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 2021-05-01 to 2025-05-01.)
ArticleCitations
New estimation for heteroscedastic single-index measurement error models32
Nonparametric estimation and inference for spatiotemporal epidemic models8
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations7
A semiparametric Bayesian approach to epidemics, with application to the spread of the coronavirus MERS in South Korea in 20157
Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates6
Penalised estimation of partially linear additive zero-inflated Bernoulli regression models6
The generalised MLE with truncated interval-censored data6
Nonparametric Bayes multiresolution testing for high-dimensional rare events6
Test of dominance relations based on kernel smoothing method5
Nonparametric estimation of risk ratios for bivariate data5
Model fitting using partially ranked data5
Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring4
Some multivariate goodness of fit tests based on data depth4
On the consistency of a random forest algorithm in the presence of missing entries4
Symmetric smoothed bootstrap methods for ranked set samples4
Home-range estimation under a restricted sample scheme4
Multivariate density estimation from privatised data: universal consistency and minimax rates3
Functional linear model with partially observed covariate and missing values in the response3
Boundary-adaptive kernel density estimation: the case of (near) uniform density3
A simple nonparametric least-squares-based causal inference for heterogeneous treatment effects3
Sequential and simultaneous distance-based dimension reduction3
Partial linear quantile regression model with incompletely observed functional covariates3
A Spearman dependence matrix for multivariate functional data3
Sparse kernel sufficient dimension reduction3
PROFIT: projection-based test in longitudinal functional data3
A double exponential gamma-frailty model for clustered survival data2
Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces2
A maximum entropy copula model for mixed data: representation, estimation and applications2
The scalar-on-function modal regression for functional time series data2
Nonparametric screening for additive quantile regression in ultra-high dimension2
Estimation of the distribution and density functions using Bernstein polynomials under weak dependence2
Density derivative estimation using asymmetric kernels2
A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data2
Nonparametric estimation of periodic signal disturbed by α-stable noises2
Truncation data analysis for the under-reporting probability in COVID-19 pandemic2
Nonparametric estimation of expectile regression in functional dependent data2
Nonparametric homogeneity pursuit in functional-coefficient models2
Improvement on LASSO-type estimator in nonparametric regression2
Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models2
An adaptive test based on Kendall's tau for independence in high dimensions2
Transformation tests and their asymptotic power in two-sample comparisons2
On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes2
Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process2
Robust estimation for varying coefficient partially linear model based on MAVE2
Nonparametric estimation of highest density regions for COVID-192
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes2
The hazard level set2
Nonparametric tests for detection of high dimensional outliers2
Hilbertian additive regression with parametric help2
Inference on semi-parametric transformation model with a pairwise likelihood based on left-truncated and interval-censored data1
Persistent homology based goodness-of-fit tests for spatial tessellations1
Trajectory clustering with adjustment for time-varying covariate effects1
Nonparametric density estimation for scattered spatial data on irregular domains: a likelihood-based approach using bivariate penalised spline smoothing1
Testing axial symmetry by means of integrated rank scores1
On the extensions of the Chatterjee-Spearman test1
Asymptotic properties of neural network sieve estimators1
IPCW approach for testing independence1
Data-driven resistant kernel regression1
Robust covariance estimation with noisy high-frequency financial data1
Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities1
Partially linear functional quantile regression in a reproducing kernel Hilbert space1
Efficient nonparametric estimation of generalised autocovariances1
Reweighted and circularised Anderson-Darling tests of goodness-of-fit1
Nonparametric quantile regression with missing data using local estimating equations1
An adaptive test of the independence of high-dimensional data based on Kendall rank correlation coefficient1
Tests for equality of several mean vector functions for multivariate functional data with applications1
Kernel estimation for quadratic functional of long memory linear processes with infinite variance1
A powerful nonparametric test of the effect of dementia duration on mortality1
Two-stage local rank estimation for generalised partially linear varying-coefficient models1
