KATO Kengo 加藤賢悟

Researcher Number	50549780
Affiliation (based on the past Project Information) *help	2018: 東京大学, 経済学研究科(研究院), 准教授 2016 – 2018: 東京大学, 大学院経済学研究科(経済学部), 准教授 2014 – 2015: 東京大学, 経済学研究科(研究院), 准教授 2013: 東京大学, 経済学研究科(研究院), 講師 2012: 広島大学, 理学(系)研究科(研究院), 助教 2010 – 2012: 広島大学, 大学院・理学研究科, 助教
Review Section/Research Field	Principal Investigator Economic statistics / Basic Section 07030:Economic statistics-related Except Principal Investigator Foundations of mathematics/Applied mathematics
Keywords	Principal Investigator 計量経済学 / 数理統計学 / 高次元中心極限定理 / 部分識別 / モーメント不等式モデル / モーメント不等式 / ノンパラメトリック操作変数モデル / ベイズ推定 / 計量経済 / 分位点回帰 … More Except Principal Investigator … More 金融工学 / 統計科学 / Whittle 推定 / ポートフォリオ / 判別 / 補間 / 予測 / 統計数学 / 円周分布 / 高次元時系列 / 縮小推定量 / 金融データ解析 / 縮小推定 / 非正則検定理論 / 高次元時系列解析 / 予測・補間 / 定常過程 / 分位点回帰 / 時系列解析 Less

U過程に対する有限標本近似とその計量経済学への応用Principal Investigator
- Principal Investigator
  
  加藤賢悟
- Project Period (FY)
  2018
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  The University of Tokyo
Inference for many moment inequalities modelsPrincipal Investigator
- Principal Investigator
  
  KATO Kengo
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  The University of Tokyo
Theory for quantile regression inference of time series and its applications
- Principal Investigator
  
  Taniguchi Masanobu
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  Waseda University
Development of Bayesian estimation of nonparametric instrumental variables modelsPrincipal Investigator
- Principal Investigator
  
  KATO Kengo
- Project Period (FY)
  2013 – 2014
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  The University of Tokyo
Research on quantile regression for panel dataPrincipal Investigator
- Principal Investigator
  
  KATO Kengo
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Hiroshima University

All 2018 2017 2016 2015 2014 2013 2012 2011 2010 Other

All Journal Article Presentation Book

[Book] Statistical Portfolio Estimation2018
- Author(s)
  Taniguchi, M., Shiraishi, H., Hirukawa,J., Kato, H.S. and Yamashita, T
- Total Pages
  377
- Publisher
  Chapman & Hall/CRC, New York,
- ISBN
  9781466505605
- Data Source
  KAKENHI-PROJECT-15H02061
[Book] Statistical Portfolio Estimation"2017
- Author(s)
  Taniguchi, M., Shiraishi, H., Hirukawa,J., Kato, H.S. and Yamashita, T.
- Total Pages
  400
- Publisher
  Chapman & Hall
- Data Source
  KAKENHI-PROJECT-15H02061
[Book] Statistical Portfolio Estimation2017
- Author(s)
  Taniguchi, M., Shiraishi, H., Hirukawa, J., Kato, H.S. and Yamashita, T.
- Total Pages
  500
- Publisher
  Chapman & Hall
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] PCA-based estimation for functional linear regression with functional responses2018
- Author(s)
  Imaizumi Masaaki、Kato Kengo
- Journal Title
  
  Journal of Multivariate Analysis
  
  Volume: 163 Pages: 15-36
- DOI
  10.1016/j.jmva.2017.10.001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17J03208, KAKENHI-PROJECT-15K03392
[Journal Article] A simple method to construct confidence bands in functional linear regression2018
- Author(s)
  Masaaki Imaizumi and Kengo Kato
- Journal Title
  
  Statistica Sinica
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K03392
[Journal Article] Uniform confidence bands in deconvolution with unknown error distribution2018
- Author(s)
  Kengo Kato and Yuya Sasaki
- Journal Title
  
