series of search designs for 2 m factorial designs of resolution V which permit search of one or two unknown extra three-factor interactions***by*Teruhiro Shirakura & Shinsei Tazawa**197-200 Multinomial logistic regression algorithm***by*Dankmar Böhning

### 1991, Volume 43, Issue 4

**607-619 A prediction of individual growth of height according to an empirical Bayesian approach***by*Takao Shohoji & Kouji Kanefuji & Takahiro Sumiya & Tao Qin**621-646 Differential geometrical structures related to forecasting error variance ratios***by*Daming Xu**647-656 Diagnostics and score statistics in regression***by*P. Wang**657-665 Admissibility of unbiased tests for a composite hypothesis with a restricted alternative***by*Manabu Iwasa**667-676 Local bootstrap***by*Sheng Shi**677-688 Robust estimation of common regression coefficients under spherical symmetry***by*T. Kubokawa & C. Robert & A. Saleh**689-705 Robust M-estimation of a dispersion matrix with a structure***by*Madhusudan Bhandapy**707-714 Jackknife variance estimators of the location estimator in the one-way random-effects model***by*Youngjo Lee**715-734 Statistical inference based on aligned ranks for two-way MANOVA with interaction***by*Taka-aki Shiraishi**735-746 Estimating a model through the conditional MLE***by*Takemi Yanagimoto**747-760 Estimation of a smooth quantile function under the proportional hazards model***by*J. Ghorai**761-771 Estimation of a common multivariate normal mean vector***by*K. Krishnamoorthy**773-791 On some joint laws in fluctuations of sums of random variables***by*Jagdish Saran**793-801 A note on characterizations of multivariate stable distributions***by*Truc Nguyen & Allan Sampson

### 1991, Volume 43, Issue 3

**407-433 Estimation of the arrival times of seismic waves by multivariate time series model***by*Tetsuo Takanami & Genshiro Kitagawa**435-453 Detection of heterogeneity and estimation of population characteristics from the field survey data: 1987/88 Japanese feasibility study of the southern hemisphere Minke whales***by*Hirohisa Kishino & Hidehiro Kato & Fujio Kasamatsu & Yoshihiro Fujise**455-468 Recent developments in the stereological analysis of particles***by*Eva Vedel Jensen**469-492 Frequency domain characteristics of linear operator to decompose a time series into the multi-components***by*T. Higuchi**493-504 A nonlinear time series model and estimation of missing observations***by*Bovas Abraham & A. Thavaneswaran**505-514 Counterexamples to parsimony and BIC***by*David Findley**515-537 Geometry of f-divergence***by*Paul Vos**539-550 Constructing elementary procedures for inference of the gamma distribution***by*Takemi Yanagimoto & Eiji Yamamoto**551-564 A class of consistent tests for exponentiality based on the empirical Laplace transform***by*Ludwig Baringhaus & Norbert Henze**565-578 Bounds for the sample size to justify normal approximation of the confidence level***by*Thomas Höglund**579-596 Minimaxity and admissibility of the product limit estimator***by*E. Phadia & Qiqing Yu**597-603 Analysis of error propagation in the ABS class for linear systems***by*A. Galantai

### 1991, Volume 43, Issue 2

**207-225 An application of Bayesian (ABIC) smoothing methods to estimating space and time variations in the magnitude distributions of earthquakes***by*Masajiro Imoto**227-243 Bayes estimation of number of signals***by*N. Bansal & M. Bhandary**245-260 A geometric look at nuisance parameter effect of local powers in testing hypothesis***by*Shinto Eguchi**261-285 Bonferroni-type inequalities; Chebyshev-type inequalities for the distributions on [0, n]***by*Masaaki Sibuya**287-295 On characterizations of distributions by mean absolute deviation and variance bounds***by*R. Korwar**297-310 Bootstrap method and empirical process***by*Masafumi Akahira & Kei Takeuchi**311-326 On the almost everywhere properties of the kernel regression estimate***by*Miroslaw Pawlak**327-346 Optimal convergence properties of kernel density estimators without differentiability conditions***by*R. Karunamuni & K. Mehra**347-356 On the estimation of ordered means of two exponential populations***by*Amarjot Kaur & Harshinder Singh**357-367 Estimation of a common mean of several univariate inverse Gaussian populations***by*Manzoor Ahmad & Y. Chaubey & B. Sinha**369-375 Stein-type improvements of confidence intervals for the generalized variance***by*Sanat Sarkar**377-390 On the determination and construction of optimal row-column designs having unequal row and column sizes***by*Mike Jacroux & Rita Ray**391-404 A modified steepest descent method with applications to maximizing likelihood functions***by*Mohamed Habibullah & S. Katti

### 1991, Volume 43, Issue 1

**1-20 Bayesian image restoration, with two applications in spatial statistics***by*Julian Besag & Jeremy York & Annie Mollié**45-59 Rejoinder***by*Julian Besag**61-75 A kernel approximation to the kriging predictor of a spatial process***by*Michael Stein**77-93 Bayesian detection of structural changes***by*Nobuhisa Kashiwagi**95-113 Yokes and tensors derived from yokes***by*P. Blæsild**115-129 Error inference for nonparametric regression***by*B. Rutherford & S. Yakowitz**131-146 An information-theoretic framework for robustness***by*Stephan Morgenthaler & Clifford Hurvich**147-156 A class of multiple shrinkage estimators***by*C. Withers**157-165 A note on estimating eigenvalues of scale matrix of the multivariate F-distribution***by*Yoshihiko Konno**167-179 Estimating means from a non-I.I.D. Mixture of Poisson samples***by*Steven From**181-195 The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases***by*Masafumi Akahira**197-206 On a generalized Eulerian distribution***by*Ch. Charalambides

