Research activity information

• Bootstrapping the Stein-Rule Estimators

  Akio Namba

  Springer Science and Business Media LLC, Dec. 2021, Journal of Quantitative Economics, 19(S1) (S1), 219 - 237

  [Refereed][Invited]

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• A Study on an Application of the Bootstrap Methods to the Stein Variance Estimator

  Akio Namba

  Oct. 2021, 国民経済雑誌, 224(3) (3), 33 - 44

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• Simulation Studies on the Approximation of the Distributions of the Stein-Rule Estimators by Asymptotic and Bootstrap Methods

  Akio Namba

  Lead, Feb. 2020, 国民経済雑誌, 221(2) (2), 73 - 84, Japanese

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model

  Akio Namba, Haifeng Xu

  Taylor and Francis Ltd., Jul. 2018, Journal of Statistical Computation and Simulation, 88(11) (11), 2034 - 2047, English

  [Refereed]

  Scientific journal


• MSE performance of the weighted average estimators consisting of shrinkage estimators

  Akio Namba, Kazuhiro Ohtani

  Taylor and Francis Inc., Mar. 2018, Communications in Statistics - Theory and Methods, 47(5) (5), 1204 - 1214, English

  [Refereed]

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• A Study on an Application of the Stein-Rule Estimator in a Linear Regression Model with a Structural Break

  NAMBA AKIO

  The Keizai-keiei Gakkai, Kobe University, Feb. 2018, Kokumin-keizai Zasshi, 217(2) (2), Japanese

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables

  NAMBA AKIO, Haifeng Xu

  Taylor and Francis, 2018, Journal of Statistical Computation and Simulation, English

  [Refereed]

  Scientific journal


• MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated

  Haifeng Xu, NAMBA AKIO

  2018, Communications in Statistics - Theory and Methods, English

  [Refereed]

  Scientific journal


• Bootstrap test for a structural break under possible heteroscedasticity

  Akio Namba

  2017, COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 46(5) (5), 4127 - 4139, English

  [Refereed]

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• Simulation Analysis of a Wild Bootstrap Test for the Mean

  NAMBA AKIO

  神戸大学経済経営学会, 2016, 国民経済雑誌, 213(2) (2), 63 - 75, Japanese

  Research institution

  Link to Kobe Univ. Repository (Kernel)


• MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated

  Akio Namba

  May 2015, STATISTICAL PAPERS, 56(2) (2), 379 - 390, English

  [Refereed]

  Scientific journal


• Double Bootstrap Test for a Structural Break when the Disturbance Variance Changes with the Break

  NAMBA AKIO

  Kobe University, 2014, Kobe University Economic Review, 60, 33 - 43, English

  Research institution

  Link to Kobe Univ. Repository (Kernel)


• Simulation Comparison of the Double Bootstrap and the Fast Double Bootstrap Tests

  NAMBA AKIO

  2013, 国民経済雑誌, Japanese

  Research institution

  Link to Kobe Univ. Repository (Kernel)


• 平均に対する平滑化ブートストラップ法におけるバンド幅の選択に関する一考察

  NAMBA Akio

  Apr. 2012, 国民経済雑誌, 第205巻3号41-55, Japanese

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• Small Sample Properties of a Pre-Test Stein-Rule Estimator for Each Individual Regression Coefficient under an Alternative Null Hypothesis in the Pre-Test

  NAMBA Akio, OHTANI Kazuhiro

  Kobe University, Apr. 2012, Kobe University Economic Review, 58(58) (58), 1 - 9, English

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator

  NAMBA Akio, OHTANI Kazuhiro

  Apr. 2012, Communications in Statistics—Theory and Methods, Vol 41, No 9, pp. 1692-1700, English

  [Refereed]

  Scientific journal


• MSE performance of a heterogeneous pre-test ridge regression estimator

  NAMBA Akio, OHTANI Kazuhiro

  2012, Communications in Statistics-Theory and Methods, Vol. 41, pp.1692-1700, English

  [Refereed]

  Scientific journal


• Risk Performance of a Pre-test Ridge Regression Estimator under the LINEX Loss Function when Each Individual Regression Coefficient is Estimated

  Namba Akio, Ohtani Kazuhiro

  2010, Journal of Statistical Computation and Simulation, 80・255-262, English

  [Refereed]

  Scientific journal


• Simulation Studies on the Confidence Intervals Based on the Kernel Density Estimator when the Bandwidth is Chosen by the Cross Validation

  Namba Akio

  Kobe University, May 2008, Journal of economics and business administration, 197(5) (5), 73 - 86, Japanese


• Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion

  Akio Namba, Kazuhiro Ohtani

  Jan. 2007, Statistical Papers, 48(1) (1), 151 - 162, English

  [Refereed]

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariate t errors under the Pitman nearness criterion

  Akio Namba, Kazuhiro Ohtani

  Jan. 2007, STATISTICAL PAPERS, 48(1) (1), 151 - 162, English

  [Refereed]

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• On the Effect of Bagging on a Simple Pre-test Estimator