  Journal of Econometrics
  
  Volume: 印刷中 Issue: 1 Pages: 129-161
- DOI
  10.1016/j.jeconom.2018.07.001
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01539
[Journal Article] Valid post-selection inference in high-dimensional approximately sparse quantile regression models2018
- Author(s)
  Alexandre Belloni, Victor Chernozhukov, and Kengo Kato
- Journal Title
  
  Journal of American Statistical Association
  
  Volume: 印刷中 Issue: 526 Pages: 749-758
- DOI
  10.1080/01621459.2018.1442339
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Journal Article] Quantile regression methods for longitudinal data2017
- Author(s)
  Galvao, A. and Kato, K.
- Journal Title
  
  Handbook of Quantile Regression
  
  Volume: 印刷中
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Journal Article] High-dimensional quantile regression2017
- Author(s)
  Belloni, A., Chernozhukov, V., and Kato, K.
- Journal Title
  
  Handbook of Quantile Regression
  
  Volume: 印刷中
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Journal Article] Microarray analysis using rank order statistics for ARCH residual empirical process.2017
- Author(s)
  Kato, Solvang H. and Taniguchi, M.
- Journal Title
  
  Open Journal of Statistics.
  
  Volume: in press
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Portfolio estimation for spectral density of categorical time series data2017
- Author(s)
  Kato, Solvang H. and Taniguchi, M.
- Journal Title
  
  Far East J. theoretical statistics
  
  Volume: 53-1 Pages: 19-33
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Portfolio estimation for spectral density of categorical time series data.2017
- Author(s)
  Kato, Solvang H. and Taniguchi, M.
- Journal Title
  
  Far East J. theoretical statistics
  
  Volume: 53 Pages: 19-33
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Central limit theorems and bootstrap in high dimensions2016
- Author(s)
  Chernozhukov, V., Chetverikov, D., and Kato, K.*
- Journal Title
  
  Annals of Probability
  
  Volume: in press
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Central limit theorems and bootstrap in high dimensions2016
- Author(s)
  Chernozhukov, V., Chetverikov, D., and Kato, K.
- Journal Title
  
  Annals of Probability
  
  Volume: 印刷中
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Journal Article] Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings2016
- Author(s)
  Chernozhukov, V., Chetverikov, D., and Kato, K.*
- Journal Title
  
  Stochastic Processes and Their Applications
  
  Volume: in press
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Smoothed quantile regression for panel data2016
- Author(s)
  Galvao, A.F. and Kato, K.
- Journal Title
  
  Journal of Econometrics
  
  Volume: 印刷中 Issue: 1 Pages: 92-112
- DOI
  10.1016/j.jeconom.2016.01.008
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392, KAKENHI-PROJECT-15H02061
[Journal Article] Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity2016
- Author(s)
  Chernozhukov, V., Chetverikov, D., and Kato, K.
- Journal Title
  
  Stochastic Processes and Their Applications
  
  Volume: 印刷中
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Journal Article] Uniform post selection inference for LAD regression and other Z-estimation problems2015
- Author(s)
  Alexandre Belloni, Victor Chernozhukov, and Kengo Kato
- Journal Title
  
  Biometrika
  
  Volume: 102 Issue: 1 Pages: 77-94
- DOI
  10.1093/biomet/asu056
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25780152
[Journal Article] Some new asymptotic theory for least squares series: Pointwise and uniform results2015
- Author(s)
  Belloni, A., Chernozhukov, V., Chetverikov, D., and Kato, K.
- Journal Title
  
  Journal of Econometrics
  
  Volume: 186 Issue: 2 Pages: 345-346
- DOI
  10.1016/j.jeconom.2015.02.014
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392, KAKENHI-PROJECT-15H02061
[Journal Article] Comparison and anti-concentration bounds for maxima of Gaussian random vectors2015
- Author(s)
  Victor Chernozhukov, Denis Chetverikov, and Kengo Kato
- Journal Title
  
  Probability Theory and Related Fields
  
  Volume: 印刷中 Issue: 1-2 Pages: 47-70
- DOI
  10.1007/s00440-014-0565-9
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25780152
[Journal Article] Estimation and inference for linear panel data models under misspecification when both n and T are large2014
- Author(s)
  Antonio Galvao and Kengo Kato
- Journal Title
  
