3
H index
1
i10 index
45
Citations
Toshio Honda : Citation Profile
Hitotsubashi University | RESEARCH PRODUCTION: 12 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1991 - 2017). 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:
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Main data
Where Toshio Honda has published?
| Journals with more than one article published | # docs |
|---|---|
| Annals of the Institute of Statistical Mathematics | 7 |
| Journal of Multivariate Analysis | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers / Graduate School of Economics, Hitotsubashi University | 6 |
Recent works citing Toshio Honda (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2018 | Feature 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. Full description at Econpapers || Download paper |
| 2017 | Nonparametric 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 |
| 2019 | Feature screening in ultrahigh-dimensional varying-coefficient Cox model. (2019). Huang, Yuan ; Li, Runze ; Zhang, Ling ; Yang, Guangren. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:284-297. Full description at Econpapers || Download paper |
| 2019 | Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data. (2019). Li, Gaorong ; Zhao, Peixin ; Zhang, Shen ; Xu, Wangli. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:37-52. Full description at Econpapers || Download paper |
| 2019 | The de-biased group Lasso estimation for varying coefficient models. (2018). Honda, Toshio. In: Discussion Papers. RePEc:hit:econdp:2018-04. Full description at Econpapers || Download paper |
| 2018 | Econometric 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. Full description at Econpapers || Download paper |
| 2019 | Spline estimator for ultra-high dimensional partially linear varying coefficient models. (2019). Lu, Fei ; Li, Gaorong ; Xue, Liugen ; Wang, Zhaoliang . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:3:d:10.1007_s10463-018-0654-0. Full description at Econpapers || Download paper |
| 2017 | On 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 |
| 2017 | Memory 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2017 | Extreme 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. Full description at Econpapers || Download paper |
Works by Toshio Honda:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Discussion In: International Statistical Review. [Full Text][Citation analysis] | article | 0 |
| 2013 | Nonparametric LAD cointegrating regression In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2011 | Nonparametric LAD Cointegrating Regression.(2011) In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Variable selection and structure identification for varying coefficient Cox models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2017 | Variable selection and structure identification for varying coefficient Cox models.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1991 | Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 4 |
| 2007 | Nonparametric Estimation of Conditional Medians for Linear and Related Processes In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Nonparametric estimation of conditional medians for linear and related processes.(2010) In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2006 | Nonparametric Density Estimation for Linear Processes with Infinite Variance In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Nonparametric density estimation for linear processes with infinite variance.(2009) In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2007 | Noncentral Limit Theorems for Bounded Functions of Linear Processes without Finite Mean In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Estimation in Partial Linear Models under Long-Range Dependence In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Adaptively weighted group Lasso for semiparametric quantile regression models In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Nonparametric regression for dependent data in the errors-in-variables problem In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Nonparametric quantile regression with heavy-tailed and strongly dependent errors.(2013) In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2012 | Variable selection in Cox regression models with varying coefficients In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2000 | Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 24 |
| 2000 | Nonparametric Density Estimation for a Long-Range Dependent Linear Process In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 2 |
| 2004 | Nonparametric regression with current status data In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Estimation in additive cox models by marginal integration In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Forward Variable Selection for Sparse Ultra-High Dimensional Varying Coefficient Models In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 6 |
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