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 2021-03-01 to 2025-03-01.)
ArticleCitations
Minimax estimation in multi-task regression under low-rank structures30
Nonparametric estimation of isotropic covariance function21
Stochastic feature selection with annealing and its applications to streaming data11
Model-free prediction of time series: a nonparametric approach7
Nonparametric Bayes multiresolution testing for high-dimensional rare events7
Conditional symmetry test based on empirical characteristic function7
Regression estimation for continuous-time functional data processes with missing at random response6
A median test for functional data6
Bias reduction by transformed flat-top Fourier series estimator of density on compact support6
A phase-II change-point-based distribution-free scheme for monitoring of three process aspects5
On a projection estimator of the regression function derivative5
Robust oracle estimation and uncertainty quantification for possibly sparse quantiles4
Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence4
Estimation of the distribution and density functions using Bernstein polynomials under weak dependence4
Hilbertian additive regression with parametric help4
A nonparametric Bayesian item response modelling approach for clustering items and individuals simultaneously4
Nonparametric estimation of highest density regions for COVID-193
Nonparametric estimation and inference for spatiotemporal epidemic models3
New estimation for heteroscedastic single-index measurement error models3
Nonparametric estimation of functional dynamic factor model3
Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications3
Kernel regression for cause-specific hazard models with nonparametric covariate functions3
A semiparametric Bayesian approach to epidemics, with application to the spread of the coronavirus MERS in South Korea in 20153
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations3
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes3
Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials3
Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations2
Improvement on LASSO-type estimator in nonparametric regression2
Nonparametric inference about increasing odds rate distributions2
Penalised estimation of partially linear additive zero-inflated Bernoulli regression models2
A process of dependent quantile pyramids2
Kernel density estimation for a stochastic process with values in a Riemannian manifold2
A bootstrap functional central limit theorem for time-varying linear processes2
Asymptotic normality of kernel density estimation for mixing high-frequency data2
Asymptotic behaviour of the portmanteau tests in an integer-valued AR model2
Tracking full posterior in online Bayesian classification learning: a particle filter approach2
The test of exponentiality based on the mean residual life function revisited2
Uniform convergence rates and automatic variable selection in nonparametric regression with functional and categorical covariates2
Nonparametric needlet estimation for partial derivatives of a probability density function on thed-torus2
Robust covariance estimation with noisy high-frequency financial data2
Another look at halfspace depth: flag halfspaces with applications2
Bayesian nonparametric mixture of experts for inverse problems2
Nonparametric relative error estimation of the regression function for left truncated and right censored time series data2
The generalised MLE with truncated interval-censored data2
Data-driven resistant kernel regression1
Wasserstein filter for variable screening in binary classification in the reproducing kernel Hilbert space1
Subgroup detection in the heterogeneous partially linear additive Cox model1
An optimal sequential design in ethical allocation with an adaptive interim analysis1
Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models1
Modified martingale difference correlations1
The improved correlation coefficient of Chatterjee1
Integrated log-rank test1
Nonparametric estimation of risk ratios for bivariate data1
Two-stage local rank estimation for generalised partially linear varying-coefficient models1
IPCW approach for testing independence1
On the consistency of a random forest algorithm in the presence of missing entries1
Partial linear quantile regression model with incompletely observed functional covariates1
Local linear estimation and plug-in bandwidth selection for the ratio of two hazard rate functions1
Test of dominance relations based on kernel smoothing method1
Home-range estimation under a restricted sample scheme1
Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates1
Adaptive and efficient isotonic estimation in Wicksell's problem1
Exponentially weighted averaging of varying-coefficient partially linear models1
The A-optimal subsampling approach to the analysis of count data of massive size1
Generalised local polynomial estimators of smooth functionals of a distribution function with nonnegative support1
The hazard level set1
Model fitting using partially ranked data1
On sufficient dimension reduction via principal asymmetric least squares1
A novel framework for joint sparse clustering and alignment of functional data1
Sequential and simultaneous distance-based dimension reduction1
Detecting the complexity of a functional time series1
Improved estimation of hazard function when failure information is missing not at random1
Density derivative estimation using asymmetric kernels1
Equivalence between constrained optimal smoothing and Bayesian estimation1
Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates1
Group inference of high-dimensional single-index models1
Variance function estimation in regression model via aggregation procedures1
The stochastic convergence of Bernstein polynomial estimators in a triangular array1
Asymptotic properties of the normalised discrete associated-kernel estimator for probability mass function1
Regression analysis of mixed panel count data with dependent observation processes1
A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data1
Some multivariate goodness of fit tests based on data depth1
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