The improved correlation coefficient of Chatterjee1
Local linear estimators for reflected diffusions1
Estimation and inference for partial linear regression surfaces using monotone warped-plane splines1
The stochastic convergence of Bernstein polynomial estimators in a triangular array1
A robust estimation based on penalised regularisation for the varying-coefficient additive model1
A U-statistic-based test of treatment effect heterogeneity1
Model-based statistical depth with applications to functional data1
Binary disease prediction using tail quantiles of the distribution of continuous biomarkers1
Cramér-von-Mises tests for the distribution of the excess over a confidence level1
A class of nonparametric tests for the two-sample problem based on order statistics1
Estimating restricted mean treatment effects with additive-multiplicative hazards models1
Regression analysis of mixed panel count data with dependent observation processes1
Robust inference for the unification of confidence intervals in meta-analysis1
Enhanced doubly robust estimation with concave link functions for estimands in clinical trials1
Threshold selection for extremal index estimation1
Penalized variable selection with broken adaptive ridge regression for semi-competing risks data0
Constrained quantile regression and heteroskedasticity0
Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence0
Another look at halfspace depth: flag halfspaces with applications0
Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection0
On estimation of covariance function for functional data with detection limits0
Minimax estimation in multi-task regression under low-rank structures0
Nonparametric inference about increasing odds rate distributions0
Asymptotic properties of the normalised discrete associated-kernel estimator for probability mass function0
A general semi-parametric elliptical distribution model for semi-supervised learning0
Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations0
Choosing shape parameters for regression in reproducing kernel Hilbert space and variable selection0
Detecting the complexity of a functional time series0
A process of dependent quantile pyramids0
Extended Glivenko–Cantelli theorem and L1 strong consistency of innovation density estimator for time-varying semiparametric ARCH model0
Regression estimation for continuous-time functional data processes with missing at random response0
Generalised local polynomial estimators of smooth functionals of a distribution function with nonnegative support0
Consistency of a nonparametric least squares estimator in integer-valued GARCH models0
Testing bivariate symmetry0
Robust oracle estimation and uncertainty quantification for possibly sparse quantiles0
On sufficient dimension reduction via principal asymmetric least squares0
Inference for ARMA time series with mildly varying trend0
Stochastic feature selection with annealing and its applications to streaming data0
Exponentially weighted averaging of varying-coefficient partially linear models0
Checking normality of model errors under additive distortion measurement errors0
Equivalence between constrained optimal smoothing and Bayesian estimation0
Nonparametric relative error estimation of the regression function for left truncated and right censored time series data0
A high-dimensional test for the k-sample Behrens–Fisher problem0
A law of the iterated logarithm for error density estimator in censored linear regression0
A nonparametric Bayesian item response modelling approach for clustering items and individuals simultaneously0
The A-optimal subsampling approach to the analysis of count data of massive size0
Bayesian semi-parametric estimation of compound inhomogeneous Poisson processes for ultra-high frequency financial transaction data0
Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types0
Statistical inference for ARMA time series with moving average trend0
Errors-in-variables regression for mixed Euclidean and non-Euclidean predictors0
Partial causal identification for right censored data with noncompliance0
Testing for the expected number of exceedances in strongly dependent seasonal time series0
Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting0
Editorial0
A revisit to Bai–Saranadasa's two-sample test0
Linear-quadratic Tobit regression model with a change point due to a covariate threshold0
Robust sufficient dimension reduction via α -distance covariance0
Permutation-based inference for function-on-scalar regression with an application in PET brain imaging0
Asymptotic behaviour of the portmanteau tests in an integer-valued AR model0
Goodness-of-fit test for count distributions with finite second moment0
Estimating POT second-order parameter for bias correction0
On a projection estimator of the regression function derivative0
Nonparametric needlet estimation for partial derivatives of a probability density function on thed-torus0
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications0
Varying coefficient single-index regression model with missing responses under rank-based modelling0
Robust estimation for partial linear single-index models0
Model-free prediction of time series: a nonparametric approach0
