Toshio Honda

Available identifiers

zbMath Open honda.toshioMaRDI QIDQ186524

List of research outcomes

Publication	Date of Publication	Type
Discussion	2023-11-08	Paper
Forward variable selection for ultra-high dimensional quantile regression models	2023-05-15	Paper
https://portal.mardi4nfdi.de/entity/Q5886010	2023-03-30	Paper
Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models	2021-12-17	Paper
The de-biased group Lasso estimation for varying coefficient models	2021-08-18	Paper
Adaptively weighted group Lasso for semiparametric quantile regression models	2019-09-25	Paper
Variable selection and structure identification for varying coefficient Cox models	2017-09-18	Paper
Efficient estimation in semivarying coefficient models for longitudinal/clustered data	2016-11-18	Paper
Nonparametric estimation of conditional medians for linear and related processes	2016-02-01	Paper
Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data	2014-12-12	Paper
Variable selection in Cox regression models with varying coefficients	2014-03-13	Paper
Nonparametric LAD cointegrating regression	2014-01-10	Paper
Nonparametric quantile regression with heavy-tailed and strongly dependent errors	2013-01-28	Paper
Nonparametric regression for dependent data in the errors-in-variables problem	2010-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q3563046	2010-05-28	Paper
Nonparametric density estimation for linear processes with infinite variance	2009-09-30	Paper
Estimation in additive Cox models by marginal integration	2006-09-06	Paper
Nonparametric Regression in Proportional Hazards Models	2005-04-04	Paper
Nonparametric regression with current status data	2004-09-27	Paper
Quantile regression in varying coefficient models.	2004-03-14	Paper
NONPARAMETRIC ESTIMATION OF THE CONDITIONAL MEDIAN FUNCTION FOR LONG-RANGE DEPENDENT PROCESSES	2002-04-25	Paper
Nonparametric density estimation for a long-range dependent linear process	2002-02-04	Paper
Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes	2001-05-17	Paper
Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations	2000-02-15	Paper
THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS	2000-01-31	Paper
sequential estimation of the hgarginal density function for a strongly mixing process	1999-06-21	Paper
Testing the goodness of fit of a linear model by kernel regression	1998-04-26	Paper
THE EFFECT OF HETEROSCEDASTICITY ON THE ACTUAL SIZE OF THE CHOW TEST	1997-09-17	Paper
https://portal.mardi4nfdi.de/entity/Q4851482	1995-11-28	Paper
Esquentian of the mean by three stage procedure	1992-09-27	Paper
Construction of a Confidence Interval By Triple Sampling	1992-09-27	Paper
Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix	1991-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Toshio Honda