Toshio Honda
Personal Details
First Name: | Toshio |
Middle Name: | |
Last Name: | Honda |
Suffix: | |
RePEc Short-ID: | pho529 |
[This author has chosen not to make the email address public] | |
https://hri.ad.hit-u.ac.jp/html/449_profile_en.html | |
Affiliation
Graduate School of Economics/Faculty of Economics
Hitotsubashi University
Tokyo, Japanhttp://www.econ.hit-u.ac.jp/
RePEc:edi:fehitjp (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- HONDA, Toshio & 本田, 敏雄 & ING, Ching-Kang & WU, Wei-Ying, 2017. "Adaptively weighted group Lasso for semiparametric quantile regression models," Discussion Papers 2017-04, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda & Wolfgang Karl Härdle, 2012.
"Variable selection in Cox regression models with varying coefficients,"
SFB 649 Discussion Papers
SFB649DP2012-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Honda, Toshio & Härdle, Wolfgang Karl, 2012. "Variable selection in Cox regression models with varying coefficients," SFB 649 Discussion Papers 2012-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Toshio Honda, 2011.
"Nonparametric LAD Cointegrating Regression,"
Global COE Hi-Stat Discussion Paper Series
gd11-207, Institute of Economic Research, Hitotsubashi University.
- Honda, Toshio, 2013. "Nonparametric LAD cointegrating regression," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.
- Toshio Honda, 2010.
"Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors,"
Global COE Hi-Stat Discussion Paper Series
gd10-157, Institute of Economic Research, Hitotsubashi University.
- Toshio Honda, 2013. "Nonparametric quantile regression with heavy-tailed and strongly dependent errors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(1), pages 23-47, February.
- Toshio Honda, 2009. "Nonparametric regression for dependent data in the errors-in-variables problem," Global COE Hi-Stat Discussion Paper Series gd09-092, Institute of Economic Research, Hitotsubashi University.
- Honda, Toshio & 本田, 敏雄, 2007.
"Nonparametric Estimation of Conditional Medians for Linear and Related Processes,"
Discussion Papers
2005-04, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda, 2010. "Nonparametric estimation of conditional medians for linear and related processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 995-1021, December.
- Honda, Toshio & 本田, 敏雄, 2007. "Estimation in Partial Linear Models under Long-Range Dependence," Discussion Papers 2007-07, Graduate School of Economics, Hitotsubashi University.
- Honda, Toshio & 本田, 敏雄, 2007. "Noncentral Limit Theorems for Bounded Functions of Linear Processes without Finite Mean," Discussion Papers 2006-22, Graduate School of Economics, Hitotsubashi University.
- Honda, Toshio & 本田, 敏雄, 2006.
"Nonparametric Density Estimation for Linear Processes with Infinite Variance,"
Discussion Papers
2005-13, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda, 2009. "Nonparametric density estimation for linear processes with infinite variance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(2), pages 413-439, June.
Articles
- Honda, Toshio & Yabe, Ryota, 2017. "Variable selection and structure identification for varying coefficient Cox models," Journal of Multivariate Analysis, Elsevier, vol. 161(C), pages 103-122.
- Ming-Yen Cheng & Toshio Honda & Jin-Ting Zhang, 2016. "Forward Variable Selection for Sparse Ultra-High Dimensional Varying Coefficient Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 1209-1221, July.
- Toshio Honda, 2015. "Discussion," International Statistical Review, International Statistical Institute, vol. 83(1), pages 68-70, April.
- Toshio Honda, 2013.
"Nonparametric quantile regression with heavy-tailed and strongly dependent errors,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(1), pages 23-47, February.
- Toshio Honda, 2010. "Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors," Global COE Hi-Stat Discussion Paper Series gd10-157, Institute of Economic Research, Hitotsubashi University.
- Honda, Toshio, 2013.
"Nonparametric LAD cointegrating regression,"
Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.
- Toshio Honda, 2011. "Nonparametric LAD Cointegrating Regression," Global COE Hi-Stat Discussion Paper Series gd11-207, Institute of Economic Research, Hitotsubashi University.
