<b>Motivation:</b> Normalization of microarray data is essential for multiple-array analyses. Several normalization protocols have been proposed based on different biological or statistical assumptions. A fundamental problem arises whether they have effectively normalized arrays. In addition, for a given array, the question arises how to choose a method to most effectively normalize the microarray data.

Estimation of genewise variance arises from two important applications in microarray data analysis: selecting significantly differentially expressed genes and validation tests for normalization of microarray data. We approach the problem by introducing a two-way nonparametric model, which is an extension of the famous Neyman-Scott model and is applicable beyond microarray data. The problem itself poses interesting challenges because the number of nuisance parameters is proportional to the sample size and it is not obvious how the variance function can be estimated when measurements are correlated. In such a high-dimensional nonparametric problem, we proposed two novel nonparametric estimators for genewise variance function and semiparametric estimators for measurement correlation, via solving a system of nonlinear equations. Their asymptotic normality is established. The finite sample property is

In an event-related functional MRI data analysis, an accurate and robust extraction of the hemodynamic response function (HRF) and its associated statistics (e.g., magnitude, width, and time to peak) is critical to infer quantitative information about the relative timing of the neuronal events in different brain regions. The aim of this paper is to develop a multiscale adaptive smoothing model (MASM) to accurately estimate HRFs pertaining to each stimulus sequence across all voxels. MASM explicitly accounts for both spatial and temporal smoothness information, while incorporating such information to adaptively estimate HRFs in the frequency domain. One simulation study and a real data set are used to demonstrate the methodology and examine its finite sample performance in HRF estimation, which confirms that MASM significantly outperforms the existing methods including the smooth finite impulse