A friend who is freelance translator sponsored herself when renewing her work visa (previously she was a colleague of mine and our company sponsored her at that time, but since becoming freelance she's not employed by anybody but herself). She just had to produce proofs for each the recurrent contracts she's got so she can show that she's earning enough money. So yes, sponsoring yourself is possible, but it requires a lot of paperwork to prove you have the mean to live in the country.

I don't know how much difficult it is start your own business in Japan, for this Patrick is clearly the most knowledgeable person here, but once it's done, you just need to give yourself a salary to be able to renew your visa.

It's about ensuring you have money, not that you need an invite.

So if you're a freelancer with a bunch of active contracts they let you in.

This is possible in Singapore too. It’s technically the business that is sponsoring you.

Yes. Essentially you prove you have the funds to do bootstrap and support yourself.

People get O-1's for themselves in the US.