Sawa, Masanori Theory of quadrature formulas and design of experiments. (Japanese. English summary) Zbl 07660130 J. Jpn. Stat. Soc., Jpn. Issue 51, No. 1, 179-211 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Yoshiba, Toshinao Tail dependence, tail asymmetry and credit portfolio risk. (Japanese. English summary) Zbl 07660129 J. Jpn. Stat. Soc., Jpn. Issue 51, No. 1, 157-178 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kitano, Toshikazu Componentwise maxima and threshold excess multivariate extremes: mutual connections, their simple extreme distributions and random generation methods for those extreme values. (Japanese. English summary) Zbl 07660128 J. Jpn. Stat. Soc., Jpn. Issue 51, No. 1, 123-156 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Tsukahara, Hideatsu Copulas in risk analysis. (Japanese. English summary) Zbl 07660127 J. Jpn. Stat. Soc., Jpn. Issue 51, No. 1, 101-121 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Sei, Tomonari Minimum information copulas and related topics. (Japanese. English summary) Zbl 07660126 J. Jpn. Stat. Soc., Jpn. Issue 51, No. 1, 75-99 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Emura, Takeshi Copula-based Markov chain models for stationary time series: parametric estimation and statistical process control. (Japanese. English summary) Zbl 07660125 J. Jpn. Stat. Soc., Jpn. Issue 51, No. 1, 41-73 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ishihara, Tsunehiro Realized matrix exponential stochastic volatility model: application to market, size, and value factor realized covariance. (Japanese. English summary) Zbl 07660124 J. Jpn. Stat. Soc., Jpn. Issue 51, No. 1, 1-39 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI