Journal of Nonparametric Statistics

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 2021-09-01 to 2025-09-01.)
ArticleCitations
New estimation for heteroscedastic single-index measurement error models34
A semiparametric Bayesian approach to epidemics, with application to the spread of the coronavirus MERS in South Korea in 201511
Correction9
Nonparametric Bayes multiresolution testing for high-dimensional rare events9
Nonparametric estimation and inference for spatiotemporal epidemic models8
Penalised estimation of partially linear additive zero-inflated Bernoulli regression models8
The generalised MLE with truncated interval-censored data7
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations7
Test of dominance relations based on kernel smoothing method6
Nonparametric estimation of risk ratios for bivariate data6
Model fitting using partially ranked data6
Measure of shape for object data6
Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates6
Home-range estimation under a restricted sample scheme6
Some multivariate goodness of fit tests based on data depth5
On the consistency of a random forest algorithm in the presence of missing entries5
Testing for the geometric distribution in multi-sample settings5
Sequential and simultaneous distance-based dimension reduction5
Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring5
Sparse kernel sufficient dimension reduction4
Boundary-adaptive kernel density estimation: the case of (near) uniform density4
A Spearman dependence matrix for multivariate functional data4
Partial linear quantile regression model with incompletely observed functional covariates4
A simple nonparametric least-squares-based causal inference for heterogeneous treatment effects4
Multivariate density estimation from privatised data: universal consistency and minimax rates4
Functional linear model with partially observed covariate and missing values in the response4
PROFIT: projection-based test in longitudinal functional data4
Nonparametric estimation of expectile regression in functional dependent data3
Nonparametric screening for additive quantile regression in ultra-high dimension3
A double exponential gamma-frailty model for clustered survival data3
A maximum entropy copula model for mixed data: representation, estimation and applications3
Truncation data analysis for the under-reporting probability in COVID-19 pandemic3
Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces3
The scalar-on-function modal regression for functional time series data3
Robust estimation for varying coefficient partially linear model based on MAVE3
Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process3
Nonparametric estimation of periodic signal disturbed by α-stable noises3
On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes3
Enhanced doubly robust estimation with concave link functions for estimands in clinical trials2
Tests for equality of several mean vector functions for multivariate functional data with applications2
Nonparametric quantile regression with missing data using local estimating equations2
Transformation tests and their asymptotic power in two-sample comparisons2
The hazard level set2
Hilbertian additive regression with parametric help2
Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models2
A U-statistic-based test of treatment effect heterogeneity2
Persistent homology based goodness-of-fit tests for spatial tessellations2
Efficient nonparametric estimation of generalised autocovariances2
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
A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data2
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes2
Nonparametric estimation of highest density regions for COVID-192
An adaptive test of the independence of high-dimensional data based on Kendall rank correlation coefficient2
An adaptive test based on Kendall's tau for independence in high dimensions2
A robust estimation based on penalised regularisation for the varying-coefficient additive model2
Reweighted and circularised Anderson-Darling tests of goodness-of-fit2
Model-based statistical depth with applications to functional data2
Testing axial symmetry by means of integrated rank scores2
Density derivative estimation using asymmetric kernels2
Estimation of the distribution and density functions using Bernstein polynomials under weak dependence2
Nonparametric tests for detection of high dimensional outliers2
Improvement on LASSO-type estimator in nonparametric regression2
Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities2
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