Add to ORKGSpecial thanks are reserved to my graduate advisor, Dr. Gou, for his advice, encouragement, and support throughout the development of this dissertation and my academic program. Appreciation is also extended to Dr. W.J. Lee who shares his knowledge and suggestion with me. I would like to send my special thanks to Prof. Weibiao Wu from Statistics Department at the University of Chicago, for his great assistance in the proofs of the theory proposed in my dissertation. In addition, I thank Mr. Yunzhi Cheng for his help about distributed computation in my research. Finally, I would like to express my deep appreciation to my wife, Shu Xu, and the rest of my family for their affections, trust, and support. They have meant very much to me. I could ...