C.V. of Kengo Kato

1. Improved prediction for a multivariate normal distribution with unknown mean and variance. Ann. Inst. Statist. Math., 61, 2009, 531-542. 
2. On the degrees of freedom in shrinkage estimation.  J. Multivariate Anal., 100, 2009, 1338-1352.
3. Asymptotics for argmin processes: Convexity arguments. J. Multivariate Anal., 100, 2009, 1816-1829. 
4. Solving $\ell_1$ regularization problems with piecewise linear losses. J. Comp. Graph. Statist., 2009, accepted.
5. A theory of lasso-quantile regression and its application to a non-life insurance problem (in Japanese, with Prof. Naoto Kunitomo and Mr. Satoshi Masuda). J. Japan Statist. Soc., 38, 2009, 121-149.
6. Asymptotic normality of Powell's kernel estimator. Ann. Inst. Statist. Math., 2009, accepted. 
7. Weighted Nadaraya-Watson estimation of conditional expected shortfall. J. Financial Econometrics, 2012, accepted. 
8. Asymptotics for panel quantile regression models with individual effects (revised). (with Prof. Galvao and Prof. Montes Rojas). J. Econometrics, 2012, accepted.
9. Smoothed quantile regression for panel data (under revision) (with Prof. Galvao). pdf
10. Testing linearity against threshold effects: uniform inference in quantile regression (with Profs. Galvao, Montes-Rojas, Olmo). 
11. A note on moment convergence of bootstrap M-estimators. Statistics and Decisions, accepted. , 
12. Group Lasso for high dimensional sparse quantile regression models. arxiv:1103.1458
13. Two-step estimation of high dimensional additive models. (in progress)
14. Estimation in functional linear quantile regression. arxiv:1202:4850   Sample Ox code (note: zip file)
15. Quasi-Bayesian analysis of nonparametric instrumental variables models. arxiv:1204:2108