OOIR: Observatory of International Research

Papers

(The median citation count of Journal of Nonparametric Statistics is 1. 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 2022-05-01 to 2026-05-01.)

Article	Citations
Nonparametric Bayes multiresolution testing for high-dimensional rare events	14
The generalised MLE with truncated interval-censored data	12
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations	10
Correction	9
Boosting-based model averaging of high-dimensional varying coefficient models with application to house price prediction	9
Penalised estimation of partially linear additive zero-inflated Bernoulli regression models	8
An empirical-error-guided bandwidth selector in nonparametric classification with incomplete data	7
Home-range estimation under a restricted sample scheme	6
Test of dominance relations based on kernel smoothing method	6
Model fitting using partially ranked data	6
Soft Bayesian Additive Regression Trees (SBART) for correlated survey response with non-Gaussian error	6
Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates	6
A time-span-focussed test for independence of time-varying linear processes	5
Asymptotic normality of wavelet estimators in heteroscedastic time varying-coefficient errors-in-variables model	5
Editorial	5
Nonparametric estimation of risk ratios for bivariate data	5
Measure of shape for object data	5
A comparison of causal inference methods for evaluating multiple treatment groups	5
Kolmogorov–Smirnov learning by neural networks with a nonconvex surrogate loss	5
Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring	4
A Spearman dependence matrix for multivariate functional data	4
A maximum entropy copula model for mixed data: representation, estimation and applications	4
Functional linear model with partially observed covariate and missing values in the response	4
A simple nonparametric least-squares-based causal inference for heterogeneous treatment effects	4
Asymptotics of nonparametric kernel regression estimation for a class of samples	4

Boundary-adaptive kernel density estimation: the case of (near) uniform density	4
Robust estimation for varying coefficient partially linear model based on MAVE	4
On the consistency of a random forest algorithm in the presence of missing entries	4
Partial linear quantile regression model with incompletely observed functional covariates	4
Multivariate density estimation from privatised data: universal consistency and minimax rates	4
Sparse kernel sufficient dimension reduction	4
PROFIT: projection-based test in longitudinal functional data	4
Sequential and simultaneous distance-based dimension reduction	4
Testing for the geometric distribution in multi-sample settings	4
Hilbertian additive regression with parametric help	3
A double exponential gamma-frailty model for clustered survival data	3
Improvement on LASSO-type estimator in nonparametric regression	3
Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models	3
Estimation of the distribution and density functions using Bernstein polynomials under weak dependence	3
Nonparametric screening for additive quantile regression in ultra-high dimension	3
The scalar-on-function modal regression for functional time series data	3
A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data	3
Density derivative estimation using asymmetric kernels	3
Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process	3
Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces	3
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes	3
Testing axial symmetry by means of integrated rank scores	3
Model-based statistical depth with applications to functional data	2
Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities	2
Inference on semi-parametric transformation model with a pairwise likelihood based on left-truncated and interval-censored data	2
A class of nonparametric tests for the two-sample problem based on order statistics	2
A new approach to select linear and nonparametric predictors simultaneously for generalised partially linear models	2
Trajectory clustering with adjustment for time-varying covariate effects	2
Nonparametric density estimation for scattered spatial data on irregular domains: a likelihood-based approach using bivariate penalised spline smoothing	2
Reweighted and circularised Anderson-Darling tests of goodness-of-fit	2
Efficient nonparametric estimation of generalised autocovariances	2
A robust estimation based on penalised regularisation for the varying-coefficient additive model	2
Threshold selection for extremal index estimation	2
On the connections between Chatterjee's correlation and rank distance correlation	2
An adaptive test based on Kendall's tau for independence in high dimensions	2
A KL-divergence-based test for elliptical distribution	2
On standardness: estimation of the standardness constant and decidability aspects	2
Uniformity tests for circular data based on a Parzen–Rosenblatt type estimator	2
Enhanced doubly robust estimation with concave link functions for estimands in clinical trials	2
Persistent homology based goodness-of-fit tests for spatial tessellations	2
Tests for equality of several mean vector functions for multivariate functional data with applications	2
Jump detection with dependent wild bootstrap	2
An adaptive test of the independence of high-dimensional data based on Kendall rank correlation coefficient	2
Estimation and inference for quantile partially linear varying coefficients models with missing observations	1
A novel framework for joint sparse clustering and alignment of functional data	1
Strong law for randomly weighted sums of WOD random variables and application to nonparametric regression models	1
The improved correlation coefficient of Chatterjee	1
Checking normality of model errors under additive distortion measurement errors	1
From scarcity to insight: extreme events analysis with a partially linear single-index varying-coefficient model in high-dimensional settings	1
Comparing control and treatment groups using regression and mixture models	1

Robust changepoint detection in the variability of multivariate functional data	1
Good-bootstrap: simultaneous confidence intervals for large alphabet distributions	1
Nonparametric density estimation for stationary processes under multiplicative measurement errors	1
Augmented inverse probability weighted estimation for conditional treatment effect	1
Testing for Granger-causality in expectiles with an application to financial contagion	1
A semiparametric space-time quantile regression model	1
On the extensions of the Chatterjee-Spearman test	1
A powerful nonparametric test of the effect of dementia duration on mortality	1
Nonparametric estimation of splicing points in skewed cost distributions: a kernel-based approach	1
Linear-quadratic Tobit regression model with a change point due to a covariate threshold	1
Two-stage local rank estimation for generalised partially linear varying-coefficient models	1
Locally adaptive online functional data analysis	1
Model-free bootstrap and conformal prediction in regression: conditionality, conjecture testing, and pertinent prediction intervals	1
Scaling by subsampling for big data, with applications to statistical learning	1
Estimating restricted mean treatment effects with additive-multiplicative hazards models	1
Inference for ARMA time series with mildly varying trend	1
IPCW approach for testing independence	1
Bayesian semi-parametric estimation of compound inhomogeneous Poisson processes for ultra-high frequency financial transaction data	1
Robust covariance estimation with noisy high-frequency financial data	1
A varying coefficient model with matrix valued covariates	1
Stone's theorem for distributional regression in Wasserstein distance	1
Binary disease prediction using tail quantiles of the distribution of continuous biomarkers	1
Kernel estimation for quadratic functional of long memory linear processes with infinite variance	1
Robust inference for the unification of confidence intervals in meta-analysis	1
Editorial to the special issue ‘Nonparametric Methods in Data Science and Applications’	1
Functional data analysis with rough sample paths?	1
Data-driven resistant kernel regression	1
Avoiding the surrogate paradox: an empirical framework for assessing assumptions	1
Robust estimation for partially linear additive panel data models with fixed effects based on auxiliary regression	1
TSSS: a novel triangulated spherical spline smoothing for surface-based data	1
Regression analysis of mixed panel count data with dependent observation processes	1
Generalized fiducial inference for the GEV change-point model	1
The stochastic convergence of Bernstein polynomial estimators in a triangular array	1
Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations	1
Cramér-von-Mises tests for the distribution of the excess over a confidence level	1
Asymptotic properties of neural network sieve estimators	1
Partially linear functional quantile regression in a reproducing kernel Hilbert space	1
Local linear estimators for reflected diffusions	1
Nonparametric Bayesian latent class model for longitudinal zero-inflated count data	1