Quantile regression models which can track the relationship of predictive variables and the response variable in specific quantiles are especially useful in applications [...]

In this dissertation, we investigate the generalized semiparametric varying-coefficient models for longitudinal data that can flexibly model three types of covariate effe[...]

In financial time series nonlinear effects and time-varying effects are observed. In this dissertation we propose a predictive regression model with time varying coefficients [...]

In this dissertation, we aim to improve efficiency of estimation in longitudinal data under generalized semi-parametric varying-coefficient models.First, we investigate a[...]