T. Kariya

发表

Generalized Least Squares

Takeaki Kariya, Hiroshi Kurata, H. Kurata, 2004 .

Testing Gaussianity and Linearity of Japanese Stock Returns

Nobuhiko Terui, Takeaki Kariya, T. Kariya, 1997 .

Pricing Defaultable Bonds

Regina Y. Liu, T. Kariya, 2003 .

A Robustness Property of Hotelling's $T^2$-Test

T. Kariya, 1981 .

Minimax estimators in the normal MANOVA model

Takeaki Kariya, Martin Bilodeau, M. Bilodeau, 1989 .

Inference on Parameters of Multivariate Normal Populations When Some Data is Missing

Calyampudi R. Rao, P. Krishnaiah, T. Kariya, 1983 .

Quantitative methods for portfolio analysis

T. Kariya, 1993 .

Robustness of Multivariate Tests

Takeaki Kariya, T. Kariya, 1981 .

Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model

H. Kurata, T. Kariya, 1996 .

Empirical Credit Risk Ratings of Individual Corporate Bonds and Derivation of Term Structures of Default Probabilities

T. Kariya, Y. Yamamura, Koji Inui, 2019, Journal of Risk and Financial Management.

A Nonlinear Version of the Gauss-Markov Theorem

T. Kariya, 1985 .

A METHOD OF STRUCTURAL ESTIMATION UNDER LINEAR RESTRICTIONS

T. Kariya, 1973 .

A locally most powerful invariant test for the equality of means associated with covariate discriminant analysis

T. Kariya, M. Kanazawa, 1978 .

ROBUSTNESS OF t-TEST

N. Giri, T. Kariya, B. K. Sinha, 1987 .

Note on a Condition for Equality of Sample Variances in a Linear Model

Takeaki Kariya, T. Kariya, 1980 .

A Robustness Property of the Tests for Serial Correlation

T. Kariya, 1977 .

Transformations preserving normality and wishart-ness

T. Kariya, S. Nabeya, 1986 .

MULTIVARIATE TESTS WITH INCOMPLETE DATA

M. L. Eaton, T. Kariya, 1983 .

A NOTE ON A SUFFICIENT CONDITION FOR THE EXISTENCE OF 2ND MOMENTS OF GENERALIZED LEAST SQUARES ESTIMATOR IN A LINEAR MODEL

T. Kariya, Y. Toyooka, 1995 .

A New Control Variate Estimator for an Asian Option

Regina Y. Liu, T. Kariya, Teruo Nakatsuma, 2004 .

An Approach to Upper Bound Problems for Risks of Generalized Least Squares Estimators

T. Kariya, Y. Toyooka, 1986 .

Construction of shrinkage estimators for the regression coefficient matrix in the GMANOVA model

Takeaki Kariya, Yoshihiko Konno, W. Strawderman, 1999 .

Equivariant Estimation in a Model with an Ancillary Statistic

T. Kariya, 1989 .

LBI tests for multivariate normality in exponential power distributions

Takeaki Kariya, T. Kariya, Yoichi Kuwana, 1991 .

The General MANOVA Problem

Takeaki Kariya, T. Kariya, 1978 .

Tests for the Independence Between Two Seemingly Unrelated Regression Equations

T. Kariya, 1981 .

Bounds for normal approximations to the distributions of generalized least squares predictors and estimators

Takeaki Kariya, T. Kariya, Yasuyuki Toyooka, 1992 .

Tests for independence of two multivariate regression equations with different design matrices

P. Krishnaiah, Y. Fujikoshi, T. Kariya, 1984 .

Tests for Multinormality with Application to Time Series

R. Tsay, T. Kariya, Nobuhiko Terui, 1999 .

A CLASS OF MINIMAX ESTIMATORS IN A REGRESSIN MODEL WITH ARBITRARY QUADRATIC LOSS

T. Kariya, 1977 .

Robust Tests for Spherical Symmetry

Takeaki Kariya, Morris L. Eaton, M. L. Eaton, 1977 .

Nonnull and Optimality Robustness of Some Tests

T. Kariya, B. K. Sinha, 1985 .

A NOTE ON THE IDENTIFIABILITY CONDITION UNDER THE LINEAR RESTRICTIONS

T. Kariya, 1971 .

Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis

T. Kariya, Y. Yamamura, Zhu Wang, 2012 .

Prediction of individual JG bond prices via the TDM model

Hiroshi Tsuda, Takeaki Kariya, T. Kariya, 1996, IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr).

New bond pricing models with applications to Japanese data

T. Kariya, H. Tsuda, 1994 .

Locally Robust Tests for Serial Correlation in Least Squares Regression

T. Kariya, 1980 .

On tests for selection of variables and independence under multivariate regression models

Y. Fujikoshi, T. Kariya, P. R. Krishnaiah, 1987 .

A method for approximations to the pdf'S and cdf'S of GLSE's and its application to the seemingly unrelated regression model

T. Kariya, K. Maekawa, 1982 .

T. Kariya, 2004 .

Bounds for the Covariance Matrices of Zellner's Estimator in the SUR Model and the 2SAE in a Heteroscedastic Model

T. Kariya, 1981 .

An extensive analysis on the Japanese markets via S. Taylor's model

T. Kariya, Yumiko Matsue, Yoshihiko Tsukuda, 1995 .

Testing in the multivariate general linear model

T. Kariya, 1985 .

A maximal extension of the Gauss-Markov theorem and its nonlinear version

H. Kurata, T. Kariya, 2002 .

First, Second and Third Order Efficienciencies of the Estimators for a Common Mean

K. Subramanyam, T. Kariya, B. K. Sinha, 1984 .

Equivariant estimation of a mean vector ? of N(?, ?) with ????1? = 1 or ??1/2? = c or ? = ?2???l

T. Kariya, 1988 .

LBI tests of independence in bivariate exponential distributions

M. Bilodeau, T. Kariya, 1994 .

Generalized Least Squares Estimators

Takeaki Kariya, Hiroshi Kurata, H. Kurata, 2004 .

A modelling framework for regression with collinearity

Takaki Hayashi, H. Kurata, T. Kariya, 2023, Journal of Statistical Planning and Inference.