Masanobu Taniguchi

According to our database, Masanobu Taniguchi authored at least 9 papers between 2006 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Shrinkage estimators of BLUE for time series regression models.

Yujie Xue, Masanobu Taniguchi, Tong Liu

J. Multivar. Anal., 2024

2018

Higher-order asymptotic theory of shrinkage estimation for general statistical models.

Hiroshi Shiraishi, Masanobu Taniguchi, Takashi Yamashita

J. Multivar. Anal., 2018

2017

Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities.

Yan Liu, Hideaki Nagahata, Hirotaka Uchiyama, Masanobu Taniguchi

Commun. Stat. Simul. Comput., 2017

2012

Statistical Estimation of Portfolios for Dependent Financial Returns.

Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, David Veredas

Adv. Decis. Sci., 2012

Optimal Portfolios with End-of-Period Target.

Hiroshi Shiraishi, Hiroaki Ogata, Tomoyuki Amano, Valentin Patilea, David Veredas, Masanobu Taniguchi

Adv. Decis. Sci., 2012

Statistical Portfolio Estimation under the Utility Function Depending on Exogenous Variables.

Kenta Hamada, Wei Ye Dong, Masanobu Taniguchi

Adv. Decis. Sci., 2012

Statistical Estimation for CAPM with Long-Memory Dependence.

Tomoyuki Amano, Tsuyoshi Kato, Masanobu Taniguchi

Adv. Decis. Sci., 2012

2011

Optimal Statistical Inference in Financial Engineering.

Masanobu Taniguchi

Proceedings of the International Encyclopedia of Statistical Science, 2011

2006

Statistical analysis for multiplicatively modulated nonlinear autoregressive model and its applications to electrophysiological signal analysis in humans.

Hiroko Kato, Masanobu Taniguchi, Manabu Honda

IEEE Trans. Signal Process., 2006