Penalized likelihood method can be used for hazard estimation with lifetime data that are right-censored, left-truncated, and possibly with covariates. This thesis consists of three parts. The first two parts address issues in the penalized likelihood method for single event lifetime data, and...

This thesis consists of two parts. In chapter 2, we focus on optimal smoothing with correlated data and chapter 3 is devoted to marginal semiparametric modelling of longitudinal/clustered data. Penalized likelihood method offers versatile smoothing techniques in a variety of stochastic settings,...