  Journal of Business and Economic Statistics
  
  Volume: 32 Issue: 2 Pages: 285-309
- DOI
  10.1080/07350015.2013.875473
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25780152
[Journal Article] Testing linearity against threshold effects: uniform inference in quantile regression2014
- Author(s)
  Antonio F. Galvao, Kengo Kato, Gabriel V. Montes-Rojas, and Jose Olmo
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: 66 Issue: 2 Pages: 413-439
- DOI
  10.1007/s10463-013-0418-9
- NAID
  40020021344
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25780152
[Journal Article] Anti-concentration and honest, adaptive confidence bands2014
- Author(s)
  Victor Chernozhukov, Denis Chetverikov, and Kengo Kato
- Journal Title
  
  Annals of Statistics
  
  Volume: 42 Issue: 5 Pages: 1787-1818
- DOI
  10.1214/14-aos1235
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-25780152
[Journal Article] Gaussian approximation of suprema of empirical processes2014
- Author(s)
  Victor Chernozhukov, Denis Chetverikov, and Kengo Kato
- Journal Title
  
  Annals of Statistics
  
  Volume: 42 Issue: 4 Pages: 1564-1597
- DOI
  10.1214/14-aos1230
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-25780152
[Journal Article] Quasi-Bayesian analysis of nonparametric instrumental variables models2013
- Author(s)
  Kengo Kato
- Journal Title
  
  Annals of Statistics
  
  Volume: 41 Issue: 5 Pages: 2359-2390
- DOI
  10.1214/13-aos1150
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25780152
[Journal Article] Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors2013
- Author(s)
  Victor Chernozhukov, Denis Chetverikov, and Kengo Kato
- Journal Title
  
  Annals of Statistics
  
  Volume: 41 Issue: 6 Pages: 2786-2819
- DOI
  10.1214/13-aos1161
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25780152
[Journal Article] Weighted Nadaraya-Watson estimation of conditional expected shortfall2012
- Author(s)
  Kengo Kato
- Journal Title
  
  Journal of Financial Econometrics
  
  Volume: 10 Issue: 2 Pages: 265-291
- DOI
  10.1093/jjfinec/nbs002
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] Asymptotics for panel quantile regression models with individual effects2012
- Author(s)
  Kato, K., Galvao, A., Montes-Rojas, G
- Journal Title
  
  Journal of Econometrics
  
  Volume: Vol. 170 Pages: 76-91
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] Asymptotic normality of Powell’s kernel estimator2012
- Author(s)
  Kengo Kato
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: 64 Issue: 2 Pages: 255-273
- DOI
  10.1007/s10463-010-0310-9
- NAID
  40019168731
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] Weighted Nadaraya-Watson estimation of conditional expected shortfall2012
- Author(s)
  Kato, K
- Journal Title
  
  Journal of Financial Econometrics
  
  Volume: Vol. 10 Pages: 265-291
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] Estimation in functional linear quantile regression, Annals of Statistics2012
- Author(s)
  Kato, K
- Journal Title
  
  Annals of Statistics
  
  Volume: Vol. 40 Pages: 3108-3136
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] Asymptotics for panel quantile regression models with individual effects2012
- Author(s)
  Kengo Kato, Antonio F.Galvao, Jr., Gabriel V, Montes-Rojas
- Journal Title
  
  Journal of Econometrics
  
  Volume: (掲載決定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] Asymptotic normality of Powell's kernel estimator2012
- Author(s)
  Kengo Kato
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: 64 Pages: 255-273
- NAID
  40019168731
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] Asymptotics for panel quantile regression models with individual effects2012
- Author(s)
  Kengo Kato, Antonio Galvao, Gabriel Montes-Rojas
- Journal Title
  
  Journal of Econometrics
  
  Volume: 170 Issue: 1 Pages: 76-91
- DOI
  10.1016/j.jeconom.2012.02.007
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] Asymptotic normality of Powell's kernel estimator2012
- Author(s)
  Kato, K
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: Vol. 64 Pages: 255-273
- NAID
  40019168731
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] Estimation in functional linear quantile regression2012
- Author(s)
  Kengo Kato
- Journal Title
  
