Orthogeodesic models admit marginal local cuts and therefore separate inference on subparameters is asymptotically justified. Doubly-flat orthogeodesic models admit local cuts marginally and conditionally. Two important empirical models for panel data are used to illustrate this property and...

A method is proposed for the consistent nonparametric estimation of conditional probability and probability density functions along with associated gradients when both the conditioned and conditioning variables are categorical, continuous, or a mixture of both types. The method builds on the...