To make the students familiar with modern nonparametric and semiparametric statistical models, including the ideas and methods, basic theoretical properties, the implementation and the applications in practice. Probability density, nonparametric regression and semiparametric regression are the three main contexts that will be covered. Kernel, spline, and local polynomial approaches will be the focuses. Programming techniques to facilitate the practice of the models will be introduced within the platform of R. Case studies will be provided to make the students acquainted with the elementary techniques. Applications to real world problems will be discussed, such as industrial growth, product innovation and infrastructure development.