Journal of Nonparametric Statistics

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 2020-03-01 to 2024-03-01.)
ArticleCitations
Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data29
Nonparametric estimation of expectile regression in functional dependent data23
Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data20
On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation16
Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence9
Efficient pseudo-Gaussian and rank-based detection of random regression coefficients6
Testing symmetry based on the extropy of record values6
Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection6
Bootstrapping covariance operators of functional time series5
Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces5
Composite empirical likelihood for multisample clustered data5
Kernel smoothed probability mass functions for ordered datatypes5
Spatial autoregressive partially linear varying coefficient models4
Higher-order bias corrections for kernel type density estimators on the unit or semi-infinite interval4
Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution4
Nonparametric estimation and inference for spatiotemporal epidemic models4
Recursive asymmetric kernel density estimation for nonnegative data4
Single functional index quantile regression under general dependence structure4
Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence3
Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials3
Nonparametric tests for detection of high dimensional outliers3
On sufficient dimension reduction via principal asymmetric least squares3
Statistical inference for ARMA time series with moving average trend2
Local polynomial regression for pooled response data2
Nonparametric estimation of functional dynamic factor model2
Data-driven local polynomial for the trend and its derivatives in economic time series2
Goodness-of-fit test for count distributions with finite second moment2
Consistency of a nonparametric least squares estimator in integer-valued GARCH models2
Constrained quantile regression and heteroskedasticity2
Functional linear model with partially observed covariate and missing values in the response2
Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models2
Modified martingale difference correlations2
A median test for functional data2
Model-based bootstrap for detection of regional quantile treatment effects2
Nonparametric homogeneity pursuit in functional-coefficient models2
Nonparametric estimation of the conditional survival function with double smoothing2
Robust location estimators in regression models with covariates and responses missing at random2
Some multivariate goodness of fit tests based on data depth2
Semiparametric efficient inferences for generalised partially linear models2
Nonparametric estimation of risk ratios for bivariate data2
A semiparametric Bayesian approach to epidemics, with application to the spread of the coronavirus MERS in South Korea in 20152
Statistical estimation for heteroscedastic semiparametric regression model with random errors2
Truncation data analysis for the under-reporting probability in COVID-19 pandemic2
Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach2
A novel framework for joint sparse clustering and alignment of functional data2
A U-statistic-based test of treatment effect heterogeneity1
Wasserstein filter for variable screening in binary classification in the reproducing kernel Hilbert space1
Asymptotic properties of the normalised discrete associated-kernel estimator for probability mass function1
New empirical likelihood inference for the mean residual life with length-biased and right-censored data1
Asymptotic behaviour of the portmanteau tests in an integer-valued AR model1
Maximum multinomial likelihood estimation in compound mixture model with application to malaria study1
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes1
Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model1
Regularised rank quasi-likelihood estimation for generalised additive models1
A nonparametric procedure for linear and nonlinear variable screening1
Intermediate efficiency of some weighted goodness-of-fit statistics1
Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves1
Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring1
Variance function estimation in regression model via aggregation procedures1
The stochastic convergence of Bernstein polynomial estimators in a triangular array1
The test of exponentiality based on the mean residual life function revisited1
Another look at halfspace depth: flag halfspaces with applications1
Efficient estimation in heteroscedastic single-index models1
Nonparametric estimation of highest density regions for COVID-191
Extended Glivenko–Cantelli theorem and L1 strong consistency of innovation density estimator for time-varying semiparametric ARCH model1
Functional data analysis with rough sample paths?1
Asymptotic tail approximations for some nonparametric test statistics1
Goodness-of-fit test for hazard rate1
Robust estimation for partial linear single-index models1
Estimation of shape constrained additive models with missing response at random1
IPCW approach for testing independence1
Nonparametric estimation of volatility function in the jump-diffusion model with noisy data1
On a projection estimator of the regression function derivative1
On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes1
Two-step combined nonparametric likelihood estimation of misspecified semiparametric models1
Estimation of linear transformation cure models with informatively interval-censored failure time data1
The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator1
The scalar-on-function modal regression for functional time series data1
A maximum entropy copula model for mixed data: representation, estimation and applications1
Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting1
Testing for additivity in nonparametric heteroscedastic regression models1
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