activity
20112026
most citedAsymptotics for penalized splines in generalized additive models

5 citations · 9 across the 12 of their papers we have counts for

collaborators
Showing 2022Show all

2 papers · 1 filter

math.ST2022

Hypothesis testing for varying coefficient models in tail index regression

Koki Momoki, Takuma Yoshida

This study examines the varying coefficient model in tail index regression. The varying coefficient model is an efficient semiparametric model that avoids the curse of dimensionali…

math.ST2022

Single-index models for extreme value index regression

Takuma Yoshida

Since the extreme value index (EVI) controls the tail behaviour of the distribution function, the estimation of EVI is a very important topic in extreme value theory. Recent develo…