# Toshio Honda

## Personal Details

First Name: | Toshio |

Middle Name: | |

Last Name: | Honda |

Suffix: | |

RePEc Short-ID: | pho529 |

[This author has chosen not to make the email address public] | |

https://hri.ad.hit-u.ac.jp/html/449_profile_en.html | |

## Affiliation

### Graduate School of Economics

Hitotsubashi University

Tokyo, Japanhttp://www.econ.hit-u.ac.jp/

: +81-42-580-8000

RePEc:edi:fehitjp (more details at EDIRC)

## Research output

Jump to: Working papers Articles### Working papers

- Toshio Honda & Wolfgang Karl HÃ¤rdle, 2012.
"
**Variable selection in Cox regression models with varying coefficients**," SFB 649 Discussion Papers SFB649DP2012-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Toshio Honda, 2011.
"
**Nonparametric LAD Cointegrating Regression**," Global COE Hi-Stat Discussion Paper Series gd11-207, Institute of Economic Research, Hitotsubashi University.- Honda, Toshio, 2013.
"
**Nonparametric LAD cointegrating regression**," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.

- Honda, Toshio, 2013.
"
- Toshio Honda, 2010.
"
**Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors**," Global COE Hi-Stat Discussion Paper Series gd10-157, Institute of Economic Research, Hitotsubashi University.- Toshio Honda, 2013.
"
**Nonparametric quantile regression with heavy-tailed and strongly dependent errors**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 23-47.

- Toshio Honda, 2013.
"
- Toshio Honda, 2009.
"
**Nonparametric regression for dependent data in the errors-in-variables problem**," Global COE Hi-Stat Discussion Paper Series gd09-092, Institute of Economic Research, Hitotsubashi University. - Honda, Toshio, 2007.
"
**Nonparametric Estimation of Conditional Medians for Linear and Related Processes**," Discussion Papers 2005-04, Graduate School of Economics, Hitotsubashi University.- Toshio Honda, 2010.
"
**Nonparametric estimation of conditional medians for linear and related processes**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 995-1021.

- Toshio Honda, 2010.
"
- Honda, Toshio, 2007.
"
**Estimation in Partial Linear Models under Long-Range Dependence**," Discussion Papers 2007-07, Graduate School of Economics, Hitotsubashi University. - Honda, Toshio, 2007.
"
**Noncentral Limit Theorems for Bounded Functions of Linear Processes without Finite Mean**," Discussion Papers 2006-22, Graduate School of Economics, Hitotsubashi University. - Honda, Toshio, 2006.
"
**Nonparametric Density Estimation for Linear Processes with Infinite Variance**," Discussion Papers 2005-13, Graduate School of Economics, Hitotsubashi University.- Toshio Honda, 2009.
"
**Nonparametric density estimation for linear processes with infinite variance**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 413-439.

- Toshio Honda, 2009.
"

### Articles

- Toshio Honda, 2013.
"
**Nonparametric quantile regression with heavy-tailed and strongly dependent errors**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 23-47.- Toshio Honda, 2010.
"
**Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors**," Global COE Hi-Stat Discussion Paper Series gd10-157, Institute of Economic Research, Hitotsubashi University.

- Toshio Honda, 2010.
"
- Honda, Toshio, 2013.
"
**Nonparametric LAD cointegrating regression**," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.- Toshio Honda, 2011.
"
**Nonparametric LAD Cointegrating Regression**," Global COE Hi-Stat Discussion Paper Series gd11-207, Institute of Economic Research, Hitotsubashi University.

- Toshio Honda, 2011.
"
- Toshio Honda, 2010.
"
**Nonparametric estimation of conditional medians for linear and related processes**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 995-1021.- Honda, Toshio, 2007.
"
**Nonparametric Estimation of Conditional Medians for Linear and Related Processes**," Discussion Papers 2005-04, Graduate School of Economics, Hitotsubashi University.

- Honda, Toshio, 2007.
"
- Toshio Honda, 2009.
"
**Nonparametric density estimation for linear processes with infinite variance**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 413-439.- Honda, Toshio, 2006.
"
**Nonparametric Density Estimation for Linear Processes with Infinite Variance**," Discussion Papers 2005-13, Graduate School of Economics, Hitotsubashi University.

- Honda, Toshio, 2006.
"
- Toshio Honda, 2005.
"
**Estimation in additive cox models by marginal integration**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 403-423. - Toshio Honda, 2004.
"
**Nonparametric regression with current status data**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 49-72. - Toshio Honda, 2000.
"
**Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 459-470. - Toshio Honda, 2000.
"
**Nonparametric Density Estimation for a Long-Range Dependent Linear Process**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 599-611. - Honda, Toshio, 1991.
"
**Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix**," Journal of Multivariate Analysis, Elsevier, vol. 36(1), pages 113-120, January.

## Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.### Working papers

- Toshio Honda & Wolfgang Karl HÃ¤rdle, 2012.
"
**Variable selection in Cox regression models with varying coefficients**," SFB 649 Discussion Papers SFB649DP2012-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.Cited by:

- HONDA, Toshio & YABE, Ryota, 2017.
"
**Variable selection and structure identification for varying coefficient Cox models**," Discussion Papers 2016-05, Graduate School of Economics, Hitotsubashi University. - Ling Zhou & Lu Tang & Angela T. Song & Diane M. Cibrik & Peter X.-K. Song, 0.
"
**A LASSO Method to Identify Protein Signature Predicting Post-transplant Renal Graft Survival**," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 0, pages 1-22.

- HONDA, Toshio & YABE, Ryota, 2017.
"
- Toshio Honda, 2011.
"
**Nonparametric LAD Cointegrating Regression**," Global COE Hi-Stat Discussion Paper Series gd11-207, Institute of Economic Research, Hitotsubashi University.- Honda, Toshio, 2013.
"
**Nonparametric LAD cointegrating regression**," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.

Cited by:

- YABE, Ryota, 2014.
"
**Empirical Likelihood Confidence Intervals for Nonparametric Nonlinear Nonstationary Regression Models**," Discussion Papers 2014-20, Graduate School of Economics, Hitotsubashi University.

- Honda, Toshio, 2013.
"
- Toshio Honda, 2009.
"
**Nonparametric regression for dependent data in the errors-in-variables problem**," Global COE Hi-Stat Discussion Paper Series gd09-092, Institute of Economic Research, Hitotsubashi University.Cited by:

- Mynbaev, Kairat & Martins-Filho, Carlos, 2015.
"
**Consistency and asymptotic normality for a nonparametric prediction under measurement errors**," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 166-188.- Mynbaev, Kairat & Martins-Filho, Carlos, 2015.
"
**Consistency and asymptotic normality for a nonparametric prediction under measurement errors**," MPRA Paper 75845, University Library of Munich, Germany, revised 2014.

- Mynbaev, Kairat & Martins-Filho, Carlos, 2015.
"

- Mynbaev, Kairat & Martins-Filho, Carlos, 2015.
"
- Honda, Toshio, 2007.
"
**Nonparametric Estimation of Conditional Medians for Linear and Related Processes**," Discussion Papers 2005-04, Graduate School of Economics, Hitotsubashi University.- Toshio Honda, 2010.
"
**Nonparametric estimation of conditional medians for linear and related processes**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 995-1021.

Cited by:

- Toshio Honda, 2010.
"
**Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors**," Global COE Hi-Stat Discussion Paper Series gd10-157, Institute of Economic Research, Hitotsubashi University.- Toshio Honda, 2013.
"
**Nonparametric quantile regression with heavy-tailed and strongly dependent errors**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 23-47.

- Toshio Honda, 2013.
"
- Honda, Toshio, 2013.
"
**Nonparametric LAD cointegrating regression**," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.- Toshio Honda, 2011.
"
**Nonparametric LAD Cointegrating Regression**," Global COE Hi-Stat Discussion Paper Series gd11-207, Institute of Economic Research, Hitotsubashi University.

- Toshio Honda, 2011.
"

- Toshio Honda, 2010.
"
- Honda, Toshio, 2006.
"
**Nonparametric Density Estimation for Linear Processes with Infinite Variance**," Discussion Papers 2005-13, Graduate School of Economics, Hitotsubashi University.- Toshio Honda, 2009.
"
**Nonparametric density estimation for linear processes with infinite variance**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 413-439.

Cited by:

- Toshio Honda, 2010.
"
**Nonparametric estimation of conditional medians for linear and related processes**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 995-1021.- Honda, Toshio, 2007.
"
**Nonparametric Estimation of Conditional Medians for Linear and Related Processes**," Discussion Papers 2005-04, Graduate School of Economics, Hitotsubashi University.

- Honda, Toshio, 2007.
"
- Toshio Honda, 2010.
"
**Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors**," Global COE Hi-Stat Discussion Paper Series gd10-157, Institute of Economic Research, Hitotsubashi University.- Toshio Honda, 2013.
"
**Nonparametric quantile regression with heavy-tailed and strongly dependent errors**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 23-47.

- Toshio Honda, 2013.
"
- Chang, Yoosoon & Kim, Chang Sik & Park, Joon Y., 2016.
"
**Nonstationarity in time series of state densities**," Journal of Econometrics, Elsevier, vol. 192(1), pages 152-167.

