TANIAI, H. Residual Empirical Process of Exponential ARCH via Quantile Regression. Advances in science, technology and environmentology. 2014. 10. 25-53
Statistical Inference for Financial Engineering
Springer International Publishing 2014 ISBN:9783319034966
講演・口頭発表等 (9件)：
Efficient estimation for randomly censored data with linear conditional quantiles
(JSM 2016, (Joint Statistical Meeting, American Statistical Association) 2016)
Efficient estimation of Quantile Regression via semiparametric mixture model
(JSM 2015, (Joint Statistical Meeting, American Statistical Association) 2015)
Efficient influence function of the coefficient functions in Quantile Regression
(JSM 2014, (Joint Statistical Meeting, American Statistical Association) 2014)
On a tangent space for the coefficient functions of Quantile Regression
(ims-APRM 2014, (The 3rd Institute of Mathematical Statistics Asia Pacific Rim Meeting) 2014)
Efficient inference for regression quantiles via $Z$-estimation
(Waseda Statistical Symposium on Time Series and Related Topics - A Satellite Meeting of IMS-APRM 2012 - 2012)
