| Publication | Date of Publication | Type |
|---|
Expected shortfall regression for high-dimensional additive models
Japanese Journal of Statistics and Data Science | 2026-08-03 | Paper |
Sparse quantile regression via _0-penalty
Annals of the Institute of Statistical Mathematics | 2026-02-06 | Paper |
Discussion
International Statistical Review | 2023-11-08 | Paper |
Forward variable selection for ultra-high dimensional quantile regression models
Annals of the Institute of Statistical Mathematics | 2023-05-15 | Paper |
| scientific article; zbMATH DE number 7670290 (Why is no real title available?) | 2023-03-30 | Paper |
Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
Japanese Journal of Statistics and Data Science | 2021-12-17 | Paper |
The de-biased group Lasso estimation for varying coefficient models
Annals of the Institute of Statistical Mathematics | 2021-08-18 | Paper |
Adaptively weighted group Lasso for semiparametric quantile regression models
Bernoulli | 2019-09-25 | Paper |
Variable selection and structure identification for varying coefficient Cox models
Journal of Multivariate Analysis | 2017-09-18 | Paper |
Efficient estimation in semivarying coefficient models for longitudinal/clustered data
The Annals of Statistics | 2016-11-18 | Paper |
Nonparametric estimation of conditional medians for linear and related processes
Annals of the Institute of Statistical Mathematics | 2016-02-01 | Paper |
Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
The Annals of Statistics | 2014-12-12 | Paper |
Variable selection in Cox regression models with varying coefficients
Journal of Statistical Planning and Inference | 2014-03-13 | Paper |
Nonparametric LAD cointegrating regression
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Nonparametric quantile regression with heavy-tailed and strongly dependent errors
Annals of the Institute of Statistical Mathematics | 2013-01-28 | Paper |
Nonparametric regression for dependent data in the errors-in-variables problem
Journal of Statistical Planning and Inference | 2010-08-19 | Paper |
| A limit theorem for sums of bounded functionals of linear processes without finite mean | 2010-05-28 | Paper |
Nonparametric density estimation for linear processes with infinite variance
Annals of the Institute of Statistical Mathematics | 2009-09-30 | Paper |
Estimation in additive Cox models by marginal integration
Annals of the Institute of Statistical Mathematics | 2006-09-06 | Paper |
Nonparametric Regression in Proportional Hazards Models
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2005-04-04 | Paper |
Nonparametric regression with current status data
Annals of the Institute of Statistical Mathematics | 2004-09-27 | Paper |
Quantile regression in varying coefficient models.
Journal of Statistical Planning and Inference | 2004-03-14 | Paper |
Nonparametric estimation of the conditional median function for long-range dependent processes
Journal of the Japan Statistical Society | 2002-04-25 | Paper |
Nonparametric density estimation for a long-range dependent linear process
Annals of the Institute of Statistical Mathematics | 2002-02-04 | Paper |
Nonparametric estimation of a conditional quantile for -mixing processes
Annals of the Institute of Statistical Mathematics | 2001-05-17 | Paper |
Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations
Communications in Statistics: Theory and Methods | 2000-02-15 | Paper |
THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2000-01-31 | Paper |
sequential estimation of the hgarginal density function for a strongly mixing process
Sequential Analysis | 1999-06-21 | Paper |
Testing the goodness of fit of a linear model by kernel regression
Communications in Statistics: Theory and Methods | 1998-04-26 | Paper |
THE EFFECT OF HETEROSCEDASTICITY ON THE ACTUAL SIZE OF THE CHOW TEST
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 1997-09-17 | Paper |
| scientific article; zbMATH DE number 804210 (Why is no real title available?) | 1995-11-28 | Paper |
Esquentian of the mean by three stage procedure
Sequential Analysis | 1992-09-27 | Paper |
Construction of a Confidence Interval By Triple Sampling
Sequential Analysis | 1992-09-27 | Paper |
Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix
Journal of Multivariate Analysis | 1991-01-01 | Paper |
