First, to test the existence of random effects in semiparametric mixed models (SMMs) under only moment conditions on random effects and errors, we propose a very simple and easily implemented non-parametric test based on a difference between two estimators of the error variance. One test is...

Although generalized cross-validation (GCV) has been frequently applied to select bandwidth when kernel methods are used to estimate non-parametric mixed-effect models in which non-parametric mean functions are used to model covariate effects, and additive random effects are applied to account...

In this paper, a two-stage estimation method for non-parametric additive models is investigated. Differing from Horowitz and Mammen's two-stage estimation, our first-stage estimators are designed not only for dimension reduction but also as initial approximations to all of the additive...