EconPapers    
Economics at your fingertips  
 

Journal of Nonparametric Statistics

1997 - 2024

Current editor(s): Jun Shao

From Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 36, issue 2, 2024

Jackknife empirical likelihood for the lower-mean ratio pp. 287-312 Downloads
Lei Huang, Li Zhang and Yichuan Zhao
Model-based statistical depth with applications to functional data pp. 313-356 Downloads
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 Downloads
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 Downloads
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 Downloads
Irving Gómez-Méndez and Emilien Joly
Nonparametric inference about increasing odds rate distributions pp. 435-454 Downloads
Tommaso Lando, Idir Arab and Paulo Eduardo Oliveira
Estimating POT second-order parameter for bias correction pp. 455-476 Downloads
Nan Zou
Testing bivariate symmetry pp. 477-502 Downloads
Sheida Riahi and Prakash N. Patil
The scalar-on-function modal regression for functional time series data pp. 503-526 Downloads
Amel Azzi, Abderrahmane Belguerna, Ali Laksaci and Mustapha Rachdi

Volume 36, issue 1, 2024

Editorial pp. 1-3 Downloads
Stathis Paparoditis and Ingrid Van Keilegom
Functional data analysis with rough sample paths? pp. 4-22 Downloads
Neda Mohammadi and Victor M. Panaretos
Efficient nonparametric estimation of generalised autocovariances pp. 23-38 Downloads
Alessandra Luati, Francesca Papagni and Tommaso Proietti
Persistent homology based goodness-of-fit tests for spatial tessellations pp. 39-59 Downloads
Christian Hirsch, Johannes Krebs and Claudia Redenbach
Robust oracle estimation and uncertainty quantification for possibly sparse quantiles pp. 60-77 Downloads
Eduard Belitser, Paulo Serra and Alexandra Vegelien
Scaling by subsampling for big data, with applications to statistical learning pp. 78-117 Downloads
Patrice Bertail, Mohammed Bouchouia, Ons Jelassi, Jessica Tressou and Mélanie Zetlaoui
IPCW approach for testing independence pp. 118-145 Downloads
Marija Cuparić and Bojana Milošević
Boundary-adaptive kernel density estimation: the case of (near) uniform density pp. 146-164 Downloads
Jeffrey S. Racine, Qi Li and Qiaoyu Wang
Another look at halfspace depth: flag halfspaces with applications pp. 165-181 Downloads
Dušan Pokorný, Petra Laketa and Stanislav Nagy
A novel framework for joint sparse clustering and alignment of functional data pp. 182-211 Downloads
Valeria Vitelli
Approximate tolerance intervals for nonparametric regression models pp. 212-239 Downloads
Yafan Guo and Derek S. Young
A bootstrap functional central limit theorem for time-varying linear processes pp. 240-263 Downloads
Carina Beering and Anne Leucht
Uniform convergence rates and automatic variable selection in nonparametric regression with functional and categorical covariates pp. 264-286 Downloads
Leonie Selk

Volume 35, issue 4, 2023

Regression analysis of mixed panel count data with dependent observation processes pp. 669-684 Downloads
Lei Ge, Jaihee Choi, Hui Zhao, Yang Li and Jianguo Sun
Test of dominance relations based on kernel smoothing method pp. 685-708 Downloads
Weiwei Zhuang, Suming Yao and Guoxin Qiu
Empirical likelihood for the analysis of experimental designs pp. 709-732 Downloads
Eunseop Kim, Steven N. MacEachern and Mario Peruggia
Nonparametric needlet estimation for partial derivatives of a probability density function on the d-torus pp. 733-772 Downloads
Claudio Durastanti and Nicola Turchi
On a projection estimator of the regression function derivative pp. 773-819 Downloads
Fabienne Comte and Nicolas Marie
Permutation-based inference for function-on-scalar regression with an application in PET brain imaging pp. 820-838 Downloads
Denise Shieh and R. Todd Ogden
Asymptotic properties of neural network sieve estimators pp. 839-868 Downloads
Xiaoxi Shen, Chang Jiang, Lyudmila Sakhanenko and Qing Lu
Reweighted and circularised Anderson-Darling tests of goodness-of-fit pp. 869-904 Downloads
Chuanhai Liu
Nonparametric instrument model averaging pp. 905-926 Downloads
Jianan Chen, Binyan Jiang and Jialiang Li
Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting pp. 927-946 Downloads
Ruoxu Tan

