Tetsuya Kaji
Statistics and Probability · 2016
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 6 citations into it
Whom Tetsuya Kaji trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Tetsuya Kaji's perspective
Ordered by how strongly the researchers Tetsuya Kaji trusts endorse each paper. Same corpus, a different order for every researcher.
- Subsampling
- Some Asymptotic Theory for the Bootstrap
- The Behavior of Stock-Market Prices
- Subsampling Inference on Quantile Regression Processes
- Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
- Conditional value-at-risk: Aspects of modeling and estimation
- Regression Quantiles
- Superconsistent estimation and inference in structural econometric models using extreme order statistics
- Regression Shrinkage and Selection via the Lasso
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Their papers
- Extremal quantile regression: An overview (2016) — 169 citations