3 citations · 8 across the 8 of their papers we have counts for
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stat.ME2026
Calibrated Horizon-Weighted Local Projection Designs for Markov Switchbacks
Makoto Nakakita, Teruo Nakatsuma
We study temporal assignment design for Markov switchback experiments when the reported object is a dynamic local-projection target. We develop a calibrated selector that chooses t…
stat.ME2025
Convergence Rate of Efficient MCMC with Ancillarity-Sufficiency Interweaving Strategy for Panel Data Models
Makoto Nakakita, Tomoki Toyabe, Teruo Nakatsuma +1
Improving Markov chain Monte Carlo algorithm efficiency is essential for enhancing computational speed and inferential accuracy in Bayesian analysis. These improvements can be effe…
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…