This paper presents recent developments in model selection and model averaging for parametric and nonparametric models. While there is extensive literature on model selection under parametric settings, we present recently developed results in the context of nonparametric models. In applications,...

Extensions of the traditional Cox proportional hazard model, concerning the following features are often desirable in applications: Simultaneous nonparametric estimation of baseline hazard and usual fixed covariate effects, modelling and detection of time-varying covariate effects and nonlinear...