<Para ID="Par1">An influence measure for investigating the influence of deleting an observation in linear regression is proposed based on geometric thoughts of the sampling distribution of the distance between two estimators of regression coefficients computed with and without a single specific observation. The...</para>

GMM-based Wald tests tend to overreject when used for small samples, mainly due to inaccurate estimation of the weighting matrix. This article proposes applying the shrinkage method to address this problem. Using a possibly-misspecified factor model, the shrinkage method can provide a good...

Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the geometric framework of optimization on Riemannian quotient...

<Para ID="Par1">A discrepancy function provides for an evaluation of a candidate model by quantifying the disparity between the candidate model and the true model that generated the observed data. The favored model from a candidate class is the one judged to have minimum discrepancy with the true model. The...</para>