Details about Toshio Honda

Access statistics for papers by Toshio Honda.

Last updated 2018-03-01. Update your information in the RePEc Author Service.

Short-id: pho529

Working Papers

2017

1. Adaptively weighted group Lasso for semiparametric quantile regression models
   Discussion Papers, Graduate School of Economics, Hitotsubashi University View citations (1)

2011

2. Nonparametric LAD Cointegrating Regression
   Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
   See also Journal Article Nonparametric LAD cointegrating regression, Journal of Multivariate Analysis, Elsevier (2013) View citations (2) (2013)

2010

3. Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors
   Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
   See also Journal Article Nonparametric quantile regression with heavy-tailed and strongly dependent errors, Annals of the Institute of Statistical Mathematics, Springer (2013) View citations (2) (2013)

2009

4. Nonparametric regression for dependent data in the errors-in-variables problem
   Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University View citations (2)

2007

5. Estimation in Partial Linear Models under Long-Range Dependence
   Discussion Papers, Graduate School of Economics, Hitotsubashi University
6. Noncentral Limit Theorems for Bounded Functions of Linear Processes without Finite Mean
   Discussion Papers, Graduate School of Economics, Hitotsubashi University
7. Nonparametric Estimation of Conditional Medians for Linear and Related Processes
   Discussion Papers, Graduate School of Economics, Hitotsubashi University
   See also Journal Article Nonparametric estimation of conditional medians for linear and related processes, Annals of the Institute of Statistical Mathematics, Springer (2010) View citations (3) (2010)

2006

8. Nonparametric Density Estimation for Linear Processes with Infinite Variance
   Discussion Papers, Graduate School of Economics, Hitotsubashi University View citations (1)
   See also Journal Article Nonparametric density estimation for linear processes with infinite variance, Annals of the Institute of Statistical Mathematics, Springer (2009) View citations (2) (2009)

Journal Articles

2017

1. Variable selection and structure identification for varying coefficient Cox models
   Journal of Multivariate Analysis, 2017, 161, (C), 103-122 View citations (4)

2016

2. Forward Variable Selection for Sparse Ultra-High Dimensional Varying Coefficient Models
   Journal of the American Statistical Association, 2016, 111, (515), 1209-1221 View citations (14)

2015

3. Discussion
   International Statistical Review, 2015, 83, (1), 68-70

2013

4. Nonparametric LAD cointegrating regression
   Journal of Multivariate Analysis, 2013, 117, (C), 150-162 View citations (2)
   See also Working Paper Nonparametric LAD Cointegrating Regression, Global COE Hi-Stat Discussion Paper Series (2011) (2011)
5. Nonparametric quantile regression with heavy-tailed and strongly dependent errors
   Annals of the Institute of Statistical Mathematics, 2013, 65, (1), 23-47 View citations (2)
   See also Working Paper Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors, Global COE Hi-Stat Discussion Paper Series (2010) (2010)

2010

6. Nonparametric estimation of conditional medians for linear and related processes
   Annals of the Institute of Statistical Mathematics, 2010, 62, (6), 995-1021 View citations (3)
   See also Working Paper Nonparametric Estimation of Conditional Medians for Linear and Related Processes, Discussion Papers (2007) (2007)

2009

7. Nonparametric density estimation for linear processes with infinite variance
   Annals of the Institute of Statistical Mathematics, 2009, 61, (2), 413-439 View citations (2)
   See also Working Paper Nonparametric Density Estimation for Linear Processes with Infinite Variance, Discussion Papers (2006) View citations (1) (2006)

2005

8. Estimation in additive cox models by marginal integration
   Annals of the Institute of Statistical Mathematics, 2005, 57, (3), 403-423 View citations (1)

2004

9. Nonparametric regression with current status data
   Annals of the Institute of Statistical Mathematics, 2004, 56, (1), 49-72

2000

10. Nonparametric Density Estimation for a Long-Range Dependent Linear Process
    Annals of the Institute of Statistical Mathematics, 2000, 52, (4), 599-611 View citations (4)
11. Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes
    Annals of the Institute of Statistical Mathematics, 2000, 52, (3), 459-470 View citations (30)

1991

12. Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix
    Journal of Multivariate Analysis, 1991, 36, (1), 113-120 View citations (4)