Toshio Honda : Citation Profile


Are you Toshio Honda?

Hitotsubashi University

3

H index

1

i10 index

41

Citations

RESEARCH PRODUCTION:

12

Articles

10

Papers

RESEARCH ACTIVITY:

   26 years (1991 - 2017). See details.
   Cites by year: 1
   Journals where Toshio Honda has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 7 (14.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho529
   Updated: 2018-12-15    RAS profile: 2018-03-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Toshio Honda.

Is cited by:

Cai, Zongwu (3)

CAI, ZONGWU (3)

Martins-Filho, Carlos (2)

Mynbaev, Kairat (2)

Paindaveine, Davy (1)

Leorato, Samantha (1)

Li, Degui (1)

Zerom, Dawit (1)

STUPFLER, Gilles (1)

Kwak, Sungil (1)

Racine, Jeffrey (1)

Cites to:

Fan, Jianqing (6)

Wang, Qiying (3)

Phillips, Peter (3)

CAI, ZONGWU (3)

LINTON, OLIVER (3)

Cai, Zongwu (3)

Xiao, Zhijie (2)

Granger, Clive (2)

Chen, Jia (1)

Li, Qi (1)

Bassett, Gilbert (1)

Main data


Where Toshio Honda has published?


Journals with more than one article published# docs
Annals of the Institute of Statistical Mathematics7
Journal of Multivariate Analysis3

Working Papers Series with more than one paper published# docs
Discussion Papers / Graduate School of Economics, Hitotsubashi University6

Recent works citing Toshio Honda (2018 and 2017)


YearTitle of citing document
2018Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors. (2018). Lu, Jun ; Lin, LU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:242-254.

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2017Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach. (2017). Racine, Jeffrey ; Li, Kevin. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:72-94.

Full description at Econpapers || Download paper

2018The de-biased group Lasso estimation for varying coefficient models. (2018). Honda, Toshio. In: Discussion Papers. RePEc:hit:econdp:2018-04.

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2018Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature. (2018). Tian, Dingshi ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201807.

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2017On weighted and locally polynomial directional quantile regression. (2017). Boek, Pavel ; Iman, Miroslav . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:3:d:10.1007_s00180-016-0708-9.

Full description at Econpapers || Download paper

2017Memory properties of transformations of linear processes. (2017). Sang, Hailin . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:20:y:2017:i:1:d:10.1007_s11203-016-9134-4.

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2017A LASSO Method to Identify Protein Signature Predicting Post-transplant Renal Graft Survival. (2017). Zhou, Ling ; PEter, ; Cibrik, Diane M ; Song, Angela T ; Tang, LU. In: Statistics in Biosciences. RePEc:spr:stabio:v:9:y:2017:i:2:d:10.1007_s12561-016-9170-z.

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2017Extreme M-quantiles as risk measures: From L1 to Lp optimization. (2017). STUPFLER, Gilles ; Daouia, Abdelaati ; Girard, Stephane. In: TSE Working Papers. RePEc:tse:wpaper:32050.

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Works by Toshio Honda:


YearTitleTypeCited
2015Discussion In: International Statistical Review.
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article0
2013Nonparametric LAD cointegrating regression In: Journal of Multivariate Analysis.
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article1
2011Nonparametric LAD Cointegrating Regression.(2011) In: Global COE Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 1
paper
2017Variable selection and structure identification for varying coefficient Cox models In: Journal of Multivariate Analysis.
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article1
2017Variable selection and structure identification for varying coefficient Cox models.(2017) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
1991Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix In: Journal of Multivariate Analysis.
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article4
2007Nonparametric Estimation of Conditional Medians for Linear and Related Processes In: Discussion Papers.
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paper0
2010Nonparametric estimation of conditional medians for linear and related processes.(2010) In: Annals of the Institute of Statistical Mathematics.
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This paper has another version. Agregated cites: 0
article
2006Nonparametric Density Estimation for Linear Processes with Infinite Variance In: Discussion Papers.
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paper1
2009Nonparametric density estimation for linear processes with infinite variance.(2009) In: Annals of the Institute of Statistical Mathematics.
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This paper has another version. Agregated cites: 1
article
2007Noncentral Limit Theorems for Bounded Functions of Linear Processes without Finite Mean In: Discussion Papers.
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paper0
2007Estimation in Partial Linear Models under Long-Range Dependence In: Discussion Papers.
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paper0
2017Adaptively weighted group Lasso for semiparametric quantile regression models In: Discussion Papers.
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paper0
2009Nonparametric regression for dependent data in the errors-in-variables problem In: Global COE Hi-Stat Discussion Paper Series.
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paper2
2010Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors In: Global COE Hi-Stat Discussion Paper Series.
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paper0
2013Nonparametric quantile regression with heavy-tailed and strongly dependent errors.(2013) In: Annals of the Institute of Statistical Mathematics.
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This paper has another version. Agregated cites: 0
article
2012Variable selection in Cox regression models with varying coefficients In: SFB 649 Discussion Papers.
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paper2
2000Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes In: Annals of the Institute of Statistical Mathematics.
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article24
2000Nonparametric Density Estimation for a Long-Range Dependent Linear Process In: Annals of the Institute of Statistical Mathematics.
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article2
2004Nonparametric regression with current status data In: Annals of the Institute of Statistical Mathematics.
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article0
2005Estimation in additive cox models by marginal integration In: Annals of the Institute of Statistical Mathematics.
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article1
2016Forward Variable Selection for Sparse Ultra-High Dimensional Varying Coefficient Models In: Journal of the American Statistical Association.
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article3

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