7 citations · 8 across the 2 of their papers we have counts for
3 papers · 1 filter
A Second-Order Extension of Hájek's Convolution Theorem with Statistical Applications
Junichi Hirukawa, Masanobu Taniguchi, Marc Hallin
For a class of regular estimators, Hájek, in his celebrated ``Convolution Theorem,'' showed that the asymptotic distribution of a regular estimator is the convolution of the distri…
Sparse principal component analysis for high-dimensional stationary time series
Kou Fujimori, Yuichi Goto, Yan Liu +1
We consider the sparse principal component analysis for high-dimensional stationary processes. The standard principal component analysis performs poorly when the dimension of the p…
An empirical likelihood approach for symmetric -stable processes
Fumiya Akashi, Yan Liu, Masanobu Taniguchi
Empirical likelihood approach is one of non-parametric statistical methods, which is applied to the hypothesis testing or construction of confidence regions for pivotal unknown qua…