7 citations · 7 across the 4 of their papers we have counts for
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stat.ME2015★ 7 cited
AIC for Non-concave Penalized Likelihood Method
Yuta Umezu, Yusuke Shimizu, Hiroki Masuda +1
Non-concave penalized maximum likelihood methods, such as the Bridge, the SCAD, and the MCP, are widely used because they not only do parameter estimation and variable selection si…
math.ST2015
Update estimation of diffusion parameter observed at high frequency
Yusuke Shimizu
We propose an update estimation method for a diffusion parameter from high-frequency dependent data under a nuisance drift element. We ensure the asymptotic equivalence of the esti…