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This article deals with statistical inferences based on the varying-coefficient models proposed by Hastie and Tibshirani. Local polynomial regression techniques are used to estimate coefficient functions, and the asymptotic normality of the resulting estimators is established. The standard error formulas for estimated coefficients are derived and are empirically tested. A goodness-of-fit test technique, based on a nonparametric maximum likelihood ratio type of test, is also proposed to detect whether certain coefficient functions in a varying-coefficient model are constant or whether any covariates are statistically significant in the model. The null distribution of the test is estimated by a conditional bootstrap method. Our estimation techniques involve solving hundreds of local likelihood equations. To reduce the computational burden, a one-step Newton-Raphson estimator is proposed and implemented. The resulting one

A classical set of birational invariants of a variety are its spaces of pluricanonical forms and some of their canonically defined subspaces. Each of these vector spaces admits a typical metric structure which is also birationally invariant. These vector spaces so metrized will be referred to as the pseudonormed spaces of the original varieties. A fundamental question is the following: Given two mildly singular projective varieties with some of the first variety9s pseudonormed spaces being isometric to the corresponding ones of the second variety9s, can one construct a birational map between them that induces these isometries? In this work, a positive answer to this question is given for varieties of general type. This can be thought of as a theorem of Torelli type for birational equivalence.

In this paper, we are concerned with the one-species VlasovPoissonBoltzmann system with a nonconstant background density in full space. There exists a stationary solution when the background density is a small perturbation of a positive constant state. We prove the nonlinear stability of solutions to the Cauchy problem near the stationary state in some Sobolev space without any time derivatives. This result is nontrivial even when the background density is a constant state. In the proof, the macroscopic balance laws are essentially used to deal with the a priori estimates on both the microscopic and macroscopic parts of the solution. Moreover, some interactive energy functionals are introduced to overcome difficulty stemming from the absence of time derivatives in the energy functional.