OMORI Yasuhiro

J-GLOBAL         Last updated: Oct 21, 2018 at 21:50
 
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Name
OMORI Yasuhiro
Affiliation
The University of Tokyo
Section
Division of Economics, Graduate School
Job title
Professor
Degree
(Ph.D.)(Statistics)

Research Areas

 
 

Education

 
 
 - 
1992
Statistics, Dept.of statistics, University of Winsconsin-Madison
 
 
 - 
1985
Faculty of Economics, The University of Tokyo
 

Awards & Honors

 
Sep 2018
Japan Statistical Society Award, Japan Statistical Society
 

Published Papers

 
Koji Miyawaki, Yasuhiro Omori and Akira Hibiki
Econometric Reviews   37(2) 89-113   Jan 2018   [Refereed]
Yuta Kurose and Yasuhiro Omori
Econometrics and Statistics      2018   [Refereed]
Shinya Sugawara and Yasuhiro Omori
Computational Economics   50(3) 473-502   Oct 2017   [Refereed]
Shinichiro Shirota, Yasuhiro Omori, Hedibert. F. Lopes and Haixiang Piao
Econometrics and Statistics   3 34-59   Jul 2017   [Refereed]
Jouchi Nakajima, Tsuyoshi Kunihama and Yasuhiro Omori
Journalof Applied Statistics   44(7) 1248-1268   Apr 2017   [Refereed]
Tsunehiro Ishihara and Yasuhiro Omori
Japanese Economic Review   68(1) 63-94   Mar 2017   [Refereed]
Yuko Onishi and Yasuhiro Omori
Japanese Economic Review   67(4) 418-440   Dec 2016   [Refereed]
Tsunehiro Ishihara, Yasuhiro Omori and Manabu Asai
Computational Statistics and Data Analysis   100 331-350   Aug 2016   [Refereed]
Yuta Kurose and Yasuhiro Omori
Computational Statistics and Data Analysis   100 795-813   Aug 2016   [Refereed]
Koji Miyawaki, Yasuhiro Omori and Akira Hibiki
Econometric Reviews   35(3) 311-343   Feb 2016   [Refereed]

Misc

 
Random Effects in survival Analysis
Ph. D Thesis, Department of Statistics,University of Wisconsin-Madison      1992
The Influence of Random Effects on the unconditional hazard rate and survival functions(共著)
Biometrika   80(4) 910-914   1993
Asymptotic Normality of Moment Estimators for Multiple Time Series Count Data with an Application to Nonhomogeneous Poisson Process
8(2-3) 101   1993
Comparing two means in count models having random effects-a UMPU test
Statistics & Probability Letters   34 225-235   1997
Masking Procedures for Microdata Disclosure Limitation Based on Multivariate Two Sample Test
86(3) 91   1998

Books etc

 
Some Consequences of Random Effects in Multivariate Survival Models(共著)
Multirariate Analysis, Experimental Design and Surrey Sampling(Marcel Dekker)   1999   

Conference Activities & Talks

 
Naoki Awaya and Yasuhiro Omori
Bayesian Computation for High-Dimensional Statistical Models   28 Aug 2018   Institute for Mathematical Sciences, National University of Singapore
Naoki Awaya and Yasuhiro Omori
14th World Meeting of the International Society of Bayesian Analysis   26 Jun 2018   International Society of Bayesian Analysis
Yuta Yamauchi and Yasuhiro Omori
14th World Meeting of the International Society of Bayesian Analysis   26 Jun 2018   International Society of Bayesian Analysis
Multivariate factor realized stochastic volatility model [Invited]
OMORI Yasuhiro
28 Mar 2018   
Makoto Takahashi, Yasuhiro Toshiaki Watanabe
Workshop on Financial/Economic Analytics in 2018   9 Mar 2018   The Hong Kong Polytechnic University
Particle rolling MCMC with double block sampling: conditional SMC update approach [Invited]
20 Feb 2018   
Multivariate factor realized stochastic volatility model [Invited]
20 Feb 2018   
Naoki Awaya and Yasuhiro Omori
11th International Conference on Computational and Financial Econometrics (CFE2017)   16 Dec 2017   

Research Grants & Projects

 
Markov chain Monte Carlo
Bayesian Statistics