Supplementary Material for “Model Checking for Parametric Regressions in Transfer Learning”

For ease of reading, we restate thenotations and the conditions in the main context in Sections 1 and 2 respectively. The technicalproofs of the theoretical results are presented in Section 3.

In order to make the proof processclearer, the authors place some general technical lemmas in Subsection 3.1, and the proof ofthe main theorems in the main text are shown in Subsection 3.2.