Journal of Nonparametric Statistics

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 2022-06-01 to 2026-06-01.)
ArticleCitations
Nonparametric Bayes multiresolution testing for high-dimensional rare events14
The generalised MLE with truncated interval-censored data9
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations8
Correction7
Boosting-based model averaging of high-dimensional varying coefficient models with application to house price prediction7
Soft Bayesian Additive Regression Trees (SBART) for correlated survey response with non-Gaussian error6
Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates6
An empirical-error-guided bandwidth selector in nonparametric classification with incomplete data6
Test of dominance relations based on kernel smoothing method6
Penalised estimation of partially linear additive zero-inflated Bernoulli regression models6
Editorial5
A comparison of causal inference methods for evaluating multiple treatment groups5
Kolmogorov–Smirnov learning by neural networks with a nonconvex surrogate loss5
Model fitting using partially ranked data5
A time-span-focussed test for independence of time-varying linear processes5
Asymptotic normality of wavelet estimators in heteroscedastic time varying-coefficient errors-in-variables model5
Home-range estimation under a restricted sample scheme5
Nonparametric estimation of risk ratios for bivariate data5
Testing for the geometric distribution in multi-sample settings4
Sequential and simultaneous distance-based dimension reduction4
Measure of shape for object data4
Multivariate density estimation from privatised data: universal consistency and minimax rates4
A Spearman dependence matrix for multivariate functional data4
A simple nonparametric least-squares-based causal inference for heterogeneous treatment effects4
Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring4
Partial linear quantile regression model with incompletely observed functional covariates4
Variable selection for Nadaraya–Watson–Fréchet regression4
Asymptotics of nonparametric kernel regression estimation for a class of samples4
Robust estimation for varying coefficient partially linear model based on MAVE4
On the consistency of a random forest algorithm in the presence of missing entries4
Functional linear model with partially observed covariate and missing values in the response4
Sparse kernel sufficient dimension reduction4
PROFIT: projection-based test in longitudinal functional data4
Boundary-adaptive kernel density estimation: the case of (near) uniform density4
Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process3
Hilbertian additive regression with parametric help3
Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models3
The scalar-on-function modal regression for functional time series data3
Nonparametric screening for additive quantile regression in ultra-high dimension3
Estimation of the distribution and density functions using Bernstein polynomials under weak dependence3
Density derivative estimation using asymmetric kernels3
A maximum entropy copula model for mixed data: representation, estimation and applications3
A double exponential gamma-frailty model for clustered survival data3
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes3
Improvement on LASSO-type estimator in nonparametric regression3
Reweighted and circularised Anderson-Darling tests of goodness-of-fit2
A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data2
On the connections between Chatterjee's correlation and rank distance correlation2
The Bahadur representation for nonparametric estimation of expected shortfall and its applications2
Statistical inference for discrete-time temporal networks with dynamic stochastic block models2
Inference on semi-parametric transformation model with a pairwise likelihood based on left-truncated and interval-censored data2
Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities2
Jump detection with dependent wild bootstrap2
Model-based statistical depth with applications to functional data2
An adaptive test based on Kendall's tau for independence in high dimensions2
An adaptive test of the independence of high-dimensional data based on Kendall rank correlation coefficient2
A KL-divergence-based test for elliptical distribution2
On standardness: estimation of the standardness constant and decidability aspects2
Enhanced doubly robust estimation with concave link functions for estimands in clinical trials2
Persistent homology based goodness-of-fit tests for spatial tessellations2
Trajectory clustering with adjustment for time-varying covariate effects2
Nonparametric density estimation for scattered spatial data on irregular domains: a likelihood-based approach using bivariate penalised spline smoothing2
Testing axial symmetry by means of integrated rank scores2
A new approach to select linear and nonparametric predictors simultaneously for generalised partially linear models2
Tests for equality of several mean vector functions for multivariate functional data with applications2
A robust estimation based on penalised regularisation for the varying-coefficient additive model2
Efficient nonparametric estimation of generalised autocovariances2
Uniformity tests for circular data based on a Parzen–Rosenblatt type estimator2
Second order accurate inference for nonparametric estimating equations models1
Good-bootstrap: simultaneous confidence intervals for large alphabet distributions1
Cramér-von-Mises tests for the distribution of the excess over a confidence level1
Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations1
On the extensions of the Chatterjee-Spearman test1
Locally adaptive online functional data analysis1
Local linear estimators for reflected diffusions1
A class of nonparametric tests for the two-sample problem based on order statistics1
A novel framework for joint sparse clustering and alignment of functional data1
Asymptotic behaviour of the portmanteau tests in an integer-valued AR model1
Editorial to the special issue ‘Nonparametric Methods in Data Science and Applications’1
IPCW approach for testing independence1
Stone's theorem for distributional regression in Wasserstein distance1
Robust changepoint detection in the variability of multivariate functional data1
Scaling by subsampling for big data, with applications to statistical learning1
The improved correlation coefficient of Chatterjee1
Inference for ARMA time series with mildly varying trend1
Model-free bootstrap and conformal prediction in regression: conditionality, conjecture testing, and pertinent prediction intervals1
Bayesian semi-parametric estimation of compound inhomogeneous Poisson processes for ultra-high frequency financial transaction data1
Robust inference for the unification of confidence intervals in meta-analysis1
A varying coefficient model with matrix valued covariates1
A semiparametric space-time quantile regression model1
Binary disease prediction using tail quantiles of the distribution of continuous biomarkers1
Nonparametric Bayesian latent class model for longitudinal zero-inflated count data1
Comparing control and treatment groups using regression and mixture models1
Nonparametric estimation of splicing points in skewed cost distributions: a kernel-based approach1
Linear-quadratic Tobit regression model with a change point due to a covariate threshold1
Estimating restricted mean treatment effects with additive-multiplicative hazards models1
Avoiding the surrogate paradox: an empirical framework for assessing assumptions1
From scarcity to insight: extreme events analysis with a partially linear single-index varying-coefficient model in high-dimensional settings1
Functional data analysis with rough sample paths?1
A powerful nonparametric test of the effect of dementia duration on mortality1
Generalized fiducial inference for the GEV change-point model1
Robust estimation for partially linear additive panel data models with fixed effects based on auxiliary regression1
Augmented inverse probability weighted estimation for conditional treatment effect1
Nonparametric density estimation for stationary processes under multiplicative measurement errors1
Asymptotic properties of neural network sieve estimators1
Kernel estimation for quadratic functional of long memory linear processes with infinite variance1
Threshold selection for extremal index estimation1
The stochastic convergence of Bernstein polynomial estimators in a triangular array1
Testing for Granger-causality in expectiles with an application to financial contagion1
Estimation and inference for quantile partially linear varying coefficients models with missing observations1
Strong law for randomly weighted sums of WOD random variables and application to nonparametric regression models1
Data-driven resistant kernel regression1
TSSS: a novel triangulated spherical spline smoothing for surface-based data1
Regression analysis of mixed panel count data with dependent observation processes1
Checking normality of model errors under additive distortion measurement errors1
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