Nonparametric estimation of isotropic covariance function0
Improved estimation of hazard function when failure information is missing not at random0
Bayesian nonparametric mixture of experts for inverse problems0
A nonparametric discontinuity test of density using a beta kernel0
Bias reduction by transformed flat-top Fourier series estimator of density on compact support0
Adaptive and efficient isotonic estimation in Wicksell's problem0
Augmented inverse probability weighted estimation for conditional treatment effect0
Functional index coefficient models for locally stationary time series0
Minimum profile Hellinger distance estimation for single-index models0
Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves0
Generalized fiducial inference for the GEV change-point model0
Variance function estimation in regression model via aggregation procedures0
Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates0
Stone's theorem for distributional regression in Wasserstein distance0
The test of exponentiality based on the mean residual life function revisited0
Approximate tolerance intervals for nonparametric regression models0
A novel framework for online supervised learning with feature selection0
Introduction to the special issue on Data Science for COVID-190
Group inference of high-dimensional single-index models0
A scalable quasi-Newton estimation algorithm for dynamic generalised linear models0
Model checks for two-sample location-scale0
Good-bootstrap: simultaneous confidence intervals for large alphabet distributions0
Feature screening for case-cohort studies in the presence of interval censoring0
Nonparametric inference for interval data using kernel methods0
Nonparametric instrument model averaging0
Recursive kernel estimator in a semiparametric regression model0
Functional data analysis with rough sample paths?0
Fighting selection bias in statistical learning: application to visual recognition from biased image databases0
Estimation and inference in functional varying-coefficient single-index quantile regression models0
A nonparametric procedure for linear and nonlinear variable screening0
A median test for functional data0
Regularisation and central limit theorems for an inverse problem in network sampling applications0
Jackknife empirical likelihood for the lower-mean ratio0
A bootstrap functional central limit theorem for time-varying linear processes0
Conditional symmetry test based on empirical characteristic function0
Kernel regression for cause-specific hazard models with nonparametric covariate functions0
Strong law for randomly weighted sums of WOD random variables and application to nonparametric regression models0
Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials0
Subgroup detection in the heterogeneous partially linear additive Cox model0
Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates0
Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications0
Tracking full posterior in online Bayesian classification learning: a particle filter approach0
Wasserstein filter for variable screening in binary classification in the reproducing kernel Hilbert space0
A novel framework for joint sparse clustering and alignment of functional data0
Estimation of linear transformation cure models with informatively interval-censored failure time data0
Asymptotic normality of kernel density estimation for mixing high-frequency data0
Wavelet estimation for the nonparametric additive model in random design and long-memory dependent errors0
A varying coefficient model with matrix valued covariates0
Nonparametric estimation of functional dynamic factor model0
Integrated log-rank test0
Consistency of the simple mode of a density for spatial processes0
Scaling by subsampling for big data, with applications to statistical learning0
Local linear estimation and plug-in bandwidth selection for the ratio of two hazard rate functions0
An optimal sequential design in ethical allocation with an adaptive interim analysis0
TSSS: a novel triangulated spherical spline smoothing for surface-based data0
Kernel density estimation for a stochastic process with values in a Riemannian manifold0
Empirical likelihood for the analysis of experimental designs0
Clustering of high-dimensional observations0
Nonparametric estimation of the conditional survival function with double smoothing0
Uniform convergence rates and automatic variable selection in nonparametric regression with functional and categorical covariates0
Permutation mask: a combined gradient sparsification for federated learning0
Empirical likelihood based confidence regions for functional of copulas0
A phase-II change-point-based distribution-free scheme for monitoring of three process aspects0
Jackknife empirical likelihood for the correlation coefficient with multiplicative distortion measurement errors0
Approximate Bayesian computation with semiparametric density ratio model0
Maximum approximate Bernstein likelihood estimation in a two-sample semiparametric model0
Spectral-norm risk rates for multi-taper estimation of Gaussian processes0
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