- Toshio Honda, 2009.
"

### Articles

- Honda, Toshio, 2013.
"
**Nonparametric LAD cointegrating regression**," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.See citations under working paper version above.- Toshio Honda, 2011.
"
**Nonparametric LAD Cointegrating Regression**," Global COE Hi-Stat Discussion Paper Series gd11-207, Institute of Economic Research, Hitotsubashi University.

- Toshio Honda, 2011.
"
- Toshio Honda, 2010.
"
**Nonparametric estimation of conditional medians for linear and related processes**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 995-1021.See citations under working paper version above.- Honda, Toshio, 2007.
"
**Nonparametric Estimation of Conditional Medians for Linear and Related Processes**," Discussion Papers 2005-04, Graduate School of Economics, Hitotsubashi University.

- Honda, Toshio, 2007.
"
- Toshio Honda, 2009.
"
**Nonparametric density estimation for linear processes with infinite variance**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 413-439.See citations under working paper version above.- Honda, Toshio, 2006.
"
**Nonparametric Density Estimation for Linear Processes with Infinite Variance**," Discussion Papers 2005-13, Graduate School of Economics, Hitotsubashi University.

- Honda, Toshio, 2006.
"
- Toshio Honda, 2000.
"
**Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 459-470.Cited by:

- Ould-SaIÂ¨d, Elias, 2006.
"
**A strong uniform convergence rate of kernel conditional quantile estimator under random censorship**," Statistics & Probability Letters, Elsevier, pages 579-586. - Cheng, Yebin & De Gooijer, Jan & Zerom, Dawit, 2009.
"
**Efficient Estimation of an Additive Quantile Regression Model**," MPRA Paper 14388, University Library of Munich, Germany.- Yebin Cheng & Jan G. De Gooijer & Dawit Zerom, 2011.
"
**Efficient Estimation of an Additive Quantile Regression Model**," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(1), pages 46-62, March.

- Yebin Cheng & Jan G. De Gooijer & Dawit Zerom, 2011.
"
- Cai, Zongwu & Xu, Xiaoping, 2008.
"
**Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models**," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1595-1608.- Cai, Zongwu & Xu, Xiaoping, 2009.
"
**Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models**," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 371-383. - Xiaoping Xu & Zongwu Cai, 2013.
"
**Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models**," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.

- Cai, Zongwu & Xu, Xiaoping, 2009.
"
- Racine, Jeffrey S. & Li, Kevin, 2017.
"
**Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach**," Journal of Econometrics, Elsevier, vol. 201(1), pages 72-94. - Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2017.
"
**Extreme M-quantiles as risk measures: From L1 to Lp optimization**," TSE Working Papers 17-841, Toulouse School of Economics (TSE). - Han-Ying Liang & Jacobo Uña-Álvarez, 2012.
"
**Empirical likelihood for conditional quantile with left-truncated and dependent data**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 765-790. - Yebin Cheng & Jan G. De Gooijer & Dawit Zerom, 2009.
"
**Efficient Estimation of an Additive Quantile Regression**," Tinbergen Institute Discussion Papers 09-104/4, Tinbergen Institute. - Marc Hallin & Zudi Lu & Davy Paindaveine & Miroslav Siman, 2012.
"
**Local Constant and Local Bilinear Multiple-Output Quantile Regression**," Working Papers ECARES ECARES 2012-003, ULB -- Universite Libre de Bruxelles. - Sungil Kwak & Stephen C. Smith, 2013.
"
**Regional Agricultural Endowments and Shifts of Poverty Trap Equilibria: Evidence from Ethiopian Panel Data**," Journal of Development Studies, Taylor & Francis Journals, vol. 49(7), pages 955-975, July.- Stephen C. Smith & Sungil Kwak, 2011.
"
**Regional Agricultural Endowments and Shifts of Poverty Trap Equilibria: Evidence from Ethiopian Panel Data**," Working Papers 2011-01, The George Washington University, Institute for International Economic Policy.

- Stephen C. Smith & Sungil Kwak, 2011.
"
- Zongwu Cai & Qi Li, 2013.
"
**Some Recent Develop- ments on Nonparametric Econometrics**," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University. - Toshio Honda, 2010.
"
**Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors**," Global COE Hi-Stat Discussion Paper Series gd10-157, Institute of Economic Research, Hitotsubashi University.- Toshio Honda, 2013.
"
**Nonparametric quantile regression with heavy-tailed and strongly dependent errors**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 23-47.

