Journal of Nonparametric Statistics

1997 - 2025

Current editor(s): Jun Shao

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Volume 37, issue 1, 2025

Regression estimation for continuous-time functional data processes with missing at random response pp. 1-32

Mohamed Chaouch and Naâmane Laïb

Data-driven resistant kernel regression pp. 33-59

Jianhua Zhou and Christopher F. Parmeter

Equivalence between constrained optimal smoothing and Bayesian estimation pp. 60-81

L. Grammont, H. Maatouk and X. Bay

A Spearman dependence matrix for multivariate functional data pp. 82-104

Francesca Ieva, Michael Ronzulli, Juan Romo and Anna Maria Paganoni

Trajectory clustering with adjustment for time-varying covariate effects pp. 105-127

Chunxi Liu, Chao Han and Weiping Zhang

A phase-II change-point-based distribution-free scheme for monitoring of three process aspects pp. 128-147

Xinran Chen, Amitava Mukherjee, Dongdong Xiang and Wendong Li

Nonparametric screening for additive quantile regression in ultra-high dimension pp. 148-168

Daoji Li, Yinfei Kong and Dawit Zerom

A simple nonparametric least-squares-based causal inference for heterogeneous treatment effects pp. 169-203

Ying Zhang, Yuanfang Xu, Lili Tong, Giorgos Bakoyannis and Bin Huang

Augmented inverse probability weighted estimation for conditional treatment effect pp. 204-229

Chuyun Ye, Keli Guo and Lixing Zhu

A class of nonparametric tests for the two-sample problem based on order statistics pp. 230-263

Kadir Karakaya, Sümeyra Sert, Ihab Abusaif, Coşkun Kuş, Hon Keung Tony Ng and Haikady N. Nagaraja

Volume 36, issue 4, 2024

Complete f-moment convergence for m-asymptotic negatively associated random variables and related statistical applications pp. 911-939

Xuejun Wang, Xi Chen, Tien-Chung Hu and Andrei Volodin

Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring pp. 940-954

Mingyue Du and Mengzhu Yu

Integrated log-rank test pp. 955-980

John O'Quigley

Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes pp. 981-993

B. L. S. Prakasa Rao

Density derivative estimation using asymmetric kernels pp. 994-1017

Benedikt Funke and Masayuki Hirukawa

Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities pp. 1018-1035

Li Cai, Yao Yao and Suojin Wang

PROFIT: projection-based test in longitudinal functional data pp. 1036-1063

Salil Koner, So Young Park and Ana-Maria Staicu

An adaptive test based on Kendall's tau for independence in high dimensions pp. 1064-1087

Xiangyu Shi, Yuanyuan Jiang, Jiang Du and Zhuqing Miao

Wavelet estimation for the nonparametric additive model in random design and long-memory dependent errors pp. 1088-1113

Rida Benhaddou and Qing Liu

Generalised local polynomial estimators of smooth functionals of a distribution function with nonnegative support pp. 1114-1150

Y. P. Chaubey, K. Ghoudi and N. Laïb

Asymptotic normality of kernel density estimation for mixing high-frequency data pp. 1151-1176

Shanchao Yang, Lanjiao Qin, Y. Wang and X. Yang

Good-bootstrap: simultaneous confidence intervals for large alphabet distributions pp. 1177-1191

Daniel Marton and Amichai Painsky

Empirical likelihood based confidence regions for functional of copulas pp. 1192-1224

Salim Bouzebda and Amor Keziou

A powerful nonparametric test of the effect of dementia duration on mortality pp. 1225-1257

Rafael Weißbach, Lucas Radloff, Constantin Reinke and G. Doblhammer

Checking normality of model errors under additive distortion measurement errors pp. 1258-1287

Mengyao Li, Jiangshe Zhang, Jun Zhang and Yan Zhou

Volume 36, issue 3, 2024

Threshold selection for extremal index estimation pp. 527-546

Natalia Markovich and Igor Rodionov

An optimal sequential design in ethical allocation with an adaptive interim analysis pp. 547-572

Radhakanta Das

Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence pp. 573-599

Christian H. Weiß and Alexander Schnurr

Detecting the complexity of a functional time series pp. 600-622

Enea G. Bongiorno, Lax Chan and Aldo Goia

Wasserstein filter for variable screening in binary classification in the reproducing kernel Hilbert space pp. 623-642

