OOIR: Observatory of International Research

Papers

(The TQCC 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 2020-11-01 to 2024-11-01.)

Article	Citations
Nonparametric estimation of expectile regression in functional dependent data	27
On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation	21
Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence	11
Testing symmetry based on the extropy of record values	8
Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces	7
Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection	7
Model checks for two-sample location-scale	6
Recursive asymmetric kernel density estimation for nonnegative data	6
Nonparametric estimation and inference for spatiotemporal epidemic models	5
Composite empirical likelihood for multisample clustered data	5
Nonparametric estimation of the conditional survival function with double smoothing	4
On sufficient dimension reduction via principal asymmetric least squares	4
Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring	4
A semiparametric Bayesian approach to epidemics, with application to the spread of the coronavirus MERS in South Korea in 2015	4
Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence	4
Nonparametric tests for detection of high dimensional outliers	4
Nonparametric homogeneity pursuit in functional-coefficient models	3
Modified martingale difference correlations	3
Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials	3
Partially linear functional quantile regression in a reproducing kernel Hilbert space	3
Asymptotic properties of neural network sieve estimators	3
Asymptotic properties of the normalised discrete associated-kernel estimator for probability mass function	3
A median test for functional data	3
Model-based bootstrap for detection of regional quantile treatment effects	3
Statistical inference for ARMA time series with moving average trend	3

Nonparametric estimation of risk ratios for bivariate data	3
Some multivariate goodness of fit tests based on data depth	2
Hilbertian additive regression with parametric help	2
The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator	2
Jackknife empirical likelihood for the lower-mean ratio	2
Truncation data analysis for the under-reporting probability in COVID-19 pandemic	2
Consistency of a nonparametric least squares estimator in integer-valued GARCH models	2
Empirical likelihood for the analysis of experimental designs	2
Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models	2
Nonparametric estimation of highest density regions for COVID-19	2
Goodness-of-fit test for count distributions with finite second moment	2
Constrained quantile regression and heteroskedasticity	2
Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach	2
Functional linear model with partially observed covariate and missing values in the response	2
The stochastic convergence of Bernstein polynomial estimators in a triangular array	2
Nonparametric estimation of functional dynamic factor model	2
A nonparametric procedure for linear and nonlinear variable screening	2
A U-statistic-based test of treatment effect heterogeneity	2
A novel framework for online supervised learning with feature selection	2
Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting	1
An adaptive test based on Kendall's tau for independence in high dimensions	1
Estimation of shape constrained additive models with missing response at random	1
Variance function estimation in regression model via aggregation procedures	1
Nonparametric relative error estimation of the regression function for left truncated and right censored time series data	1
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes	1
Estimation of linear transformation cure models with informatively interval-censored failure time data	1
On a projection estimator of the regression function derivative	1
Efficient estimation in heteroscedastic single-index models	1
The scalar-on-function modal regression for functional time series data	1
Good-bootstrap: simultaneous confidence intervals for large alphabet distributions	1
Estimation and inference for partial linear regression surfaces using monotone warped-plane splines	1
PROFIT: projection-based test in longitudinal functional data	1
Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves	1
A novel framework for joint sparse clustering and alignment of functional data	1
Wasserstein filter for variable screening in binary classification in the reproducing kernel Hilbert space	1
IPCW approach for testing independence	1
The test of exponentiality based on the mean residual life function revisited	1
New estimation for heteroscedastic single-index measurement error models	1
Varying coefficient single-index regression model with missing responses under rank-based modelling	1
Asymptotic behaviour of the portmanteau tests in an integer-valued AR model	1
Regularised rank quasi-likelihood estimation for generalised additive models	1
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications	1
Checking normality of model errors under additive distortion measurement errors	1
A revisit to Bai–Saranadasa's two-sample test	1
Estimation and inference in functional varying-coefficient single-index quantile regression models	1
Robust estimation for partial linear single-index models	1
Jackknife empirical likelihood for the correlation coefficient with multiplicative distortion measurement errors	1
Regression analysis of mixed panel count data with dependent observation processes	1
Uniform convergence rates and automatic variable selection in nonparametric regression with functional and categorical covariates	1
Regression estimation for continuous-time functional data processes with missing at random response	1

Threshold selection for extremal index estimation	1
Nonparametric inference about increasing odds rate distributions	1
Maximum multinomial likelihood estimation in compound mixture model with application to malaria study	1
On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes	1
Another look at halfspace depth: flag halfspaces with applications	1
Extended Glivenko–Cantelli theorem and L₁ strong consistency of innovation density estimator for time-varying semiparametric ARCH model	1
Empirical likelihood based confidence regions for functional of copulas	1
A maximum entropy copula model for mixed data: representation, estimation and applications	1