  Annals of Statistics
  
  Volume: 40 Issue: 6 Pages: 3108-3136
- DOI
  10.1214/12-aos1066
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] A note on moment convergence of bootstrap M-estimators2011
- Author(s)
  Kengo Kato
- Journal Title
  
  Statistics and Decisions
  
  Volume: 28 Pages: 51-61
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] A note on moment convergence of bootstrap M-estimators2011
- Author(s)
  Kato, K
- Journal Title
  
  Statistics and Decisions
  
  Volume: Vol. 28 Pages: 51-61
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] Asymptotic normality of Powell's kernel estimator2011
- Author(s)
  Kengo Kato
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: (掲載決定)
- NAID
  40019168731
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] Solving l_1 regularization problems with piecewise linear losses2010
- Author(s)
  Kato, K
- Journal Title
  
  Journal of Computational and Graphical Statistics
  
  Volume: Vol. 19 Pages: 1024-1040
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Journal Article] Solving $￥ell_{1}$ regularization problems with piecewise linear losses2010
- Author(s)
  Kengo Kato
- Journal Title
  
  Journal of Computational and Graphical Statistics
  
  Volume: 19 Pages: 1024-1040
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] CLT and bootstrap for sample averages and incomplete U-statistics in high dimensions2018
- Author(s)
  Kengo Kato
- Organizer
  Cornell University Department of Statistical Science Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] CLT and bootstrap for sample averages and incomplete U-statistics in high dimensions2018
- Author(s)
  Kengo Kato
- Organizer
  Econometrics Workshop Chinese University Hong Kong
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01539
[Presentation] CLT and bootstrap in high dimensions, with extensions to empirical and U-processes2018
- Author(s)
  Kengo Kato
- Organizer
  University of Illinios Urbana-Champaign Department of Statistics Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Inference for measurement error models2018
- Author(s)
  Kengo Kato
- Organizer
  University of Illinios Urbana-Champaign Department of Economics Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Jackknife multiplier bootstrap: finite sample approximations to the U-process supremum with applications2018
- Author(s)
  Kengo Kato
- Organizer
  Cemmap Workshop Advances in Microeconometrics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01539
[Presentation] A simple method to construct confidence bands in functional linear regression2017
- Author(s)
  Kengo Kato
- Organizer
  CMStatistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Uniform confidence bands for nonparametric errors-in-variables regression2017
- Author(s)
  Kengo Kato
- Organizer
  University of California San Diego Econometrics Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Uniform confidence bands for nonparametric errors-in-variables regression2017
- Author(s)
  Kengo Kato
- Organizer
  Statistical Foundations of Uncertainty Quantification for Inverse Problems
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Bootstrap confidence bands for spectral estimation of Levy densities under high-frequency observations2017
- Author(s)
  Kengo Kato
- Organizer
  Workshop on Advances in Econometrics
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Uniform confidence bands for nonparametric errors-in-variables regression2017
- Author(s)
  Kengo Kato
- Organizer
  University of California Los Angels Econometrics Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Jackknife multiplier bootstrap: finite sample approximations to the U-process supremum with applications2017
- Author(s)
  Kengo Kato
- Organizer
  SNU-Tokyo Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Uniform confidence bands in deconvolution with unknown error distribution2017
- Author(s)
  Kengo Kato
- Organizer
  Econometric Society European Meeting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] ノンパラメトリック変数誤差回帰に対する信頼バンド2017
- Author(s)
  加藤賢悟
- Organizer
  統計関連学会連合大会
- Invited
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Testing many moment inequalities2016
- Author(s)
  Kato, K.
- Organizer
  CMStatistics
- Place of Presentation
  セビリア(スペイン)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Uniform confidence bands in deconvolution with unknown error distribution2016
- Author(s)
  Kato, K.
- Organizer
  University of Illinois, Urbana-Champaign
- Place of Presentation
  アーバナシャンペーン(アメリカ)
- Invited
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Uniform confidence bands in deconvolution with unknown error distribution2016
- Author(s)
  Kato, K.
- Organizer
  韓国統計学会
- Place of Presentation
