Annals of the Institute of Statistical Mathematics
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Nonparametric estimation of an affinity measure between two absolutely continuous distributions with hypotheses testing applications
Annals of the Institute of Statistical Mathematics - Tập 32 - Trang 223-240 - 1980
LetF andG denote two distribution functions defined on the same probability space and are absolutely continuous with respect to the Lebesgue measure with probability density functionsf andg, respectively. A measure of the closeness betweenF andG is defined by:
$$\lambda = \lambda (F,G) = 2\int {f(x)g(x)dx} /\left[ {\int ......
On the distribution of the latent roots of a complex wishart matrix (non-central case)
Annals of the Institute of Statistical Mathematics - Tập 24 - Trang 1-17 - 1972
Change point estimation in non-monotonic aging models
Annals of the Institute of Statistical Mathematics - Tập 47 - Trang 483-491 - 1995
The problem of estimating change points in various non-monotonic aging models is considered. A general methodology for consistent estimation of the change point is developed and applied to non-monotonic aging models based on the hazard rate function as well as on the mean residual life function.
Density Estimation with Replicate Heteroscedastic Measurements
Annals of the Institute of Statistical Mathematics - Tập 63 - Trang 81-99 - 2009
We present a deconvolution estimator for the density function of a random variable from a set of independent replicate measurements. We assume that measurements are made with normally distributed errors having unknown and possibly heterogeneous variances. The estimator generalizes well-known deconvoluting kernel density estimators, with error variances estimated from the replicate observations. We......
On the many-dimensional distribution functions
Annals of the Institute of Statistical Mathematics - - 1953
Effect of timing-error on the power spectrum of sampled-data
Annals of the Institute of Statistical Mathematics - Tập 11 - Trang 145-165 - 1960
On Some Tests of the Covariance Matrix Under General Conditions
Annals of the Institute of Statistical Mathematics - Tập 58 - Trang 101-114 - 2006
We consider the problem of testing the hypothesis about the covariance matrix of random vectors under the assumptions that the underlying distributions are nonnormal and the sample size is moderate. The asymptotic expansions of the null distributions are obtained up to n
−1/2. It is found that in most cases the null statistics are distributed as a mixture of independent chi......
On the statistical estimation of frequency response function
Annals of the Institute of Statistical Mathematics - Tập 14 - Trang 23-56 - 1962
Testing for Unit Roots in a Nearly Nonstationary Spatial Autoregressive Process
Annals of the Institute of Statistical Mathematics - - 2000
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