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...

We study estimation and inference in a marginal proportional hazards model that can handle (1) linear effects, (2) non-linear effects and (3) interactions between covariates. The model under consideration is an amalgamation of three existing marginal proportional hazards models studied in the...

In this paper, we investigate the estimation problem of fixed effects panel data partially linear additive regression models. Semi‐parametric fixed effects panel data regression models are tools that are well suited to econometric analysis and the analysis of cDNA micro‐arrays. By applying a...