CHAPTER 1: Discrete Choice Models With Local Interactions: A Game Theoretical ApproachConsider observations from a single equilibrium of a local interaction game in which each player, a firm, has a finite number of actions (discrete choice) and is subject to interactions that are localfor...

Nonparametric function estimation via local polynomial regression has been widely studied in the literature, especially in the past two decades. In practice, we confront two challenges. Firstly, the local least squares estimator may not be the best choice when errors are heavily tailed....

Nonparametric regression models have been used to explorefeatures of data. Various estimation procedures have been proposedfor estimating nonparametric regression models in the literature.The existing procedures may enjoy some statistically optimalproperties, but it is difficult to use the...

Motivated by an empirical analysis of a data set collected in the field of ecology, we proposed nonlinear varying-coefficient models, a new class of varying-coefficient models. We further propose an estimation procedure for the nonlinear varying-coefficient models by using local linear...