### 1990, Volume 42, Issue 4

**603-621 Hitting straight lines by compound Poisson process paths***by*Wolfgang Bühler & Prem Puri & Hans-J. Schuh**623-636 Admissibility of estimators of the probability of unobserved outcomes***by*Arthur Cohen & Harold Sackrowitz**637-655 On the empirical Bayes approach to multiple decision problems with sequential components***by*R. Karunamuni**657-669 On the admissibility of an estimator of a normal mean vector under a linex loss function***by*Ahmad Parsian**671-698 Asymptotic relations betweenL- andM-estimators in the linear model***by*Jana Jurečková & A. Welsh**699-708 Nonparametric estimation of a regression function by delta sequences***by*Eiichi Isogai**709-735 Bootstrap choice of tuning parameters***by*Christian Léger & Joseph Romano**737-752 Bootstrap estimation of the asymptotic variances of statistical functionals***by*Jun Shao**753-768 Bootstrap in moving average models***by*Arup Bose**769-782 A study of redundancy of some variables in covariate discriminant analysis***by*Yasunori Fujikoshi & Chinubal Khatri**783-803 Search designs for searching for one among the two-and three-factor interaction effects in the general symmetric and asymmetric factorials***by*Kashinath Chatterjee**805-811 A necessary and sufficient convergence condition of orthomin(k) methods for least squares problem with weight***by*Shao Zhang & Yoshio Oyanagi

### 1990, Volume 42, Issue 3

**403-433 A Monte Carlo method for an objective Bayesian procedure***by*Yosihiko Ogata**435-444 Bayesian linear prediction in finite populations***by*Heleno Bolfarine**445-461 On the stereological estimation of reduced moment measures***by*E. Jensen & K. Kiêu & H. Gundersen**463-474 Some geometric applications of the beta distribution***by*Peter Frankl & Hiroshi Maehara**475-488 Invariance relations in single server queues with LCFS service discipline***by*Genji Yamazaki**489-507 On the robust estimation in poisson processes with periodic intensities***by*Nakahiro Yoshida & Toshiharu Hayashi**509-531 Parametric stochastic convexity and concavity of stochastic processes***by*Moshe Shaked & J. Shanthikumar**533-542 The growth curve model with an autoregressive covariance structure***by*Y. Fujikoshi & T. Kanda & N. Tanimura**543-559 Some new constructions of bivariate Weibull models***by*Jye Lu & Gouri Bhattacharyya**561-580 Inferences on interclass and intraclass correlations in multivariate familial data***by*Sadanori Konishi & C. Khatri**581-596 Testing linear hypotheses in errors in variables model***by*Naveen Bansal**597-602 E-optimality of some row and column designs***by*Maria Kozlowska & Ryszard Walkowiak

### 1990, Volume 42, Issue 2

**203-220 Mean characteristics of Gibbsian point processes***by*Shigeru Mase**221-251 Asymptotic behavior of M-estimator and related random field for diffusion process***by*Nakahiro Yoshida**253-268 Bootstrap in Markov-sequences based on estimates of transition density***by*M. Rajarshi**269-279 A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation***by*Silviu Guiasu**281-285 A moment's approach to some characterization problems***by*Abdulhamid Alzaid**287-303 Optimal kernel estimation of densities***by*Daren Cline**305-329 Recursive kernel density estimators under a weak dependence condition***by*Lanh Tran**331-343 Estimating the covariance matrix and the generalized variance under a symmetric loss***by*Tatsuya Kubokawa & Yoshihiko Konno**345-357 Effect of the initial estimator on the asymptotic behavior of one-step M-estimator***by*Jana Jurečková & Pranab Sen**359-373 On tests for the mean direction of the Langevin distribution***by*T. Hayakawa**375-385 Asymptotically efficient rank MANOVA tests for restricted alternatives in randomized block designs***by*Ming-Tan Tsai & Pranas Sen**387-401 On the convergence of Broyden-like methods for nonlinear equations with nondifferentiable terms***by*X. Chen

### 1990, Volume 42, Issue 1

**1-19 A Bayesian approach for quantile and response probability estimation with applications to reliability***by*Moshe Shaked & Nozer Singpurwalla**21-36 Confidence bands for quantile function under random censorship***by*Chang-Jo Chung & Miklós Csörgő & Lajos Horváth**37-49 Information amount and higher-order efficiency in estimation***by*Yuzo Hosoya**51-64 Estimation of two normal means which may be common***by*J. Venter & S. Steel**65-75 More comparisons of MLE with UMVUE for exponential families***by*Tea-Yuan Hwang & Chin-Yuan Hu**77-87 Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters***by*Mohamed Madi & Kam-Wah Tsui**89-98 Parameter estimation for the simple self-correcting point process***by*Nobuo Inagaki & Toshihabu Hayashi**99-114 Nonparametric test of restricted interchangeability***by*George Jerdack & Pranab Sen