Shota Katayama

Available identifiers

Publication	Date of Publication	Type
Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization	2022-01-20	Paper
Computational and statistical analyses for robust non-convex sparse regularized regression problem	2019-08-09	Paper
SPARSE AND ROBUST LINEAR REGRESSION: AN OPTIMIZATION ALGORITHM AND ITS STATISTICAL PROPERTIES	2017-07-13	Paper
A New Test on High-Dimensional Mean Vector Without Any Assumption on Population Covariance Matrix	2015-03-13	Paper
Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis	2014-10-08	Paper
High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood	2014-07-24	Paper
Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension	2014-01-10	Paper
Corrigendum to ``A two sample test in high dimensional data	2014-01-10	Paper
A two sample test in high dimensional data	2013-02-01	Paper
A two sample test in high dimensional data	2013-01-16	Paper

No records found.

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Shota Katayama