The following pages link to Takeaki Kariya (Q584864):
Displayed 50 items.
- Multivariate tests with incomplete data (Q584865) (← links)
- Test for independence of two multivariate regression equations with different design matrices (Q762856) (← links)
- A condition for null robustness (Q790559) (← links)
- Equivariant estimation in a model with an ancillary statistic (Q911184) (← links)
- New bond pricing models with applications to Japanese data (Q1000346) (← links)
- An extensive analysis on the Japanese markets via S. Taylor's model (Q1000375) (← links)
- An implementation of the HJM model with application to Japanese interest futures (Q1000404) (← links)
- Testing Gaussianity and linearity of Japanese stock returns (Q1000435) (← links)
- Pricing mortgage-backed securities (MBS) (Q1000515) (← links)
- CB - time dependent Markov model for pricing convertible bonds (Q1000517) (← links)
- CB--time dependent Markov model for pricing convertible bonds (Q1012208) (← links)
- A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model (Q1054101) (← links)
- On the nonsingularity of principal submatrices of a random orthogonal matrix (Q1066542) (← links)
- Nonnull and optimality robustness of some tests (Q1071429) (← links)
- Transformations preserving normality and Wishart-ness (Q1082008) (← links)
- An approach to upper bound problems for risks of generalized least squares estimators (Q1086936) (← links)
- Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I (Q1105947) (← links)
- Correction to: Robustness of multivariate tests (Q1122266) (← links)
- A robustness property of Hotelling's \(T^ 2-\)test (Q1149206) (← links)
- Locally robust tests for serial correlation in least squares regression (Q1154195) (← links)
- Robustness of multivariate tests (Q1158907) (← links)
- LBI tests for multivariate normality in exponential power distributions (Q1182751) (← links)
- Bounds for normal approximations to the distributions of generalized least squares predictors and estimators (Q1193986) (← links)
- Robust tests for spherical symmetry (Q1239561) (← links)
- A robustness property of the tests for serial correlation (Q1245655) (← links)
- The general MANOVA problem (Q1247701) (← links)
- A locally most powerful invariant test for the equality of means associated with covariate discriminant analysis (Q1251438) (← links)
- LBI tests of independence in bivariate exponential distributions (Q1336549) (← links)
- Quantitative methods for portfolio analysis. MTV model approach (Q1344908) (← links)
- Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model (Q1354380) (← links)
- Measuring credit risk of individual corporate bonds in US energy sector (Q1627685) (← links)
- Optimality robustness of tests in two population problems (Q1819488) (← links)
- On tests for selection of variables and independence under multivariate regression models (Q1819865) (← links)
- Minimax estimators in the normal MANOVA model (Q1824965) (← links)
- A maximal extension of the Gauss-Markov theorem and its nonlinear version. (Q1867133) (← links)
- Double shrinkage estimators in the GMANOVA model (Q1914688) (← links)
- Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis (Q1929150) (← links)
- A new control variate estimator for an Asian option (Q2431779) (← links)
- Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis (Q2807792) (← links)
- (Q3476134) (← links)
- (Q3676967) (← links)
- A Nonlinear Version of the Gauss-Markov Theorem (Q3687536) (← links)
- (Q3706358) (← links)
- (Q3721602) (← links)
- The Class of Models for Which the Durbin-Watson Test is Locally Optimal (Q3805699) (← links)
- (Q3809030) (← links)
- (Q3821422) (← links)
- Note on a Condition for Equality of Sample Variances in a Linear Model (Q3903906) (← links)
- Bounds for the Covariance Matrices of Zellner's Estimator in the SUR Model and the 2SAE in a Heteroscedastic Model (Q3949830) (← links)
- Tests for multinormality with applications to time series (Q4240711) (← links)