- Toshio Honda, 2010.
"Nonparametric estimation of conditional medians for linear and related processes,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 995-1021, December.
- Honda, Toshio & 本田, 敏雄, 2007. "Nonparametric Estimation of Conditional Medians for Linear and Related Processes," Discussion Papers 2005-04, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda, 2009.
"Nonparametric density estimation for linear processes with infinite variance,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(2), pages 413-439, June.
- Honda, Toshio & 本田, 敏雄, 2006. "Nonparametric Density Estimation for Linear Processes with Infinite Variance," Discussion Papers 2005-13, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda, 2005. "Estimation in additive cox models by marginal integration," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 403-423, September.
- Toshio Honda, 2004. "Nonparametric regression with current status data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(1), pages 49-72, March.
- Toshio Honda, 2000. "Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(3), pages 459-470, September.
- Toshio Honda, 2000. "Nonparametric Density Estimation for a Long-Range Dependent Linear Process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(4), pages 599-611, December.
- Honda, Toshio, 1991. "Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 36(1), pages 113-120, January.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- HONDA, Toshio & 本田, 敏雄 & ING, Ching-Kang & WU, Wei-Ying, 2017.
"Adaptively weighted group Lasso for semiparametric quantile regression models,"
Discussion Papers
2017-04, Graduate School of Economics, Hitotsubashi University.
Cited by:
- Honda, Toshio & 本田, 敏雄 & Lin, Chien-Tong, 2022. "Forward variable selection for ultra-high dimensional quantile regression models," Discussion Papers 2021-02, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda & Wolfgang Karl Härdle, 2012.
"Variable selection in Cox regression models with varying coefficients,"
SFB 649 Discussion Papers
SFB649DP2012-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Honda, Toshio & Härdle, Wolfgang Karl, 2012. "Variable selection in Cox regression models with varying coefficients," SFB 649 Discussion Papers 2012-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- HONDA, Toshio & 本田, 敏雄 & YABE, Ryota & 矢部, 竜太, 2017. "Variable selection and structure identification for varying coefficient Cox models," Discussion Papers 2016-05, Graduate School of Economics, Hitotsubashi University.
- Ling Zhou & Lu Tang & Angela T. Song & Diane M. Cibrik & Peter X.-K. Song, 2017. "A LASSO Method to Identify Protein Signature Predicting Post-transplant Renal Graft Survival," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 9(2), pages 431-452, December.
- Honda, Toshio & 本田, 敏雄, 2019. "The de-biased group Lasso estimation for varying coefficient models," Discussion Papers 2018-04, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda, 2021. "The de-biased group Lasso estimation for varying coefficient models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(1), pages 3-29, February.
- Toshio Honda, 2011.
"Nonparametric LAD Cointegrating Regression,"
Global COE Hi-Stat Discussion Paper Series
gd11-207, Institute of Economic Research, Hitotsubashi University.
- Honda, Toshio, 2013. "Nonparametric LAD cointegrating regression," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.
Cited by:
- YABE, Ryota & 矢部, 竜太, 2014. "Empirical Likelihood Confidence Intervals for Nonparametric Nonlinear Nonstationary Regression Models," Discussion Papers 2014-20, Graduate School of Economics, Hitotsubashi University.
- Tu, Yundong & Liang, Han-Ying & Wang, Qiying, 2022. "Nonparametric inference for quantile cointegrations with stationary covariates," Journal of Econometrics, Elsevier, vol. 230(2), pages 453-482.
- Toshio Honda, 2010.
"Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors,"
Global COE Hi-Stat Discussion Paper Series
gd10-157, Institute of Economic Research, Hitotsubashi University.
- Toshio Honda, 2013. "Nonparametric quantile regression with heavy-tailed and strongly dependent errors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(1), pages 23-47, February.
Cited by:
- Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Model Averaging for High Dimensional Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics, revised Jan 2023.
