Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Takayuki SHIOHAMA"'
Publikováno v:
Symmetry, Vol 16, Iss 3, p 295 (2024)
A class of cylindrical distributions, which include the Weibull-von Mises distribution as a special case, is considered. This distribution is obtained by combining the extended sine-skewed wrapped Cauchy distribution (marginal circular part) with the
Externí odkaz:
https://doaj.org/article/d422193e87664006adf14692a2fe22a2
Autor:
Risa Kato, Takayuki Shiohama
Publikováno v:
Journal of Probability and Statistics, Vol 2009 (2009)
Semiparametric regression models are very useful for time series analysis. They facilitate the detection of features resulting from external interventions. The complexity of semiparametric models poses new challenges for issues of nonparametric and p
Externí odkaz:
https://doaj.org/article/373a99ea718043e3a8fe1a9b261d7629
Autor:
Yutaka KUROKI, Takayuki SHIOHAMA
Publikováno v:
Kodo Keiryogaku (The Japanese Journal of Behaviormetrics). 49:237-251
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e61c24d80e30a36e26e7aeea763598ba
https://doi.org/10.2333/jbhmk.49.237
https://doi.org/10.2333/jbhmk.49.237
Autor:
Takayuki Shiohama, Takuya Fujii
Publikováno v:
Data Analysis and Applications 4
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eb583e9fc76144c877c4d0f1b66b9dfa
https://doi.org/10.1002/9781119721611.ch2
https://doi.org/10.1002/9781119721611.ch2
Autor:
Yuta Kanno, Takayuki Shiohama
Publikováno v:
Ouyou toukeigaku. 49:47-69
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1f31a1cecb2177e475bb78418fc1f2d
https://doi.org/10.5023/jappstat.49.47
https://doi.org/10.5023/jappstat.49.47
Publikováno v:
Forum for Interdisciplinary Mathematics ISBN: 9789811910432
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7f06f808f6dcfef8edab13653f4130fd
https://doi.org/10.1007/978-981-19-1044-9_12
https://doi.org/10.1007/978-981-19-1044-9_12
Publikováno v:
Metrika. 83:895-922
Analysis of circular data is challenging, since the usual statistical methods are unsuitable and it is necessary to use circular periodic probabilistic models. Because some actual circular datasets exhibit asymmetry and/or multimodality, finite mixtu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8e73dd1680ab3845965046fb01d3ae22
https://doi.org/10.1007/s00184-019-00756-z
https://doi.org/10.1007/s00184-019-00756-z
Autor:
Takayuki Shiohama, Hidehiko Shimizu
Publikováno v:
Asia-Pacific Financial Markets. 26:453-477
Since the financial crisis in 2008, factor investing has attracted the attention of investment managers and asset owners. A factor-based investment portfolio can enjoy effective diversification and acquire factor risk premiums at lower cost than acti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e588a3bb76f6ffaadc588758c224651
https://doi.org/10.1007/s10690-019-09274-4
https://doi.org/10.1007/s10690-019-09274-4
Publikováno v:
Expert Systems with Applications. 202:117129
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d21e550e8b8bb5f867ba6c0c0791a2ec
https://doi.org/10.1016/j.eswa.2022.117129
https://doi.org/10.1016/j.eswa.2022.117129
Publikováno v:
Econometrics and Statistics.
A Bayesian estimation is considered for unknown parameters of a unimodal skew circular distribution on the circle, where the underlying distribution has mode and anti-mode preserving properties. This distribution is obtained by using a transformation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9369c937be230d73d07fbe892ff2d500
https://doi.org/10.1016/j.ecosta.2021.03.004
https://doi.org/10.1016/j.ecosta.2021.03.004