  大田(韓国)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Gaussian approximation to the supremum of a general empirical process2016
- Author(s)
  Kato, K.
- Organizer
  University of Illinois, Urbana-Champaign
- Place of Presentation
  アーバナシャンペーン(アメリカ)
- Invited
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Estimation for spectral density of categorical time series data2016
- Author(s)
  Kato Solvang and Taniguchi, M.
- Organizer
  Kumamoto International Symposium
- Place of Presentation
  熊本大学
- Year and Date
  2016-03-03
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] CLT and bootstrap in high dimensions2016
- Author(s)
  Kato, K.
- Organizer
  University of Macau
- Place of Presentation
  マカオ(中国)
- Invited
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Microarray analysis using rank order statistics for ARCH residual empirical2016
- Author(s)
  Kato Solvang and Taniguchi, M.
- Organizer
  Ｗａｓｅｄａ　Ｉｎｔｅｒｎａｔｉｏｎａｌ　Ｓｙｍｐｏｓｉｕｍ
- Place of Presentation
  早稲田大学
- Year and Date
  2016-03-01
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Uniform confidence bands in deconvolution with unknown error distribution2016
- Author(s)
  Kato, K.
- Organizer
  London School of Economics
- Place of Presentation
  ロンドン(イギリス)
- Invited
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Uniform confidence bands in deconvolution with unknown error distribution2016
- Author(s)
  加藤賢悟
- Organizer
  大規模統計モデリングと計算統計III
- Place of Presentation
  東京大学(東京都・目黒区)
- Invited
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] CLT and bootstrap in high dimensions2016
- Author(s)
  Kato, K.
- Organizer
  University of Illinois, Urbana-Champaign
- Place of Presentation
  アーバナシャンペーン(アメリカ)
- Invited
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] High-dimensional quantile regression2015
- Author(s)
  Kato, K.
- Organizer
  New Directions in Quantile Regression
- Place of Presentation
  ケンブリッジ（イギリス）
- Year and Date
  2015-12-11
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Tesging many moment inequalties2015
- Author(s)
  Kengo Kato
- Organizer
  Econometrics Seminar
- Place of Presentation
  ニューヘイブン（アメリカ）
- Year and Date
  2015-02-18
- Invited
- Data Source
  KAKENHI-PROJECT-25780152
[Presentation] Gaussian approximation of suprema of empirical processes2015
- Author(s)
  Kato, K.
- Organizer
  Workshop on New Directions in Stein's Method
- Place of Presentation
  シンガポール（シンガポール）
- Year and Date
  2015-05-26
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] 高次元中心極限定理に関するいくつかのトピック2015
- Author(s)
  加藤賢悟
- Organizer
  日本統計学会春季集会
- Place of Presentation
  明治大学（東京都、中野区）
- Year and Date
  2015-03-08
- Invited
- Data Source
  KAKENHI-PROJECT-25780152
[Presentation] Gaussian approximation of suprema of empirical processes2015
- Author(s)
  Kato, K.
- Organizer
  Oberwolfach workshop: Probabilistic Techniques in Modern Statistics
- Place of Presentation
  ドイツ・オーバーヴォルファッハ
- Year and Date
  2015-05-17
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Central limit theorem and bootstrap in high dimensions.2015
- Author(s)
  Kato, K.
- Organizer
  Cemmap workshop: Advances in Microeconometrics
- Place of Presentation
  ソウル大学 (韓国・ソウル)
- Year and Date
  2015-05-07
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Smoothed quantile regression for panel data2015
- Author(s)
  Kato, K.
- Organizer
  Waseda International Symposium
- Place of Presentation
  早稲田大学（東京都新宿区）
- Year and Date
  2015-11-10
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] High-dimensional quantile regression.2015
- Author(s)
  Kato, K.
- Organizer
  New Directions in Quantile Regression
- Place of Presentation
  ケンブリッジ大学 (イギリス・ケンブリッジ)
- Year and Date
  2015-12-10
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Gaussian approximation of suprema of empirical processes.2015
- Author(s)
  Kato, K.
- Organizer
  Workshop on New Directions in Stein's Method
- Place of Presentation
  シンガポール国立大学
- Year and Date
  2015-05-26
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Testing many moment inequalities.2015
- Author(s)
  Kato, K.
- Organizer
  厦門大学経済学部セミナー
- Place of Presentation
  厦門大学 (中国・厦門)
- Year and Date
  2015-10-27
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Smoothed quantile regression for panel data. Waseda International Symposium,2015
- Author(s)
  Kato, K.
- Organizer
  Waseda International Symposium,
- Place of Presentation
  早稲田大学 (東京都・新宿区),
- Year and Date
  2015-11-09
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Central limit theorem and bootstrap in high dimensions2015
- Author(s)
  Kato, K.
- Organizer
  Cemmap workshop: Advances in Microeconometrics
- Place of Presentation
  ソウル（韓国）
- Year and Date
  2015-05-07
