An essential problem in nonparametric smoothing of noisy data is a proper choice of the bandwidth or window width, which depends on a smoothing parameter <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$k$$</EquationSource> </InlineEquation>. One way to choose <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$k$$</EquationSource> </InlineEquation> based on the data is leave-one-out-cross-validation. The selection of the cross-validation criterion is...</equationsource></inlineequation></equationsource></inlineequation>

Times between consecutive events are often of interest in medical studies. Usually the events represent different states of the disease process and are modeled using multi-state models. This paper introduces and studies a feasible estimation method for the transition probabilities in a...

In this paper, the strong consistency of the multivariate internal nonparametric estimator is investigated under strong mixing dependence assumption. This estimator is particularly easy to use when we model the regression function by additive nonparametric structure. The pointwise strong...

Isotonic nonparametric least squares (INLS) is a regression method for estimating a monotonic function by fitting a step function to data. In the literature of frontier estimation, the free disposal hull (FDH) method is similarly based on the minimal assumption of monotonicity. In this paper, we...

The nested case-control (NCC) design is widely used in epidemiologic studies as a cost-effective subcohort sampling method to study the association between a disease and its potential risk factors. NCC data are commonly analyzed using Thomas’ partial likelihood approach under the Cox...

The general maximum likelihood empirical Bayes (GMLEB) method has been proven to possess optimal properties and demonstrated to have superior numerical performance in the Gaussian sequence model. Although it is known that nonparametric function estimation and the Gaussian sequence models are...

This paper takes a fresh look at the impact of financial development on economic growth by using recently developed kernel methods that allow for heterogeneity in partial effects, nonlinearities and endogenous regressors. Our results suggest that while the positive impact of financial...

In this paper, we attempt to determine whether the life-cycle income (LCI) hypothesis can explain movements in the national savings rate using the panel data of countries and the semi-nonparametric approach. While relating movements in the population density function to movements in the national...

This paper constructs the simultaneous confidence band for the nonparametric function in nonparametric fixed effects panel data models. We first transform the nonparametric fixed effects panel data models into the partially linear models. We then obtain the estimator of the nonparametric...