We aim at modelling fat-tailed densities whose distributions are unknown but are potentially asymmetric. In this context, the standard normality assumption is not appropriate.In order to make as few distributional assumptions as possible, we use a non-parametric algorithm to model the center of...

Predicting health care utilization is the foundation of many health economics analyses, such as calculating risk-adjustment capitation payments or measuring equity in health care utilization. The most common econometric models of physician utilization are parametric count data models, since the...

We propose and analyze a new nonlinear time series model based on local mixtures of linear regressions, referred to as experts, with thick-tailed disturbances. The mean function of each expert is an affine function of covariates that may include lags of the dependent variable and/or lags of...