Hiroki Tsurumi

Affiliations: 
Rutgers University, New Brunswick, New Brunswick, NJ, United States 
Area:
Theory Economics, Public Health, Biostatistics Biology
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"Hiroki Tsurumi"
Cross-listing: PHTree

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Publications

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Gao C, Tsurumi H. (2015) Bayesian analysis of the censored regression model with an AEPD error term Communications in Statistics - Theory and Methods. 44: 953-971
Shen X, Tsurumi H. (2013) Comparison of bayesian model selection criteria and conditional kolmogorov test as applied to spot asset pricing models Communications in Statistics - Theory and Methods. 42: 1599-1617
Wichitaksorn N, Tsurumi H. (2013) Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: The case of asymmetric Laplace distribution Computational Statistics and Data Analysis. 67: 226-235
Tsurumi H, Shimizu H. (2008) Bayesian inference of the regression model with error terms following the exponential power distribution and unbiasedness of the LAD estimator Communications in Statistics - Theory and Methods. 37: 221-232
Goldman E, Valiyeva E, Tsurumi H. (2008) Kolmogorov-smirnov, fluctuation, and Zg tests for convergence of Markov Chain Monte Carlo draws Communications in Statistics: Simulation and Computation. 37: 368-379
Radchenko S, Tsurumi H. (2006) Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market Journal of Econometrics. 133: 31-49
Qian X, Ashizawa R, Tsurumi H. (2005) Bayesian, MLE, and GMM estimation of a spot rate model Communications in Statistics - Theory and Methods. 34: 2221-2233
Goldman E, Tsurumi H. (2005) Bayesian analysis of a doubly truncated ARMA-GARCH model Studies in Nonlinear Dynamics and Econometrics. 9
Goldman E, Tsurumi H. (2003) Asymptotic Distribution of a Unit Root Process under Double Truncation Communications in Statistics - Theory and Methods. 32: 2059-2071
Nakatsuma T, Gouskova E, Uemura J, et al. (2000) Ratio tests of a unit root Communications in Statistics - Theory and Methods. 29: 2547-2571
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