Amongmanyexcitingdevelopmentsinstatistic…, nonlineartimeseriesanddata-
analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths. In …

The varying coefficient models are very important tool to explore the dynamic pattern in
many scientific areas, such as economics, finance, politics, epidemiology, medical science …

We examine a nonparametric least‐squares regression model that endogenously selects
the functional form of the regression function from the family of continuous, monotonic …

The expected shortfall is an increasingly popular risk measure in financial risk management
and it possesses the desired sub-additivity property, which is lacking for the value at risk …

This book provides an in-depth investigation of the link between human capital and
economic growth. The authors take an innovative approach, examining the determinants of …

Recently deterministic dynamic models have become very popular in biomedical research
and other scientific areas; examples include modeling human immunodeficiency virus (HIV) …

Estimation of longitudinal data covariance structure poses significant challenges because
the data usually are collected at irregular time points. A viable semiparametric model for …

This paper provides ANOVA inference for nonparametric local polynomial regression (LPR)
in analogy with ANOVA tools for the classical linear regression model. A surprisingly simple …

In this paper, we develop local polynomial estimation procedures to fit deterministic dynamic
models with a focus on the estimation of time-varying parameters. Three local estimation …

The paper studies estimation of partially linear hazard regression models with varying
coefficients for multivariate survival data. A profile pseudo-partial-likelihood estimation …