Journal of Nonparametric Statistics

Papers
(The median citation count of Journal of Nonparametric Statistics is 0. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-11-01 to 2024-11-01.)
ArticleCitations
Nonparametric estimation of expectile regression in functional dependent data27
On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation21
Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence11
Testing symmetry based on the extropy of record values8
Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces7
Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection7
Model checks for two-sample location-scale6
Recursive asymmetric kernel density estimation for nonnegative data6
Nonparametric estimation and inference for spatiotemporal epidemic models5
Composite empirical likelihood for multisample clustered data5
Nonparametric estimation of the conditional survival function with double smoothing4
On sufficient dimension reduction via principal asymmetric least squares4
Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring4
A semiparametric Bayesian approach to epidemics, with application to the spread of the coronavirus MERS in South Korea in 20154
Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence4
Nonparametric tests for detection of high dimensional outliers4
Nonparametric homogeneity pursuit in functional-coefficient models3
Modified martingale difference correlations3
Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials3
Partially linear functional quantile regression in a reproducing kernel Hilbert space3
Asymptotic properties of neural network sieve estimators3
Asymptotic properties of the normalised discrete associated-kernel estimator for probability mass function3
A median test for functional data3
Model-based bootstrap for detection of regional quantile treatment effects3
Statistical inference for ARMA time series with moving average trend3
Nonparametric estimation of risk ratios for bivariate data3
The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator2
Jackknife empirical likelihood for the lower-mean ratio2
Truncation data analysis for the under-reporting probability in COVID-19 pandemic2
Consistency of a nonparametric least squares estimator in integer-valued GARCH models2
Empirical likelihood for the analysis of experimental designs2
Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models2
Nonparametric estimation of highest density regions for COVID-192
Goodness-of-fit test for count distributions with finite second moment2
Constrained quantile regression and heteroskedasticity2
Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach2
Functional linear model with partially observed covariate and missing values in the response2
The stochastic convergence of Bernstein polynomial estimators in a triangular array2
Nonparametric estimation of functional dynamic factor model2
A nonparametric procedure for linear and nonlinear variable screening2
A U-statistic-based test of treatment effect heterogeneity2
A novel framework for online supervised learning with feature selection2
Some multivariate goodness of fit tests based on data depth2
Hilbertian additive regression with parametric help2
Estimation of shape constrained additive models with missing response at random1
Variance function estimation in regression model via aggregation procedures1
Nonparametric relative error estimation of the regression function for left truncated and right censored time series data1
Estimation of linear transformation cure models with informatively interval-censored failure time data1
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes1
Efficient estimation in heteroscedastic single-index models1
On a projection estimator of the regression function derivative1
The scalar-on-function modal regression for functional time series data1
Good-bootstrap: simultaneous confidence intervals for large alphabet distributions1
Estimation and inference for partial linear regression surfaces using monotone warped-plane splines1
PROFIT: projection-based test in longitudinal functional data1
Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves1
A novel framework for joint sparse clustering and alignment of functional data1
Wasserstein filter for variable screening in binary classification in the reproducing kernel Hilbert space1
IPCW approach for testing independence1
The test of exponentiality based on the mean residual life function revisited1
Varying coefficient single-index regression model with missing responses under rank-based modelling1
New estimation for heteroscedastic single-index measurement error models1
Regularised rank quasi-likelihood estimation for generalised additive models1
Asymptotic behaviour of the portmanteau tests in an integer-valued AR model1
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications1
Checking normality of model errors under additive distortion measurement errors1
A revisit to Bai–Saranadasa's two-sample test1
Estimation and inference in functional varying-coefficient single-index quantile regression models1
Robust estimation for partial linear single-index models1
Jackknife empirical likelihood for the correlation coefficient with multiplicative distortion measurement errors1
Regression analysis of mixed panel count data with dependent observation processes1
Uniform convergence rates and automatic variable selection in nonparametric regression with functional and categorical covariates1
Threshold selection for extremal index estimation1
Regression estimation for continuous-time functional data processes with missing at random response1
Maximum multinomial likelihood estimation in compound mixture model with application to malaria study1
Nonparametric inference about increasing odds rate distributions1
On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes1
Another look at halfspace depth: flag halfspaces with applications1
Extended Glivenko–Cantelli theorem and L1 strong consistency of innovation density estimator for time-varying semiparametric ARCH model1
Empirical likelihood based confidence regions for functional of copulas1
A maximum entropy copula model for mixed data: representation, estimation and applications1
Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting1
An adaptive test based on Kendall's tau for independence in high dimensions1
Asymptotic normality of kernel density estimation for mixing high-frequency data0
Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models0
Approximate tolerance intervals for nonparametric regression models0
A nonparametric discontinuity test of density using a beta kernel0
Robust oracle estimation and uncertainty quantification for possibly sparse quantiles0
Nonparametric estimation of isotropic covariance function0
Recursive kernel estimator in a semiparametric regression model0
On the consistency of a random forest algorithm in the presence of missing entries0
Functional data analysis with rough sample paths?0
Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations0
Nonparametric instrument model averaging0
A scalable quasi-Newton estimation algorithm for dynamic generalised linear models0
Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities0
A phase-II change-point-based distribution-free scheme for monitoring of three process aspects0
Tests for equality of several mean vector functions for multivariate functional data with applications0
Symmetric smoothed bootstrap methods for ranked set samples0
Minimum profile Hellinger distance estimation for single-index models0
The generalised MLE with truncated interval-censored data0
