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Fingerprint Dive into the research topics where Hiroshi Shiraishi is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Statistical Estimation Mathematics
Optimal Portfolio Mathematics
Long Memory Mathematics
Estimator Mathematics
Shrinkage Estimation Mathematics
Dependent Mathematics
Higher-order Asymptotics Mathematics
Autocovariance Mathematics

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Research Output 2007 2018

  • 7 Citations
  • 2 h-Index
  • 10 Article

Higher-order asymptotic theory of shrinkage estimation for general statistical models

Shiraishi, H., Taniguchi, M. & Yamashita, T., 2018 Jul 1, In : Journal of Multivariate Analysis. 166, p. 198-211 14 p.

Research output: Contribution to journalArticle

Shrinkage Estimation
Higher-order Asymptotics
Shrinkage Estimator
Asymptotic Theory
Maximum Likelihood Estimator

Semiparametric estimation in the optimal dividend barrier for the classical risk model

Shiraishi, H. & Lu, Z., 2018 Nov 1, (Accepted/In press) In : Scandinavian Actuarial Journal. p. 1-18 18 p.

Research output: Contribution to journalArticle

Semiparametric Estimation
Objective function
Statistical Estimation
Optimal Portfolio
Sample Path
Value Function
Portfolio Choice

Optimal portfolios with end-of-period target

Shiraishi, H., Ogata, H., Amano, T., Patilea, V., Veredas, D. & Taniguchi, M., 2012, In : Advances in Decision Sciences. 2012, 703465.

Research output: Contribution to journalArticle

Optimal Portfolio
Conditional Heteroskedasticity
Data storage equipment

Statistical estimation of portfolios for dependent financial returns

Taniguchi, M., Chen, C. W. S., Hirukawa, J., Shiraishi, H., Tamaki, K. & Veredas, D., 2012, In : Advances in Decision Sciences. 2012, 681490.

Research output: Contribution to journalArticle

Statistical Estimation
Statistical estimation
Financial returns