- Wang, Qiao, 2023. "A simple nonparametric conditional quantile estimator for time series with thin tails," Economics Letters, Elsevier, vol. 232(C).
- Toshio Honda, 2009.
"Nonparametric regression for dependent data in the errors-in-variables problem,"
Global COE Hi-Stat Discussion Paper Series
gd09-092, Institute of Economic Research, Hitotsubashi University.
Cited by:
- Igor S. Borisov & Yuliana Yu. Linke & Pavel S. Ruzankin, 2021. "Universal weighted kernel-type estimators for some class of regression models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(2), pages 141-166, February.
- Mynbaev, Kairat & Martins-Filho, Carlos, 2015.
"Consistency and asymptotic normality for a nonparametric prediction under measurement errors,"
Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 166-188.
- Mynbaev, Kairat & Martins-Filho, Carlos, 2015. "Consistency and asymptotic normality for a nonparametric prediction under measurement errors," MPRA Paper 75845, University Library of Munich, Germany, revised 2014.
- Honda, Toshio & 本田, 敏雄, 2007.
"Nonparametric Estimation of Conditional Medians for Linear and Related Processes,"
Discussion Papers
2005-04, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda, 2010. "Nonparametric estimation of conditional medians for linear and related processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 995-1021, December.
Cited by:
- Toshio Honda, 2010.
"Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors,"
Global COE Hi-Stat Discussion Paper Series
gd10-157, Institute of Economic Research, Hitotsubashi University.
- Toshio Honda, 2013. "Nonparametric quantile regression with heavy-tailed and strongly dependent errors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(1), pages 23-47, February.
- Honda, Toshio, 2013.
"Nonparametric LAD cointegrating regression,"
Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.
- Toshio Honda, 2011. "Nonparametric LAD Cointegrating Regression," Global COE Hi-Stat Discussion Paper Series gd11-207, Institute of Economic Research, Hitotsubashi University.
- Honda, Toshio & 本田, 敏雄, 2006.
"Nonparametric Density Estimation for Linear Processes with Infinite Variance,"
Discussion Papers
2005-13, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda, 2009. "Nonparametric density estimation for linear processes with infinite variance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(2), pages 413-439, June.
Cited by:
- Toshio Honda, 2010.
"Nonparametric estimation of conditional medians for linear and related processes,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 995-1021, December.
- Honda, Toshio & 本田, 敏雄, 2007. "Nonparametric Estimation of Conditional Medians for Linear and Related Processes," Discussion Papers 2005-04, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda, 2010.
"Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors,"
Global COE Hi-Stat Discussion Paper Series
gd10-157, Institute of Economic Research, Hitotsubashi University.
- Toshio Honda, 2013. "Nonparametric quantile regression with heavy-tailed and strongly dependent errors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(1), pages 23-47, February.
- Chang, Yoosoon & Kim, Chang Sik & Park, Joon Y., 2016. "Nonstationarity in time series of state densities," Journal of Econometrics, Elsevier, vol. 192(1), pages 152-167.
Articles
- Honda, Toshio & Yabe, Ryota, 2017.
"Variable selection and structure identification for varying coefficient Cox models,"
Journal of Multivariate Analysis, Elsevier, vol. 161(C), pages 103-122.
Cited by:
- Ngai Hang Chan & Linhao Gao & Wilfredo Palma, 2022. "Simultaneous variable selection and structural identification for time‐varying coefficient models," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(4), pages 511-531, July.
- Honda, Toshio & 本田, 敏雄, 2019. "The de-biased group Lasso estimation for varying coefficient models," Discussion Papers 2018-04, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda, 2021. "The de-biased group Lasso estimation for varying coefficient models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(1), pages 3-29, February.
- Akira Shinkyu, 2023. "Forward Selection for Feature Screening and Structure Identification in Varying Coefficient Models," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 485-511, February.
- Ming-Yen Cheng & Toshio Honda & Jin-Ting Zhang, 2016.
"Forward Variable Selection for Sparse Ultra-High Dimensional Varying Coefficient Models,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 1209-1221, July.
