type="main" xml:id="sjos12034-abs-0001" <title type="main">Abstract</title>We study the focused information criterion and frequentist model averaging and their application to post-model-selection inference for weighted composite quantile regression (WCQR) in the context of the additive partial linear models. With the...

We propose a global smoothing method based on polynomial splines for the estimation of functional coefficient regression models for non-linear time series. Consistency and rate of convergence results are given to support the proposed estimation method. Methods for automatic selection of the...

We consider marginal semiparametric partially linear models for longitudinal/clustered data and propose an estimation procedure based on a spline approximation of the non-parametric part of the model and an extension of the parametric marginal generalized estimating equations (GEE). Our...