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Testing many moment inequalities2015
- Author(s)
  Kato, K.
- Organizer
  厦門大学経済学部セミナー
- Place of Presentation
  厦門（中国）
- Year and Date
  2015-10-27
- Invited
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Gaussian approximation of suprema of empirical processes2015
- Author(s)
  Kato, K.
- Organizer
  Oberwolfach workshop: Probabilistic Techniques in Modern Statistics
- Place of Presentation
  オーバーヴォルファッハ（ドイツ）
- Year and Date
  2015-05-19
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03392
[Presentation] Testing many moment inequalities2014
- Author(s)
  Kengo Kato
- Organizer
  Department Seminar
- Place of Presentation
  ソウル（韓国）
- Year and Date
  2014-11-27
- Invited
- Data Source
  KAKENHI-PROJECT-25780152
[Presentation] Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors2013
- Author(s)
  Kengo Kato
- Organizer
  Econometric Society Asian Meeting
- Place of Presentation
  シンガポール、National University of Singapore
- Data Source
  KAKENHI-PROJECT-25780152
[Presentation] Gaussian approximation of suprema of empirical processes2013
- Author(s)
  加藤賢悟
- Organizer
  統計関連学会連合大会
- Place of Presentation
  大阪大学、大阪府
- Data Source
  KAKENHI-PROJECT-25780152
[Presentation] Estimation and inference for panel data models under misspecification when both n and T are large2013
- Author(s)
  加藤賢悟
- Organizer
  第7回日本統計学会春季集会
- Place of Presentation
  東京都
- Year and Date
  2013-03-03
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Estimation in functional linear quantile regression2013
- Author(s)
  Kengo Kato
- Organizer
  ERCIM2013
- Place of Presentation
  イギリス、University of London
- Data Source
  KAKENHI-PROJECT-25780152
[Presentation] Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors2013
- Author(s)
  Kengo Kato
- Organizer
  Cemmap Seminar
- Place of Presentation
  イギリス、University College London
- Data Source
  KAKENHI-PROJECT-25780152
[Presentation] Estimation and inference for panel data models under misspecification when both n and T are large2013
- Author(s)
  加藤賢悟
- Organizer
  第７回日本統計学会春季集会
- Place of Presentation
  東京
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors2013
- Author(s)
  Kengo Kato
- Organizer
  Bernoulli Society Satellite Meeting
- Place of Presentation
  東京大学、東京都
- Data Source
  KAKENHI-PROJECT-25780152
[Presentation] Gaussian approximation of suprema of empirical processes2013
- Author(s)
  Kengo Kato
- Organizer
  Econometric Seminar
- Place of Presentation
  アメリカ、Boston University
- Data Source
  KAKENHI-PROJECT-25780152
[Presentation] 高次元統計モデルの解析に関するいくつかの話題2012
- Author(s)
  加藤賢悟
- Organizer
  2012 年日本数学会年会
- Place of Presentation
  東京都
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Estimation in functional linear quantile regression2012
- Author(s)
  加藤賢悟
- Organizer
  2012 年度統計関連学会連合大会
- Place of Presentation
  札幌市
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] 高次元統計モデルの解析に関するいくつかの話題2012
- Author(s)
  加藤賢悟
- Organizer
  日本数学会年会
- Place of Presentation
  東京都
- Year and Date
  2012-03-28
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Estimation in functional linear quantile regression2012
- Author(s)
  Kengo Kato
- Organizer
  Joint Statistical Meeting 2012
- Place of Presentation
  米国・サンディエゴ
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Estimation in functional linear quantile regression2012
- Author(s)
  Kengo Kato
- Organizer
  Department Seminar, National University of Singapore, Department of Economics
- Place of Presentation
  シンガポール
- Invited
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Quasi-Bayesian analysis of nonparametric instrumental variables models2012
- Author(s)
  Kengo Kato
- Organizer
  Department Seminar, Seoul National University, Department of Economics
- Place of Presentation
  韓国・ソウル
- Invited
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Estimation in functional linear quantile regression2012
- Author(s)
  Kengo Kato
- Organizer
  University of Wisconsin-Milwaukee Seminars in Economics
- Place of Presentation
  米国・ミルウォーキー(招待講演)
- Year and Date
  2012-01-27
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Estimation in functional linear quantile regression2012
- Author(s)
  Kengo Kato
- Organizer
  2012 Joint Statistical Meeting
- Place of Presentation
  米国・サンディエゴ
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Estimation in functional linear quantile regression2012
- Author(s)
  加藤賢悟
- Organizer
  2012年度統計関連学会連合大会
- Place of Presentation
  札幌市
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Group Lasso for high-dimensional sparse quantile regression models2011
- Author(s)
  Kengo Kato
- Organizer
  2011 Joint Statistical Meeting
- Place of Presentation
  米国・マイアミ
