In this paper, following the results presented in Liu's work [Liu, A.Y., 2002. Efficient estimation of two seemingly unrelated regression equations. Journal of Multivariate Analysis 82, 445-456], we first represent the Gauss-Markov estimator of the regression parameter as a matrix series, and...

We consider the augmented Lagrangian method (ALM) as a solver for the fused lasso signal approximator (FLSA) problem. The ALM is a dual method in which squares of the constraint functions are added as penalties to the Lagrangian. In order to apply this method to FLSA, two types of auxiliary...

Generalized varying coefficient partially linear models are a flexible class of semiparametric models that deal with data with different types of responses. In this paper, we focus on polynomial spline estimator as a computationally easier alternative to the more commonly used local polynomial...