Volume 35, issue 3, 2023

Nonparametric inference for interval data using kernel methods pp. 455-473 Downloads
Hoyoung Park, Ji Meng Loh and Woncheol Jang
Testing axial symmetry by means of integrated rank scores pp. 474-490 Downloads
Šárka Hudecová and Miroslav Šiman
Multivariate density estimation from privatised data: universal consistency and minimax rates pp. 491-513 Downloads
László Györfi and Martin Kroll
Choosing shape parameters for regression in reproducing kernel Hilbert space and variable selection pp. 514-528 Downloads
Xin Tan, Yingcun Xia and Efang Kong
Cramér-von-Mises tests for the distribution of the excess over a confidence level pp. 529-561 Downloads
Daniel Gaigall and Julian Gerstenberg
Asymptotic behaviour of the portmanteau tests in an integer-valued AR model pp. 562-586 Downloads
Jing Zhang, Bo Li, Xiaohui Liu and Xinyue Wan
Model fitting using partially ranked data pp. 587-600 Downloads
Mayer Alvo and Xiuwen Duan
The test of exponentiality based on the mean residual life function revisited pp. 601-621 Downloads
B. Ebner
Hilbertian additive regression with parametric help pp. 622-641 Downloads
Young Kyung Lee, Enno Mammen and Byeong U. Park
Kernel regression for cause-specific hazard models with nonparametric covariate functions pp. 642-667 Downloads
Xiaomeng Qi and Zhangsheng Yu

Volume 35, issue 2, 2023

A high-dimensional test for the k-sample Behrens–Fisher problem pp. 239-265 Downloads
Daojiang He, Huijun Shi, Kai Xu and Mingxiang Cao
The generalised MLE with truncated interval-censored data pp. 266-282 Downloads
Qiqing Yu
Estimation of linear transformation cure models with informatively interval-censored failure time data pp. 283-301 Downloads
Shuying Wang, Da Xu, Chunjie Wang and Jianguo Sun
Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates pp. 302-322 Downloads
Tian Jiang
A nonparametric discontinuity test of density using a beta kernel pp. 323-354 Downloads
Gaku Igarashi
Asymptotic properties of the normalised discrete associated-kernel estimator for probability mass function pp. 355-372 Downloads
Youssef Esstafa, Célestin C. Kokonendji and Sobom M. Somé
Extended Glivenko–Cantelli theorem and L1 strong consistency of innovation density estimator for time-varying semiparametric ARCH model pp. 373-396 Downloads
Chen Zhong
Variance function estimation in regression model via aggregation procedures pp. 397-436 Downloads
Ahmed Zaoui
Maximum approximate Bernstein likelihood estimation in a two-sample semiparametric model pp. 437-453 Downloads
Zhong Guan

Volume 35, issue 1, 2023

Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations pp. 1-18 Downloads
Mihyun Kim and Piotr Kokoszka
Goodness-of-fit test for count distributions with finite second moment pp. 19-37 Downloads
Antonio Di Noia, Lucio Barabesi, Marzia Marcheselli, Caterina Pisani and Luca Pratelli
Inference on semi-parametric transformation model with a pairwise likelihood based on left-truncated and interval-censored data pp. 38-55 Downloads
Yichen Lou, Peijie Wang and Jianguo Sun
Binary disease prediction using tail quantiles of the distribution of continuous biomarkers pp. 56-87 Downloads
Michiel H. J. Paus, Edwin R. van den Heuvel and Marc J. M. Meddens
Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations pp. 88-121 Downloads
Kilani Ghoudi, Naâmane Laïb and Mohamed Chaouch
Minimax estimation in multi-task regression under low-rank structures pp. 122-144 Downloads
Kwan-Young Bak and Ja-Yong Koo
Recursive kernel estimator in a semiparametric regression model pp. 145-171 Downloads
Emmanuel De Dieu Nkou
Functional linear model with partially observed covariate and missing values in the response pp. 172-197 Downloads
Christophe Crambes, Chayma Daayeb, Ali Gannoun and Yousri Henchiri
Nonparametric estimation of isotropic covariance function pp. 198-237 Downloads
Yiming Wang and Sujit K. Ghosh
Page updated 2024-07-13