Journal of Nonparametric Statistics

Article	Citations
New estimation for heteroscedastic single-index measurement error models	34
The generalised MLE with truncated interval-censored data	12
Correction	9
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations	9
Penalised estimation of partially linear additive zero-inflated Bernoulli regression models	8
Nonparametric estimation and inference for spatiotemporal epidemic models	8
Nonparametric Bayes multiresolution testing for high-dimensional rare events	8
Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates	7
Home-range estimation under a restricted sample scheme	6
Test of dominance relations based on kernel smoothing method	6
Measure of shape for object data	6
Model fitting using partially ranked data	6
Nonparametric estimation of risk ratios for bivariate data	6
Sequential and simultaneous distance-based dimension reduction	5
Testing for the geometric distribution in multi-sample settings	5
Functional linear model with partially observed covariate and missing values in the response	5
Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring	5
Some multivariate goodness of fit tests based on data depth	5
Partial linear quantile regression model with incompletely observed functional covariates	5
On the consistency of a random forest algorithm in the presence of missing entries	5
Boundary-adaptive kernel density estimation: the case of (near) uniform density	4
A simple nonparametric least-squares-based causal inference for heterogeneous treatment effects	4
Truncation data analysis for the under-reporting probability in COVID-19 pandemic	4
Multivariate density estimation from privatised data: universal consistency and minimax rates	4
Nonparametric estimation of expectile regression in functional dependent data	4

A Spearman dependence matrix for multivariate functional data	4
PROFIT: projection-based test in longitudinal functional data	4
Sparse kernel sufficient dimension reduction	4
Robust estimation for varying coefficient partially linear model based on MAVE	4
Nonparametric estimation of periodic signal disturbed by α-stable noises	3
Nonparametric screening for additive quantile regression in ultra-high dimension	3
Hilbertian additive regression with parametric help	3
Improvement on LASSO-type estimator in nonparametric regression	3
Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process	3
On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes	3
Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces	3
The scalar-on-function modal regression for functional time series data	3
A maximum entropy copula model for mixed data: representation, estimation and applications	3
A double exponential gamma-frailty model for clustered survival data	3
Nonparametric estimation of highest density regions for COVID-19	3
Nonparametric quantile regression with missing data using local estimating equations	2
Nonparametric tests for detection of high dimensional outliers	2
An adaptive test based on Kendall's tau for independence in high dimensions	2
Density derivative estimation using asymmetric kernels	2
Model-based statistical depth with applications to functional data	2
Estimation of the distribution and density functions using Bernstein polynomials under weak dependence	2
A class of nonparametric tests for the two-sample problem based on order statistics	2
Persistent homology based goodness-of-fit tests for spatial tessellations	2
Enhanced doubly robust estimation with concave link functions for estimands in clinical trials	2
Reweighted and circularised Anderson-Darling tests of goodness-of-fit	2
Transformation tests and their asymptotic power in two-sample comparisons	2
Nonparametric density estimation for scattered spatial data on irregular domains: a likelihood-based approach using bivariate penalised spline smoothing	2
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes	2
The hazard level set	2
An adaptive test of the independence of high-dimensional data based on Kendall rank correlation coefficient	2
A new approach to select linear and nonparametric predictors simultaneously for generalised partially linear models	2
Inference on semi-parametric transformation model with a pairwise likelihood based on left-truncated and interval-censored data	2
Efficient nonparametric estimation of generalised autocovariances	2
Jump detection with dependent wild bootstrap	2
A robust estimation based on penalised regularisation for the varying-coefficient additive model	2
A U-statistic-based test of treatment effect heterogeneity	2
Testing axial symmetry by means of integrated rank scores	2
A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data	2
Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models	2
Tests for equality of several mean vector functions for multivariate functional data with applications	2
Trajectory clustering with adjustment for time-varying covariate effects	2
Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities	2
Estimation and inference for partial linear regression surfaces using monotone warped-plane splines	2
Scaling by subsampling for big data, with applications to statistical learning	1
A novel framework for joint sparse clustering and alignment of functional data	1
A varying coefficient model with matrix valued covariates	1
Robust covariance estimation with noisy high-frequency financial data	1
The stochastic convergence of Bernstein polynomial estimators in a triangular array	1
Partially linear functional quantile regression in a reproducing kernel Hilbert space	1
Nonparametric density estimation for stationary processes under multiplicative measurement errors	1

Local linear estimators for reflected diffusions	1
