During the Oxford Conference of the Econometric Society in 1936, Ragnar Frisch proposed a problem of characterization of distributions based on the property of linear regression of one linear function ...

Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...

In nonparametric multivariate regression analysis, we seek methods to reduce the dimensionality of the regression function to bypass the difficulty caused by the curse of dimensionality. The original ...