JSS Research Series in Statistics

Takahashi / Yamada

Asymptotic Expansion and Weak Approximation

Asymptotic Expansion and Weak Approximation

Asymptotic Expansion and Weak Approximation

Eguchi

Minimum Gamma-Divergence for Regression and Classification Problems

Minimum Gamma-Divergence for Regression and Classification Problems

Minimum Gamma-Divergence for Regression and Classification Problems

Kunitomo / Sato

The SIML Filtering Method for Noisy Non-stationary Economic Time Series

The SIML Filtering Method for Noisy Non-stationary Economic Time Series

The SIML Filtering Method for Noisy Non-stationary Economic Time Series

Maruyama / Kubokawa / Strawderman

Stein Estimation

Stein Estimation

Stein Estimation

Sugasawa / Kubokawa

Mixed-Effects Models and Small Area Estimation

Mixed-Effects Models and Small Area Estimation

Mixed-Effects Models and Small Area Estimation

Goto / Nagahata / Taniguchi

ANOVA with Dependent Errors

ANOVA with Dependent Errors

ANOVA with Dependent Errors

Takahashi / Omori / Watanabe

Stochastic Volatility and Realized Stochastic Volatility Models

Stochastic Volatility and Realized Stochastic Volatility Models

Stochastic Volatility and Realized Stochastic Volatility Models

Fauzi / Maesono

Statistical Inference Based on Kernel Distribution Function Estimators

Statistical Inference Based on Kernel Distribution Function Estimators

Statistical Inference Based on Kernel Distribution Function Estimators

Shimizu

Statistical Causal Discovery: LiNGAM Approach

Statistical Causal Discovery: LiNGAM Approach

Statistical Causal Discovery: LiNGAM Approach

Shiraishi

Multiple Comparisons for Bernoulli Data

Multiple Comparisons for Bernoulli Data

Multiple Comparisons for Bernoulli Data

Muroi

Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree

Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree

Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree

Shimizu

Asymptotic Statistics in Insurance Risk Theory

Asymptotic Statistics in Insurance Risk Theory

Asymptotic Statistics in Insurance Risk Theory

Hoshino / Mano / Shimura

Pioneering Works on Extreme Value Theory

Pioneering Works on Extreme Value Theory

Pioneering Works on Extreme Value Theory

Akashi / Taniguchi / Monti

Diagnostic Methods in Time Series

Diagnostic Methods in Time Series

Diagnostic Methods in Time Series

Hoshino / Mano / Shimura

Pioneering Works on Distribution Theory

Pioneering Works on Distribution Theory

Pioneering Works on Distribution Theory

Hosoya / Oya / Takimoto

Characterizing Interdependencies of Multiple Time Series

Characterizing Interdependencies of Multiple Time Series

Characterizing Interdependencies of Multiple Time Series

Liu / Akashi / Taniguchi

Empirical Likelihood and Quantile Methods for Time Series

Empirical Likelihood and Quantile Methods for Time Series

Empirical Likelihood and Quantile Methods for Time Series

Kunitomo / Sato / Kurisu

Separating Information Maximum Likelihood Method for High-Frequency Financial Data

Separating Information Maximum Likelihood Method for High-Frequency Financial Data

Separating Information Maximum Likelihood Method for High-Frequency Financial Data

Hirukawa

Asymmetric Kernel Smoothing

Asymmetric Kernel Smoothing

Asymmetric Kernel Smoothing

Mano

Partitions, Hypergeometric Systems, and Dirichlet Processes in Statistics

Partitions, Hypergeometric Systems, and Dirichlet Processes in Statistics

Partitions, Hypergeometric Systems, and Dirichlet Processes in Statistics