Organization
Faculty of Economics Department of Economics Professor
Hideatsu Tsukahara
Degree
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Ph.D. (Statistics) ( 1996.10 University of Illinois at Urbana-Champaign )
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Master (Economics) ( 1990.3 The University of Tokyo )
Research Areas
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Informatics / Statistical science
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Natural Science / Basic mathematics
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Humanities & Social Sciences / Money and finance
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Humanities & Social Sciences / Money and finance
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Informatics / Statistical science
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Natural Science / Basic mathematics
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Natural Science / Applied mathematics and statistics
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Humanities & Social Sciences / Public economics and labor economics
Educational Background
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University of Illinois at Urbana-Champaign Department of Statistics
1991.8 - 1996.10
Country： United States
Primary Subjects (Course) in charge
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＜学部＞統計学，経済統計論
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＜学部＞ゼミナール
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＜博士課程前期＞統計学研究A，統計学研究B，統計学演習
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＜博士課程後期＞統計学特殊研究A，統計学特殊研究B，統計学演習
Papers
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接合関数モデルにおける統計的推測 Reviewed
塚原英敦
統計数理 68 ( 1 ) 5 - 24 2020
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The empirical beta copula Reviewed
Johan Segers, Masaaki Sibuya, Hideatsu Tsukahara
Journal of Multivariate Analysis 155 35 - 51 2017
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Copulas: Theory and Modeling Invited
Hideatsu Tsukahara
Securities Analysts Journal 52 ( 3 ) 23 - 32 2014.3
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Estimation of Distortion Risk Measures Reviewed
Hideatsu Tsukahara
JOURNAL OF FINANCIAL ECONOMETRICS 12 ( 1 ) 213 - 235 2014
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Comments on: Inference in multivariate Archimedean copula models Invited Reviewed
Hideatsu Tsukahara
TEST 20 ( 2 ) 287 - 289 2011
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One-parameter families of distortion risk measures Reviewed
Hideatsu Tsukahara
Mathematical Finance 19 691 - 705 2009
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Some properties of distortion risk measures Reviewed
Hideatsu Tsukahara
Advances in Mathematical Economics 12 153 - 166 2009
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接合分布関数（コピュラ）の理論と応用 Invited
塚原 英敦
北川源四郎・竹村彰通編 『21世紀の統計科学III: 数理・計算の統計科学』 東京大学出版会 3 111 - 146 2008
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Risk measures: theory and statistical methods Invited Reviewed
Hideatsu Tsukahara
Risk and Insurance 3 3 - 19 2007
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On the convergence of measurable processes and prediction processes Reviewed
Hideatsu Tsukahara
Illinois Journal of Mathematics 51 ( 4 ) 1231 - 1242 2007
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Semiparametric estimation in copula models Reviewed
Hideatsu Tsukahara
Canadian Journal of Statistics 33 357 - 375 2005
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Copulas and their applications Invited Reviewed
Hideatsu Tsukahara
32 ( 2 ) 77 - 88 2003
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Market completeness and incomplete markets Reviewed
Hideatsu Tsukahara
2001
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Empirical copulas and some applications
Hideatsu Tsukahara
Research Report No.27, The Institiute for Economic Studies, Seijo University 2000.12
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A limit theorem for the prediction process under absolute continuity Reviewed
Hideatsu Tsukahara
Seminaire de Probabilites XXXIII, J. Azema, M. Emery, M. Ledoux and M. Yor (Eds.), Springer 1999
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One-sample estimation for generalized Lehmann's alternative models Reviewed
Hideatsu Tsukahara, Ryozo Miura
Statistica Sinica 3 83 - 101 1993
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A rank estimator in the two-sample transformation model with randomly censered data Reviewed
Hideatsu Tsukahara
Annals of the Institute of Statistical Mathematics 44 313 - 333 1992
Books
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Quantitative Risk Management: Concepts, Techniques & Tools
Hideatsu Tsukahara（ Role： Joint translator）
Kyoritsu Shuppan 2008.7
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Risk Management
Ryozo Miura（ Role： Joint translator）
Kyouritsu Shuppan 2004.3