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Conditional quantile estimation by local logistic regression, , and . Journal of Nonparametric Statistics, 18 (4): 357--373 (2006)On local likelihood density estimation when the bandwidth is large, , , , and . Journal of Statistical Planning and Inference, 136 (3): 839--859 (Mar 1, 2006)Sparse estimation in functional linear regression., and . J. Multivar. Anal., 105 (1): 1-17 (2012)Nonparametric estimation of dynamic discrete choice models for time series data., , and . Comput. Stat. Data Anal., (2017)Non-parametric hazard function estimation using the Kaplan--Meier estimator, , , and . Journal of Nonparametric Statistics, 17 (8): 937--948 (2005)Corrigendum to ``Semiparametric-efficient estimation of AR(1) panel data models'': J. Econom. 117 (2003) 279-309, , and . Journal of Econometrics, 117 (2): 311--309 (December 2003)Nonparametric conditional efficiency measures: asymptotic properties., , and . Ann. Oper. Res., 173 (1): 105-122 (2010)Nonparametric stochastic frontiers: A local maximum likelihood approach, , , and . Journal of Econometrics, 137 (1): 1--27 (March 2007)Local likelihood method: a bridge over parametric and nonparametric regression, , and . Journal of Nonparametric Statistics, 15 (6): 665--683 (2003)A simple and effective bandwidth selector for local polynomial quasi-likelihood regression, , and . Journal of Nonparametric Statistics, 19 (6): 255--267 (2007)