1997 - Studies on nonparametric and semiparametric regression
Show all
Papers (39):
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 (jointly worked). Annals of the Institute of Statistical Mathematics. 2023. 75. 3. 393-424
Toshio Honda. Statistical inferences on high-dimensional Cox regression models(in Japanese). Journal of the Japan Statistical Society(Japanese Issue). 2023. 52. 2. 113-129
Toshio Honda, Chien-Tong LIN. Forward Variable Selection for Sparse Ultra-High Dimensional Generalized Varying Coefficient Models (jointly worked). Japanese Journal of Statistics and Data Science. 2021. 4. 151-179
Expected shortfall regression with high-dimensional covariates
(SDS Workshop on Financial Theory and Econometrics 2024)
Sparse quantile regression via l_0 penalty
(2024)
Forward variable selection for ultra-high dimensional models
(EcoSta2023 2023)
Statistical Inferences on high-dimensional Cox regression models
(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)