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Tsuyoshi Kunihama

Personal Details

First Name:Tsuyoshi
Middle Name:
Last Name:Kunihama
Suffix:
RePEc Short-ID:pku559
[This author has chosen not to make the email address public]

Affiliation

School of Economics
Kwansei Gakuin University

Hyogo, Japan
http://www.kwansei.ac.jp/s_economics/
RePEc:edi:dekgujp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Tsuyoshi Kunihama & Zehang Richard Li & Samuel J. Clark & Tyler H. McCormick, 2018. "Bayesian factor models for probabilistic cause of death assessment with verbal autopsies," Discussion Paper Series 177, School of Economics, Kwansei Gakuin University, revised Mar 2018.
  2. Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2015. "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes ," CIRJE F-Series CIRJE-F-952, CIRJE, Faculty of Economics, University of Tokyo.
  3. Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang, 2011. "Efficient estimation and particle filter for max-stable processes," CIRJE F-Series CIRJE-F-791, CIRJE, Faculty of Economics, University of Tokyo.
  4. Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang, 2010. "Bayesian Estimation and Particle Filter for Max-Stable Processes," CIRJE F-Series CIRJE-F-757, CIRJE, Faculty of Economics, University of Tokyo.
  5. Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter, 2009. "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form," IMES Discussion Paper Series 09-E-32, Institute for Monetary and Economic Studies, Bank of Japan.

Articles

  1. Tsuyoshi Kunihama & Carolyn T. Halpern & Amy H. Herring, 2019. "Non‐parametric Bayes models for mixed scale longitudinal surveys," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 68(4), pages 1091-1109, August.
  2. Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2017. "Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(7), pages 1248-1268, May.
  3. Tsuyoshi Kunihama & David B. Dunson, 2016. "Nonparametric Bayes inference on conditional independence," Biometrika, Biometrika Trust, vol. 103(1), pages 35-47.
  4. Kunihama, T. & Herring, A.H. & Halpern, C.T. & Dunson, D.B., 2016. "Nonparametric Bayes modeling with sample survey weights," Statistics & Probability Letters, Elsevier, vol. 113(C), pages 41-48.
  5. Tsuyoshi Kunihama & David B. Dunson, 2013. "Bayesian Modeling of Temporal Dependence in Large Sparse Contingency Tables," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1324-1338, December.
  6. Nakajima, Jouchi & Kunihama, Tsuyoshi & Omori, Yasuhiro & Frühwirth-Schnatter, Sylvia, 2012. "Generalized extreme value distribution with time-dependence using the AR and MA models in state space form," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3241-3259.
  7. Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang, 2012. "Efficient estimation and particle filter for max‐stable processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(1), pages 61-80, 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

  1. Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2015. "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes ," CIRJE F-Series CIRJE-F-952, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Cathy W.S. Chen & Toshiaki Watanabe, 2019. "Bayesian modeling and forecasting of Value‐at‐Risk via threshold realized volatility," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(3), pages 747-765, May.

  2. Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang, 2011. "Efficient estimation and particle filter for max-stable processes," CIRJE F-Series CIRJE-F-791, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2015. "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes ," CIRJE F-Series CIRJE-F-953, CIRJE, Faculty of Economics, University of Tokyo.
    2. Wang, Yixin & So, Mike K.P., 2016. "A Bayesian hierarchical model for spatial extremes with multiple durations," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 39-56.
    3. Hee-Young Kim & Christian H. Weiß & Tobias A. Möller, 2020. "Models for autoregressive processes of bounded counts: How different are they?," Computational Statistics, Springer, vol. 35(4), pages 1715-1736, December.

  3. Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang, 2010. "Bayesian Estimation and Particle Filter for Max-Stable Processes," CIRJE F-Series CIRJE-F-757, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter, 2009. "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form," IMES Discussion Paper Series 09-E-32, Institute for Monetary and Economic Studies, Bank of Japan.

  4. Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter, 2009. "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form," IMES Discussion Paper Series 09-E-32, Institute for Monetary and Economic Studies, Bank of Japan.

