Yoshihiko Maesono

Available identifiers

zbMath Open maesono.yoshihikoMaRDI QIDQ261841

List of research outcomes

Publication	Date of Publication	Type
Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval	2023-07-18	Paper
New type of gamma kernel density estimator	2022-04-27	Paper
CONDITIONAL PROBABILITY DENSITY AND REGRESSION FUNCTION ESTIMATIONS WITH TRANSFORMATION OF DATA	2021-09-23	Paper
ON JACKKNIFE VARIANCE ESTIMATOR FOR KERNEL DENSITY ESTIMATOR AND ITS APPLICATION	2020-09-14	Paper
ERROR REDUCTION FOR KERNEL DISTRIBUTION FUNCTION ESTIMATORS	2020-09-14	Paper
ON DIRECT KERNEL ESTIMATOR OF DENSITY RATIO	2020-09-14	Paper
ASYMPTOTIC MEAN SQUARED ERROR OF KERNEL ESTIMATOR OF EXCESS DISTRIBUTION FUNCTION	2020-09-14	Paper
New kernel estimators of the hazard ratio and their asymptotic properties	2020-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q4559872	2018-12-04	Paper
Smoothed nonparametric tests and approximations of \(p\)-values	2018-09-25	Paper
Smoothed alternatives of the two-sample median and Wilcoxon's rank sum tests	2018-08-13	Paper
Smoothed nonparametric two-sample tests	2017-04-26	Paper
A new kernel estimator of hazard ratio and its asymptotic mean squared error	2016-11-23	Paper
Edgeworth expansion for the kernel quantile estimator	2016-03-24	Paper
https://portal.mardi4nfdi.de/entity/Q5250520	2015-05-21	Paper
https://portal.mardi4nfdi.de/entity/Q4981582	2014-06-24	Paper
https://portal.mardi4nfdi.de/entity/Q2844161	2013-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q2844186	2013-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q2844188	2013-08-28	Paper
Improved confidence intervals for quantiles	2013-01-28	Paper
https://portal.mardi4nfdi.de/entity/Q2903178	2012-08-07	Paper
Edgeworth Expansion and Normalizing Transformation of Ratio Statistics and Their Application	2010-08-19	Paper
Asymptotic Representation of Ratio Statistics and Their Mean Squared Errors	2005-10-11	Paper
Higher-order comparisons of asymptotic confidence intervals	2005-06-27	Paper
Higher order comparisons of jackknife variance estimators	2003-03-27	Paper
ASYMPTOTIC MEAN SQUARE ERRORS OF VARIANCE ESTIMATORS FOR U-STATISTICS AND THEIR EDGEWORTH EXPANSIONS	2002-06-10	Paper
Higher order normalizing transformations of asymptotic \(U\)-statistics for removing bias, skewness and kurtosis	2000-09-27	Paper
A Weighted Bootstrap Approach to Bootstrap Iteration	2000-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q4240995	1999-09-26	Paper
Asymptotic comparisons of several variance estimators and their effects for Studentizations	1999-05-26	Paper
EDGEWORTH EXPANSIONS FOR FUNCTIONALS OF U-STATISTICS	1999-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q4939449	1999-01-01	Paper
A note on biases of jackknife estimators of third central moments	1998-11-12	Paper
An asymptotic representation of a ratio of two statistics and its applications	1998-09-10	Paper
AN EDGEWORTH EXPANSION OF A LINEAR COMBINATION OF U-STATISTICS	1998-04-07	Paper
Edgeworth expansions of a studentized \(U\)-statistic and a jackknife estimator of variance	1998-01-11	Paper
HIGHER ORDER RELATIONS BETWEEN CORNISH-FISHER EXPANSIONS AND INVERSIONS OF SADDLEPOINT APPROXIMATIONS	1998-01-01	Paper
ON THE NORMAL APPROXIMATIONS OF STUDENTIZED U-STATISTIC	1996-04-08	Paper
On the normal approximations of \(V\)- and \(L\)-statistics	1995-06-06	Paper
https://portal.mardi4nfdi.de/entity/Q4696785	1993-06-29	Paper
On the normal approximation of U-statistics of degree two	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3362935	1991-01-01	Paper
Estimation under invariant distributions	1989-01-01	Paper
Deficiencies of u-statistics of degree 2 under symmetric distributions	1989-01-01	Paper
LOWER BOUNDS FOR THE NORMAL APPROXIMATION OF A SUM OF INDEPENDENT RANDOM VARIABLES	1989-01-01	Paper
A lower bound for the normal approximation of U-statistics	1988-01-01	Paper
Competitors of the Wilcoxon signed rank test	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3795049	1987-01-01	Paper
SEMI-PARAMETRIC METHOD AND ITS EFFICIENCY IN THE ANALYSIS OF A CASE-CONTROL STUDY	1986-01-01	Paper
Characterization of probability models by an odds ratio in prospective and retrospective studies	1986-01-01	Paper
Invariant U-statistics	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3713336	1985-01-01	Paper
OVER-ALL RANK TESTS FOR 1 TO k MATCHED CONTINUOUS DATA IN CASE-CONTROL STUDIES	1984-01-01	Paper

Research outcomes over time

Doctoral students

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