Cited by:
- Zhang, Shen & Zhao, Peixin & Li, Gaorong & Xu, Wangli, 2019. "Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 37-52.
- Tu, Yundong & Xie, Xinling, 2023. "Penetrating sporadic return predictability," Journal of Econometrics, Elsevier, vol. 237(1).
- Honda, Toshio & 本田, 敏雄, 2019. "The de-biased group Lasso estimation for varying coefficient models," Discussion Papers 2018-04, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda, 2021. "The de-biased group Lasso estimation for varying coefficient models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(1), pages 3-29, February.
- Eun Ryung Lee & Seyoung Park & Sang Kyu Lee & Hyokyoung G. Hong, 2023. "Quantile forward regression for high-dimensional survival data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 29(4), pages 769-806, October.
- Hong, Hyokyoung G. & Zheng, Qi & Li, Yi, 2019. "Forward regression for Cox models with high-dimensional covariates," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 268-290.
- Zhaoliang Wang & Liugen Xue & Gaorong Li & Fei Lu, 2019. "Spline estimator for ultra-high dimensional partially linear varying coefficient models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(3), pages 657-677, June.
- Honda, Toshio & 本田, 敏雄 & Lin, Chien-Tong, 2022. "Forward variable selection for ultra-high dimensional quantile regression models," Discussion Papers 2021-02, Graduate School of Economics, Hitotsubashi University.
- HONDA, Toshio & 本田, 敏雄 & ING, Ching-Kang & WU, Wei-Ying, 2017. "Adaptively weighted group Lasso for semiparametric quantile regression models," Discussion Papers 2017-04, Graduate School of Economics, Hitotsubashi University.
- Yang, Guangren & Zhang, Ling & Li, Runze & Huang, Yuan, 2019. "Feature screening in ultrahigh-dimensional varying-coefficient Cox model," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 284-297.
- Lu, Jun & Lin, Lu, 2018. "Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 242-254.
- Haofeng Wang & Hongxia Jin & Xuejun Jiang & Jingzhi Li, 2022. "Model Selection for High Dimensional Nonparametric Additive Models via Ridge Estimation," Mathematics, MDPI, vol. 10(23), pages 1-22, December.
- Toshio Honda & Chien-Tong Lin, 2023. "Forward variable selection for ultra-high dimensional quantile regression models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(3), pages 393-424, June.
- Akira Shinkyu, 2023. "Forward Selection for Feature Screening and Structure Identification in Varying Coefficient Models," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 485-511, February.
- Toshio Honda, 2013.
"Nonparametric quantile regression with heavy-tailed and strongly dependent errors,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(1), pages 23-47, February.
See citations under working paper version above.
- Toshio Honda, 2010. "Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors," Global COE Hi-Stat Discussion Paper Series gd10-157, Institute of Economic Research, Hitotsubashi University.
- Honda, Toshio, 2013.
"Nonparametric LAD cointegrating regression,"
Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.
See citations under working paper version above.
- Toshio Honda, 2011. "Nonparametric LAD Cointegrating Regression," Global COE Hi-Stat Discussion Paper Series gd11-207, Institute of Economic Research, Hitotsubashi University.
- Toshio Honda, 2010.
"Nonparametric estimation of conditional medians for linear and related processes,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 995-1021, December.
See citations under working paper version above.
- Honda, Toshio & 本田, 敏雄, 2007. "Nonparametric Estimation of Conditional Medians for Linear and Related Processes," Discussion Papers 2005-04, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda, 2009.
"Nonparametric density estimation for linear processes with infinite variance,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(2), pages 413-439, June.
See citations under working paper version above.
- Honda, Toshio & 本田, 敏雄, 2006. "Nonparametric Density Estimation for Linear Processes with Infinite Variance," Discussion Papers 2005-13, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda, 2005.
"Estimation in additive cox models by marginal integration,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 403-423, September.
Cited by:
- Lin Liu & Jianbo Li & Riquan Zhang, 2014. "General partially linear additive transformation model with right-censored data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(10), pages 2257-2269, October.
