In this paper we derive rates of uniform strong convergence for the kernel estimator of the regression function in a left-truncation model. It is assumed that the lifetime observations with multivariate covariates form a stationary [alpha]-mixing sequence. The estimation of the covariate's...

Consider the model Y=m(X)+[epsilon], where m([dot operator])=med(Y[dot operator]) is unknown but smooth. It is often assumed that [epsilon] and X are independent. However, in practice this assumption is violated in many cases. In this paper we propose modeling the dependence between [epsilon]...

This article presents a novel shape-invariant modeling approach to quasi-periodic data. We propose a dynamic semiparametric method that estimates the common cycle shape in a nonparametric way and the individual phase and amplitude variability in a parametric way. An efficient algorithm to...