Abstract Clusterwise regression is an approach to analysis based on finite mixtures which generally employed when sample observations come from a population composed of several unknown sub-populations. Whenever the response continuous, Gaussian clusterwise linear models are usually employed. Such have been recently robustified with respect possible presence mild outliers in However, some fields...

We propose an efficient semiparametric estimator for the coefficients of a multivariate linear regression model — with a conditional quantile restriction for each equation — in which the conditional distributions of errors given regressors are unknown. The procedure can be used to estimate multiple conditional quantiles of the same regression relationship. The proposed estimator is asymptotical...

Parametric seemingly unrelated regression (SUR) models are a common tool for multivariate regression analysis when error variables are reasonably correlated, so that separate univariate analysis may result in inefficient estimates of covariate effects. A weakness of parametric models is that they require strong assumptions on the functional form of possibly nonlinear effects of metrical covaria...

The negative CAPM alphas of high-beta and high-variance stocks are attributable to an unaccounted factor in the CAPM. We use eight seemingly unrelated anomalies construct a composite spirit optimal orthogonal portfolio (FOP). Accounting for FOP re-establishes positive relation between beta average returns time series regressions as well cross-sectional explains stocks. To analyze economic drive...

Ciancia et al.1 describe a case of encephalitis due to varicella zoster virus (VZV) reactivation without rash in an immunocompetent 12-year old girl. We want highlight recent similar our institution, which 14-year boy presented with VZV meningoencephalitis rash, and possible concurrent sinusitis. In their literature review, al. found two previously reported cases children. Our review four repor...