- Toshio Honda, 2000.
"Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(3), pages 459-470, September.
Cited by:
- Cheng, Yebin & De Gooijer, Jan & Zerom, Dawit, 2009.
"Efficient Estimation of an Additive Quantile Regression Model,"
MPRA Paper
14388, University Library of Munich, Germany.
- Yebin Cheng & Jan G. De Gooijer & Dawit Zerom, 2011. "Efficient Estimation of an Additive Quantile Regression Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(1), pages 46-62, March.
- Cai, Zongwu & Xu, Xiaoping, 2008.
"Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models,"
Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1595-1608.
- Cai, Zongwu & Xu, Xiaoping, 2009. "Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 371-383.
- Xiaoping Xu & Zongwu Cai, 2013. "Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2017. "Extreme M-quantiles as risk measures: From L1 to Lp optimization," TSE Working Papers 17-841, Toulouse School of Economics (TSE).
- Marc Hallin & Zudi Lu & Davy Paindaveine & Miroslav Siman, 2012. "Local Constant and Local Bilinear Multiple-Output Quantile Regression," Working Papers ECARES ECARES 2012-003, ULB -- Universite Libre de Bruxelles.
- Stephen C. Smith & Sungil Kwak, 2011.
"Regional Agricultural Endowments and Shifts of Poverty Trap Equilibria: Evidence from Ethiopian Panel Data,"
Working Papers
2011-01, The George Washington University, Institute for International Economic Policy.
- Sungil Kwak & Stephen C. Smith, 2013. "Regional Agricultural Endowments and Shifts of Poverty Trap Equilibria: Evidence from Ethiopian Panel Data," Journal of Development Studies, Taylor & Francis Journals, vol. 49(7), pages 955-975, July.
- Toshio Honda, 2010.
"Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors,"
Global COE Hi-Stat Discussion Paper Series
gd10-157, Institute of Economic Research, Hitotsubashi University.
- Toshio Honda, 2013. "Nonparametric quantile regression with heavy-tailed and strongly dependent errors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(1), pages 23-47, February.
- Dingshi Tian & Zongwu Cai & Ying Fang, 2018. "Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201807, University of Kansas, Department of Economics, revised Oct 2018.
- Honda, Toshio, 2013.
"Nonparametric LAD cointegrating regression,"
Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.
- Toshio Honda, 2011. "Nonparametric LAD Cointegrating Regression," Global COE Hi-Stat Discussion Paper Series gd11-207, Institute of Economic Research, Hitotsubashi University.
- Zongwu Cai & Xiyuan Liu, 2020. "A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202017, University of Kansas, Department of Economics, revised Oct 2020.
- Yebin Cheng & Jan G. de Gooijer, 2005. "Bahadur Representation for the Nonparametric M-Estimator Under Alpha-mixing Dependence," Tinbergen Institute Discussion Papers 05-067/4, Tinbergen Institute.
- Kim, Seonjin & Zhao, Zhibiao & Shao, Xiaofeng, 2015. "Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 277-290.
- Leorato, Samantha & Peracchi, Franco & Tanase, Andrei V., 2012.
"Asymptotically efficient estimation of the conditional expected shortfall,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 768-784.
- Samantha Leorato & Franco Peracchi & Andrei V. Tanase, 2010. "Asymptotically Efficient Estimation of the Conditional Expected Shortfall," EIEF Working Papers Series 1013, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2010.
- Pavel Boček & Miroslav Šiman, 2017. "On weighted and locally polynomial directional quantile regression," Computational Statistics, Springer, vol. 32(3), pages 929-946, September.
- Ioannides, D. A., 2004. "Fixed design regression quantiles for time series," Statistics & Probability Letters, Elsevier, vol. 68(3), pages 235-245, July.
- Lemdani, Mohamed & Ould-Saïd, Elias & Poulin, Nicolas, 2009. "Asymptotic properties of a conditional quantile estimator with randomly truncated data," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 546-559, March.
