Intellectual capital (INCAP) emerged as a topic worthy of academic and practical investigations in the early 1990s while the research and practice of INCAP has not been popular in the hotel industry until recently. Very few measurement frameworks specified the value of INCAP in the hospitality...

Considerable intellectual progress has been made to the development of various semiparametric varying-coefficient models over the past ten to fifteen years. An important advantage of these models is that they avoid much of the curse of dimensionality problem as the nonparametric functions are...

We develop composite estimators and its large sample properties for the additive risk model with length-biased and right-censored data. We also conduct simulation studies to confirm the good finite sample performance of our methods and then give a real data example.

In this paper, a nonparametric imputation method is developed for the additive hazards model when the censoring indicator is missing at random (MAR). The asymptotic properties of the proposed estimator are derived and the performance of the proposed estimator is demonstrated by a numerical...

In this article, we develop a varying-coefficient density-ratio model for case-control studies. The case and control samples come from two different distributions. Under the model assumption, the ratio of the two densities is related to the linear combination of covariates with varying...

In the study of comparing treatment effects, the data structures of two samples may be different. In this paper, we develop a unified semiparametric estimating equation approach to estimate various types of treatment effects with right-censored and length-biased data based on a semiparametric...

In this paper, we consider a flexible class of semiparametric varying-coefficient mean residual lifetime (MRL) models that depended on an exposure variable where some effects may be functions of the exposure variables and some may be constants. We develop three-step estimation procedures to...

This article develops a nonparametric varying-coefficient approach for modeling the expectile-based value at risk (EVaR). EVaR has an advantage over the conventional quantile-based VaR (QVaR) of being more sensitive to the magnitude of extreme losses. EVaR can also be used for calculating QVaR...