Koji Tsukuda, Shun Matsuura. High-dimensional hypothesis testing for allometric extension model. Journal of Multivariate Analysis. 2023. 197. 105208
Koji Tsukuda, Shun Matsuura. Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components. Journal of Multivariate Analysis. 2021. 186. -. 104822
Koji Tsukuda, Yoichi Nishiyama. Weak convergence of marked empirical processes in a Hilbert space and its applications. Electronic Journal of Statistics. 2020. 14. 2. 3914-3938
Kou Fujimori, Koji Tsukuda. Two step estimations via the Dantzig selector for models of stochastic processes with high-dimensional parameters. arXiv. 2024. 2404.00888
Koji Tsukuda, Shun Matsuura. Estimators for multivariate allometric regression model. arXiv. 2024. 2402.11219
Asymptotic distribution of the trace of the products of four high-dimensional Wishart matrices and its application
(The Institute for Mathematical Statistics - Asia-Pacific Rim Meeting 2024 2024)
A study on estimation in multivariate allometric regression
(6th International Conference on Econometrics and Statistics 2023)