In the current estimation of a GLM model, the correlation structure of regressors is not used as the basis on which to lean strong predictive dimensions. Looking for linear combinations of regressors that merely maximize the likelihood of the GLM has two major consequences: (1) collinearity of...

We propose a functional extension of fuzzy clusterwise regression, which estimates fuzzy memberships of clusters and regression coefficient functions for each cluster simultaneously. The proposed method permits dependent and/or predictor variables to be functional, varying over time, space, and...

In this note, I compare stationary distributions of the linear model Xn+1=anXn+bn, where an and bn are non-negative random variables. I show that an increase of the variability of an and/or bn causes a less equal stationary distribution in terms of the Lorenz dominance. The result is useful in...