Keiichi Tanaka
2009
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.
Whom Keiichi Tanaka trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Keiichi Tanaka overall
Papers from Keiichi Tanaka's perspective
Ordered by how strongly the researchers Keiichi Tanaka trusts endorse each paper. Same corpus, a different order for every researcher.
- A Simplex Method for Function Minimization
- Decomposing Swap Spreads
- A Theory for the Term Structure of Interest Rates
- Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates
- Stochastic processes with applications to finance
- Hierarchical likelihood approach for frailty models
- Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
- Multilevel Statistical Models
- A UNIFIED MEASURE OF UNCERTAINTY OF ESTIMATED BEST LINEAR UNBIASED PREDICTORS IN SMALL AREA ESTIMATION PROBLEMS
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
Their papers
- A multi-quality model of interest rates (2009) — 90 citations