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Asymptotic theory of semiparametric -estimators for stochastic processes with applications to ergodic diffusions and time series
Yoichi Nishiyama
This paper generalizes a part of the theory of -estimation which has been developed mainly in the context of modern empirical processes to the case of stochastic processes, typi…
Kernel dimension reduction in regression
Kenji Fukumizu, Francis R. Bach, Michael I. Jordan
We present a new methodology for sufficient dimension reduction (SDR). Our methodology derives directly from the formulation of SDR in terms of the conditional independence of the…
The tube method for the moment index in projection pursuit
Satoshi Kuriki, Akimichi Takemura
The projection pursuit index defined by a sum of squares of the third and the fourth sample cumulants is known as the moment index proposed by Jones and Sibson. Limiting distributi…
Bayesian shrinkage prediction for the regression problem
Kei Kobayashi, Fumiyasu Komaki
We consider Bayesian shrinkage predictions for the Normal regression problem under the frequentist Kullback-Leibler risk function. Firstly, we consider the multivariate Normal mode…
Goodness of fit test for ergodic diffusion processes
Ilia Negri, Yoichi Nishiyama
A goodness of fit test for the drift coefficient of an ergodic diffusion process is presented. The test is based on the score marked empirical process. The weak convergence of the…