研究者
J-GLOBAL ID:202001018423945292
更新日: 2021年09月15日
長幡 英明
NAGAHATA Hideaki
研究キーワード (3件):
時系列解析
, 公的ミクロデータ
, 信用リスク
競争的資金等の研究課題 (1件):
- 2020 - 2023 実務利用可能な中小企業の期待損失率推計手法の開発:地銀統合ビッグデータを用いて
論文 (5件):
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Yuta Tanoue, Satoshi Yamashita, Hideaki Nagahata. Comparison study of two-step LGD estimation model with probability machines. RISK MANAGEMENT-AN INTERNATIONAL JOURNAL. 2020
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Nagahata, H. Higher-order approximation of the distribution of test statistics for high-dimensional time-series ANOVA models. Scientiae Mathematicae Japonicae. 2018. 83. 1. 39-57
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Hideaki Nagahata, Masanobu Taniguchi. Analysis of variance for high-dimensional time series. Statistical Inference for Stochastic Processes. 2018. 21. 2. 455-468
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Hideaki Nagahata, Masanobu Taniguchi. Analysis of variance for multivariate time series. Metron. 2018. 76. 1. 69-82
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Yan Liu, Hideaki Nagahata, Hirotaka Uchiyama, Masanobu Taniguchi. Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities. Communications in Statistics: Simulation and Computation. 2017. 46. 10. 8014-8027
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