A Spearman dependence matrix for multivariate functional data0
Density derivative estimation using asymmetric kernels0
Model-free prediction of time series: a nonparametric approach0
Reweighted and circularised Anderson-Darling tests of goodness-of-fit0
Subgroup detection in the heterogeneous partially linear additive Cox model0
Tracking full posterior in online Bayesian classification learning: a particle filter approach0
Introduction to the special issue on Data Science for COVID-190
A general semi-parametric elliptical distribution model for semi-supervised learning0
Home-range estimation under a restricted sample scheme0
Approximate Bayesian computation with semiparametric density ratio model0
A double exponential gamma-frailty model for clustered survival data0
The A-optimal subsampling approach to the analysis of count data of massive size0
Linear-quadratic Tobit regression model with a change point due to a covariate threshold0
The hazard level set0
Weighted rank estimation of nonparametric transformation models with case-1 and case-2 interval-censored failure time data0
Two-stage local rank estimation for generalised partially linear varying-coefficient models0
Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process0
A high-dimensional test for the k-sample Behrens–Fisher problem0
Estimating POT second-order parameter for bias correction0
Improved estimation of hazard function when failure information is missing not at random0
Errors-in-variables regression for mixed Euclidean and non-Euclidean predictors0
Wavelet estimation for the nonparametric additive model in random design and long-memory dependent errors0
A law of the iterated logarithm for error density estimator in censored linear regression0
Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications0
Efficient nonparametric estimation of generalised autocovariances0
A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data0
Nonparametric estimation of periodic signal disturbed by α-stable noises0
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations0
Generalized fiducial inference for the GEV change-point model0
Adaptive and efficient isotonic estimation in Wicksell's problem0
Testing for the expected number of exceedances in strongly dependent seasonal time series0
Nonparametric needlet estimation for partial derivatives of a probability density function on thed-torus0
Minimax estimation in multi-task regression under low-rank structures0
Robust sufficient dimension reduction via α -distance covariance0
Data-driven resistant kernel regression0
Inference on semi-parametric transformation model with a pairwise likelihood based on left-truncated and interval-censored data0
A nonparametric Bayesian item response modelling approach for clustering items and individuals simultaneously0
Sparse kernel sufficient dimension reduction0
Nonparametric inference for interval data using kernel methods0
Maximum approximate Bernstein likelihood estimation in a two-sample semiparametric model0
A bootstrap functional central limit theorem for time-varying linear processes0
A varying coefficient model with matrix valued covariates0
Integrated log-rank test0
Penalised estimation of partially linear additive zero-inflated Bernoulli regression models0
Boundary-adaptive kernel density estimation: the case of (near) uniform density0
Detecting the complexity of a functional time series0
Improvement on LASSO-type estimator in nonparametric regression0
Multivariate density estimation from privatised data: universal consistency and minimax rates0
On estimation of covariance function for functional data with detection limits0
Group inference of high-dimensional single-index models0
Cramér-von-Mises tests for the distribution of the excess over a confidence level0
Equivalence between constrained optimal smoothing and Bayesian estimation0
Clustering of high-dimensional observations0
A class of nonparametric tests for the two-sample problem based on order statistics0
Kernel density estimation for a stochastic process with values in a Riemannian manifold0
Persistent homology based goodness-of-fit tests for spatial tessellations0
Nonparametric quantile regression with missing data using local estimating equations0
Test of dominance relations based on kernel smoothing method0
A robust estimation based on penalised regularisation for the varying-coefficient additive model0
Consistency of the simple mode of a density for spatial processes0
Spectral-norm risk rates for multi-taper estimation of Gaussian processes0
Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models0
Choosing shape parameters for regression in reproducing kernel Hilbert space and variable selection0
A powerful nonparametric test of the effect of dementia duration on mortality0
Binary disease prediction using tail quantiles of the distribution of continuous biomarkers0
Kernel regression for cause-specific hazard models with nonparametric covariate functions0
Scaling by subsampling for big data, with applications to statistical learning0
Permutation mask: a combined gradient sparsification for federated learning0
Nonparametric screening for additive quantile regression in ultra-high dimension0
Robust covariance estimation with noisy high-frequency financial data0
Inference for ARMA time series with mildly varying trend0
Estimating restricted mean treatment effects with additive-multiplicative hazards models0
Bayesian semi-parametric estimation of compound inhomogeneous Poisson processes for ultra-high frequency financial transaction data0
Estimation of the distribution and density functions using Bernstein polynomials under weak dependence0
Augmented inverse probability weighted estimation for conditional treatment effect0
Testing axial symmetry by means of integrated rank scores0
Regularisation and central limit theorems for an inverse problem in network sampling applications0
Conditional symmetry test based on empirical characteristic function0
Trajectory clustering with adjustment for time-varying covariate effects0
Transformation tests and their asymptotic power in two-sample comparisons0
Bias reduction by transformed flat-top Fourier series estimator of density on compact support0
Fighting selection bias in statistical learning: application to visual recognition from biased image databases0
Generalised local polynomial estimators of smooth functionals of a distribution function with nonnegative support0
Nonparametric Bayes multiresolution testing for high-dimensional rare events0
Editorial0
An optimal sequential design in ethical allocation with an adaptive interim analysis0
A simple nonparametric least-squares-based causal inference for heterogeneous treatment effects0
Functional index coefficient models for locally stationary time series0
The improved correlation coefficient of Chatterjee0
Permutation-based inference for function-on-scalar regression with an application in PET brain imaging0
Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates0
A combined strategy for multivariate density estimation0
Testing bivariate symmetry0
Model fitting using partially ranked data0
Stone's theorem for distributional regression in Wasserstein distance0
Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types0
A process of dependent quantile pyramids0
Enhanced doubly robust estimation with concave link functions for estimands in clinical trials0
Model-based statistical depth with applications to functional data0
Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates0
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