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

Emura / Chen

Analysis of Survival Data with Dependent Censoring

Analysis of Survival Data with Dependent Censoring

Analysis of Survival Data with Dependent Censoring

Tanokura / Kitagawa

Indexation and Causation of Financial Markets

Indexation and Causation of Financial Markets

Indexation and Causation of Financial Markets

Peters / Matsui

Modern Methodology and Applications in Spatial-Temporal Modeling

Modern Methodology and Applications in Spatial-Temporal Modeling

Modern Methodology and Applications in Spatial-Temporal Modeling

Hamasaki / Asakura / Evans

Group-Sequential Clinical Trials with Multiple Co-Objectives

Group-Sequential Clinical Trials with Multiple Co-Objectives

Group-Sequential Clinical Trials with Multiple Co-Objectives

Mori / Kuroda / Makino

Nonlinear Principal Component Analysis and Its Applications

Nonlinear Principal Component Analysis and Its Applications

Nonlinear Principal Component Analysis and Its Applications

Hosoya / Oya / Takimoto

Characterizing Interdependencies of Multiple Time Series

Characterizing Interdependencies of Multiple Time Series

Characterizing Interdependencies of Multiple 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

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

Peters / Matsui

Theoretical Aspects of Spatial-Temporal Modeling

Theoretical Aspects of Spatial-Temporal Modeling

Theoretical Aspects of Spatial-Temporal Modeling

Funatogawa

Longitudinal Data Analysis

Longitudinal Data Analysis

Longitudinal Data Analysis

Sakata

Applied Matrix and Tensor Variate Data Analysis

Applied Matrix and Tensor Variate Data Analysis

Applied Matrix and Tensor Variate Data Analysis

Emura / Matsui / Rondeau

Survival Analysis with Correlated Endpoints

Survival Analysis with Correlated Endpoints

Survival Analysis with Correlated Endpoints

Sakata / Sumi / Miyazaki

Algebraic and Computational Aspects of Real Tensor Ranks

Algebraic and Computational Aspects of Real Tensor Ranks

Algebraic and Computational Aspects of Real Tensor Ranks

Akahira

Statistical Estimation for Truncated Exponential Families

Statistical Estimation for Truncated Exponential Families

Statistical Estimation for Truncated Exponential Families

Hirakawa / Sato / Daimon

Modern Dose-Finding Designs for Cancer Phase I Trials: Drug Combinations and Molecularly Targeted Agents

Modern Dose-Finding Designs for Cancer Phase I Trials: Drug Combinations and Molecularly Targeted Agents

Modern Dose-Finding Designs for Cancer Phase I Trials: Drug Combinations and Molecularly Targeted Agents

Hirukawa

Asymmetric Kernel Smoothing

Asymmetric Kernel Smoothing

Asymmetric Kernel Smoothing

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