Katsumi Shimotsu

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4566-3137

Publications

• Testing the Number of Components in Normal Mixture Regression Models — Journal of the American Statistical Association 2015
• Non-parametric identification and estimation of the number of components in multivariate mixtures — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2014
• Sequential Estimation of Structural Models With a Fixed Point Constraint — Econometrica 2012
• Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices — Econometrica 2009
• Exact local Whittle estimation of fractional integration — The Annals of Statistics 2005
• Local Whittle estimation in nonstationary and unit root cases — The Annals of Statistics 2004