2 citations · 4 across the 3 of their papers we have counts for
3 papers
stat.ME2021
Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution
Sakae Oya, Teruo Nakatsuma
Harvey et al. (2010) extended the Bayesian estimation method by Sahu et al. (2003) to a multivariate skew-elliptical distribution with a general skewness matrix, and applied it to…
q-fin.PM2021★ 2 cited
A Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data
Sakae Oya
Managing a large-scale portfolio with many assets is one of the most challenging tasks in the field of finance. It is partly because estimation of either covariance or precision ma…
stat.CO2020★ 2 cited
A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors
Sakae Oya, Teruo Nakatsuma
Although the block Gibbs sampler for the Bayesian graphical LASSO proposed by Wang (2012) has been widely applied and extended to various shrinkage priors in recent years, it has a…