A powerful nonparametric test of the effect of dementia duration on mortality	1
Stone's theorem for distributional regression in Wasserstein distance	1
Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations	1
Augmented inverse probability weighted estimation for conditional treatment effect	1
Testing for Granger-causality in expectiles with an application to financial contagion	1
IPCW approach for testing independence	1
Robust inference for the unification of confidence intervals in meta-analysis	1
From scarcity to insight: extreme events analysis with a partially linear single-index varying-coefficient model in high-dimensional settings	1
Cramér-von-Mises tests for the distribution of the excess over a confidence level	1
Regression analysis of mixed panel count data with dependent observation processes	1
On the extensions of the Chatterjee-Spearman test	1
Estimating restricted mean treatment effects with additive-multiplicative hazards models	1
Inference for ARMA time series with mildly varying trend	1
Consistency of a nonparametric least squares estimator in integer-valued GARCH models	1
Asymptotic properties of neural network sieve estimators	1
Data-driven resistant kernel regression	1
The improved correlation coefficient of Chatterjee	1
Robust changepoint detection in the variability of multivariate functional data	1
Kernel estimation for quadratic functional of long memory linear processes with infinite variance	1
Binary disease prediction using tail quantiles of the distribution of continuous biomarkers	1
Two-stage local rank estimation for generalised partially linear varying-coefficient models	1
Threshold selection for extremal index estimation	1
Bayesian semi-parametric estimation of compound inhomogeneous Poisson processes for ultra-high frequency financial transaction data	1
Generalized fiducial inference for the GEV change-point model	1
A novel framework for online supervised learning with feature selection	0
Spectral-norm risk rates for multi-taper estimation of Gaussian processes	0
A data-driven P-spline smoother and the P-Spline-GARCH models	0
Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types	0
Model checks for two-sample location-scale	0
Advancing multiplicative distortion models in nonlinear regression: relaxing independence and enhancing inference	0
Strong law for randomly weighted sums of WOD random variables and application to nonparametric regression models	0
Equivalence between constrained optimal smoothing and Bayesian estimation	0
Approximate Bayesian computation with semiparametric density ratio model	0
Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence	0
On a projection estimator of the regression function derivative	0
Asymptotic behaviour of the portmanteau tests in an integer-valued AR model	0
Statistical inference for ARMA time series with moving average trend	0
Statistical properties of oscillatory processes with stochastic modulation in amplitude and time	0
Another look at halfspace depth: flag halfspaces with applications	0
Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting	0
Nonparametric instrument model averaging	0
Recursive kernel estimator in a semiparametric regression model	0
Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection	0
Feature screening for case-cohort studies in the presence of interval censoring	0
A revisit to Bai–Saranadasa's two-sample test	0
The A-optimal subsampling approach to the analysis of count data of massive size	0
Asymptotic normality of kernel density estimation for mixing high-frequency data	0
On estimation of covariance function for functional data with detection limits	0
Improved estimation of hazard function when failure information is missing not at random	0
Variance function estimation in regression model via aggregation procedures	0
A general semi-parametric elliptical distribution model for semi-supervised learning	0
A nonparametric Bayesian item response modelling approach for clustering items and individuals simultaneously	0
Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations	0
Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications	0
Functional index coefficient models for locally stationary time series	0
Integrated log-rank test	0
A nonparametric procedure for linear and nonlinear variable screening	0
Stochastic feature selection with annealing and its applications to streaming data	0
Generalised local polynomial estimators of smooth functionals of a distribution function with nonnegative support	0
Local linear estimation and plug-in bandwidth selection for the ratio of two hazard rate functions	0
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications	0
On sufficient dimension reduction via principal asymmetric least squares	0
Avoiding the surrogate paradox: an empirical framework for assessing assumptions	0
Asymptotic properties of the normalised discrete associated-kernel estimator for probability mass function	0
Approximate tolerance intervals for nonparametric regression models	0
Consistency of the simple mode of a density for spatial processes	0
Nonparametric estimation of splicing points in skewed cost distributions: a kernel-based approach	0
The test of exponentiality based on the mean residual life function revisited	0
Introduction to the special issue on Data Science for COVID-19	0
Robust estimation for partial linear single-index models	0
Bayesian nonparametric mixture of experts for inverse problems	0
Functional data analysis with rough sample paths?	0
Correction	0
A law of the iterated logarithm for error density estimator in censored linear regression	0
Maximum approximate Bernstein likelihood estimation in a two-sample semiparametric model	0
