■ Office
|
Tsudanuma Campus, No.1 Building,8th floor room 020803
|
|
■ Academic background
| 1. |
1996/04～2000/03
|
〔Doctorial Course〕, Graduate School, Division of Administration, Nanzan University, Accomplished credits for doctoral program
|
| 2. |
2001/03/20
Degree Acquisition
|
Nanzan University,
|
|
■ Present specialized field
|
Basic mathematics, Money and finance, Economic statistics (Key Word：Mathematical statistics,Mathematical finance,Financial engineering,Robust statistics,Econometrics)
|
|
■ Research activities
|
1.
|
2004/04～
|
Japanese Association of Financial Econometrics and Engineering
|
|
■ Works
|
1.
|
Article
|
Bootstrapping stochastic regression models under homoskedasticity: wild bootstrap vs. pairs bootstrap Journal of Statistical Computation and Simulation 80(11),pp.1225-1235 (Collaboration) 2010/11
|
|
2.
|
Article
|
Robust nonparametric confidence intervals and tests for the median in the presence of (c,gamma)-contamination Journal of Statistical Planning and Inference 139(6),pp.1836-1846 (Collaboration) 2009/06
|
|
3.
|
Article
|
A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models Communications in Statistics: Simulation and Computation 37(5),pp.897-906 (Collaboration) 2008/05
|
|
4.
|
Article
|
The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors Communications in Statistics: Simulation and Computation 36(6),pp.1201-1215 (Collaboration) 2007/11
|
|
5.
|
Article
|
A note on bootstrapped White's test for heteroskedasticity in regression models Economics Letters 97(1),pp.46-51 (Collaboration) 2007/10
|
|
6.
|
Article
|
The robustness of asset pricing models: coskewness and cokurtosis Finance Research Letters 3(2),pp.133-146 (Collaboration) 2006/06
|
|
7.
|
Article
|
The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models Communications in Statistics: Simulation and Computation 35(2),pp.361-405 (Collaboration) 2006/04
|
|
8.
|
Article
|
The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities Journal of Multivariate Analysis 90(2),pp.407-425 (Collaboration) 2004/08
|
|
9.
|
Article
|
A characterization of the neighborhoods defined by certain special capacities and their applications to bias-robustness of estimates Journal of Statistical Planning and Inference 116(1),pp.61-90 (Collaboration) 2003/09
|
|
Display 5 items
|
|
Display all(9)
|
|
