Journal of Nonparametric Statistics

1997 - 2025

Current editor(s): Jun Shao

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Volume 37, issue 4, 2025

Editorial to the special issue ‘Nonparametric Methods in Data Science and Applications’ pp. 741-745

Yichuan Zhao and Wenbin Lu

Subgroup detection in the heterogeneous partially linear additive Cox model pp. 746-771

Tingting Cai and Tao Hu

A double exponential gamma-frailty model for clustered survival data pp. 772-795

Mengqi Xie, Jie Zhou and Lei Liu

Robust sufficient dimension reduction via α-distance covariance pp. 796-811

Hsin-Hsiung Huang, Feng Yu and Teng Zhang

A robust estimation based on penalised regularisation for the varying-coefficient additive model pp. 812-840

Yaxuan Zhao and Yuehan Yang

Enhanced doubly robust estimation with concave link functions for estimands in clinical trials pp. 841-866

Junyi Zhang, Ao Yuan and Ming T. Tan

Jackknife empirical likelihood for the correlation coefficient with multiplicative distortion measurement errors pp. 867-896

Brian Pidgeon, Pangpang Liu and Yichuan Zhao

Sparse kernel sufficient dimension reduction pp. 897-920

Bingyuan Liu and Lingzhou Xue

A novel framework for online supervised learning with feature selection pp. 921-947

Lizhe Sun, Mingyuan Wang, Siquan Zhu and Adrian Barbu

Tracking full posterior in online Bayesian classification learning: a particle filter approach pp. 948-966

Enze Shi, Jinhan Xie, Shenggang Hu, Ke Sun, Hongsheng Dai, Bei Jiang, Linglong Kong and Lingzhu Li

Permutation mask: a combined gradient sparsification for federated learning pp. 967-989

Shiqi Zhou and Yongdao Zhou

Group inference of high-dimensional single-index models pp. 990-1009

Dongxiao Han, Miao Han, Meiling Hao, Liuquan Sun and Siyang Wang

Inference for ARMA time series with mildly varying trend pp. 1010-1023

Yinghuai Yi, Zening Song and Lijian Yang

The A-optimal subsampling approach to the analysis of count data of massive size pp. 1024-1052

Fei Tan, Xiaofeng Zhao and Hanxiang Peng

Generalized fiducial inference for the GEV change-point model pp. 1053-1069

Xia Cai, Yaru Qiao, Jiahua Qiao and Liang Yan

Tests for equality of several mean vector functions for multivariate functional data with applications pp. 1070-1090

Zhiping Qiu, Jiangyuan Fan and Jin-Ting Zhang

Minimum profile Hellinger distance estimation for single-index models pp. 1091-1111

Bowei Ding, Rohana J. Karunamuni and Jingjing Wu

Local linear estimators for reflected diffusions pp. 1112-1130

Dingwen Zhang

Kernel estimation for quadratic functional of long memory linear processes with infinite variance pp. 1131-1151

Hui Liu and Fangjun Xu

Sequential and simultaneous distance-based dimension reduction pp. 1152-1181

Yijin Ni, Chuanping Yu, Hyunouk Ko and Xiaoming Huo

Partial causal identification for right censored data with noncompliance pp. 1182-1204

Yang Bai and Yifan Cui

Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates pp. 1205-1220

Zhuowei Sun and Hongyuan Cao

Penalized variable selection with broken adaptive ridge regression for semi-competing risks data pp. 1221-1256

Fatemeh Mahmoudi and Xuewen Lu

Multivariate regression with measurement error: bias analysis and estimation pp. 1257-1297

Jingyu Cui and Grace Y. Yi

A new approach to select linear and nonparametric predictors simultaneously for generalised partially linear models pp. 1298-1316

Youhan Lu, Juan Hu and Yichao Wu

A comparison of causal inference methods for evaluating multiple treatment groups pp. 1317-1340

Shuai Chen, Hao Wu and Hongwei Zhao

Volume 37, issue 3, 2025

Adaptive and efficient isotonic estimation in Wicksell's problem pp. 491-531

Francesco Gili, Geurt Jongbloed and Aad van der Vaart

Conditional symmetry test based on empirical characteristic function pp. 532-548

Feifei Chen, Feng Liang and Qing Jiang

Estimation of the distribution and density functions using Bernstein polynomials under weak dependence pp. 549-560

M. Belalia, N. Berrahou and L. Douge

Regularisation and central limit theorems for an inverse problem in network sampling applications pp. 561-579

Nelson Antunes, Gonçalo Jacinto and Vladas Pipiras

Stochastic feature selection with annealing and its applications to streaming data pp. 580-597

Lizhe Sun and Adrian Barbu

Feature screening for case-cohort studies in the presence of interval censoring pp. 598-631

Zhimiao Cao, Huiqiong Li, Jianguo Sun and Niansheng Tang

An adaptive test of the independence of high-dimensional data based on Kendall rank correlation coefficient pp. 632-656

Lijuan Han, Yun Ma and Junshan Xie

Strong law for randomly weighted sums of WOD random variables and application to nonparametric regression models pp. 657-682

Ta Cong Son and Le Van Dung

TSSS: a novel triangulated spherical spline smoothing for surface-based data pp. 683-712

Zhiling Gu, Shan Yu, Guannan Wang, Ming-Jun Lai and Lily Wang

Partial linear quantile regression model with incompletely observed functional covariates pp. 713-739

Nengxiang Ling, Yujie Yang and Qianqian Peng

Volume 37, issue 2, 2025

The improved correlation coefficient of Chatterjee pp. 265-281

Liqi Xia, Ruiyuan Cao, Jiang Du and Xiuping Chen

Errors-in-variables regression for mixed Euclidean and non-Euclidean predictors pp. 282-318

Jeong Min Jeon

Clustering of high-dimensional observations pp. 319-343

Yong Wang and Reza Modarres

Kernel density estimation for a stochastic process with values in a Riemannian manifold pp. 344-363

Mohamed Abdillahi Isman, Wiem Nefzi, Papa Mbaye, Salah Khardani and Anne-Françoise Yao

Linear-quadratic Tobit regression model with a change point due to a covariate threshold pp. 364-383

Xiaogang Wang, Han Wang, Feipeng Zhang and Caiyun Fan

Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process pp. 384-410

Chen Zhong

Functional index coefficient models for locally stationary time series pp. 411-429

Xin Guan, Qunfang Xu, Jinhong You and Yong Zhou

Stone's theorem for distributional regression in Wasserstein distance pp. 430-452

Clément Dombry, Thibault Modeste and Romain Pic

A general semi-parametric elliptical distribution model for semi-supervised learning pp. 453-490

Chin-Tsang Chiang, Sheng-Hsin Fan, Ming-Yueh Huang, Jen-Chieh Teng and Alvin Lim

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