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Publications Influence

Semiparametric estimation in copula models

- H. Tsukahara
- Mathematics
- 1 September 2005

The author recalls the limiting behaviour of the empirical copula process and applies it to prove some asymptotic properties of a minimum distance estimator for a Euclidean parameter in a copula… Expand

267 32

One-Parameter Families of Distortion Risk Measures

- H. Tsukahara
- Mathematics
- 1 October 2009

This paper introduces parametric families of distortion risk measures, investigates their properties, and discusses their use in risk management. Their derivation is based on Kusuoka's representation… Expand

22 4

The empirical beta copula

- J. Segers, M. Sibuya, H. Tsukahara
- Mathematics, Computer Science
- J. Multivar. Anal.
- 15 July 2016

TLDR

27 3- PDF

Estimation of Distortion Risk Measures

- H. Tsukahara
- Mathematics
- 2014

For the class of distortion risk measures, a natural estimator has the form of L-statistics. In this article, we investigate the large sample properties of general L-statistics based on weakly… Expand

14 1- PDF

Copulas and Their Applications

- H. Tsukahara
- Mathematics
- 15 December 2003

Copulas have recently been of great interest to statisticians as well as financial econometricians since they give a promising, flexible tool for understanding dependence among random variables, and… Expand

6 1

Andesitic Magmatic Water Which Generated Matsushiro Earthquake Swarm And S Wave Reflector

- N. Yoshida, H. Tsukahara, T. Okusawa
- Geology
- 1 December 2003

6 1

On Some Resampling Procedures with the Empirical Beta Copula

- A. Kiriliouk, J. Segers, H. Tsukahara
- Mathematics
- 29 May 2019

The empirical beta copula is a simple but effective smoother of the empirical copula. Because it is a genuine copula, from which, moreover, it is particularly easy to sample, it is reasonable to… Expand

2 1- PDF

Some properties of distortion risk measures

- H. Tsukahara
- Mathematics
- 2009

We give a simplified proof of the fact that law invariant convex risk mea sures automatically have Fatou property, which is first shown by Jouini et al. (Adv. Math. Econ. 9:49–71, 2006). After… Expand

4 1

Two-neighbour stochastic cellular automata and their planar lattice duals

- M. Katori, H. Tsukahara
- Physics
- 21 July 1995

Two-neighbour stochastic cellular automata (SCA) are the set of one-dimensional discrete-time interacting particle systems with two parameters, which show non-equilibrium phase transitions from the… Expand

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