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

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