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Weighted Nadaraya-Watson estimation of conditional expected shortfall2011
- Author(s)
  Kengo Kato
- Organizer
  5^<th> CSDA International Conference on Computational and Financial Econometrics
- Place of Presentation
  英国・ロンドン
- Year and Date
  2011-12-09
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Estimation in functional linear quantile regression2011
- Author(s)
  加藤賢悟
- Organizer
  東京大学大学院経済学研究科応用統計ワークショップ
- Place of Presentation
  東京都(招待講演)
- Year and Date
  2011-12-26
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Group Lasso for high dimensional sparse quantile regression models2011
- Author(s)
  Kengo Kato
- Organizer
  Joint Statistical Meeting
- Place of Presentation
  米国・マイアミ
- Year and Date
  2011-07-31
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Smoothed quantile regression for panel data2011
- Author(s)
  Kengo Kato
- Organizer
  Harvard-MIT Econometrics Seminar
- Place of Presentation
  米国・ボストン(ケンブリッジ)(招待講演)
- Year and Date
  2011-09-22
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Group Lasso for high dimensional sparse quantile regression models2011
- Author(s)
  Kengo Kato
- Organizer
  University of Iowa Tow Economics Seminar
- Place of Presentation
  米国・アイオワシティー(招待講演)
- Year and Date
  2011-04-27
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Group Lasso for high dimensional sparse quantile regression models2011
- Author(s)
  Kengo Kato
- Organizer
  Boston University Econometrics Seminar
- Place of Presentation
  米国・ボストン(招待講演)
- Year and Date
  2011-04-08
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Two-step estimation of high dimensional additive models2011
- Author(s)
  Kengo Kato
- Organizer
  Boston College Econometrics Lunch Seminar
- Place of Presentation
  米国・ボストン(招待講演)
- Year and Date
  2011-09-09
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Asymptotics and bootstrap inference for panel quantile regression models with fixed effects2010
- Author(s)
  Kengo Kato
- Organizer
  10th World Congress of the Econometric Society
- Place of Presentation
  中国・上海
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Smoothed quantile regression for panel data2010
- Author(s)
  Kengo Kato
- Organizer
  16^<th> International Conference on Panel Data
- Place of Presentation
  オランダ・アムステルダム
- Year and Date
  2010-07-03
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] パネルデータに対する分位点回帰2010
- Author(s)
  加藤賢悟
- Organizer
  京都大学経済研究所計量経済学セミナー
- Place of Presentation
  京都市(招待講演)
- Year and Date
  2010-06-15
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Smoothed quantile regression for panel data2010
- Author(s)
  Kengo Kato
- Organizer
  16thInternational Conference on Panel Data
- Place of Presentation
  オランダ・アムステルダム
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Asymptotics and bootstrap inference for panel quantile regression models with fixed effects2010
- Author(s)
  Kengo Kato
- Organizer
  10^<th> World Congress of the Econometric Society
- Place of Presentation
  中国・上海
- Year and Date
  2010-08-19
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] パネルデータに対する分位点回帰2010
- Author(s)
  加藤賢悟
- Organizer
  九州大学数理学研究院統計科学セミナー
- Place of Presentation
  福岡市(招待講演)
- Year and Date
  2010-07-09
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] パネルデータに対する分位点回帰法2010
- Author(s)
  加藤賢悟
- Organizer
  2010 年度統計関連学会連合大会
- Place of Presentation
  東京都
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] パネルデータに対する分位点回帰法2010
- Author(s)
  加藤賢悟
- Organizer
  2010年度統計関連学会連合大会
- Place of Presentation
  東京都
- Year and Date
  2010-09-07
- Data Source
  KAKENHI-PROJECT-22730179
[Presentation] Gaussian approximation of suprema of empirical processes
- Author(s)
  Kengo Kato
- Organizer
  NUS Workshop "Self-normalized Asymptotic Theory in Probability, Statistics and Econometrics"
- Place of Presentation
  シンガポール（シンガポール）
- Year and Date
  2014-05-14 – 2014-05-22
- Invited
- Data Source
  KAKENHI-PROJECT-25780152
[Presentation] Testing many moment inequalities
- Author(s)
  Kengo Kato
- Organizer
  Cemmap Workshop "Advances in Microeconometrics"
- Place of Presentation
  香港（中国）
- Year and Date
  2014-05-23 – 2014-05-24
- Invited
- Data Source
  KAKENHI-PROJECT-25780152
[Presentation] Gaussian approximation of suprema of empirical processes
- Author(s)
  Kengo Kato
- Organizer
  3rd IMS-APRM
- Place of Presentation
  台北（台湾）
- Year and Date
  2014-06-29 – 2014-07-03
- Invited
- Data Source
  KAKENHI-PROJECT-25780152
[Presentation] Quasi-Bayesian analysis of nonparametric instrumental variables models
- Author(s)
  Kengo Kato
- Organizer
  Econometric Society Asian Meeting
- Place of Presentation
  台北（台湾）
- Year and Date
  2014-06-20 – 2014-06-22
- Data Source
  KAKENHI-PROJECT-25780152

