JSS Research Series in Statistics

Taniguchi / Pierret / Schumann

Econometrics, Finance, and Time Series Analysis

Econometrics, Finance, and Time Series Analysis

Econometrics, Finance, and Time Series Analysis

Taneichi / Sekiya

Improving Tests for Discrete Small Sample Data

Improving Tests for Discrete Small Sample Data

Improving Tests for Discrete Small Sample Data

Takahashi / Yamada

Asymptotic Expansion and Weak Approximation

Asymptotic Expansion and Weak Approximation

Asymptotic Expansion and Weak Approximation

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

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

Takahashi / Yamada

Asymptotic Expansion and Weak Approximation

Asymptotic Expansion and Weak Approximation

Asymptotic Expansion and Weak Approximation

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

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

Hosoya / Oya / Takimoto

Characterizing Interdependencies of Multiple Time Series

Characterizing Interdependencies of Multiple Time Series

Characterizing Interdependencies of Multiple Time Series

Akahira

Statistical Estimation for Truncated Exponential Families

Statistical Estimation for Truncated Exponential Families

Statistical Estimation for Truncated Exponential Families

Emura / Chen

Analysis of Survival Data with Dependent Censoring

Analysis of Survival Data with Dependent Censoring

Analysis of Survival Data with Dependent Censoring

Mori / Kuroda / Makino

Nonlinear Principal Component Analysis and Its Applications

Nonlinear Principal Component Analysis and Its Applications

Nonlinear Principal Component Analysis and Its Applications

Funatogawa

Longitudinal Data Analysis

Longitudinal Data Analysis

Longitudinal Data Analysis

Sawa / Hirao / Kageyama

Euclidean Design Theory

Euclidean Design Theory

Euclidean Design Theory

Hirukawa

Asymmetric Kernel Smoothing

Asymmetric Kernel Smoothing

Asymmetric Kernel Smoothing

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

Emura / Matsui / Rondeau

Survival Analysis with Correlated Endpoints

Survival Analysis with Correlated Endpoints

Survival Analysis with Correlated Endpoints

Shiraishi / Sugiura / Matsuda

Pairwise Multiple Comparisons

Pairwise Multiple Comparisons

Pairwise Multiple Comparisons

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

Dörre / Emura

Analysis of Doubly Truncated Data

Analysis of Doubly Truncated Data

Analysis of Doubly Truncated Data