安藤 雅和

Bootstrapping stochastic regression models under homoskedasticity: wild bootstrap vs. pairs bootstrap 

Journal of Statistical Computation and Simulation 80(11) 1225-1235 2010年11月  査読有り

Robust nonparametric confidence intervals and tests for the median in the presence of (c,gamma)-contamination 

Journal of Statistical Planning and Inference 139(6) 1836-1846 2009年6月  査読有り

A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models 

Communications in Statistics: Simulation and Computation 37(5) 897-906 2008年5月  査読有り

The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors 

Communications in Statistics: Simulation and Computation 36(6) 1201-1215 2007年11月  査読有り

A note on bootstrapped White's test for heteroskedasticity in regression models 

Economics Letters 97(1) 46-51 2007年10月  査読有り

The robustness of asset pricing models: coskewness and cokurtosis 

Finance Research Letters 3(2) 133-146 2006年6月  査読有り

The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models 

Communications in Statistics: Simulation and Computation 35(2) 361-405 2006年4月  査読有り

The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities 

Journal of Multivariate Analysis 90(2) 407-425 2004年8月  査読有り

A characterization of the neighborhoods defined by certain special capacities and their applications to bias-robustness of estimates 

Journal of Statistical Planning and Inference 116(1) 61-90 2003年9月  査読有り