Tomohiro Ando

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

ORCID: 0000-0003-0274-1534

Melbourne Business School, University of Melbourne

Publications

• Simplex quantile regression without crossing — The Annals of Statistics 2025
• Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks — Management Science 2022
• Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity — Journal of the American Statistical Association 2020
• Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures — Journal of the American Statistical Association 2017
• A weight-relaxed model averaging approach for high-dimensional generalized linear models — The Annals of Statistics 2017
• A Model-Averaging Approach for High-Dimensional Regression — Journal of the American Statistical Association 2014
• Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models — Biometrika 2007
• Bayesian information criteria and smoothing parameter selection in radial basis function networks — Biometrika 2004 (name-matched, not ORCID-linked)