Conditional symmetry test based on empirical characteristic function	0
A bootstrap functional central limit theorem for time-varying linear processes	0
Fighting selection bias in statistical learning: application to visual recognition from biased image databases	0
Choosing shape parameters for regression in reproducing kernel Hilbert space and variable selection	0

Nonparametric inference about increasing odds rate distributions	0
Robust sufficient dimension reduction via α -distance covariance	0
Minimum profile Hellinger distance estimation for single-index models	0
Adaptive and efficient isotonic estimation in Wicksell's problem	0
Goodness-of-fit test for count distributions with finite second moment	0
Estimation and inference in functional varying-coefficient single-index quantile regression models	0
Permutation-based inference for function-on-scalar regression with an application in PET brain imaging	0
Subgroup detection in the heterogeneous partially linear additive Cox model	0
Jackknife empirical likelihood for the correlation coefficient with multiplicative distortion measurement errors	0
Kernel estimators of Markov renewal and semi-Markov transition functions of semi-Markov systems	0
Wasserstein filter for variable screening in binary classification in the reproducing kernel Hilbert space	0
Estimation of linear transformation cure models with informatively interval-censored failure time data	0
Estimating POT second-order parameter for bias correction	0
Model-free prediction of time series: a nonparametric approach	0
Exponentially weighted averaging of varying-coefficient partially linear models	0
Tracking full posterior in online Bayesian classification learning: a particle filter approach	0
The half-quadratic approach for high-dimensional robust M-estimation	0
Robust oracle estimation and uncertainty quantification for possibly sparse quantiles	0
Nonparametric estimation of functional dynamic factor model	0
Kernel mode-based varying coefficient models with nonstationary regressors	0
Varying coefficient single-index regression model with missing responses under rank-based modelling	0
Checking normality of model errors under additive distortion measurement errors	0
Group inference of high-dimensional single-index models	0
Empirical likelihood for the analysis of experimental designs	0
A high-dimensional test for the k-sample Behrens–Fisher problem	0
TSSS: a novel triangulated spherical spline smoothing for surface-based data	0
Kernel density estimation for a stochastic process with values in a Riemannian manifold	0
A scalable quasi-Newton estimation algorithm for dynamic generalised linear models	0
Clustering of high-dimensional observations	0
Estimation and inference for quantile partially linear varying coefficients models with missing observations	0
Testing bivariate symmetry	0
An optimal sequential design in ethical allocation with an adaptive interim analysis	0
Partial causal identification for right censored data with noncompliance	0
A phase-II change-point-based distribution-free scheme for monitoring of three process aspects	0
Linear-quadratic Tobit regression model with a change point due to a covariate threshold	0
Nonparametric inference for interval data using kernel methods	0
Constrained quantile regression and heteroskedasticity	0
Minimax estimation in multi-task regression under low-rank structures	0
Nonparametric needlet estimation for partial derivatives of a probability density function on thed-torus	0
Penalized variable selection with broken adaptive ridge regression for semi-competing risks data	0
Errors-in-variables regression for mixed Euclidean and non-Euclidean predictors	0
Empirical likelihood based confidence regions for functional of copulas	0
A process of dependent quantile pyramids	0
Regularisation and central limit theorems for an inverse problem in network sampling applications	0
Nonparametric estimation of the conditional survival function with double smoothing	0
Specification tests for generalised propensity scores using double projections	0
Improved nonparametric estimation of the cure rate in mixture cure models using presmoothing	0
Editorial	0
Jackknife empirical likelihood for the lower-mean ratio	0
Detecting the complexity of a functional time series	0
Extended Glivenko–Cantelli theorem and L1 strong consistency of innovation density estimator for time-varying semiparametric ARCH model	0
Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates	0
A median test for functional data	0
Regression estimation for continuous-time functional data processes with missing at random response	0
Kernel regression for cause-specific hazard models with nonparametric covariate functions	0
Nonparametric estimation of isotropic covariance function	0
Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates	0
Bias reduction by transformed flat-top Fourier series estimator of density on compact support	0
A nonparametric discontinuity test of density using a beta kernel	0
Confidence band and confidence interval of restricted mean survival time of length-biased data	0
Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials	0
Nonparametric relative error estimation of the regression function for left truncated and right censored time series data	0
Wavelet estimation for the nonparametric additive model in random design and long-memory dependent errors	0
Good-bootstrap: simultaneous confidence intervals for large alphabet distributions	0
Uniform convergence rates and automatic variable selection in nonparametric regression with functional and categorical covariates	0
Permutation mask: a combined gradient sparsification for federated learning	0