Toshio Honda, Wei-Ying Wu. Sparse quantile regression via l_0-penalty. Discussion Paper Series No. 2023-03, Graduate School of Economics, Hitotsubashi University. 2024
Toshio Honda, Chien-Tong Lin. Forward variable selection for ultra-high dimensional quantile regression models (共著). Annals of the Institute of Statistical Mathematics. 2023. 75. 3. 393-424
Expected shortfall regression with high-dimensional covariates
(SDS Workshop on Financial Theory and Econometrics 2024)
Sparse quantile regression via l_0 penalty
(統計科学・機械学習・情報数学の最前線(科研費シンポジウム) 2024)
Forward variable selection for ultra-high dimensional models
(EcoSta2023 2023)
高次元Cox回帰モデルの統計的推測について
(2022年度統計関連学会連合大会 2022)
Forward variable selection for ultra-high dimensional quantile regression models
(Waseda International Symposium Topological Data Science, Causality, Analysis of Variance & Time Series 2022)