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Associate Professor Website
KATO, Kengo Personal Website
Office E-mail
Faculty of Economics,
The University of Tokyo,
7-3-1 Hongo, Bunkyo-ku, Tokyo, 113-0033
kkato at e.u-tokyo.ac.jp
Please replace "at" with@
Research Field
Mathematical Statistics, Econometrics, Economic Statistic
Research Theme
The main research topic is the analysis of high-dimensional statistical and econometric models. A statistical methodology for estimation and inference on the conditional quantile function of a dependent variable given covariates is called quantile regression. My recent research focuses on estimation of the conditional quantile function when covariates are random functions, and quantile regression when the number of covariates is possibly (much) larger than the sample size. Other research topics I worked on can be found in my website.