Matrix-covariate is now frequently encountered in many biomedical researches. It is common to fit conventional statistical models by vectorizing matrix-covariate. This strategy results in a large ...

Average derivative functionals of regression are proposed for nonparametric model selection and diagnostics. The functionals are of the integral type, which under certain conditions allows their ...

We estimate sovereign bond spreads of 28 emerging economies over the period January 1998-December 2011 and test the ability of the model in generating accurate in-sample predictions for emerging ...