    Cited by:

    1. Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2015. "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes ," CIRJE F-Series CIRJE-F-953, CIRJE, Faculty of Economics, University of Tokyo.
    2. Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2014. "Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model," Post-Print halshs-00995703, HAL.
    3. Wang, Yixin & So, Mike K.P., 2016. "A Bayesian hierarchical model for spatial extremes with multiple durations," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 39-56.
    4. Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang, 2012. "Efficient estimation and particle filter for max‐stable processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(1), pages 61-80, January.
    5. Chen, Lei & Kou, Yingxin & Li, Zhanwu & Xu, An & Wu, Cheng, 2018. "Empirical research on complex networks modeling of combat SoS based on data from real war-game, Part I: Statistical characteristics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 754-773.
    6. Chao Huang & Jin-Guan Lin, 2014. "Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(7), pages 867-894, October.
    7. Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang, 2010. "Bayesian Estimation and Particle Filter for Max-Stable Processes," CIRJE F-Series CIRJE-F-757, CIRJE, Faculty of Economics, University of Tokyo.

Articles

  1. Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2017. "Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(7), pages 1248-1268, May.
    See citations under working paper version above.
  2. Tsuyoshi Kunihama & David B. Dunson, 2016. "Nonparametric Bayes inference on conditional independence," Biometrika, Biometrika Trust, vol. 103(1), pages 35-47.

    Cited by:

    1. Tsuyoshi Kunihama & Zehang Richard Li & Samuel J. Clark & Tyler H. McCormick, 2018. "Bayesian factor models for probabilistic cause of death assessment with verbal autopsies," Discussion Paper Series 177, School of Economics, Kwansei Gakuin University, revised Mar 2018.
    2. Ryo Kato & Takahiro Hoshino, 2018. "Semiparametric Bayes Instrumental Variable Estimation with Many Weak Instruments," Discussion Paper Series DP2018-14, Research Institute for Economics & Business Administration, Kobe University.

  3. Kunihama, T. & Herring, A.H. & Halpern, C.T. & Dunson, D.B., 2016. "Nonparametric Bayes modeling with sample survey weights," Statistics & Probability Letters, Elsevier, vol. 113(C), pages 41-48.

    Cited by:

    1. Edwin Fourrier-Nicolaï & Michel Lubrano, 2020. "Bayesian inference for TIP curves: an application to child poverty in Germany," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 18(1), pages 91-111, March.
    2. Ryo Kato & Takahiro Hoshino, 2018. "Semiparametric Bayes Multiple Imputation for Regression Models with Missing Mixed Continuous-Discrete Covariates," Discussion Paper Series DP2018-15, Research Institute for Economics & Business Administration, Kobe University.
    3. Ryo Kato & Takahiro Hoshino, 2020. "Semiparametric Bayesian multiple imputation for regression models with missing mixed continuous–discrete covariates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 803-825, June.

  4. Tsuyoshi Kunihama & David B. Dunson, 2013. "Bayesian Modeling of Temporal Dependence in Large Sparse Contingency Tables," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1324-1338, December.

    Cited by:

    1. Russo, Massimiliano & Durante, Daniele & Scarpa, Bruno, 2018. "Bayesian inference on group differences in multivariate categorical data," Computational Statistics & Data Analysis, Elsevier, vol. 126(C), pages 136-149.

  5. Nakajima, Jouchi & Kunihama, Tsuyoshi & Omori, Yasuhiro & Frühwirth-Schnatter, Sylvia, 2012. "Generalized extreme value distribution with time-dependence using the AR and MA models in state space form," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3241-3259.
    See citations under working paper version above.
  6. Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang, 2012. "Efficient estimation and particle filter for max‐stable processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(1), pages 61-80, January.
    See citations under working paper version above.

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 7 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.
  1. NEP-ECM: Econometrics (5) 2009-11-27 2010-08-21 2015-01-26 2015-01-31 2018-03-19. Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2009-11-27 2010-08-21 2011-01-30 2015-01-31 2015-01-31. Author is listed
  3. NEP-ORE: Operations Research (3) 2009-11-27 2015-01-26 2015-01-31
  4. NEP-RMG: Risk Management (3) 2009-11-27 2010-08-21 2011-01-30
  5. NEP-HEA: Health Economics (1) 2018-03-19

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