Smoothing spline analysis of variance decomposes a multivariate function into additive components. This decomposition not only provides an efficient way to model a multivariate function but also leads to meaningful inference by testing whether a certain component equals 0. No formal procedure is...

In many cases, multiple time series can be viewed as realizations of the same underlying process and such data usually accumulate in time. The historic time-series data provide important information for our current prediction. In this paper, we extend the traditional state-space model to a...

The hypothalamic-pituitary-adrenal (HPA) axis is crucial in coping with stress and maintaining homeostasis. Hormones produced by the HPA axis exhibit both complex univariate longitudinal profiles and complex relationships among different hormones. Consequently, modeling these multivariate...