Classical regression analysis uses partial coefficients to measure the influences of some variables (regressors) on another variable (regressand). However, a descriptive point of view shows that these coefficients are very bad measures of influence. Their interpretation as an average change of...

In this supplemental article, we introduce some useful results in spectral theory and perturbation theory. Some of the results are well-established. We briefly review them for the purpose of easy reference. We derive a novel bound for the perturbation of eigenprojections, which plays a key role...

This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation are established. The estimators that achieve the...

The logit-weighted reduced mixture of experts model (LRMoE) is a flexible yet analytically tractable non-linear regression model. While it has shown usefulness in modeling insurance loss frequencies and severities, model calibration becomes challenging when censored and truncated data are...

Most studies in the structural change literature focus solely on the conditional mean, while under various circumstances structural change in the conditional distribution or in conditional quantiles is of key importance. This paper proposes several tests for structural change in regression...