Sanghun Jeong, Choongrak Kim and Hojin Yang

Estimation and inference in functional varying-coefficient single-index quantile regression models pp. 643-672

Hanbing Zhu, Tong Zhang, Yuanyuan Zhang and Heng Lian

A varying coefficient model with matrix valued covariates pp. 673-705

Hong-Fan Zhang

Nonparametric relative error estimation of the regression function for left truncated and right censored time series data pp. 706-729

N. Bayarassou, F. Hamrani and E. Ould Saïd

On estimation of covariance function for functional data with detection limits pp. 730-748

Haiyan Liu and Jeanine Houwing-Duistermaat

Model checks for two-sample location-scale pp. 749-779

Atefeh Javidialsaadi, Shoubhik Mondal and Sundarraman Subramanian

Fighting selection bias in statistical learning: application to visual recognition from biased image databases pp. 780-803

Stephan Clémençon, Pierre Laforgue and Robin Vogel

Model-free prediction of time series: a nonparametric approach pp. 804-824

Mohammad Mohammadi and Meng Li

A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data pp. 825-862

Kin Yap Cheung and Stephen M. S. Lee

Penalised estimation of partially linear additive zero-inflated Bernoulli regression models pp. 863-890

Minggen Lu, Chin-Shang Li and Karla D. Wagner

Home-range estimation under a restricted sample scheme pp. 891-910

Alejandro Cholaquidis, Ricardo Fraiman and Manuel Hernández-Banadik

Volume 36, issue 2, 2024

Jackknife empirical likelihood for the lower-mean ratio pp. 287-312

Lei Huang, Li Zhang and Yichuan Zhao

Model-based statistical depth with applications to functional data pp. 313-356

Weilong Zhao, Zishen Xu, Yue Mu, Yun Yang and Wei Wu

Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models pp. 357-372

Chun-Yen Wu, Li-Shan Huang and Zhezhen Jin

Improved estimation of hazard function when failure information is missing not at random pp. 373-399

Feifei Chen, Wangxing Zhang, Zhihua Sun and Yuanyuan Guo

On the consistency of a random forest algorithm in the presence of missing entries pp. 400-434

Irving Gómez-Méndez and Emilien Joly

Nonparametric inference about increasing odds rate distributions pp. 435-454

Tommaso Lando, Idir Arab and Paulo Eduardo Oliveira

Estimating POT second-order parameter for bias correction pp. 455-476

Nan Zou

Testing bivariate symmetry pp. 477-502

Sheida Riahi and Prakash N. Patil

The scalar-on-function modal regression for functional time series data pp. 503-526

Amel Azzi, Abderrahmane Belguerna, Ali Laksaci and Mustapha Rachdi

Volume 36, issue 1, 2024

Editorial pp. 1-3

Stathis Paparoditis and Ingrid Van Keilegom

Functional data analysis with rough sample paths? pp. 4-22

Neda Mohammadi and Victor M. Panaretos

Efficient nonparametric estimation of generalised autocovariances pp. 23-38

Alessandra Luati, Francesca Papagni and Tommaso Proietti

Persistent homology based goodness-of-fit tests for spatial tessellations pp. 39-59

Christian Hirsch, Johannes Krebs and Claudia Redenbach

Robust oracle estimation and uncertainty quantification for possibly sparse quantiles pp. 60-77

Eduard Belitser, Paulo Serra and Alexandra Vegelien

Scaling by subsampling for big data, with applications to statistical learning pp. 78-117

Patrice Bertail, Mohammed Bouchouia, Ons Jelassi, Jessica Tressou and Mélanie Zetlaoui

IPCW approach for testing independence pp. 118-145

Marija Cuparić and Bojana Milošević

Boundary-adaptive kernel density estimation: the case of (near) uniform density pp. 146-164

Jeffrey Racine, Qi Li and Qiaoyu Wang

Another look at halfspace depth: flag halfspaces with applications pp. 165-181

Dušan Pokorný, Petra Laketa and Stanislav Nagy

A novel framework for joint sparse clustering and alignment of functional data pp. 182-211

Valeria Vitelli

Approximate tolerance intervals for nonparametric regression models pp. 212-239

Yafan Guo and Derek S. Young

A bootstrap functional central limit theorem for time-varying linear processes pp. 240-263

Carina Beering and Anne Leucht

Uniform convergence rates and automatic variable selection in nonparametric regression with functional and categorical covariates pp. 264-286

Leonie Selk