- Toshio Honda, 2013.
"
- Lin, Zhengyan & Li, Degui, 2007.
"
**Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence**," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1214-1230, July. - Qi Li & Jeffrey Scott Racine, 2006.
"
**Nonparametric Econometrics: Theory and Practice**," Economics Books, Princeton University Press, edition 1, number 8355, June. - Honda, Toshio, 2013.
"
**Nonparametric LAD cointegrating regression**," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.- Toshio Honda, 2011.
"
**Nonparametric LAD Cointegrating Regression**," Global COE Hi-Stat Discussion Paper Series gd11-207, Institute of Economic Research, Hitotsubashi University.

- Toshio Honda, 2011.
"
- Yebin Cheng & Jan G. de Gooijer, 2005.
"
**Bahadur Representation for the Nonparametric M-Estimator Under Alpha-mixing Dependence**," Tinbergen Institute Discussion Papers 05-067/4, Tinbergen Institute. - Kim, Seonjin & Zhao, Zhibiao & Shao, Xiaofeng, 2015.
"
**Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval**," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 277-290. - Leorato, Samantha & Peracchi, Franco & Tanase, Andrei V., 2012.
"
**Asymptotically efficient estimation of the conditional expected shortfall**," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 768-784.- Samantha Leorato & Franco Peracchi & Andrei V. Tanase, 2010.
"
**Asymptotically Efficient Estimation of the Conditional Expected Shortfall**," EIEF Working Papers Series 1013, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2010.

- Samantha Leorato & Franco Peracchi & Andrei V. Tanase, 2010.
"
- Pavel Boček & Miroslav Šiman, 2017.
"
**On weighted and locally polynomial directional quantile regression**," Computational Statistics, Springer, vol. 32(3), pages 929-946, September. - Zongwu Cai & Zhijie Xiao, 2010.
"
**Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients**," Boston College Working Papers in Economics 761, Boston College Department of Economics.- Cai, Zongwu & Xiao, Zhijie, 2012.
"
**Semiparametric quantile regression estimation in dynamic models with partially varying coefficients**," Journal of Econometrics, Elsevier, vol. 167(2), pages 413-425.

- Cai, Zongwu & Xiao, Zhijie, 2012.
"
- Komunjer, Ivana, 2013.
"
**Quantile Prediction**," Handbook of Economic Forecasting, Elsevier. - Ioannides, D. A., 2004.
"
**Fixed design regression quantiles for time series**," Statistics & Probability Letters, Elsevier, pages 235-245. - Lemdani, Mohamed & Ould-Saïd, Elias & Poulin, Nicolas, 2009.
"
**Asymptotic properties of a conditional quantile estimator with randomly truncated data**," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 546-559, March.

- Ould-SaIÂ¨d, Elias, 2006.
"
- Toshio Honda, 2000.
"
**Nonparametric Density Estimation for a Long-Range Dependent Linear Process**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 599-611.Cited by:

- Hailin Sang & Yongli Sang, 2017.
"
**Memory properties of transformations of linear processes**," Statistical Inference for Stochastic Processes, Springer, vol. 20(1), pages 79-103, April. - Sucharita Ghosh & Jan Beran, 2006.
"
**On Estimating the Cumulant Generating Function of Linear Processes**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 53-71. - Toshio Honda, 2009.
"
**Nonparametric density estimation for linear processes with infinite variance**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 413-439.- Honda, Toshio, 2006.
"
**Nonparametric Density Estimation for Linear Processes with Infinite Variance**," Discussion Papers 2005-13, Graduate School of Economics, Hitotsubashi University.

- Honda, Toshio, 2006.
"

- Hailin Sang & Yongli Sang, 2017.
"
- Honda, Toshio, 1991.
"
**Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix**," Journal of Multivariate Analysis, Elsevier, vol. 36(1), pages 113-120, January.Cited by:

- Noda Kazuo & Wu Qi-Guang & Shimizu Kunio, 2002.
"
**Γ-Μινιμαχιτυ Of A Generalized Bayes Unbiased Estimator In A Multivariate Linear Model**," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 53-66, April. - Ahmed, S. E. & Krzanowski, W. J., 2004.
"
**Biased estimation in a simple multivariate regression model**," Computational Statistics & Data Analysis, Elsevier, vol. 45(4), pages 689-696, May. - Kubokawa, T. & Srivastava, M. S., 2001.
"
**Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution**," Journal of Multivariate Analysis, Elsevier, vol. 76(1), pages 138-152, January.

- Noda Kazuo & Wu Qi-Guang & Shimizu Kunio, 2002.
"

## More information

Research fields, statistics, top rankings, if available.### Statistics

#### Access and download statistics for all items

### Co-authorship network on CollEc

### NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (4) 2010-01-16 2011-02-26 2012-02-01 2012-10-20
- NEP-ETS: Econometric Time Series (1) 2012-02-01

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