OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Nonparametric Statistics is 2. 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.)

Article	Citations
Nonparametric Bayes multiresolution testing for high-dimensional rare events	14
The generalised MLE with truncated interval-censored data	9
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations	8
Correction	7
Boosting-based model averaging of high-dimensional varying coefficient models with application to house price prediction	7
Test of dominance relations based on kernel smoothing method	6
Penalised estimation of partially linear additive zero-inflated Bernoulli regression models	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
An empirical-error-guided bandwidth selector in nonparametric classification with incomplete data	6
Model fitting using partially ranked data	5
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
Home-range estimation under a restricted sample scheme	5
Nonparametric estimation of risk ratios for bivariate data	5
Editorial	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
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
Functional linear model with partially observed covariate and missing values in the response	4
Sparse kernel sufficient dimension reduction	4
PROFIT: projection-based test in longitudinal functional data	4
Boundary-adaptive kernel density estimation: the case of (near) uniform density	4
Testing for the geometric distribution in multi-sample settings	4

Sequential and simultaneous distance-based dimension reduction	4
Measure of shape for object data	4
Multivariate density estimation from privatised data: universal consistency and minimax rates	4
A Spearman dependence matrix for multivariate functional data	4
A simple nonparametric least-squares-based causal inference for heterogeneous treatment effects	4
Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring	4
Partial linear quantile regression model with incompletely observed functional covariates	4
Variable selection for Nadaraya–Watson–Fréchet regression	4
Asymptotics of nonparametric kernel regression estimation for a class of samples	4
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 linear multiplier in SDEs driven by general Gaussian processes	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
Hilbertian additive regression with parametric help	3
Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models	3
The scalar-on-function modal regression for functional time series data	3
Nonparametric screening for additive quantile regression in ultra-high dimension	3
Estimation of the distribution and density functions using Bernstein polynomials under weak dependence	3
Density derivative estimation using asymmetric kernels	3
On standardness: estimation of the standardness constant and decidability aspects	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
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
Testing axial symmetry by means of integrated rank scores	2
A new approach to select linear and nonparametric predictors simultaneously for generalised partially linear models	2
Tests for equality of several mean vector functions for multivariate functional data with applications	2
A robust estimation based on penalised regularisation for the varying-coefficient additive model	2
Efficient nonparametric estimation of generalised autocovariances	2
Uniformity tests for circular data based on a Parzen–Rosenblatt type estimator	2
Reweighted and circularised Anderson-Darling tests of goodness-of-fit	2
A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data	2
On the connections between Chatterjee's correlation and rank distance correlation	2
The Bahadur representation for nonparametric estimation of expected shortfall and its applications	2
Statistical inference for discrete-time temporal networks with dynamic stochastic block models	2
Inference on semi-parametric transformation model with a pairwise likelihood based on left-truncated and interval-censored data	2
Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities	2
Jump detection with dependent wild bootstrap	2
Model-based statistical depth with applications to functional data	2
An adaptive test based on Kendall's tau for independence in high dimensions	2
An adaptive test of the independence of high-dimensional data based on Kendall rank correlation coefficient	2
A KL-divergence-based test for elliptical distribution	2