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Diospyros kaki calyx inhibits immediate-type hypersensitivity via the reduction of mast cell activation

Pharmaceutical biology, 2017-12, Vol.55 (1), p.1946-1953

2017

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Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data

Journal of applied statistics, 2019-10, Vol.46 (14), p.2553-2571

2019

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The impacts of COVID-19 on the dependence structure of the stock market

Applied economics letters, 2023-02, Vol.30 (4), p.510-515

2023

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Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations

Applied economics, 2024-10, Vol.56 (47), p.5634-5649

2024

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Vine copula Granger causality in quantiles

Applied economics, 2024-02, Vol.56 (10), p.1109-1118

2024

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Finding hidden structure of sparse longitudinal data via functional Eigenfunctions

Applied economics letters, 2024-07, Vol.31 (12), p.1142-1149

2024

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Deep learning-based residual control chart for count data

Quality engineering, 2022-07, Vol.34 (3), p.370-381

2022

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Control charts of mean and variance using copula Markov SPC and conditional distribution by copula

Communications in statistics. Simulation and computation, 2021-01, Vol.50 (1), p.85-102

2021

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Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series

Applied economics, 2021, Vol.53 (4), p.506-520

2021

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A revisit to size anomalies in U.S. bank stock returns by panel copula

Applied economics letters, 2022-05, Vol.29 (8), p.750-754

2022

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Some imputation methods to deal with the problems of missing data in two-occasion successive sampling

Communications in statistics. Simulation and computation, 2021-02, Vol.50 (2), p.557-580

2021

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A stratified estimation of a sensitive character by using geometric distribution

Communications in statistics. Theory and methods, 2020-07, Vol.49 (13), p.3184-3205

2020

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Differences in Mobile and Nonmobile Reviews: The Role of Perceived Costs in Review-Posting

International journal of electronic commerce, 2020-10, Vol.24 (4), p.450-473

2020

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Predicting bid prices by using machine learning methods

Applied economics, 2019-04, Vol.51 (19), p.2011-2018

2019

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Relationship between oil price and exchange rate by FDA and copula

Applied economics, 2018-05, Vol.50 (22), p.2486-2499

2018

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Copula directional dependence of discrete time series marginals

Communications in statistics. Simulation and computation, 2021-11, Vol.50 (11), p.3733-3750

2021

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Copula deep learning control chart for multivariate zero inflated count response variables

Statistics (Berlin, DDR), 2024-05, Vol.58 (3), p.749-769

2024

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Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility: the co-movement between industrial electricity demand and financial factors

Applied economics, 2023-01, Vol.55 (3), p.255-272

2023

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Directional time-varying partial correlation with the Gaussian copula-DCC-GARCH model

Applied economics, 2018-09, Vol.50 (41), p.4418-4426

2018

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The copula directional dependence by stochastic volatility models

Communications in statistics. Simulation and computation, 2019-04, Vol.48 (4), p.1153-1175

2019

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Analysis of directional dependence using asymmetric copula-based regression models

Journal of statistical computation and simulation, 2014-09, Vol.84 (9), p.1990-2010

2014

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Linear time-varying regression with a DCC-GARCH model for volatility

Applied economics, 2016-04, Vol.48 (17), p.1573-1582

2016

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A new generalized volatility proxy via the stochastic volatility model

Applied economics, 2017-05, Vol.49 (23), p.2259-2268

2017

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Bayesian estimation of rare sensitive attribute

Communications in statistics. Simulation and computation, 2017-05, Vol.46 (5), p.4154-4160

2017

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Penalized variable selection in copula survival models for clustered time-to-event data

Journal of statistical computation and simulation, 2020-03, Vol.90 (4), p.657-675

2020

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Diospyros kaki calyx inhibits immediate-type hypersensitivity via the reduction of mast cell activation

Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data

The impacts of COVID-19 on the dependence structure of the stock market

Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations

Vine copula Granger causality in quantiles

Finding hidden structure of sparse longitudinal data via functional Eigenfunctions

Deep learning-based residual control chart for count data

Control charts of mean and variance using copula Markov SPC and conditional distribution by copula

Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series

A revisit to size anomalies in U.S. bank stock returns by panel copula

Some imputation methods to deal with the problems of missing data in two-occasion successive sampling

A stratified estimation of a sensitive character by using geometric distribution

Differences in Mobile and Nonmobile Reviews: The Role of Perceived Costs in Review-Posting

Predicting bid prices by using machine learning methods

Relationship between oil price and exchange rate by FDA and copula

Copula directional dependence of discrete time series marginals

Copula deep learning control chart for multivariate zero inflated count response variables

Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility: the co-movement between industrial electricity demand and financial factors

Directional time-varying partial correlation with the Gaussian copula-DCC-GARCH model

The copula directional dependence by stochastic volatility models

Analysis of directional dependence using asymmetric copula-based regression models

Linear time-varying regression with a DCC-GARCH model for volatility

A new generalized volatility proxy via the stochastic volatility model

Bayesian estimation of rare sensitive attribute

Penalized variable selection in copula survival models for clustered time-to-event data

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