| Publication | Date of Publication | Type |
|---|
A modelling framework for regression with collinearity
Journal of Statistical Planning and Inference | 2023-09-15 | Paper |
Measuring credit risk of individual corporate bonds in US energy sector
Asia-Pacific Financial Markets | 2018-12-03 | Paper |
Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
A CB (corporate bond) pricing probabilities and recovery rates model for deriving default probabilities and recovery rates
Advances in Modern Statistical Theory and Applications: A Festschrift in honor of Morris L. Eaton | 2015-07-30 | Paper |
Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis
Asia-Pacific Financial Markets | 2013-01-07 | Paper |
CB--time dependent Markov model for pricing convertible bonds
Asia-Pacific Financial Markets | 2009-04-15 | Paper |
Pricing mortgage-backed securities (MBS)
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
New bond pricing models with applications to Japanese data
Financial Engineering and the Japanese Markets | 2009-02-06 | Paper |
An extensive analysis on the Japanese markets via S. Taylor's model
Financial Engineering and the Japanese Markets | 2009-02-06 | Paper |
An implementation of the HJM model with application to Japanese interest futures
Financial Engineering and the Japanese Markets | 2009-02-06 | Paper |
Testing Gaussianity and linearity of Japanese stock returns
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
CB - time dependent Markov model for pricing convertible bonds
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
A new control variate estimator for an Asian option
Asia-Pacific Financial Markets | 2006-10-24 | Paper |
Generalized Least Squares
Wiley Series in Probability and Statistics | 2004-10-27 | Paper |
A maximal extension of the Gauss-Markov theorem and its nonlinear version.
Journal of Multivariate Analysis | 2003-04-02 | Paper |
| scientific article; zbMATH DE number 1124637 (Why is no real title available?) | 1999-09-05 | Paper |
Tests for multinormality with applications to time series
Communications in Statistics: Theory and Methods | 1999-07-07 | Paper |
Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model
Communications in Statistics: Theory and Methods | 1999-07-07 | Paper |
| scientific article; zbMATH DE number 1098829 (Why is no real title available?) | 1998-03-30 | Paper |
| scientific article; zbMATH DE number 954486 (Why is no real title available?) | 1997-10-13 | Paper |
| scientific article; zbMATH DE number 926560 (Why is no real title available?) | 1997-10-13 | Paper |
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
The Annals of Statistics | 1997-05-05 | Paper |
Double shrinkage estimators in the GMANOVA model
Journal of Multivariate Analysis | 1996-08-05 | Paper |
| scientific article; zbMATH DE number 840917 (Why is no real title available?) | 1996-05-07 | Paper |
| scientific article; zbMATH DE number 775847 (Why is no real title available?) | 1995-09-14 | Paper |
LBI tests of independence in bivariate exponential distributions
Annals of the Institute of Statistical Mathematics | 1995-07-02 | Paper |
Quantitative methods for portfolio analysis. MTV model approach
Theory and Decision Library. Series B: Mathematical and Statistical Methods | 1995-02-20 | Paper |
| scientific article; zbMATH DE number 194572 (Why is no real title available?) | 1993-06-05 | Paper |
Bounds for normal approximations to the distributions of generalized least squares predictors and estimators
Journal of Statistical Planning and Inference | 1992-09-27 | Paper |
LBI tests for multivariate normality in exponential power distributions
Journal of Multivariate Analysis | 1992-06-28 | Paper |
Equivariant estimation in a model with an ancillary statistic
The Annals of Statistics | 1989-01-01 | Paper |
Correction to: Robustness of multivariate tests
The Annals of Statistics | 1989-01-01 | Paper |
Minimax estimators in the normal MANOVA model
Journal of Multivariate Analysis | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4145156 (Why is no real title available?) | 1989-01-01 | Paper |
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
Journal of Multivariate Analysis | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4094599 (Why is no real title available?) | 1988-01-01 | Paper |
The Class of Models for Which the Durbin-Watson Test is Locally Optimal
International Economic Review | 1988-01-01 | Paper |
On tests for selection of variables and independence under multivariate regression models
Journal of Multivariate Analysis | 1987-01-01 | Paper |
Optimality robustness of tests in two population problems
Journal of Statistical Planning and Inference | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4078509 (Why is no real title available?) | 1987-01-01 | Paper |
Transformations preserving normality and Wishart-ness
Journal of Multivariate Analysis | 1986-01-01 | Paper |
An approach to upper bound problems for risks of generalized least squares estimators
The Annals of Statistics | 1986-01-01 | Paper |
| A Nonlinear Version of the Gauss-Markov Theorem | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3934245 (Why is no real title available?) | 1985-01-01 | Paper |
Nonnull and optimality robustness of some tests
The Annals of Statistics | 1985-01-01 | Paper |
On the nonsingularity of principal submatrices of a random orthogonal matrix
Journal of Statistical Planning and Inference | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3951793 (Why is no real title available?) | 1985-01-01 | Paper |
A condition for null robustness
Journal of Multivariate Analysis | 1984-01-01 | Paper |
Test for independence of two multivariate regression equations with different design matrices
Journal of Multivariate Analysis | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3898017 (Why is no real title available?) | 1984-01-01 | Paper |
Multivariate tests with incomplete data
The Annals of Statistics | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3892388 (Why is no real title available?) | 1983-01-01 | Paper |
A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model
Annals of the Institute of Statistical Mathematics | 1982-01-01 | Paper |
A robustness property of Hotelling's \(T^ 2-\)test
The Annals of Statistics | 1981-01-01 | Paper |
Robustness of multivariate tests
The Annals of Statistics | 1981-01-01 | Paper |
| Bounds for the Covariance Matrices of Zellner's Estimator in the SUR Model and the 2SAE in a Heteroscedastic Model | 1981-01-01 | Paper |
Tests for the independence between two seemingly unrelated regression equations
The Annals of Statistics | 1981-01-01 | Paper |
Tests for the independence between two seemingly unrelated regression equations
The Annals of Statistics | 1981-01-01 | Paper |
Locally robust tests for serial correlation in least squares regression
The Annals of Statistics | 1980-01-01 | Paper |
| Note on a Condition for Equality of Sample Variances in a Linear Model | 1980-01-01 | Paper |
The general MANOVA problem
The Annals of Statistics | 1978-01-01 | Paper |
A locally most powerful invariant test for the equality of means associated with covariate discriminant analysis
Journal of Multivariate Analysis | 1978-01-01 | Paper |
Robust tests for spherical symmetry
The Annals of Statistics | 1977-01-01 | Paper |
A robustness property of the tests for serial correlation
The Annals of Statistics | 1977-01-01 | Paper |
