| Publication | Date of Publication | Type |
|---|
Robust and sparse Gaussian graphical modelling under cell-wise contamination
Stat | 2024-05-19 | Paper |
Outlier-Resistant Estimators for Average Treatment Effect in Causal Inference
STATISTICA SINICA | 2024-01-29 | Paper |
Robust regression against heavy heterogeneous contamination
Metrika | 2023-05-08 | Paper |
scientific article; zbMATH DE number 7387541 (Why is no real title available?)
| 2021-08-27 | Paper |
Independently interpretable Lasso for generalized linear models
Neural Computation | 2020-11-02 | Paper |
Robust and sparse regression in generalized linear model by stochastic optimization
Japanese Journal of Statistics and Data Science | 2020-03-04 | Paper |
Multivariate skew distributions with mode-invariance through the transformation of scale
Japanese Journal of Statistics and Data Science | 2020-03-04 | Paper |
A family of skew distributions with mode-invariance through transformation of scale
Statistical Methodology | 2019-03-13 | Paper |
Sparse principal component regression with adaptive loading
Computational Statistics and Data Analysis | 2018-08-21 | Paper |
Sparse principal component regression for generalized linear models
Computational Statistics and Data Analysis | 2018-08-20 | Paper |
On Difference Between Two Types of $\gamma$-divergence for Regression
| 2018-05-16 | Paper |
Robust sparse Gaussian graphical modeling
Journal of Multivariate Analysis | 2017-09-18 | Paper |
SPARSE AND ROBUST LINEAR REGRESSION: AN OPTIMIZATION ALGORITHM AND ITS STATISTICAL PROPERTIES
STATISTICA SINICA | 2017-07-13 | Paper |
On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation
Journal of Multivariate Analysis | 2015-12-23 | Paper |
Robust estimation under heavy contamination using unnormalized models
Biometrika | 2015-12-11 | Paper |
Affine invariant divergences associated with proper composite scoring rules and their applications
Bernoulli | 2014-11-11 | Paper |
Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions
Annals of the Institute of Statistical Mathematics | 2014-09-26 | Paper |
A class of cross-validatory model selection criteria
Hiroshima Mathematical Journal | 2013-10-09 | Paper |
Normalized estimating equation for robust parameter estimation
Electronic Journal of Statistics | 2013-06-20 | Paper |
Optimal significance analysis of microarray data in a class of tests whose null statistic can be constructed
Test | 2013-02-05 | Paper |
Iterative bias correction of the cross-validation criterion
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
Robust parameter estimation with a small bias against heavy contamination
Journal of Multivariate Analysis | 2008-11-06 | Paper |
A Conservative Test for Multiple Comparison Based on Highly Correlated Test Statistics
Biometrics | 2008-03-19 | Paper |
Robust estimation in the normal mixture model
Journal of Statistical Planning and Inference | 2006-08-17 | Paper |
On usefulness of maximum likelihood estimator using incomplete data
| 2006-02-13 | Paper |
Inference about Misclassification Probabilities from Repeated Binary Responses
Biometrics | 2005-04-22 | Paper |
Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model
Journal of Multivariate Analysis | 2003-08-13 | Paper |
Variance stabilizing transformation and studentization for estimator of correlation coefficient
Statistics & Probability Letters | 2001-09-17 | Paper |
Efficient tests for mean structure in random effects models
Hiroshima Mathematical Journal | 1999-10-05 | Paper |
Effects of unpaired data for estimating an interclass correlation
Communications in Statistics: Theory and Methods | 1999-04-13 | Paper |
Improvement on chi-squared approximation by monotone transformation
Journal of Multivariate Analysis | 1998-03-23 | Paper |
Likelihood ratio criterion for mean structure in the growth curve model with random effects
Journal of Multivariate Analysis | 1998-03-09 | Paper |
The maximum likelihood estimators in a multivariate normal distribution with \(AR(1)\) covariance structure for monotone data
Annals of the Institute of Statistical Mathematics | 1997-07-03 | Paper |
Estimation on random coefficient model with unbalanced data
Statistics & Probability Letters | 1997-01-14 | Paper |
A note on the maximum likelihood estimators for multivariate normal distribution with monotone data
Communications in Statistics: Theory and Methods | 1996-07-02 | Paper |
