Selected Publications
2026 - 2030
[18] Empirical likelihood for manifolds (with T. Otsu).
accepted to Journal of the Royal Statistical Society, Series B. Link, R code, working paper version here
[17] Nonparametric causal inference with functional covariates (with T. Otsu and M. Xu).
accepted to Journal of Business & Economic Statistics. [open access] Link, working paper version here
[16] Series ridge regression for spatial data on Rd (with Y. Matsuda).
accepted to Bernoulli. Link, arXiv:2402.02773
2021 - 2025
[15] Adaptively robust small area estimation: Balancing robustness and efficiency of empirical Bayes confidence intervals (with T. Ishihara and S. Sugasawa).
Scandinavian Journal of Statistics 52, 2025, 999--1017. [open access] Link, R code, arXiv:2108.11551
[14] Model averaging for global Fréchet regression (with T. Otsu).
Journal of Multivariate Analysis 207, 2025, 105416. [open access] Link, working paper version here
[13] Subsampling inference for nonparametric extremal conditional quantiles (with T. Otsu).
Econometric Theory 41, 2025, 326--340. [open access] Link, working paper version here
[12] Adaptive deep learning for nonlinear time series models (with R. Fukami and Y. Koike).
Bernoulli 31, 2025, 240--270. Link, arXiv:2207.02546
[11] Local polynomial trend regression for spatial data on Rd (with Y. Matsuda).
Bernoulli 30, 2024, 2770--2794. Link, arXiv:2211.13467
[10] Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data (with K. Kato and X. Shao)
Journal of the American Statistical Association (T&M) 119, 2024, 1820--1832. Link, arXiv:2103.10720
[9] Nonparametric regression for locally stationary functional time series.
Electronic Journal of Statistics 16, 2022, 3973--3995. [open access] Link, arXiv:2105.07613
[8] On linearization of nonparametric deconvolution estimators for repeated measurements model (with T. Otsu).
Journal of Multivariate Analysis 189, 2022, 104921. Link, working paper version here
[7] Nonparametric regression for locally stationary random fields under stochastic sampling design.
Bernoulli 28, 2022, 1250--1275. Link, arXiv:2005.06371
[6] On the uniform convergence of deconvolution estimators from repeated measurements (with T. Otsu).
Econometric Theory 38, 2022, 172--193. Link, working paper version here
2018 - 2020
[5] Inference on distribution functions under measurement error (with K. Adusumilli, T. Otsu, and Y.-J. Whang).
Journal of Econometrics 215, 2020, 131--164. Link, working paper version here
[4] Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (with K. Kato).
Stochastic Processes and their Applications 130, 2020, 1159--1205. Link, arXiv:1705.00586
[3] Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations.
Electronic Journal of Statistics 13, 2019, 2521--2565. [open access] Link, arXiv:1803.08671
[2] On nonparametric inference for spatial regression models under domain expanding and infill asymptotics.
Statistics & Probability Letters 154, 2019, 108543. Link, arXiv:1804.09402
[1] Power variations and testing for co-jumps: the small noise approach.
Scandinavian Journal of Statistics 45, 2018, 482--512. Link, arXiv:1605.026211605.02621
160
Working Papers
Regression discontinuity designs for functional data and random objects in geodesic spaces (with Y. Zhou, T. Otsu, and H.-G. Müller).
submitted. arXiv:2506.18136
Geodesic synthetic control methods for random objects and functional data (with Y. Zhou, T. Otsu, and H.-G. Müller).
submitted. arXiv:2505.00331
Geodesic difference-in-differences (with Y. Zhou, T. Otsu, and H.-G. Müller).
submitted. arXiv:2501.17436
Geodesic causal inference (with Y. Zhou, T. Otsu, and H.-G. Müller).
submitted. arXiv:2406.19604
Local-polynomial estimation for multivariate regression discontinuity designs (with M. Sawada, T. Ishihara, and Y. Matsuda).
R&R at Journal of Business & Economic Statistics. arXiv:2402.08941
Hierarchical regression discontinuity design: Pursuing subgroup treatment effects (with S. Sugasawa and T. Ishihara).
R&R at Journal of Causal Inference. R code, arXiv:2309.01404
Shrinkage methods for treatment choice (with T. Ishihara).
R&R at Journal of Econometrics. arXiv:2210.17063
On the estimation of locally stationary functional time series.
Work in Progress
Geodesic modeling for random objects (with Y. Zhou, T. Otsu, and H.-G. Müller).
Uniform and weak convergence of boundary-corrected nonparametric estimates (with S. Kanaya).
Causal inference for functional data (with R. Okano).
Mediation analysis for complex data (with K. Kawato).
Inference on nonstationary spatial data 1 (with S. Chen and W. Wu).
Inference on nonstationary spatial data 2 (with S. Chen and W. Wu).
Inference on spatial point processes 1 (with J. Yang and S. Jeon)
Inference on spatial point processes 2 (with T. Otsu)
Regression models for random objects (with H.-G. Müller).
Spatial regression discontinuity designs (with T. Ishihara, Y. Matsuda, and M. Sawada).
Grouped quantile regression modeling for longitudinal data (with T. Ito and S. Sugasawa).
Technical Reports/Notes
Lévy-driven random fields and spatio-temporal models. PDF
Books/Translation Works
Gelman, A., Carlin, J.B., Stern, H.S., Dunson, D.B., Vehtari, A., and Rubin, D.B. (2013) Bayesian Data Analysis 3rd Ed. (with S. Sugasawa, G. Kobayashi, Y. Kawakubo, and H. Tamae, translation into Japanese). Morikita Publising, 2024.
Resnick, S.I. (2007) Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (with N. Kunitomo, translation into Japanese). Asakura Publishing, 2021.
Separating information maximum likelihood method for high-frequency financial data (with N. Kunitomo and S. Sato). JSS Research Series in Statistics, Springer, 2018.
Dissertation
Essays on statistical inference for Ito-semimartingales under high-frequency observations. The University of Tokyo, 2018.