- Ould-SaI¨d, Elias, 2006. "A strong uniform convergence rate of kernel conditional quantile estimator under random censorship," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 579-586, March.
- Racine, Jeffrey S. & Li, Kevin, 2017. "Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach," Journal of Econometrics, Elsevier, vol. 201(1), pages 72-94.
- Han-Ying Liang & Jacobo Uña-Álvarez, 2012. "Empirical likelihood for conditional quantile with left-truncated and dependent data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(4), pages 765-790, August.
- Liang Chen, 2019. "Nonparametric Quantile Regressions for Panel Data Models with Large T," Papers 1911.01824, arXiv.org, revised Sep 2020.
- Yebin Cheng & Jan G. De Gooijer & Dawit Zerom, 2009. "Efficient Estimation of an Additive Quantile Regression," Tinbergen Institute Discussion Papers 09-104/4, Tinbergen Institute.
- Wang, Qiao, 2023. "A simple nonparametric conditional quantile estimator for time series with thin tails," Economics Letters, Elsevier, vol. 232(C).
- Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Lin, Zhengyan & Li, Degui, 2007. "Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1214-1230, July.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- Zongwu Cai & Zhijie Xiao, 2010.
"Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients,"
Boston College Working Papers in Economics
761, Boston College Department of Economics.
- Cai, Zongwu & Xiao, Zhijie, 2012. "Semiparametric quantile regression estimation in dynamic models with partially varying coefficients," Journal of Econometrics, Elsevier, vol. 167(2), pages 413-425.
- Komunjer, Ivana, 2013. "Quantile Prediction," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 961-994, Elsevier.
- Cheng, Yebin & De Gooijer, Jan & Zerom, Dawit, 2009.
"Efficient Estimation of an Additive Quantile Regression Model,"
MPRA Paper
14388, University Library of Munich, Germany.
- Toshio Honda, 2000.
"Nonparametric Density Estimation for a Long-Range Dependent Linear Process,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(4), pages 599-611, December.
Cited by:
- Sucharita Ghosh & Jan Beran, 2006. "On Estimating the Cumulant Generating Function of Linear Processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(1), pages 53-71, March.
- Honda, Toshio & 本田, 敏雄, 2006.
"Nonparametric Density Estimation for Linear Processes with Infinite Variance,"
Discussion Papers
2005-13, Graduate School of Economics, Hitotsubashi University.
- Toshio Honda, 2009. "Nonparametric density estimation for linear processes with infinite variance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(2), pages 413-439, June.
- Hailin Sang & Yongli Sang, 2017. "Memory properties of transformations of linear processes," Statistical Inference for Stochastic Processes, Springer, vol. 20(1), pages 79-103, April.
- Timothy Fortune & Hailin Sang, 2020. "Shannon Entropy Estimation for Linear Processes," JRFM, MDPI, vol. 13(9), pages 1-13, September.
- Honda, Toshio, 1991.
"Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix,"
Journal of Multivariate Analysis, Elsevier, vol. 36(1), pages 113-120, January.
Cited by:
- Kubokawa, T. & Srivastava, M. S., 2001. "Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution," Journal of Multivariate Analysis, Elsevier, vol. 76(1), pages 138-152, January.
- T Matsuda & W E Strawderman, 2022. "Estimation under matrix quadratic loss and matrix superharmonicity [Shrinkage estimation with a matrix loss function]," Biometrika, Biometrika Trust, vol. 109(2), pages 503-519.
- Noda Kazuo & Wu Qi-Guang & Shimizu Kunio, 2002. "Γ-Μινιμαχιτυ Of A Generalized Bayes Unbiased Estimator In A Multivariate Linear Model," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 53-66, April.
- Ahmed, S. E. & Krzanowski, W. J., 2004. "Biased estimation in a simple multivariate regression model," Computational Statistics & Data Analysis, Elsevier, vol. 45(4), pages 689-696, May.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (5) 2010-01-16 2011-02-26 2012-02-01 2012-10-20 2017-04-16. Author is listed
- NEP-ETS: Econometric Time Series (1) 2012-02-01
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