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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.

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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
Dividend
Insurance
Model
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
Specification
Conditional Heteroskedasticity
Specifications
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
Dependent
Statistical estimation
Financial returns