1. Taniguchi Masanobu (00116625)

# of Collaborated Projects: 1 results

# of Collaborated Products: 8 results
2. 姚峰 (90284348)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. 白石博 (90454024)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 清水泰隆 (70423085)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. 西山陽一 (90270412)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. 阿部俊弘 (70580570)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. Hallin Marc

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. Monti Anna Clara

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. SHIRAISHI Hiroshi

# of Collaborated Projects: 0 results

# of Collaborated Products: 3 results
10. 今泉允聡

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

KATO Kengo 加藤 賢悟

Research Projects

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U過程に対する有限標本近似とその計量経済学への応用Principal Investigator

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Inference for many moment inequalities modelsPrincipal Investigator

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Theory for quantile regression inference of time series and its applications

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Development of Bayesian estimation of nonparametric instrumental variables modelsPrincipal Investigator

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Research on quantile regression for panel dataPrincipal Investigator

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[Book] Statistical Portfolio Estimation2018

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[Book] Statistical Portfolio Estimation"2017

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[Book] Statistical Portfolio Estimation2017

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[Journal Article] PCA-based estimation for functional linear regression with functional responses2018

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[Journal Article] A simple method to construct confidence bands in functional linear regression2018

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[Journal Article] Uniform confidence bands in deconvolution with unknown error distribution2018

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[Journal Article] Valid post-selection inference in high-dimensional approximately sparse quantile regression models2018

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[Journal Article] Quantile regression methods for longitudinal data2017

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[Journal Article] High-dimensional quantile regression2017

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[Journal Article] Microarray analysis using rank order statistics for ARCH residual empirical process.2017

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KATO Kengo 加藤賢悟