Rchr
J-GLOBAL ID：202001018423945292   Update date: Sep. 15, 2021

NAGAHATA Hideaki

NAGAHATA Hideaki
Research field  (1)： Money and finance
Research keywords  (3)： 時系列解析 ,  公的ミクロデータ ,  信用リスク
Research theme for competitive and other funds  (1)：
  • 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
Papers (5)：
  • Yuta Tanoue, Satoshi Yamashita, Hideaki Nagahata. Comparison study of two-step LGD estimation model with probability machines. RISK MANAGEMENT-AN INTERNATIONAL JOURNAL. 2020
  • 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
  • Hideaki Nagahata, Masanobu Taniguchi. Analysis of variance for high-dimensional time series. Statistical Inference for Stochastic Processes. 2018. 21. 2. 455-468
  • Hideaki Nagahata, Masanobu Taniguchi. Analysis of variance for multivariate time series. Metron. 2018. 76. 1. 69-82
  • 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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