  難波 明生

  神戸大学経済経営学会, May 2006, 国民経済雑誌, 193(5) (5), 85 - 95, Japanese


• PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables

  A Namba, K Ohtani

  May 2006, STATISTICS & PROBABILITY LETTERS, 76(9) (9), 898 - 906, English

  [Refereed]

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• スタイン型推定量の平均自乗誤差に関するパラドックス

  難波 明生

  Kobe University, Jan. 2005, 国民経済雑誌, 191巻(第1号) (第1号), 89 - 96, Japanese

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• シミュレーションによる疑似最尤法および経験尤度に基づく方法の比較

  難波 明生

  神戸大学経済経営学会, Sep. 2004, 国民経済雑誌, 190巻(3号) (3号), 89 - 100, Japanese

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• Simulation studies on bootstrap empirical likelihood tests

  A Namba

  2004, COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 33(1) (1), 99 - 108, English

  [Refereed]

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted

  A Namba

  Jul. 2003, STATISTICS & PROBABILITY LETTERS, 63(4) (4), 375 - 385, English

  [Refereed]

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• A note on new feasible generalized ridge regression estimator under the LINEX loss function

  F Akdeniz, A Namba

  Apr. 2003, JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 73(4) (4), 303 - 310, English

  [Refereed]

  Scientific journal


• On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated

  A Namba

  Jan. 2003, STATISTICAL PAPERS, 44(1) (1), 117 - 124, English

  [Refereed]

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• PMSE performance of the biased estimators in a linear regression model when relevant regressors are omitted

  Namba Akio

  Cambridge University Press, Oct. 2002, Econometric Theory, 18(5) (5), 1086 - 1098, English


• On the Confidence Region for the Mean Obtained by the Empirical Likelihood and the Bootstrap Method : Simulation Studies

  難波 明生

  神戸大学経済経営学会, Sep. 2002, 国民経済雑誌, 186(3) (3), 79 - 87, Japanese


• MSE performance of the 2SHI estimator in a regression model with multivariate t error terms

  Akio Namba

  2001, Statistical Papers, 42(1) (1), 81 - 96, English

  [Refereed]

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)


• MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression

  A Namba

  Aug. 2000, JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 89(1-2) (1-2), 175 - 185, English

  [Refereed]

  Scientific journal

  Link to Kobe Univ. Repository (Kernel)

• 確率変数の収束と中心極限定理

  難波 明生

  神戸大学, Oct. 2012, 経済学・経営学学習のために, 2012, 55 - 62, Japanese


• Simulation Studies on the Confidence Interval Based on the Smoothed Bootstrap Using the Cross-Validation

  Namba Akio

  Kobe University, Apr. 2010, Journal of economics and business administration, 201(4) (4), 77 - 88, Japanese


• 統計学へのMapleの簡単な応用

  難波 明生

  神戸大学, 2006, 経済学・経営学学習のために, 2006, 47 - 55, Japanese


• Bootstrapping the Stein Variance Estimator

  Namba Akio, Ohtani Kazuhiro

  神戸大学大学院経済学研究科 / 神戸大学経済学部, 2002, 神戸大学経済学研究科 Discussion Paper, 201, English

• 計量経済学講義

  NAMBA AKIO

  Single work, 日本評論社, Sep. 2015, Japanese

  Textbook

• MSE performance of the weighted average estimators consisting of shrinkage estimators

  NAMBA AKIO, OHTANI KAZUHIRO

  Ecosta 2017, Jun. 2017, English, The Hong Kong University of Science and Technology, International conference

  [Invited]

  Invited oral presentation


• A Sufficient Condition For The MSE Dominance Of The Positive-Part Shrinkage Estimator When Each Individual Regression Coefficient Is Estimated In a Misspecified Linear Regression Model

  NAMBA AKIO, Haifeng Xu

  Econometric Seminar, Oct. 2016, English, University of California-Riverside, International conference

  Oral presentation


• Simulations on the Wild Bootstrap Tests for a Structural Break when the Break Point is Unknown and the Variance Changes with the Break

  NAMBA AKIO

  The 1st Annual International Conference on Applied Econometrics in Hawaii, Nov. 2015, English, Ala Moana Hotel, Hawaii, International conference

  Oral presentation

• 縮小推定法および関連手法の応用可能性に関する研究

  難波 明生

  学術研究助成基金助成金／基盤研究(C), Apr. 2018 - Mar. 2023, Principal investigator

  Competitive research funding


• 構造変化を考慮したモデルの計量分析に関する研究

  難波 明生

  学術研究助成基金助成金／若手研究(B), Apr. 2014 - Mar. 2018, Principal investigator

  Competitive research funding


• 計量経済学におけるコンピュータ・インテンシブな統計手法の開発とその実証研究

  谷崎 久志

  科学研究費補助金／基盤研究(A), 2011

  Competitive research funding


• バッギングを用いた推定の理論的・実証的分析

  難波 明生

  科学研究費補助金／若手研究(B), 2006, Principal investigator

  Competitive research funding