Course TopicsIn many applications, the response variable is not Normally distributed. GLM can be used to analyze data from various non-Normal distributions. In this short course, we will introduce two ...

We propose a global smoothing method based on polynomial splines for the estimation of functional coefficient regression models for non-linear time series. Consistency and rate of convergence results ...

Several examples are treated, and it is shown that the reformulation model generally has reduced collinearity and curvature with little loss of fit. A discussion of the relationship of collinearity to ...